01 Linear Regression with One Variable

Symbols:

• m = Number of training examples
• x’s = “input” variable /features
• y’s = “output” variable / “target” variaable
• (x, y) = one training example
• \((x^{(i)}, y^{(i)})\) = \(i_{th}\) training example
• h(x) = hypothesis function
• \(h_\theta(x) = \theta_0 + \theta_1x\) shorthand:h(x)

Cost Function

• squared cost function
  \[J(\theta_0, \theta_1) = \dfrac {1}{2m} \displaystyle \sum _{i=1}^m \left ( \hat{y}_{i}- y_{i} \right)^2 = \dfrac {1}{2m} \displaystyle \sum _{i=1}^m \left (h_\theta (x_{i}) - y_{i} \right)^2\]
• Goal: \(minimize_{\theta_0, \theta_1}J(\theta_0, \theta_1)\)

Gradient descent

repeat until convergence {

\(\theta_j := \theta_j - \alpha \frac{\partial}{\partial \theta_j} J(\theta_0, \theta_1)\) (for j = 0 and j = 0)
}

需要同时更新\(\theta_j\), 否则先更新\(\theta_i\)会对后面的项的更新产生影响

\(\begin{align*} \text{repeat until convergence: } \lbrace & \newline \theta_0 := & \theta_0 - \alpha \frac{1}{m} \sum\limits_{i=1}^{m}(h_\theta(x_{i}) - y_{i}) \newline \theta_1 := & \theta_1 - \alpha \frac{1}{m} \sum\limits_{i=1}^{m}\left((h_\theta(x_{i}) - y_{i}) x_{i}\right) \newline \rbrace& \end{align*}\)

01 Linear Regression with One Variable

原文：https://www.cnblogs.com/QQ-1615160629/p/01-Linear-Regression-with-One-Variable.html