Created
July 31, 2019 12:15
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Regularization of the Cost Function in Python
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# import numpy library | |
import numpy as np | |
# Create a test dataset | |
Z= np.random.rand(2,1) | |
y= np.random.rand(2,1) | |
# define sigmoid function | |
def sigmoid(x, derivative=False): | |
sigm = 1. / (1. + np.exp(-x)) | |
if derivative: | |
return sigm * (1. - sigm) | |
return sigm | |
# define cost function | |
def cost_func(init_theta,Z,y): | |
m=len(Z) | |
cost=sum(-1*(y*(np.log(sigmoid(np.dot(Z,init_theta))))+(1-y)*(np.log(1-(sigmoid(np.dot(Z,init_theta)))))))*(1/m) | |
return cost | |
# initialize variables | |
init_theta=np.zeros((Z.shape[1],1)) | |
cost=cost_func(init_theta,Z,y) | |
# check the output | |
print(cost) | |
# regularize the cost function | |
def cost_func_reg(init_theta,Z,y,lambbda): | |
m=len(Z) | |
cost=sum((y*(np.log(sigmoid(np.dot(Z,init_theta))))+(1-y)*(np.log(1-(sigmoid(np.dot(Z,init_theta)))))))*(-1/m)+((lambbda/(2*m))*sum(theta**2)) | |
return cost | |
# check the output | |
cost_func_reg(init_theta,Z,y,(np.random.rand(2,1))) | |
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