Matlab gradient descent - Coursera's Machine Learning ex4/nnCostFunction.m
function [J grad] = nnCostFunction(nn_params, ... | |
input_layer_size, ... | |
hidden_layer_size, ... | |
num_labels, ... | |
X, Y, lambda) | |
%NNCOSTFUNCTION Implements the neural network cost function for a two layer | |
%neural network which performs classification | |
% [J grad] = NNCOSTFUNCTON(nn_params, hidden_layer_size, num_labels, ... | |
% X, y, lambda) computes the cost and gradient of the neural network. The | |
% parameters for the neural network are "unrolled" into the vector | |
% nn_params and need to be converted back into the weight matrices. | |
% | |
% The returned parameter grad should be a "unrolled" vector of the | |
% partial derivatives of the neural network. | |
% | |
% Reshape nn_params back into the parameters Theta1 and Theta2, the weight matrices | |
% for our 2 layer neural network | |
Theta1 = reshape(nn_params(1:hidden_layer_size * (input_layer_size + 1)), ... | |
hidden_layer_size, (input_layer_size + 1)); | |
Theta2 = reshape(nn_params((1 + (hidden_layer_size * (input_layer_size + 1))):end), ... | |
num_labels, (hidden_layer_size + 1)); | |
% Setup some useful variables | |
m = size(X, 1); | |
% You need to return the following variables correctly | |
% J = 0; | |
% Theta1_grad = zeros(size(Theta1)); | |
% Theta2_grad = zeros(size(Theta2)); | |
% ====================== YOUR CODE HERE ====================== | |
% Instructions: You should complete the code by working through the | |
% following parts. | |
% | |
% Part 1: Feedforward the neural network and return the cost in the | |
% variable J. After implementing Part 1, you can verify that your | |
% cost function computation is correct by verifying the cost | |
% computed in ex4.m | |
% Allow arbitrary network architectures. Create cell array of all Theta parameters | |
Theta={Theta1; Theta2}; | |
% Transform y from integers in 1:10 into vectors which would be returned by the | |
% output layer | |
YOutput = zeros(length(Y), rows(Theta{end})); | |
K = rows(Theta{end}); % Number of classes | |
for i = 1:length(Y) | |
% Expect integers from 1: | |
if (!(class = Y(i)) == floor(class) || class < 1 || class > K) | |
printf("unexpected value y(%d) = %f. Bailing.\n", i, class); | |
return | |
end | |
YOutput(i, Y(i)) = 1; | |
% Or, faster (but no validation): | |
% yv=[1:num_labels] == y % Use Broadcasting | |
% Or | |
% yv = bsxfun(@eq, y, 1:num_labels); | |
end | |
Y = YOutput; | |
% | |
% Compute unregularised cost (J) | |
% | |
% Get h(X) and z (non-activated output of all neurons in network) | |
[~, z, activation] = predict(Theta1, Theta2, X); | |
hX = activation{end}; | |
J = 1/m * sum(sum((-Y .* log(hX) - (1 - Y) .* log(1 - hX)))); | |
% Add regularisation | |
for i = 1:length(Theta) | |
J += lambda / 2 / m * sum(sum(Theta{i}(:,2:end) .^ 2)); | |
end | |
% | |
% Compute gradients via backpropagation | |
% | |
% Get error of output layer | |
layers = 1 + length(Theta); | |
d{layers} = hX - Y; | |
% Propagate errors backwards through hidden layers | |
for layer = layers-1 : -1 : 2 | |
d{layer} = d{layer+1} * Theta{layer}; | |
d{layer} = d{layer}(:, 2:end); % Remove "error" for constant bias term | |
d{layer} .*= sigmoidGradient(z{layer}); | |
end | |
% Calculate Theta gradients | |
for l = 1:layers-1 | |
Theta_grad{l} = zeros(size(Theta{l})); | |
% Sum of outer products | |
Theta_grad{l} += d{l+1}' * [ones(m,1) activation{l}]; | |
% Add regularisation term | |
Theta_grad{l}(:, 2:end) += lambda * Theta{l}(:, 2:end); | |
Theta_grad{l} /= m; | |
end | |
% Unroll gradients | |
grad=[]; | |
for i = 1:length(Theta_grad) | |
grad = [grad; Theta_grad{i}(:)]; | |
end | |
% ------- End of Ravi's code -------- | |
% Part 2: Implement the backpropagation algorithm to compute the gradients | |
% Theta1_grad and Theta2_grad. You should return the partial derivatives of | |
% the cost function with respect to Theta1 and Theta2 in Theta1_grad and | |
% Theta2_grad, respectively. After implementing Part 2, you can check | |
% that your implementation is correct by running checkNNGradients | |
% | |
% Note: The vector y passed into the function is a vector of labels | |
% containing values from 1..K. You need to map this vector into a | |
% binary vector of 1's and 0's to be used with the neural network | |
% cost function. | |
% | |
% Hint: We recommend implementing backpropagation using a for-loop | |
% over the training examples if you are implementing it for the | |
% first time. | |
% | |
% Part 3: Implement regularization with the cost function and gradients. | |
% | |
% Hint: You can implement this around the code for | |
% backpropagation. That is, you can compute the gradients for | |
% the regularization separately and then add them to Theta1_grad | |
% and Theta2_grad from Part 2. | |
% | |
% ------------------------------------------------------------- | |
% ========================================================================= | |
end |
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