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@pqcfox
Last active August 29, 2015 14:07
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A simple function from the Coursera Machine Learning class to calculate logistic regression cost.
function [J, grad] = costFunction(theta, X, y)
%COSTFUNCTION Compute cost and gradient for logistic regression
% J = COSTFUNCTION(theta, X, y) computes the cost of using theta as the
% parameter for logistic regression and the gradient of the cost
% w.r.t. to the parameters.
% Initialize some useful values
m = length(y); % number of training examples
% You need to return the following variables correctly
J = 0;
grad = zeros(size(theta));
% ====================== YOUR CODE HERE ======================
% Instructions: Compute the cost of a particular choice of theta.
% You should set J to the cost.
% Compute the partial derivatives and set grad to the partial
% derivatives of the cost w.r.t. each parameter in theta
%
% Note: grad should have the same dimensions as theta
%
n = size(X, 2);
J = 1/m * sum(-y .* log(sigmoid(X * theta)) - (1-y) .* log(1-sigmoid(X * theta)));
for i = 1:n,
grad(i) = 1/m * sum((sigmoid(X * theta) - y) .* X(:, i));
end
% =============================================================
end
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