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Linear

regression with one variable

Model representa6on
Machine Learning

Andrew Ng

Housing Prices (Portland, OR)

500 400 300

Price 200 (in 1000s 100 of dollars) 0


0 500 1000 1500 2000 2500 3000

Size (feet2) Supervised Learning


Regression Problem

Given the right answer for each example in the data.

Predict real-valued output

Andrew Ng

Training set of housing prices (Portland, OR)

Size in feet2 (x) 2104 1416 1534 852

Price ($) in 1000's (y) 460 232 315 178

Nota6on: m = Number of training examples xs = input variable / features ys = output variable / target variable

Andrew Ng

Training Set

How do we represent h ?

Learning Algorithm Size of house Es6mated price


Linear regression with one variable. Univariate linear regression.

Andrew Ng

Linear regression with one variable

Cost func6on
Machine Learning

Andrew Ng

Training Set

Size in feet2 (x) 2104 1416 1534 852

Price ($) in 1000's (y) 460 232 315 178

Hypothesis: s: Parameters How to choose s ?

Andrew Ng

3 2 1 0 0 1 2 3

3 2 1 0 0 1 2 3

3 2 1 0 0 1 2 3

Andrew Ng

Idea: Choose so that is close to for our training examples

Andrew Ng

Linear regression with one variable

Cost func6on intui6on I


Machine Learning

Andrew Ng

Hypothesis: Parameters: Cost Func6on:

Simplied

Goal:

Andrew Ng

(for xed , this is a func6on of x)

(func6on of the parameter )

3 2 1 0 -0.5 0 0.5 1 1.5 2 2.5

2 1 0 0 1

Andrew Ng

(for xed , this is a func6on of x)

(func6on of the parameter )

3 2 1 0 -0.5 0 0.5 1 1.5 2 2.5

2 1 0 0 1

Andrew Ng

(for xed , this is a func6on of x)

(func6on of the parameter )

3 2 1 0 -0.5 0 0.5 1 1.5 2 2.5

2 1 0 0 1

Andrew Ng

Linear regression with one variable

Cost func6on intui6on II


Machine Learning

Andrew Ng

Hypothesis: Parameters: Cost Func6on: Goal:

Andrew Ng

(for xed , this is a func6on of x)


500 400

(func6on of the parameters )

Price ($) 300 in 1000s


200 100 0 0 1000 2000 3000

Size in feet2 (x)

Andrew Ng

Andrew Ng

(for xed , this is a func6on of x)

(func6on of the parameters )

Andrew Ng

(for xed , this is a func6on of x)

(func6on of the parameters )

Andrew Ng

(for xed , this is a func6on of x)

(func6on of the parameters )

Andrew Ng

(for xed , this is a func6on of x)

(func6on of the parameters )

Andrew Ng

Linear regression with one variable

Machine Learning

Gradient descent

Andrew Ng

Have some func6on Want Outline: Start with some Keep changing to reduce un6l we hopefully end up at a minimum

Andrew Ng

J(0,1)

1
0

Andrew Ng

J(0,1)

1
0

Andrew Ng

Gradient descent algorithm

Correct: Simultaneous update

Incorrect:

Andrew Ng

Linear regression with one variable

Gradient descent intui6on


Machine Learning

Andrew Ng

Gradient descent algorithm

Andrew Ng

Andrew Ng

If is too small, gradient descent can be slow.

If is too large, gradient descent can overshoot the minimum. It may fail to converge, or even diverge.

Andrew Ng

at local op6ma Current value of

Andrew Ng

Gradient descent can converge to a local minimum, even with the learning rate xed.

As we approach a local minimum, gradient descent will automa6cally take smaller steps. So, no need to decrease over 6me.

Andrew Ng

Linear regression with one variable

Gradient descent for linear regression


Machine Learning

Andrew Ng

Gradient descent algorithm

Linear Regression Model

Andrew Ng

Andrew Ng

Gradient descent algorithm


update and simultaneously

Andrew Ng

J(0,1)

1
0

Andrew Ng

J(0,1)

1
0

Andrew Ng

Andrew Ng

(for xed , this is a func6on of x)

(func6on of the parameters )

Andrew Ng

(for xed , this is a func6on of x)

(func6on of the parameters )

Andrew Ng

(for xed , this is a func6on of x)

(func6on of the parameters )

Andrew Ng

(for xed , this is a func6on of x)

(func6on of the parameters )

Andrew Ng

(for xed , this is a func6on of x)

(func6on of the parameters )

Andrew Ng

(for xed , this is a func6on of x)

(func6on of the parameters )

Andrew Ng

(for xed , this is a func6on of x)

(func6on of the parameters )

Andrew Ng

(for xed , this is a func6on of x)

(func6on of the parameters )

Andrew Ng

(for xed , this is a func6on of x)

(func6on of the parameters )

Andrew Ng

Batch Gradient Descent

Batch: Each step of gradient descent uses all the training examples.

Andrew Ng