CourseMachine learning:Week 2-Lecture1-Gradient Descent For Multiple Variables

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Gradient Descent For Multiple Variables

问题提出:Week2的梯度下降问题由单一变量转变成了多变量:

技术图片

相应的公式如下:

技术图片

梯度下降算法

[ egin{array}{l}{ ext { repeat until convergence: }{} { heta_{j}:= heta_{j}-alpha frac{1}{m} sum_{i=1}^{m}left(h hetaleft(x^{(i)} ight)-y^{(i)} ight) cdot x_{j}^{(i)} quad ext { for } j:=0 ldots n} {}}end{array} ]
也就是:
[ egin{array}{l}{ ext { repeat until convergence: }{} { heta_{0}:= heta_{0}-alpha frac{1}{m} sum_{i=1}^{m}left(h_{ heta}left(x^{(i)} ight)-y^{(i)} ight) cdot x_{0}^{(i)}} { heta_{1}:= heta_{1}-alpha frac{1}{m} sum_{i=1}^{m}left(h_{ heta}left(x^{(i)} ight)-y^{(i)} ight) cdot x_{1}^{(i)}} { heta_{2}:= heta_{2}-alpha frac{1}{m} sum_{i=1}^{m}left(h_{ heta}left(x^{(i)} ight)-y^{(i)} ight) cdot x_{2}^{(i)}} {cdots} {}^{cdots}}end{array} ]
( heta_{0})( heta_{1})( heta_{2})...这些参数要同时更新

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