Hypothesis: \[{h_\theta }\left( x \right) = {\theta ^T}x = {\theta _0} + {\theta _1}{x_1} + {\theta _2}{x_2} + ... + {\theta _n}{x_n}\]

参数(Parameters): \[{\theta _1},{\theta _2},{\theta _3},...,{\theta _n}\]

可以用Θ向量表示上面的一系列值 

损失函数(Cost function): \[J\left( {{\theta _1},{\theta _2},{\theta _3},...,{\theta _n}} \right) = \frac{1}{{2m}}\sum\limits_{i = 1}^m {{{\left( {{h_\theta }\left( {{x^{\left( i \right)}}} \right) - {y^{\left( i \right)}}} \right)}^2}} \]

当用Θ表示时,损失函数:\[J\left( \Theta  \right) = \frac{1}{{2m}}\sum\limits_{i = 1}^m {{{\left( {{h_\theta }\left( {{x^{\left( i \right)}}} \right) - {y^{\left( i \right)}}} \right)}^2}} \]


 

梯度下降算法表示为:

重复(repeat){

\[{\theta _j}: = {\theta _j} - \alpha \frac{\partial }{{\partial {\theta _j}}}J\left( {{\theta _1},{\theta _2},{\theta _3},...,{\theta _n}} \right)\]  (simultaneously update for every j = 0,...,n)

如果用Θ表示 \[{\theta _j}: = {\theta _j} - \alpha \frac{\partial }{{\partial {\theta _j}}}J\left( \Theta  \right)\] (对于 j = 0,...,n,同时更新)

}


 

现在看以下部分怎么算 \[\frac{\partial }{{\partial {\theta _j}}}J\left( {{\theta _1},{\theta _2},{\theta _3},...,{\theta _n}} \right)\] 

当n=1时

算法为:

repeat {

\[{\theta _0}: = {\theta _0} - \alpha \underbrace {\frac{1}{m}\sum\limits_{i = 1}^m {\left( {{h_\theta }\left( {{x^{\left( i \right)}}} \right) - {y^{\left( i \right)}}} \right)} }_{\frac{\partial }{{\partial {\theta _0}}}J\left( \theta  \right)}\]

\[{\theta _1}: = {\theta _1} - \alpha \frac{1}{m}\sum\limits_{i = 1}^m {\left( {{h_\theta }\left( {{x^{\left( i \right)}}} \right) - {y^{\left( i \right)}}} \right)} {x^{\left( i \right)}}\]

(simultaneously update θ0, θ1)

}

当n>=1时

算法为:

repeat {

\[{\theta _j}: = {\theta _j} - \alpha \frac{1}{m}\sum\limits_{i = 1}^m {\left( {{h_\theta }\left( {{x^{\left( i \right)}}} \right) - {y^{\left( i \right)}}} \right)} x_j^{\left( i \right)}\]

(simultaneously update θj for j = 0,..., n)

}

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