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June 24, 2014 04:37
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This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters. Learn more about bidirectional Unicode charactersOriginal file line number Diff line number Diff line change @@ -0,0 +1,45 @@ class LinearRegression < Object::Base def initialize(options) @training_set = options['training_set'] @theta0 = options['theta0start'] @theta1 = options['theta1start'] @alpha = options['alpha'] end def minimize_theta isconverged = false while !isconverged do temp_theta0 = perform_gradient_descent_for_theta0(@theta0) temp_theta1 = perform_gradient_descent_for_theta1(@theta1) if (temp_theta0 - @theta0 == 0 && temp_theta1 - @theta1 == 0) isconverged = true end @theta0 = temp_theta0 @theta1 = temp_theta1 end return [@theta0,@theta1] end def perform_gradient_descent_for_theta0(theta) return theta - @alpha * calculate_deritive(theta) * cost_function(theta, @theta1) end def perform_gradient_descent_for_theta1(theta) result = theta - @alpha calculate_deritive(theta) * cost_function(@theta0, theta) end def calculate_deritive(theta) #calculate deritive for theta end def cost_function(theta0, theta1) #calculate cost function sum_of_squared_errors = 0 @training_set.each do |training_pair| squared_error = (theta0 * taining_pair['x']) - (theta1 * taining_pair['y']) ^ 2 sum_of_squared_errors += squared_error end return sum_of_squared_errors end end