function [J, grad] = lrCostFunction(theta, X, y, lambda) %LRCOSTFUNCTION Compute cost and gradient for logistic regression with %regularization % J = LRCOSTFUNCTION(theta, X, y, lambda) computes the cost of using % theta as the parameter for regularized 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 % % Hint: The computation of the cost function and gradients can be % efficiently vectorized. For example, consider the computation % % sigmoid(X * theta) % % Each row of the resulting matrix will contain the value of the % prediction for that example. You can make use of this to vectorize % the cost function and gradient computations. % % Hint: When computing the gradient of the regularized cost function, % there're many possible vectorized solutions, but one solution % looks like: % grad = (unregularized gradient for logistic regression) % temp = theta; % temp(1) = 0; % because we don't add anything for j = 0 % grad = grad + YOUR_CODE_HERE (using the temp variable) % % theta is a vector of size n % X is mxn (m samples and n parameters) H = sigmoid(X*theta); % H is a vector of length m % ensure that we don't regularize theta 1 theta(1) = 0; % doing some algebra so simplify the summation, let C(i) = log(H(i)) and D(i) = log(1-H(i) % step(i) = -y(i)*C(i) - (1-y(i))*D(i) = y(i))*D(i) - y(i)*C(i) - D(i) % since summation is linear, we can calculate three different summations using matrices J = ( transpose(y)*log(1-H) - transpose(y)*log(H) - sum(log(1-H)) )/m; % adding the regularization factor J = J + lambda * sum( theta .^ 2 ) / (2*m); % vectorized gradient calculation grad = 1/m * transpose(X) * (H-y); % adding the regularization factor grad = grad + lambda * theta / m; % ============================================================= grad = grad(:); end