I tried implementing my own linear regression model in octave with some sample data but the theta does not seem to be correct and does not match the one provided by the normal equation which gives the correct values of theta. But running my model(with different alpha and iterations) on the data from Andrew Ng's machine learning course gives the proper theta for the hypothesis. I have tweaked alpha and iterations so that the cost function decreases. This is the image of cost function against iterations.. As you can see the cost decreases and plateaus but not to a low enough cost. Can somebody help me understand why this is happening and what I can do to fix it?
Here is the data (The first column is the x values, and the second column is the y values):
20,48
40,55.1
60,56.3
80,61.2
100,68
Code for the main script:
clear , close all, clc;
%loading the data
data = load("data1.txt");
X = data(:,1);
y = data(:,2);
%Plotting the data
figure
plot(X,y, 'xr', 'markersize', 7);
xlabel("Mass in kg");
ylabel("Length in cm");
X = [ones(length(y),1), X];
theta = ones(2, 1);
alpha = 0.000001; num_iter = 4000;
%Running gradientDescent
[opt_theta, J_history] = gradientDescent(X, y, theta, alpha, num_iter);
%Running Normal equation
opt_theta_norm = pinv(X' * X) * X' * y;
%Plotting the hypothesis for GD and NE
hold on
plot(X(:,2), X * opt_theta);
plot(X(:,2), X * opt_theta_norm, 'g-.', "markersize",10);
legend("Data", "GD", "NE");
hold off
%Plotting values of previous J with each iteration
figure
plot(1:numel(J_history), J_history);
xlabel("iterations"); ylabel("J");
Function for finding gradientDescent:
function [theta, J_history] = gradientDescent (X, y, theta, alpha, num_iter)
m = length(y);
J_history = zeros(num_iter,1);
for iter = 1:num_iter
theta = theta - (alpha / m) * (X' * (X * theta - y));
J_history(iter) = computeCost(X, y, theta);
endfor
endfunction
Function for computing cost:
function J = computeCost (X, y, theta)
J = 0;
m = length(y);
errors = X * theta - y;
J = sum(errors .^ 2) / (2 * m);
endfunction
Try alpha = 0.0001
and num_iter = 400000
. This will solve your problem!
Now, the problem with your code is that the learning rate is way too less which is slowing down the convergence. Also, you are not giving it enough time to converge by limiting the training iterations to 4000 only which is very less given the learning rate.
Summarising, the problem is: less learning rate + less iterations.