Tuesday, May 13, 2014

Linear Regression with Multiple Variables using R language

I tried here to derive Linear Regression with Multiple Variables , the same I tried with OCTAVE earlier.

I have a data-set as follows-

Loading the above data in R, can be done -
 mydata = read.table("D:/tmp/mlclass-ex1-005/mlclass-ex1-005/R-Studio/data.txt",header=TRUE,sep=",")  

Now as we know , we should scale our data , as each of the parameters are different in scale. So we will be doing Normalization.

 scale = function(dta,cols,counts){  
  for(i in 1:counts){  
   #As we didn't create matrix , the way to fetch column-wise record is as follows-  
   value = dta[cbind(seq_along(1:nrow(mydata))),i];  
   sigma = sd(value);  
   mu = mean(value);  
   dta[paste(cols[i], ".scale", sep = "")] = (value - mu)/sigma;  
   #Will append .scale after each processing  
  return (dta);  

 the Gradient Descent algorithm

where alpha is learning rate which needed to be analysed, so here we'll be running interpretation on some set of alphas-

 alpha = c(0.03, 0.1, 0.3, 1, 1.3, 2,0.4,0.2)  

For doing that we need to know about cost Function
What is Cost Function
The idea is look at how the Cost value J(alpha) drops with the number of iterations, the fastest the drop the better, but if goes up then the alpha value is already too large.

So I derived the formula here-

 # the cost for a given theta  
 cost = function(x,y,th,m) {  
  prt = ((x %*% t(th)) - y)  
  return(1/m * (t(prt) %*% prt))  

Once we done with above we are now ready for running the

Now deriving the Vectorization formula, predict the delta as follows-

 # the delta updates  
 delta = function(x,y,th) {  
  delta = (t(x) %*% ((x %*% t(th)) - y))  

Now run each of the alpha or learning rate on cost function-

 # run J for 50x, on each alpha  
 for (j in 1:length(alpha)) {  
  for (i in 1:50) {  
   J[i,j] = cost(x,y,theta,m) # capture the Cost  
   theta = theta - alpha[j] * 1/m * delta(x,y,theta)  

Once we are done with cosFunction run , we can plot the graph to get the results-

 # lets have a look  
 for (j in 1:length(alpha)) {  
  plot(J[,j], type="l", xlab=paste("alpha", alpha[j]), ylab=expression(J(theta)))  

I got a graph as follows-

From the above , I derived that 0.4 suits my need the best as the graph converged to minimum the fastest and it was idle after that.

Now for finalizing the learning rate alpha, I must run it until convergence so I estimated it till 50000

 for (i in 1:50000) {  
  theta = theta - 0.4 * 1/m * delta(x,y,theta)  
  if (abs(delta(x,y,theta)[2]) < 0.0000001) {   
   break # to interrupt updates  

Now I am able to predict the the value-

 # 2. The predicted price of a house with 2000 square feet and 3 bedrooms.  
 # Don't forget to scale your features when you make this prediction!  
 print("Prediction for a house with 2000 square feet and 3 bedrooms:")  
 #value = dta[cbind(seq_along(1:nrow(mydata))),1];  
 s <- dta[cbind(seq_along(1:nrow(mydata))),1]; #Size  
 l <- dta[cbind(seq_along(1:nrow(mydata))),2]; #location  
 b <- dta[cbind(seq_along(1:nrow(mydata))),3]; #Number of Bedrooms  
 f <- dta[cbind(seq_along(1:nrow(mydata))),4]; #Floor Number  
 print(theta %*% c(1, (2000 - mean(s))/sd(s), (2 - mean(l))/sd(l),(1 - mean(b))/sd(b),(2 - mean(f))/sd(f)))  

All the source code , can be found in my GDrive repository as well.
Please contact me for the link or add comment but almost everything is there above.

1 comment:

Blue Prism Tutorial said...

may i get the link of data repository you have used for your program?