Machine Learning

(Programming Exercise)

Andrew Ng

Stanford University
 

Contents 
Programming Exercise 1: Linear Regression ................................................. 1

Programming Exercise 2: Logistic Regression ............................................. 16

Programming Exercise 3:Multi-class Classification and Neural Networks .... 29

Programming Exercise 4:Neural Networks Learning .................................... 41

Programming Exercise 5:Regularized Linear Regression and Bias v.s.

Variance ....................................................................................................... 56

Programming Exercise 6:Support Vector Machines ..................................... 70

Programming Exercise 7:K-means Clustering and Principal Component

Analysis ........................................................................................................ 86

Programming Exercise 8:Anomaly Detection and Recommender Systems

..................................................................................................................... 102
 
 
 Programming Exercise 1: Linear Regression
Machine Learning

Introduction
In this exercise, you will implement linear regression and get to see it work
on data. Before starting on this programming exercise, we strongly recom-
mend watching the video lectures and completing the review questions for
the associated topics.
To get started with the exercise, you will need to download the starter
code and unzip its contents to the directory where you wish to complete the
exercise. If needed, use the cd command in Octave to change to this directory
before starting this exercise.
You can also find instructions for installing Octave on the “Octave In-
stallation” page on the course website.

Files included in this exercise

ex1.m - Octave script that will help step you through the exercise
ex1 multi.m - Octave script for the later parts of the exercise
ex1data1.txt - Dataset for linear regression with one variable
ex1data2.txt - Dataset for linear regression with multiple variables
submit.m - Submission script that sends your solutions to our servers
[?] warmUpExercise.m - Simple example function in Octave
[?] plotData.m - Function to display the dataset
[?] computeCost.m - Function to compute the cost of linear regression
[?] gradientDescent.m - Function to run gradient descent
[†] computeCostMulti.m - Cost function for multiple variables
[†] gradientDescentMulti.m - Gradient descent for multiple variables
[†] featureNormalize.m - Function to normalize features
[†] normalEqn.m - Function to compute the normal equations

? indicates files you will need to complete

† indicates extra credit exercises

1
 Throughout the exercise, you will be using the scripts ex1.m and ex1 multi.m.
These scripts set up the dataset for the problems and make calls to functions
that you will write. You do not need to modify either of them. You are only
required to modify functions in other files, by following the instructions in
this assignment.
For this programming exercise, you are only required to complete the first
part of the exercise to implement linear regression with one variable. The
second part of the exercise, which you may complete for extra credit, covers
linear regression with multiple variables.

Where to get help

The exercises in this course use Octave,1 a high-level programming language
well-suited for numerical computations. If you do not have Octave installed,
please refer to the installation instructons at the “Octave Installation” page
on the course website.
At the Octave command line, typing help followed by a function name
displays documentation for a built-in function. For example, help plot will
bring up help information for plotting. Further documentation for Octave
functions can be found at the Octave documentation pages.
We also strongly encourage using the online Q&A Forum to discuss
exercises with other students. However, do not look at any source code
written by others or share your source code with others.

1 Simple octave function

The first part of ex1.m gives you practice with Octave syntax and the home-
work submission process. In the file warmUpExercise.m, you will find the
outline of an Octave function. Modify it to return a 5 x 5 identity matrix by
filling in the following code:

A = eye(5);

When you are finished, run ex1.m (assuming you are in the correct direc-
tory, type “ex1” at the Octave prompt) and you should see output similar
to the following:
1
Octave is a free alternative to MATLAB. For the programming exercises, you are free
to use either Octave or MATLAB.

2
 ans =

Diagonal Matrix

1 0 0 0 0
0 1 0 0 0
0 0 1 0 0
0 0 0 1 0
0 0 0 0 1
Now ex1.m will pause until you press any key, and then will run the code
for the next part of the assignment. If you wish to quit, typing ctrl-c will
stop the program in the middle of its run.

1.1 Submitting Solutions

After completing a part of the exercise, you can submit your solutions for
grading by typing submit at the Octave command line. The submission
script will prompt you for your username and password and ask you which
files you want to submit. You can obtain a submission password from the
website’s “Programming Exercises” page.

You should now submit the warm up exercise.

You are allowed to submit your solutions multiple times, and we will take
only the highest score into consideration. To prevent rapid-fire guessing, the
system enforces a minimum of 5 minutes between submissions.

2 Linear regression with one variable

In this part of this exercise, you will implement linear regression with one
variable to predict profits for a food truck. Suppose you are the CEO of a
restaurant franchise and are considering different cities for opening a new
outlet. The chain already has trucks in various cities and you have data for
profits and populations from the cities.
You would like to use this data to help you select which city to expand
to next.

3
 The file ex1data1.txt contains the dataset for our linear regression prob-
lem. The first column is the population of a city and the second column is
the profit of a food truck in that city. A negative value for profit indicates a
loss.
The ex1.m script has already been set up to load this data for you.

2.1 Plotting the Data

Before starting on any task, it is often useful to understand the data by
visualizing it. For this dataset, you can use a scatter plot to visualize the
data, since it has only two properties to plot (profit and population). (Many
other problems that you will encounter in real life are multi-dimensional and
can’t be plotted on a 2-d plot.)
In ex1.m, the dataset is loaded from the data file into the variables X
and y:

data = load('ex1data1.txt'); % read comma separated data

X = data(:, 1); y = data(:, 2);
m = length(y); % number of training examples

Next, the script calls the plotData function to create a scatter plot of
the data. Your job is to complete plotData.m to draw the plot; modify the
file and fill in the following code:

plot(x, y, 'rx', 'MarkerSize', 10); % Plot the data

ylabel('Profit in $10,000s'); % Set the y−axis label
xlabel('Population of City in 10,000s'); % Set the x−axis label

Now, when you continue to run ex1.m, our end result should look like
Figure 1, with the same red “x” markers and axis labels.
To learn more about the plot command, you can type help plot at the
Octave command prompt or to search online for plotting documentation. (To
change the markers to red “x”, we used the option ‘rx’ together with the plot
command, i.e., plot(..,[your options here],.., ‘rx’); )

2.2 Gradient Descent

In this part, you will fit the linear regression parameters θ to our dataset
using gradient descent.

4
 25

20

15
Profit in $10,000s

10

−5
4 6 8 10 12 14 16 18 20 22 24
Population of City in 10,000s

Figure 1: Scatter plot of training data

2.2.1 Update Equations

The objective of linear regression is to minimize the cost function
m
1 X
2
J(θ) = hθ (x(i) ) − y (i)
2m i=1

where the hypothesis hθ (x) is given by the linear model

hθ (x) = θT x = θ0 + θ1 x1

Recall that the parameters of your model are the θj values. These are
the values you will adjust to minimize cost J(θ). One way to do this is to
use the batch gradient descent algorithm. In batch gradient descent, each
iteration performs the update

m
1 X (i)
θj := θj − α (hθ (x(i) ) − y (i) )xj (simultaneously update θj for all j).
m i=1

With each step of gradient descent, your parameters θj come closer to the

5
optimal values that will achieve the lowest cost J(θ).

Implementation Note: We store each example as a row in the the X

matrix in Octave. To take into account the intercept term (θ0 ), we add
an additional first column to X and set it to all ones. This allows us to
treat θ0 as simply another ‘feature’.

2.2.2 Implementation
In ex1.m, we have already set up the data for linear regression. In the
following lines, we add another dimension to our data to accommodate the
θ0 intercept term. We also initialize the initial parameters to 0 and the
learning rate alpha to 0.01.

X = [ones(m, 1), data(:,1)]; % Add a column of ones to x

theta = zeros(2, 1); % initialize fitting parameters

iterations = 1500;
alpha = 0.01;

2.2.3 Computing the cost J(θ)

As you perform gradient descent to learn minimize the cost function J(θ),
it is helpful to monitor the convergence by computing the cost. In this
section, you will implement a function to calculate J(θ) so you can check the
convergence of your gradient descent implementation.
Your next task is to complete the code in the file computeCost.m, which
is a function that computes J(θ). As you are doing this, remember that the
variables X and y are not scalar values, but matrices whose rows represent
the examples from the training set.
Once you have completed the function, the next step in ex1.m will run
computeCost once using θ initialized to zeros, and you will see the cost
printed to the screen.
You should expect to see a cost of 32.07.

You should now submit “compute cost” for linear regression with one
variable.

6
2.2.4 Gradient descent
Next, you will implement gradient descent in the file gradientDescent.m.
The loop structure has been written for you, and you only need to supply
the updates to θ within each iteration.
As you program, make sure you understand what you are trying to opti-
mize and what is being updated. Keep in mind that the cost J(θ) is parame-
terized by the vector θ, not X and y. That is, we minimize the value of J(θ)
by changing the values of the vector θ, not by changing X or y. Refer to the
equations in this handout and to the video lectures if you are uncertain.
A good way to verify that gradient descent is working correctly is to look
at the value of J(θ) and check that it is decreasing with each step. The
starter code for gradientDescent.m calls computeCost on every iteration
and prints the cost. Assuming you have implemented gradient descent and
computeCost correctly, your value of J(θ) should never increase, and should
converge to a steady value by the end of the algorithm.
After you are finished, ex1.m will use your final parameters to plot the
linear fit. The result should look something like Figure 2:
Your final values for θ will also be used to make predictions on profits in
areas of 35,000 and 70,000 people. Note the way that the following lines in
ex1.m uses matrix multiplication, rather than explicit summation or loop-
ing, to calculate the predictions. This is an example of code vectorization in
Octave.

You should now submit gradient descent for linear regression with one
variable.

predict1 = [1, 3.5] * theta;

predict2 = [1, 7] * theta;

2.3 Debugging
Here are some things to keep in mind as you implement gradient descent:

ˆ Octave array indices start from one, not zero. If you’re storing θ0 and
θ1 in a vector called theta, the values will be theta(1) and theta(2).

ˆ If you are seeing many errors at runtime, inspect your matrix operations
to make sure that you’re adding and multiplying matrices of compat-
ible dimensions. Printing the dimensions of variables with the size
command will help you debug.

7
 25

20

15
Profit in $10,000s

10

Training data
0
Linear regression

−5
4 6 8 10 12 14 16 18 20 22 24
Population of City in 10,000s

Figure 2: Training data with linear regression fit

ˆ By default, Octave interprets math operators to be matrix operators.

This is a common source of size incompatibility errors. If you don’t want
matrix multiplication, you need to add the “dot” notation to specify this
to Octave. For example, A*B does a matrix multiply, while A.*B does
an element-wise multiplication.

2.4 Visualizing J(θ)

To understand the cost function J(θ) better, you will now plot the cost over
a 2-dimensional grid of θ0 and θ1 values. You will not need to code anything
new for this part, but you should understand how the code you have written
already is creating these images.
In the next step of ex1.m, there is code set up to calculate J(θ) over a
grid of values using the computeCost function that you wrote.

8
% initialize J vals to a matrix of 0's
J vals = zeros(length(theta0 vals), length(theta1 vals));

% Fill out J vals

for i = 1:length(theta0 vals)
for j = 1:length(theta1 vals)
t = [theta0 vals(i); theta1 vals(j)];
J vals(i,j) = computeCost(x, y, t);
end
end

After these lines are executed, you will have a 2-D array of J(θ) values.
The script ex1.m will then use these values to produce surface and contour
plots of J(θ) using the surf and contour commands. The plots should look
something like Figure 3:

3.5
800
3
700

600 2.5

500 2
400
1.5
θ1

300

200 1

100
0.5
0
4 0
3 10
2 5 −0.5
1 0
0 −5 −1
−10 −8 −6 −4 −2 0 2 4 6 8 10
θ1 −1 −10 θ0
θ0

(a) Surface (b) Contour, showing minimum

Figure 3: Cost function J(θ)

The purpose of these graphs is to show you that how J(θ) varies with
changes in θ0 and θ1 . The cost function J(θ) is bowl-shaped and has a global
mininum. (This is easier to see in the contour plot than in the 3D surface
plot). This minimum is the optimal point for θ0 and θ1 , and each step of
gradient descent moves closer to this point.

9
Extra Credit Exercises (optional)
If you have successfully completed the material above, congratulations! You
now understand linear regression and should able to start using it on your
own datasets.
For the rest of this programming exercise, we have included the following
optional extra credit exercises. These exercises will help you gain a deeper
understanding of the material, and if you are able to do so, we encourage
you to complete them as well.

3 Linear regression with multiple variables

In this part, you will implement linear regression with multiple variables to
predict the prices of houses. Suppose you are selling your house and you
want to know what a good market price would be. One way to do this is to
first collect information on recent houses sold and make a model of housing
prices.
The file ex1data2.txt contains a training set of housing prices in Port-
land, Oregon. The first column is the size of the house (in square feet), the
second column is the number of bedrooms, and the third column is the price
of the house.
The ex1 multi.m script has been set up to help you step through this
exercise.

3.1 Feature Normalization

The ex1 multi.m script will start by loading and displaying some values
from this dataset. By looking at the values, note that house sizes are about
1000 times the number of bedrooms. When features differ by orders of mag-
nitude, first performing feature scaling can make gradient descent converge
much more quickly.

Your task here is to complete the code in featureNormalize.m to

ˆ Subtract the mean value of each feature from the dataset.

ˆ After subtracting the mean, additionally scale (divide) the feature values
by their respective “standard deviations.”

10

10
 The standard deviation is a way of measuring how much variation there
is in the range of values of a particular feature (most data points will lie
within ±2 standard deviations of the mean); this is an alternative to taking
the range of values (max-min). In Octave, you can use the “std” function to
compute the standard deviation. For example, inside featureNormalize.m,
the quantity X(:,1) contains all the values of x1 (house sizes) in the training
set, so std(X(:,1)) computes the standard deviation of the house sizes.
At the time that featureNormalize.m is called, the extra column of 1’s
corresponding to x0 = 1 has not yet been added to X (see ex1 multi.m for
details).
You will do this for all the features and your code should work with
datasets of all sizes (any number of features / examples). Note that each
column of the matrix X corresponds to one feature.
You should now submit feature normalization.

Implementation Note: When normalizing the features, it is important

to store the values used for normalization - the mean value and the stan-
dard deviation used for the computations. After learning the parameters
from the model, we often want to predict the prices of houses we have not
seen before. Given a new x value (living room area and number of bed-
rooms), we must first normalize x using the mean and standard deviation
that we had previously computed from the training set.

3.2 Gradient Descent

Previously, you implemented gradient descent on a univariate regression
problem. The only difference now is that there is one more feature in the
matrix X. The hypothesis function and the batch gradient descent update
rule remain unchanged.
You should complete the code in computeCostMulti.m and gradientDescentMulti.m
to implement the cost function and gradient descent for linear regression with
multiple variables. If your code in the previous part (single variable) already
supports multiple variables, you can use it here too.
Make sure your code supports any number of features and is well-vectorized.
You can use ‘size(X, 2)’ to find out how many features are present in the
dataset.

You should now submit compute cost and gradient descent for linear re-
gression with multiple variables.

11

11
 Implementation Note: In the multivariate case, the cost function can
also be written in the following vectorized form:

1
J(θ) = (Xθ − ~y )T (Xθ − ~y )
2m
where
   
— (x(1) )T — y (1)
 — (x(2) )T —   y (2) 
X= ~y =  .
   
..  ..
 .   . 
(m) T
— (x ) — y (m)

The vectorized version is efficient when you’re working with numerical

computing tools like Octave. If you are an expert with matrix operations,
you can prove to yourself that the two forms are equivalent.

3.2.1 Optional (ungraded) exercise: Selecting learning rates

In this part of the exercise, you will get to try out different learning rates for
the dataset and find a learning rate that converges quickly. You can change
the learning rate by modifying ex1 multi.m and changing the part of the
code that sets the learning rate.
The next phase in ex1 multi.m will call your gradientDescent.m func-
tion and run gradient descent for about 50 iterations at the chosen learning
rate. The function should also return the history of J(θ) values in a vector
J. After the last iteration, the ex1 multi.m script plots the J values against
the number of the iterations.
If you picked a learning rate within a good range, your plot look similar
Figure 4. If your graph looks very different, especially if your value of J(θ)
increases or even blows up, adjust your learning rate and try again. We rec-
ommend trying values of the learning rate α on a log-scale, at multiplicative
steps of about 3 times the previous value (i.e., 0.3, 0.1, 0.03, 0.01 and so on).
You may also want to adjust the number of iterations you are running if that
will help you see the overall trend in the curve.

12

12
Figure 4: Convergence of gradient descent with an appropriate learning rate

Implementation Note: If your learning rate is too large, J(θ) can di-
verge and ‘blow up’, resulting in values which are too large for computer
calculations. In these situations, Octave will tend to return NaNs. NaN
stands for ‘not a number’ and is often caused by undefined operations
that involve −∞ and +∞.
Octave Tip: To compare how different learning learning rates affect
convergence, it’s helpful to plot J for several learning rates on the same
figure. In Octave, this can be done by performing gradient descent multi-
ple times with a ‘hold on’ command between plots. Concretely, if you’ve
tried three different values of alpha (you should probably try more values
than this) and stored the costs in J1, J2 and J3, you can use the following
commands to plot them on the same figure:

plot(1:50, J1(1:50), ‘b’);

hold on;
plot(1:50, J2(1:50), ‘r’);
plot(1:50, J3(1:50), ‘k’);

The final arguments ‘b’, ‘r’, and ‘k’ specify different colors for the
plots.

13

13
 Notice the changes in the convergence curves as the learning rate changes.
With a small learning rate, you should find that gradient descent takes a very
long time to converge to the optimal value. Conversely, with a large learning
rate, gradient descent might not converge or might even diverge!
Using the best learning rate that you found, run the ex1 multi.m script
to run gradient descent until convergence to find the final values of θ. Next,
use this value of θ to predict the price of a house with 1650 square feet and
3 bedrooms. You will use value later to check your implementation of the
normal equations. Don’t forget to normalize your features when you make
this prediction!
You do not need to submit any solutions for these optional (ungraded)
exercises.

3.3 Normal Equations

In the lecture videos, you learned that the closed-form solution to linear
regression is

−1
θ = XT X X T ~y .
Using this formula does not require any feature scaling, and you will get
an exact solution in one calculation: there is no “loop until convergence” like
in gradient descent.
Complete the code in normalEqn.m to use the formula above to calcu-
late θ. Remember that while you don’t need to scale your features, we still
need to add a column of 1’s to the X matrix to have an intercept term (θ0 ).
The code in ex1.m will add the column of 1’s to X for you.

You should now submit the normal equations function.

Optional (ungraded) exercise: Now, once you have found θ using this
method, use it to make a price prediction for a 1650-square-foot house with
3 bedrooms. You should find that gives the same predicted price as the value
you obtained using the model fit with gradient descent (in Section 3.2.1).

14

14
Submission and Grading
After completing various parts of the assignment, be sure to use the submit
function system to submit your solutions to our servers. The following is a
breakdown of how each part of this exercise is scored.

Part Submitted File Points

Warm up exercise warmUpExercise.m 10 points
Compute cost for one variable computeCost.m 40 points
Gradient descent for one variable gradientDescent.m 50 points
Total Points 100 points

Extra Credit Exercises (optional)

Feature normalization featureNormalize.m 10 points
Compute cost for multiple computeCostMulti.m 15 points
variables
Gradient descent for multiple gradientDescentMulti.m 15 points
variables
Normal Equations normalEqn.m 10 points
You are allowed to submit your solutions multiple times, and we will take
only the highest score into consideration. To prevent rapid-fire guessing, the
system enforces a minimum of 5 minutes between submissions.

15

15
 Programming Exercise 2: Logistic Regression
Machine Learning

Introduction
In this exercise, you will implement logistic regression and apply it to two
different datasets. Before starting on the programming exercise, we strongly
recommend watching the video lectures and completing the review questions
for the associated topics.
To get started with the exercise, you will need to download the starter
code and unzip its contents to the directory where you wish to complete the
exercise. If needed, use the cd command in Octave to change to this directory
before starting this exercise.
You can also find instructions for installing Octave on the “Octave In-
stallation” page on the course website.

Files included in this exercise

ex2.m - Octave script that will help step you through the exercise
ex2 reg.m - Octave script for the later parts of the exercise
ex2data1.txt - Training set for the first half of the exercise
ex2data2.txt - Training set for the second half of the exercise
submit.m - Submission script that sends your solutions to our servers
mapFeature.m - Function to generate polynomial features
plotDecisionBounday.m - Function to plot classifier’s decision boundary
[?] plotData.m - Function to plot 2D classification data
[?] sigmoid.m - Sigmoid Function
[?] costFunction.m - Logistic Regression Cost Function
[?] predict.m - Logistic Regression Prediction Function
[?] costFunctionReg.m - Regularized Logistic Regression Cost

? indicates files you will need to complete

16
 Throughout the exercise, you will be using the scripts ex2.m and ex2 reg.m.
These scripts set up the dataset for the problems and make calls to functions
that you will write. You do not need to modify either of them. You are only
required to modify functions in other files, by following the instructions in
this assignment.

Where to get help

The exercises in this course use Octave,1 a high-level programming language
well-suited for numerical computations. If you do not have Octave installed,
please refer to the installation instructons at the “Octave Installation” page
on the course website.
At the Octave command line, typing help followed by a function name
displays documentation for a built-in function. For example, help plot will
bring up help information for plotting. Further documentation for Octave
functions can be found at the Octave documentation pages.
We also strongly encourage using the online Q&A Forum to discuss
exercises with other students. However, do not look at any source code
written by others or share your source code with others.
If you run into network errors using the submit script, you can also use
an online form for submitting your solutions. To use this alternative submis-
sion interface, run the submitWeb script to generate a submission file (e.g.,
submit ex2 part1.txt). You can then submit this file through the web
submission form in the programming exercises page (go to the programming
exercises page, then select the exercise you are submitting for). If you are
having no problems submitting through the standard submission system us-
ing the submit script, you do not need to use this alternative submission
interface.

1 Logistic Regression
In this part of the exercise, you will build a logistic regression model to
predict whether a student gets admitted into a university.
Suppose that you are the administrator of a university department and
you want to determine each applicant’s chance of admission based on their
1
Octave is a free alternative to MATLAB. For the programming exercises, you are free
to use either Octave or MATLAB.

17
results on two exams. You have historical data from previous applicants
that you can use as a training set for logistic regression. For each training
example, you have the applicant’s scores on two exams and the admissions
decision.
Your task is to build a classification model that estimates an applicant’s
probability of admission based the scores from those two exams. This outline
and the framework code in ex2.m will guide you through the exercise.

1.1 Visualizing the data

Before starting to implement any learning algorithm, it is always good to
visualize the data if possible. In the first part of ex2.m, the code will load the
data and display it on a 2-dimensional plot by calling the function plotData.
You will now complete the code in plotData so that it displays a figure
like Figure 1, where the axes are the two exam scores, and the positive and
negative examples are shown with different markers.
100
Admitted
Not admitted
90

80
Exam 2 score

70

60

50

40

30
30 40 50 60 70 80 90 100
Exam 1 score

Figure 1: Scatter plot of training data

To help you get more familiar with plotting, we have left plotData.m
empty so you can try to implement it yourself. However, this is an optional
(ungraded) exercise. We also provide our implementation below so you can
copy it or refer to it. If you choose to copy our example, make sure you learn
what each of its commands is doing by consulting the Octave documentation.

18
% Find Indices of Positive and Negative Examples
pos = find(y==1); neg = find(y == 0);

% Plot Examples
plot(X(pos, 1), X(pos, 2), 'k+','LineWidth', 2, ...
'MarkerSize', 7);
plot(X(neg, 1), X(neg, 2), 'ko', 'MarkerFaceColor', 'y', ...
'MarkerSize', 7);

1.2 Implementation
1.2.1 Warmup exercise: sigmoid function
Before you start with the actual cost function, recall that the logistic regres-
sion hypothesis is defined as:
hθ (x) = g(θT x),

where function g is the sigmoid function. The sigmoid function is defined as:
1
g(z) = .
1 + e−z
Your first step is to implement this function in sigmoid.m so it can be
called by the rest of your program. When you are finished, try testing a few
values by calling sigmoid(x) at the octave command line. For large positive
values of x, the sigmoid should be close to 1, while for large negative values,
the sigmoid should be close to 0. Evaluating sigmoid(0) should give you
exactly 0.5. Your code should also work with vectors and matrices. For
a matrix, your function should perform the sigmoid function on
every element.
You can submit your solution for grading by typing submit at the Octave
command line. The submission script will prompt you for your username and
password and ask you which files you want to submit. You can obtain a sub-
mission password from the website.

You should now submit the warm up exercise.

1.2.2 Cost function and gradient

Now you will implement the cost function and gradient for logistic regression.
Complete the code in costFunction.m to return the cost and gradient.

19
 Recall that the cost function in logistic regression is

m
1 X  (i)
−y log(hθ (x(i) )) − (1 − y (i) ) log(1 − hθ (x(i) )) ,

J(θ) =
m i=1

and the gradient of the cost is a vector of the same length as θ where the j th
element (for j = 0, 1, . . . , n) is defined as follows:
m
∂J(θ) 1 X (i)
= (hθ (x(i) ) − y (i) )xj
∂θj m i=1
Note that while this gradient looks identical to the linear regression gra-
dient, the formula is actually different because linear and logistic regression
have different definitions of hθ (x).
Once you are done, ex2.m will call your costFunction using the initial
parameters of θ. You should see that the cost is about 0.693.

You should now submit the cost function and gradient for logistic re-
gression. Make two submissions: one for the cost function and one for the
gradient.

1.2.3 Learning parameters using fminunc

In the previous assignment, you found the optimal parameters of a linear
regression model by implementing gradent descent. You wrote a cost function
and calculated its gradient, then took a gradient descent step accordingly.
This time, instead of taking gradient descent steps, you will use an Octave
built-in function called fminunc.
Octave’s fminunc is an optimization solver that finds the minimum of an
unconstrained2 function. For logistic regression, you want to optimize the
cost function J(θ) with parameters θ.
Concretely, you are going to use fminunc to find the best parameters θ
for the logistic regression cost function, given a fixed dataset (of X and y
values). You will pass to fminunc the following inputs:

ˆ The initial values of the parameters we are trying to optimize.

2
Constraints in optimization often refer to constraints on the parameters, for example,
constraints that bound the possible values θ can take (e.g., θ ≤ 1). Logistic regression
does not have such constraints since θ is allowed to take any real value.

20
 ˆ A function that, when given the training set and a particular θ, computes
the logistic regression cost and gradient with respect to θ for the dataset
(X, y)

In ex2.m, we already have code written to call fminunc with the correct
arguments.

% Set options for fminunc

options = optimset('GradObj', 'on', 'MaxIter', 400);

% Run fminunc to obtain the optimal theta

% This function will return theta and the cost
[theta, cost] = ...
fminunc(@(t)(costFunction(t, X, y)), initial theta, options);

In this code snippet, we first defined the options to be used with fminunc.
Specifically, we set the GradObj option to on, which tells fminunc that our
function returns both the cost and the gradient. This allows fminunc to
use the gradient when minimizing the function. Furthermore, we set the
MaxIter option to 400, so that fminunc will run for at most 400 steps before
it terminates.
To specify the actual function we are minimizing, we use a “short-hand”
for specifying functions with the @(t) ( costFunction(t, X, y) ) . This
creates a function, with argument t, which calls your costFunction. This
allows us to wrap the costFunction for use with fminunc.
If you have completed the costFunction correctly, fminunc will converge
on the right optimization parameters and return the final values of the cost
and θ. Notice that by using fminunc, you did not have to write any loops
yourself, or set a learning rate like you did for gradient descent. This is all
done by fminunc: you only needed to provide a function calculating the cost
and the gradient.
Once fminunc completes, ex2.m will call your costFunction function
using the optimal parameters of θ. You should see that the cost is about
0.203.
This final θ value will then be used to plot the decision boundary on the
training data, resulting in a figure similar to Figure 2. We also encourage
you to look at the code in plotDecisionBoundary.m to see how to plot such
a boundary using the θ values.

21
 100
Admitted
Not admitted
90

80
Exam 2 score

70

60

50

40

30
30 40 50 60 70 80 90 100
Exam 1 score

Figure 2: Training data with decision boundary

1.2.4 Evaluating logistic regression

After learning the parameters, you can use the model to predict whether a
particular student will be admitted. For a student with an Exam 1 score
of 45 and an Exam 2 score of 85, you should expect to see an admission
probability of 0.776.
Another way to evaluate the quality of the parameters we have found
is to see how well the learned model predicts on our training set. In this
part, your task is to complete the code in predict.m. The predict function
will produce “1” or “0” predictions given a dataset and a learned parameter
vector θ.
After you have completed the code in predict.m, the ex2.m script will
proceed to report the training accuracy of your classifier by computing the
percentage of examples it got correct.

You should now submit the prediction function for logistic regression.

22
2 Regularized logistic regression
In this part of the exercise, you will implement regularized logistic regression
to predict whether microchips from a fabrication plant passes quality assur-
ance (QA). During QA, each microchip goes through various tests to ensure
it is functioning correctly.
Suppose you are the product manager of the factory and you have the
test results for some microchips on two different tests. From these two tests,
you would like to determine whether the microchips should be accepted or
rejected. To help you make the decision, you have a dataset of test results
on past microchips, from which you can build a logistic regression model.
You will use another script, ex2 reg.m to complete this portion of the
exercise.

2.1 Visualizing the data

Similar to the previous parts of this exercise, plotData is used to generate a
figure like Figure 3, where the axes are the two test scores, and the positive
(y = 1, accepted) and negative (y = 0, rejected) examples are shown with
different markers.
1.2
y=1
1 y=0

0.8

0.6
Microchip Test 2

0.4

0.2

−0.2

−0.4

−0.6

−0.8
−1 −0.5 0 0.5 1 1.5
Microchip Test 1

Figure 3: Plot of training data

Figure 3 shows that our dataset cannot be separated into positive and

23
negative examples by a straight-line through the plot. Therefore, a straight-
forward application of logistic regression will not perform well on this dataset
since logistic regression will only be able to find a linear decision boundary.

2.2 Feature mapping

One way to fit the data better is to create more features from each data
point. In the provided function mapFeature.m, we will map the features into
all polynomial terms of x1 and x2 up to the sixth power.
 
1
 x1 
 
 x2 
 
 x2 
 1 
 x1 x2 
mapFeature(x) =  x2 
 
 2 
 x3 
 1 
 .. 
 . 
 x1 x52 
 
x62
As a result of this mapping, our vector of two features (the scores on
two QA tests) has been transformed into a 28-dimensional vector. A logistic
regression classifier trained on this higher-dimension feature vector will have
a more complex decision boundary and will appear nonlinear when drawn in
our 2-dimensional plot.
While the feature mapping allows us to build a more expressive classifier,
it also more susceptible to overfitting. In the next parts of the exercise, you
will implement regularized logistic regression to fit the data and also see for
yourself how regularization can help combat the overfitting problem.

2.3 Cost function and gradient

Now you will implement code to compute the cost function and gradient for
regularized logistic regression. Complete the code in costFunctionReg.m to
return the cost and gradient.
Recall that the regularized cost function in logistic regression is

m n
1 X  (i) λ X 2
−y log(hθ (x(i) )) − (1 − y (i) ) log(1 − hθ (x(i) )) +

J(θ) = θ .
m i=1 2m j=1 j

24
 Note that you should not regularize the parameter θ0 . In Octave, re-
call that indexing starts from 1, hence, you should not be regularizing the
theta(1) parameter (which corresponds to θ0 ) in the code. The gradient of
the cost function is a vector where the j th element is defined as follows:
m
∂J(θ) 1 X (i)
= (hθ (x(i) ) − y (i) )xj for j = 0
∂θ0 m i=1
m
!
∂J(θ) 1 X (i) λ
= (hθ (x(i) ) − y (i) )xj + θj for j ≥ 1
∂θj m i=1 m
Once you are done, ex2 reg.m will call your costFunctionReg function
using the initial value of θ (initialized to all zeros). You should see that the
cost is about 0.693.

You should now submit the cost function and gradient for regularized lo-
gistic regression. Make two submissions, one for the cost function and one
for the gradient.

2.3.1 Learning parameters using fminunc

Similar to the previous parts, you will use fminunc to learn the optimal
parameters θ. If you have completed the cost and gradient for regularized
logistic regression (costFunctionReg.m) correctly, you should be able to step
through the next part of ex2 reg.m to learn the parameters θ using fminunc.

2.4 Plotting the decision boundary

To help you visualize the model learned by this classifier, we have pro-
vided the function plotDecisionBoundary.m which plots the (non-linear)
decision boundary that separates the positive and negative examples. In
plotDecisionBoundary.m, we plot the non-linear decision boundary by com-
puting the classifier’s predictions on an evenly spaced grid and then and drew
a contour plot of where the predictions change from y = 0 to y = 1.
After learning the parameters θ, the next step in ex reg.m will plot a
decision boundary similar to Figure 4.

10

25
2.5 Optional (ungraded) exercises
In this part of the exercise, you will get to try out different regularization
parameters for the dataset to understand how regularization prevents over-
fitting.
Notice the changes in the decision boundary as you vary λ. With a small
λ, you should find that the classifier gets almost every training example
correct, but draws a very complicated boundary, thus overfitting the data
(Figure 5). This is not a good decision boundary: for example, it predicts
that a point at x = (−0.25, 1.5) is accepted (y = 1), which seems to be an
incorrect decision given the training set.
With a larger λ, you should see a plot that shows an simpler decision
boundary which still separates the positives and negatives fairly well. How-
ever, if λ is set to too high a value, you will not get a good fit and the decision
boundary will not follow the data so well, thus underfitting the data (Figure
6).

You do not need to submit any solutions for these optional (ungraded)
exercises.

lambda = 1
1.2
y=1
1 y=0
Decision boundary
0.8

0.6
Microchip Test 2

0.4

0.2

−0.2

−0.4

−0.6

−0.8
−1 −0.5 0 0.5 1 1.5
Microchip Test 1

Figure 4: Training data with decision boundary (λ = 1)

11

26
 lambda = 0
1.5
y=1
y=0
Decision boundary
1
Microchip Test 2

0.5

−0.5

−1
−1 −0.5 0 0.5 1 1.5
Microchip Test 1

Figure 5: No regularization (Overfitting) (λ = 0)

lambda = 100
1.2
y=1
1 y=0
Decision boundary
0.8

0.6
Microchip Test 2

0.4

0.2

−0.2

−0.4

−0.6

−0.8
−1 −0.5 0 0.5 1 1.5
Microchip Test 1

Figure 6: Too much regularization (Underfitting) (λ = 100)

12

27
Submission and Grading
After completing various parts of the assignment, be sure to use the submit
function system to submit your solutions to our servers. The following is a
breakdown of how each part of this exercise is scored.

Part Submitted File Points

Sigmoid Function sigmoid.m 5 points
Compute cost for logistic regression costFunction.m 30 points
Gradient for logistic regression costFunction.m 30 points
Predict Function predict.m 5 points
Compute cost for regularized LR costFunctionReg.m 15 points
Gradient for regularized LR costFunctionReg.m 15 points
Total Points 100 points
You are allowed to submit your solutions multiple times, and we will take
only the highest score into consideration. To prevent rapid-fire guessing, the
system enforces a minimum of 5 minutes between submissions.

13

28
 Programming Exercise 3:
Multi-class Classification and Neural Networks
Machine Learning

Introduction
In this exercise, you will implement one-vs-all logistic regression and neural
networks to recognize hand-written digits. Before starting the programming
exercise, we strongly recommend watching the video lectures and completing
the review questions for the associated topics.
To get started with the exercise, download the starter code and unzip its
contents to the directory where you wish to complete the exercise. If needed,
use the cd command in Octave to change to this directory before starting
this exercise.

Files included in this exercise

ex3.m - Octave script that will help step you through part 1
ex3 nn.m - Octave script that will help step you through part 2
ex3data1.mat - Training set of hand-written digits
ex3weights.mat - Initial weights for the neural network exercise
submitWeb.m - Alternative submission script
submit.m - Submission script that sends your solutions to our servers
displayData.m - Function to help visualize the dataset
fmincg.m - Function minimization routine (similar to fminunc)
sigmoid.m - Sigmoid function
[?] lrCostFunction.m - Logistic regression cost function
[?] oneVsAll.m - Train a one-vs-all multi-class classifier
[?] predictOneVsAll.m - Predict using a one-vs-all multi-class classifier
[?] predict.m - Neural network prediction function

? indicates files you will need to complete

29
 Throughout the exercise, you will be using the scripts ex3.m and ex3 nn.m.
These scripts set up the dataset for the problems and make calls to functions
that you will write. You do not need to modify these scripts. You are only
required to modify functions in other files, by following the instructions in
this assignment.

Where to get help

We also strongly encourage using the online Q&A Forum to discuss exer-
cises with other students. However, do not look at any source code written
by others or share your source code with others.
If you run into network errors using the submit script, you can also use
an online form for submitting your solutions. To use this alternative submis-
sion interface, run the submitWeb script to generate a submission file (e.g.,
submit ex2 part1.txt). You can then submit this file through the web
submission form in the programming exercises page (go to the programming
exercises page, then select the exercise you are submitting for). If you are
having no problems submitting through the standard submission system us-
ing the submit script, you do not need to use this alternative submission
interface.

1 Multi-class Classification
For this exercise, you will use logistic regression and neural networks to
recognize handwritten digits (from 0 to 9). Automated handwritten digit
recognition is widely used today - from recognizing zip codes (postal codes)
on mail envelopes to recognizing amounts written on bank checks. This
exercise will show you how the methods you’ve learned can be used for this
classification task.
In the first part of the exercise, you will extend your previous implemen-
tion of logistic regression and apply it to one-vs-all classification.

1.1 Dataset
You are given a data set in ex3data1.mat that contains 5000 training ex-
amples of handwritten digits.1 The .mat format means that that the data
1
This is a subset of the MNIST handwritten digit dataset (http://yann.lecun.com/
exdb/mnist/).

30
has been saved in a native Octave/Matlab matrix format, instead of a text
(ASCII) format like a csv-file. These matrices can be read directly into your
program by using the load command. After loading, matrices of the correct
dimensions and values will appear in your program’s memory. The matrix
will already be named, so you do not need to assign names to them.

% Load saved matrices from file

load('ex3data1.mat');
% The matrices X and y will now be in your Octave environment

There are 5000 training examples in ex3data1.mat, where each training

example is a 20 pixel by 20 pixel grayscale image of the digit. Each pixel is
represented by a floating point number indicating the grayscale intensity at
that location. The 20 by 20 grid of pixels is “unrolled” into a 400-dimensional
vector. Each of these training examples becomes a single row in our data
matrix X. This gives us a 5000 by 400 matrix X where every row is a training
example for a handwritten digit image.
 
— (x(1) )T —
 — (x(2) )T — 
X=
 
.. 
 . 
(m) T
— (x ) —
The second part of the training set is a 5000-dimensional vector y that
contains labels for the training set. To make things more compatible with
Octave/Matlab indexing, where there is no zero index, we have mapped the
digit zero to the value ten. Therefore, a “0” digit is labeled as “10”, while
the digits “1” to “9” are labeled as “1” to “9” in their natural order.

1.2 Visualizing the data

You will begin by visualizing a subset of the training set. In Part 1 of ex3.m,
the code randomly selects selects 100 rows from X and passes those rows
to the displayData function. This function maps each row to a 20 pixel by
20 pixel grayscale image and displays the images together. We have provided
the displayData function, and you are encouraged to examine the code to
see how it works. After you run this step, you should see an image like Figure
1.

31
 Figure 1: Examples from the dataset

1.3 Vectorizing Logistic Regression

You will be using multiple one-vs-all logistic regression models to build a
multi-class classifier. Since there are 10 classes, you will need to train 10
separate logistic regression classifiers. To make this training efficient, it is
important to ensure that your code is well vectorized. In this section, you
will implement a vectorized version of logistic regression that does not employ
any for loops. You can use your code in the last exercise as a starting point
for this exercise.

1.3.1 Vectorizing the cost function

We will begin by writing a vectorized version of the cost function. Recall
that in (unregularized) logistic regression, the cost function is
m
1 X  (i)
−y log(hθ (x(i) )) − (1 − y (i) ) log(1 − hθ (x(i) )) .

J(θ) =
m i=1

To compute each element in the summation, we have to compute hθ (x(i) )

for every example i, where hθ (x(i) ) = g(θT x(i) ) and g(z) = 1+e1−z is the
sigmoid function. It turns out that we can compute this quickly for all our
examples by using matrix multiplication. Let us define X and θ as

32
    
— (x(1) )T — θ0
 — (x(2) )T —   θ1 
X= and θ =  .
   
..  ..
 .   . 
(m) T
— (x ) — θn

Then, by computing the matrix product Xθ, we have

   
— (x(1) )T θ — — θT (x(1) ) —
 — (x(2) )T θ —   — θT (x(2) ) — 
Xθ =  = .
   
.. ..
 .   . 
(m) T
— (x ) θ — — θ (x(m) ) —
T

In the last equality, we used the fact that aT b = bT a if a and b are vectors.
This allows us to compute the products θT x(i) for all our examples i in one
line of code.
Your job is to write the unregularized cost function in the file lrCostFunction.m
Your implementation should use the strategy we presented above to calcu-
late θT x(i) . You should also use a vectorized approach for the rest of the
cost function. A fully vectorized version of lrCostFunction.m should not
contain any loops.
(Hint: You might want to use the element-wise multiplication operation
(.*) and the sum operation sum when writing this function)

1.3.2 Vectorizing the gradient

Recall that the gradient of the (unregularized) logistic regression cost is a
vector where the j th element is defined as
m
∂J 1 X (i)

= (hθ (x(i) ) − y (i) )xj .
∂θj m i=1

To vectorize this operation over the dataset, we start by writing out all

33
the partial derivatives explicitly for all θj ,
 P   
m (i) (i) (i)
 ∂J  i=1 (hθ (x ) − y )x0
∂θ0  
   
 ∂J   Pm (h (x(i) ) − y (i) )x(i) 
 ∂θ1   i=1 θ 1 
 
 ∂J 
 ∂θ2  = 1    
(i) (i)
 Pm (i)

  m  i=1 (hθ (x ) − y )x2


 . 
 ..   
 .. 
.
   
∂J    
(i) (i)
Pm (i)
i=1 (hθ (x ) − y )xn
∂θn

m
1 X
(hθ (x(i) ) − y (i) )x(i)


=
m i=1
1 T
= X (hθ (x) − y). (1)
m
where  
hθ (x(1) ) − y (1)
 hθ (x(2) ) − y (2) 
hθ (x) − y =  .
 
..
 . 
hθ (x(1) ) − y (m)
Note that x(i) is a vector, while (hθ (x(i) )−y (i) ) is a scalar (single number).
To understand the last step of the derivation, let βi = (hθ (x(i) ) − y (i) ) and
observe that:
 
  β1
X | | |  β2 
(i)
βi x = x (1)
x (2)
... x (m)  
 ..  = X T β,
 
 . 
i | | |
βm
where the values βi = (hθ (x(i) ) − y (i) ).

The expression above allows us to compute all the partial derivatives

without any loops. If you are comfortable with linear algebra, we encourage
you to work through the matrix multiplications above to convince yourself
that the vectorized version does the same computations. You should now
implement Equation 1 to compute the correct vectorized gradient. Once you
are done, complete the function lrCostFunction.m by implementing the
gradient.

34
 Debugging Tip: Vectorizing code can sometimes be tricky. One com-
mon strategy for debugging is to print out the sizes of the matrices you
are working with using the size function. For example, given a data ma-
trix X of size 100 × 20 (100 examples, 20 features) and θ, a vector with
dimensions 20 × 1, you can observe that Xθ is a valid multiplication oper-
ation, while θX is not. Furthermore, if you have a non-vectorized version
of your code, you can compare the output of your vectorized code and
non-vectorized code to make sure that they produce the same outputs.

1.3.3 Vectorizing regularized logistic regression

After you have implemented vectorization for logistic regression, you will now
add regularization to the cost function. Recall that for regularized logistic
regression, the cost function is defined as
m n
1 X  (i) (i) (i) (i)
 λ X 2
J(θ) = −y log(hθ (x )) − (1 − y ) log(1 − hθ (x )) + θ .
m i=1 2m j=1 j

Note that you should not be regularizing θ0 which is used for the bias
term.
Correspondingly, the partial derivative of regularized logistic regression
cost for θj is defined as
m
∂J(θ) 1 X (i)
= (hθ (x(i) ) − y (i) )xj for j = 0
∂θ0 m i=1
m
!
∂J(θ) 1 X (i) λ
= (hθ (x(i) ) − y (i) )xj + θj for j ≥ 1
∂θj m i=1 m
Now modify your code in lrCostFunction to account for regularization.
Once again, you should not put any loops into your code.

35
 Octave Tip: When implementing the vectorization for regularized lo-
gistic regression, you might often want to only sum and update certain
elements of θ. In Octave, you can index into the matrices to access and
update only certain elements. For example, A(:, 3:5) = B(:, 1:3) will
replaces the columns 3 to 5 of A with the columns 1 to 3 from B. One
special keyword you can use in indexing is the end keyword in indexing.
This allows us to select columns (or rows) until the end of the matrix.
For example, A(:, 2:end) will only return elements from the 2nd to last
column of A. Thus, you could use this together with the sum and .^ op-
erations to compute the sum of only the elements you are interested in
(e.g., sum(z(2:end).^2)). In the starter code, lrCostFunction.m, we
have also provided hints on yet another possible method computing the
regularized gradient.

You should now submit your vectorized logistic regression cost function.

1.4 One-vs-all Classification

In this part of the exercise, you will implement one-vs-all classification by
training multiple regularized logistic regression classifiers, one for each of
the K classes in our dataset (Figure 1). In the handwritten digits dataset,
K = 10, but your code should work for any value of K.
You should now complete the code in oneVsAll.m to train one classifier for
each class. In particular, your code should return all the classifier parameters
in a matrix Θ ∈ RK×(N +1) , where each row of Θ corresponds to the learned
logistic regression parameters for one class. You can do this with a “for”-loop
from 1 to K, training each classifier independently.
Note that the y argument to this function is a vector of labels from 1 to
10, where we have mapped the digit “0” to the label 10 (to avoid confusions
with indexing).
When training the classifier for class k ∈ {1, ..., K}, you will want a m-
dimensional vector of labels y, where yj ∈ 0, 1 indicates whether the j-th
training instance belongs to class k (yj = 1), or if it belongs to a different
class (yj = 0). You may find logical arrays helpful for this task.

36
 Octave Tip: Logical arrays in Octave are arrays which contain binary (0
or 1) elements. In Octave, evaluating the expression a == b for a vector a
(of size m × 1) and scalar b will return a vector of the same size as a with
ones at positions where the elements of a are equal to b and zeroes where
they are different. To see how this works for yourself, try the following
code in Octave:
a = 1:10; % Create a and b
b = 3;
a == b % You should try different values of b here

Furthermore, you will be using fmincg for this exercise (instead of fminunc).
fmincg works similarly to fminunc, but is more more efficient for dealing with
a large number of parameters.
After you have correctly completed the code for oneVsAll.m, the script
ex3.m will continue to use your oneVsAll function to train a multi-class clas-
sifier.

You should now submit the training function for one-vs-all classification.

1.4.1 One-vs-all Prediction

After training your one-vs-all classifier, you can now use it to predict the
digit contained in a given image. For each input, you should compute the
“probability” that it belongs to each class using the trained logistic regression
classifiers. Your one-vs-all prediction function will pick the class for which the
corresponding logistic regression classifier outputs the highest probability and
return the class label (1, 2,..., or K) as the prediction for the input example.
You should now complete the code in predictOneVsAll.m to use the
one-vs-all classifier to make predictions.
Once you are done, ex3.m will call your predictOneVsAll function using
the learned value of Θ. You should see that the training set accuracy is about
94.9% (i.e., it classifies 94.9% of the examples in the training set correctly).

You should now submit the prediction function for one-vs-all classifica-
tion.

37
2 Neural Networks
In the previous part of this exercise, you implemented multi-class logistic re-
gression to recognize handwritten digits. However, logistic regression cannot
form more complex hypotheses as it is only a linear classifier.2
In this part of the exercise, you will implement a neural network to rec-
ognize handwritten digits using the same training set as before. The neural
network will be able to represent complex models that form non-linear hy-
potheses. For this week, you will be using parameters from a neural network
that we have already trained. Your goal is to implement the feedforward
propagation algorithm to use our weights for prediction. In next week’s ex-
ercise, you will write the backpropagation algorithm for learning the neural
network parameters.
The provided script, ex3 nn.m, will help you step through this exercise.

2.1 Model representation

Our neural network is shown in Figure 2. It has 3 layers – an input layer, a
hidden layer and an output layer. Recall that our inputs are pixel values of
digit images. Since the images are of size 20×20, this gives us 400 input layer
units (excluding the extra bias unit which always outputs +1). As before,
the training data will be loaded into the variables X and y.
You have been provided with a set of network parameters (Θ(1) , Θ(2) )
already trained by us. These are stored in ex3weights.mat and will be
loaded by ex3 nn.m into Theta1 and Theta2 The parameters have dimensions
that are sized for a neural network with 25 units in the second layer and 10
output units (corresponding to the 10 digit classes).

% Load saved matrices from file

load('ex3weights.mat');

% The matrices Theta1 and Theta2 will now be in your Octave

% environment
% Theta1 has size 25 x 401
% Theta2 has size 10 x 26

2
You could add more features (such as polynomial features) to logistic regression, but
that can be very expensive to train.

10

38
 Figure 2: Neural network model.

2.2 Feedforward Propagation and Prediction

Now you will implement feedforward propagation for the neural network. You
will need to complete the code in predict.m to return the neural network’s
prediction.
You should implement the feedforward computation that computes hθ (x(i) )
for every example i and returns the associated predictions. Similar to the
one-vs-all classification strategy, the prediction from the neural network will
be the label that has the largest output (hθ (x))k .

Implementation Note: The matrix X contains the examples in rows.

When you complete the code in predict.m, you will need to add the
column of 1’s to the matrix. The matrices Theta1 and Theta2 contain
the parameters for each unit in rows. Specifically, the first row of Theta1
corresponds to the first hidden unit in the second layer. In Octave, when
you compute z (2) = Θ(1) a(1) , be sure that you index (and if necessary,
transpose) X correctly so that you get a(l) as a column vector.
Once you are done, ex3 nn.m will call your predict function using the
loaded set of parameters for Theta1 and Theta2. You should see that the

11

39
accuracy is about 97.5%. After that, an interactive sequence will launch dis-
playing images from the training set one at a time, while the console prints
out the predicted label for the displayed image. To stop the image sequence,
press Ctrl-C.

You should now submit the neural network prediction function.

Submission and Grading

After completing this assignment, be sure to use the submit function to sub-
mit your solutions to our servers. The following is a breakdown of how each
part of this exercise is scored.

Part Submitted File Points

Regularized Logisic Regression lrCostFunction.m 30 points
One-vs-all classifier training oneVsAll.m 20 points
One-vs-all classifier prediction predictOneVsAll.m 20 points
Neural Network Prediction Function predict.m 30 points
Total Points 100 points
You are allowed to submit your solutions multiple times, and we will take
only the highest score into consideration. To prevent rapid-fire guessing, the
system enforces a minimum of 5 minutes between submissions.

12

40
 Programming Exercise 4:
Neural Networks Learning
Machine Learning

Introduction
In this exercise, you will implement the backpropagation algorithm for neural
networks and apply it to the task of hand-written digit recognition. Before
starting on the programming exercise, we strongly recommend watching the
video lectures and completing the review questions for the associated topics.
To get started with the exercise, you will need to download the starter
code and unzip its contents to the directory where you wish to complete the
exercise. If needed, use the cd command in Octave to change to this directory
before starting this exercise.

Files included in this exercise

ex4.m - Octave script that will help step you through the exercise
ex4data1.mat - Training set of hand-written digits
ex4weights.mat - Neural network parameters for exercise 4
submit.m - Submission script that sends your solutions to our servers
submitWeb.m - Alternative submission script
displayData.m - Function to help visualize the dataset
fmincg.m - Function minimization routine (similar to fminunc)
sigmoid.m - Sigmoid function
computeNumericalGradient.m - Numerically compute gradients
checkNNGradients.m - Function to help check your gradients
debugInitializeWeights.m - Function for initializing weights
predict.m - Neural network prediction function
[?] sigmoidGradient.m - Compute the gradient of the sigmoid function
[?] randInitializeWeights.m - Randomly initialize weights
[?] nnCostFunction.m - Neural network cost function

41
 ? indicates files you will need to complete

Throughout the exercise, you will be using the script ex4.m. These scripts
set up the dataset for the problems and make calls to functions that you will
write. You do not need to modify the script. You are only required to modify
functions in other files, by following the instructions in this assignment.

Where to get help

We also strongly encourage using the online Q&A Forum to discuss exer-
cises with other students. However, do not look at any source code written
by others or share your source code with others.
If you run into network errors using the submit script, you can also use
an online form for submitting your solutions. To use this alternative submis-
sion interface, run the submitWeb script to generate a submission file (e.g.,
submit ex2 part1.txt). You can then submit this file through the web
submission form in the programming exercises page (go to the programming
exercises page, then select the exercise you are submitting for). If you are
having no problems submitting through the standard submission system us-
ing the submit script, you do not need to use this alternative submission
interface.

1 Neural Networks
In the previous exercise, you implemented feedforward propagation for neu-
ral networks and used it to predict handwritten digits with the weights we
provided. In this exercise, you will implement the backpropagation algorithm
to learn the parameters for the neural network.
The provided script, ex4.m, will help you step through this exercise.

1.1 Visualizing the data

In the first part of ex4.m, the code will load the data and display it on a
2-dimensional plot (Figure 1) by calling the function displayData.
This is the same dataset that you used in the previous exercise. There are
5000 training examples in ex3data1.mat, where each training example is a
20 pixel by 20 pixel grayscale image of the digit. Each pixel is represented by

42
 Figure 1: Examples from the dataset

a floating point number indicating the grayscale intensity at that location.

The 20 by 20 grid of pixels is “unrolled” into a 400-dimensional vector. Each
of these training examples becomes a single row in our data matrix X. This
gives us a 5000 by 400 matrix X where every row is a training example for a
handwritten digit image.
 
— (x(1) )T —
 — (x(2) )T — 
X=
 
.. 
 . 
(m) T
— (x ) —
The second part of the training set is a 5000-dimensional vector y that
contains labels for the training set. To make things more compatible with
Octave/Matlab indexing, where there is no zero index, we have mapped the
digit zero to the value ten. Therefore, a “0” digit is labeled as “10”, while
the digits “1” to “9” are labeled as “1” to “9” in their natural order.

1.2 Model representation

Our neural network is shown in Figure 2. It has 3 layers – an input layer,
a hidden layer and an output layer. Recall that our inputs are pixel values
of digit images. Since the images are of size 20 × 20, this gives us 400 input
layer units (not counting the extra bias unit which always outputs +1). The
training data will be loaded into the variables X and y by the ex4.m script.

43
 You have been provided with a set of network parameters (Θ(1) , Θ(2) )
already trained by us. These are stored in ex4weights.mat and will be
loaded by ex4.m into Theta1 and Theta2. The parameters have dimensions
that are sized for a neural network with 25 units in the second layer and 10
output units (corresponding to the 10 digit classes).

% Load saved matrices from file

load('ex4weights.mat');

% The matrices Theta1 and Theta2 will now be in your workspace

% Theta1 has size 25 x 401
% Theta2 has size 10 x 26

Figure 2: Neural network model.

1.3 Feedforward and cost function

Now you will implement the cost function and gradient for the neural net-
work. First, complete the code in nnCostFunction.m to return the cost.
Recall that the cost function for the neural network (without regulariza-

44
tion) is
m K
1 X X h (i) (i)
i
J(θ) = −yk log((hθ (x(i) ))k ) − (1 − yk ) log(1 − (hθ (x(i) ))k ) ,
m i=1 k=1

where hθ (x(i) ) is computed as shown in the Figure 2 and K = 10 is the total

(3)
number of possible labels. Note that hθ (x(i) )k = ak is the activation (output
value) of the k-th output unit. Also, recall that whereas the original labels
(in the variable y) were 1, 2, ..., 10, for the purpose of training a neural
network, we need to recode the labels as vectors containing only values 0 or
1, so that
     
1 0 0
 0   1   0 
     
y =   ,   , . . . or  0  .
 0   0   
 ..   ..   .. 
 .   .   . 
0 0 1
For example, if x(i) is an image of the digit 5, then the corresponding
y (i) (that you should use with the cost function) should be a 10-dimensional
vector with y5 = 1, and the other elements equal to 0.
You should implement the feedforward computation that computes hθ (x(i) )
for every example i and sum the cost over all examples. Your code should
also work for a dataset of any size, with any number of labels (you
can assume that there are always at least K ≥ 3 labels).

Implementation Note: The matrix X contains the examples in rows

(i.e., X(i,:)’ is the i-th training example x(i) , expressed as a n × 1
vector.) When you complete the code in nnCostFunction.m, you will
need to add the column of 1’s to the X matrix. The parameters for each
unit in the neural network is represented in Theta1 and Theta2 as one
row. Specifically, the first row of Theta1 corresponds to the first hidden
unit in the second layer. You can use a for-loop over the examples to
compute the cost.

Once you are done, ex4.m will call your nnCostFunction using the loaded
set of parameters for Theta1 and Theta2. You should see that the cost is
about 0.287629.

45
 You should now submit the neural network cost function (feedforward).

1.4 Regularized cost function

The cost function for neural networks with regularization is given by

m K
1 X X h (i) (i)
i
J(θ) = −yk log((hθ (x(i) ))k ) − (1 − yk ) log(1 − (hθ (x(i) ))k ) +
m i=1 k=1
" 25 400 10 25
#
λ X X (1) 2 X X (2) 2
(Θ ) + (Θj,k ) .
2m j=1 k=1 j,k j=1 k=1

You can assume that the neural network will only have 3 layers – an input
layer, a hidden layer and an output layer. However, your code should work
for any number of input units, hidden units and outputs units. While we
have explicitly listed the indices above for Θ(1) and Θ(2) for clarity, do note
that your code should in general work with Θ(1) and Θ(2) of any size.
Note that you should not be regularizing the terms that correspond to
the bias. For the matrices Theta1 and Theta2, this corresponds to the first
column of each matrix. You should now add regularization to your cost
function. Notice that you can first compute the unregularized cost function
J using your existing nnCostFunction.m and then later add the cost for the
regularization terms.
Once you are done, ex4.m will call your nnCostFunction using the loaded
set of parameters for Theta1 and Theta2, and λ = 1. You should see that
the cost is about 0.383770.

You should now submit the regularized neural network cost function (feed-
forward).

2 Backpropagation
In this part of the exercise, you will implement the backpropagation algo-
rithm to compute the gradient for the neural network cost function. You
will need to complete the nnCostFunction.m so that it returns an appropri-
ate value for grad. Once you have computed the gradient, you will be able

46
to train the neural network by minimizing the cost function J(Θ) using an
advanced optimizer such as fmincg.
You will first implement the backpropagation algorithm to compute the
gradients for the parameters for the (unregularized) neural network. After
you have verified that your gradient computation for the unregularized case
is correct, you will implement the gradient for the regularized neural network.

2.1 Sigmoid gradient

To help you get started with this part of the exercise, you will first implement
the sigmoid gradient function. The gradient for the sigmoid function can be
computed as
d
g 0 (z) = g(z) = g(z)(1 − g(z))
dz
where
1
sigmoid(z) = g(z) = .
1 + e−z
When you are done, try testing a few values by calling sigmoidGradient(z)
at the Octave command line. For large values (both positive and negative)
of z, the gradient should be close to 0. When z = 0, the gradient should be
exactly 0.25. Your code should also work with vectors and matrices. For a
matrix, your function should perform the sigmoid gradient function on every
element.

You should now submit the sigmoid gradient function.

2.2 Random initialization

When training neural networks, it is important to randomly initialize the pa-
rameters for symmetry breaking. One effective strategy for random initializa-
tion is to randomly select values for Θ(l) uniformly in the range [−init , init ].
You should use init = 0.12.1 This range of values ensures that the parameters
are kept small and makes the learning more efficient.
Your job is to complete randInitializeWeights.m to initialize the weights
for Θ; modify the file and fill in the following code:
1
One effective strategy for choosing init is
√
to base it on the number of units in the
6
network. A good choice of init is init = √L +L , where Lin = sl and Lout = sl+1 are
in out

the number of units in the layers adjacent to Θ(l) .

47
% Randomly initialize the weights to small values
epsilon init = 0.12;
W = rand(L out, 1 + L in) * 2 * epsilon init − epsilon init;

You do not need to submit any code for this part of the exercise.

2.3 Backpropagation

Figure 3: Backpropagation Updates.

Now, you will implement the backpropagation algorithm. Recall that

the intuition behind the backpropagation algorithm is as follows. Given a
training example (x(t) , y (t) ), we will first run a “forward pass” to compute
all the activations throughout the network, including the output value of the
hypothesis hΘ (x). Then, for each node j in layer l, we would like to compute
(l)
an “error term” δj that measures how much that node was “responsible”
for any errors in our output.
For an output node, we can directly measure the difference between the
(3)
network’s activation and the true target value, and use that to define δj
(since layer 3 is the output layer). For the hidden units, you will compute
(l)
δj based on a weighted average of the error terms of the nodes in layer
(l + 1).

48
 In detail, here is the backpropagation algorithm (also depicted in Figure
3). You should implement steps 1 to 4 in a loop that processes one example
at a time. Concretely, you should implement a for-loop for t = 1:m and
place steps 1-4 below inside the for-loop, with the tth iteration performing
the calculation on the tth training example (x(t) , y (t) ). Step 5 will divide the
accumulated gradients by m to obtain the gradients for the neural network
cost function.

1. Set the input layer’s values (a(1) ) to the t-th training example x(t) .
Perform a feedforward pass (Figure 2), computing the activations (z (2) , a(2) , z (3) , a(3) )
for layers 2 and 3. Note that you need to add a +1 term to ensure that
the vectors of activations for layers a(1) and a(2) also include the bias
unit. In Octave, if a 1 is a column vector, adding one corresponds to
a 1 = [1 ; a 1].

2. For each output unit k in layer 3 (the output layer), set

(3) (3)
δk = (ak − yk ),

where yk ∈ {0, 1} indicates whether the current training example be-

longs to class k (yk = 1), or if it belongs to a different class (yk = 0).
You may find logical arrays helpful for this task (explained in the pre-
vious programming exercise).
维数不对，前面的有26
行，g'(z)却只有25行。
3. For the hidden layer l = 2, set

T
δ (2) = Θ(2) δ (3) . ∗ g 0 (z (2) )

4. Accumulate the gradient from this example using the following for-
(2)
mula. Note that you should skip or remove δ0 . In Octave, removing
(2)
δ0 corresponds to delta 2 = delta 2(2:end).

∆(l) = ∆(l) + δ (l+1) (a(l) )T

5. Obtain the (unregularized) gradient for the neural network cost func-
tion by dividing the accumulated gradients by m1 :

∂ (l) 1 (l)
J(Θ) = Dij = ∆
(l)
∂Θij m ij

49
 Octave Tip: You should implement the backpropagation algorithm only
after you have successfully completed the feedforward and cost functions.
While implementing the backpropagation algorithm, it is often useful to
use the size function to print out the sizes of the variables you are work-
ing with if you run into dimension mismatch errors (“nonconformant
arguments” errors in Octave).

After you have implemented the backpropagation algorithm, the script

ex4.m will proceed to run gradient checking on your implementation. The
gradient check will allow you to increase your confidence that your code is
computing the gradients correctly.

2.4 Gradient checking

In your neural network, you are minimizing the cost function J(Θ). To
perform gradient checking on your parameters, you can imagine “unrolling”
the parameters Θ(1) , Θ(2) into a long vector θ. By doing so, you can think of
the cost function being J(θ) instead and use the following gradient checking
procedure.
Suppose you have a function fi (θ) that purportedly computes ∂θ∂ i J(θ);
you’d like to check if fi is outputting correct derivative values.
   
0 0
 0   0 
 .   . 
 .   . 
 .   . 
Let θ(i+) = θ +   and θ(i−) = θ −  
     
 .   . 
 ..   .. 
0 0
So, θ(i+) is the same as θ, except its i-th element has been incremented by
. Similarly, θ(i−) is the corresponding vector with the i-th element decreased
by . You can now numerically verify fi (θ)’s correctness by checking, for each
i, that:
J(θ(i+) ) − J(θ(i−) )
fi (θ) ≈ .
2
The degree to which these two values should approximate each other will
depend on the details of J. But assuming  = 10−4 , you’ll usually find that
the left- and right-hand sides of the above will agree to at least 4 significant
digits (and often many more).

10

50
 We have implemented the function to compute the numerical gradient for
you in computeNumericalGradient.m. While you are not required to modify
the file, we highly encourage you to take a look at the code to understand
how it works.
In the next step of ex4.m, it will run the provided function checkNNGradients.m
which will create a small neural network and dataset that will be used for
checking your gradients. If your backpropagation implementation is correct,
you should see a relative difference that is less than 1e-9.

Practical Tip: When performing gradient checking, it is much more

efficient to use a small neural network with a relatively small number
of input units and hidden units, thus having a relatively small number
of parameters. Each dimension of θ requires two evaluations of the cost
function and this can be expensive. In the function checkNNGradients,
our code creates a small random model and dataset which is used with
computeNumericalGradient for gradient checking. Furthermore, after
you are confident that your gradient computations are correct, you should
turn off gradient checking before running your learning algorithm.
Practical Tip: Gradient checking works for any function where you are
computing the cost and the gradient. Concretely, you can use the same
computeNumericalGradient.m function to check if your gradient imple-
mentations for the other exercises are correct too (e.g., logistic regression’s
cost function).

Once your cost function passes the gradient check for the (unregularized)
neural network cost function, you should submit the neural network gradient
function (backpropagation).

2.5 Regularized Neural Networks

After you have successfully implemeted the backpropagation algorithm, you
will add regularization to the gradient. To account for regularization, it
turns out that you can add this as an additional term after computing the
gradients using backpropagation.
(l)
Specifically, after you have computed ∆ij using backpropagation, you
should add regularization using
∂ (l) 1 (l)
J(Θ) = Dij = ∆ for j = 0
(l)
∂Θij m ij

11

51
 ∂ (l) 1 (l) λ (l)
J(Θ) = Dij = ∆ + Θij for j ≥ 1
(l)
∂Θij m ij m

Note that you should not be regularizing the first column of Θ(l) which
(l)
is used for the bias term. Furthermore, in the parameters Θij , i is indexed
starting from 1, and j is indexed starting from 0. Thus,
 (i) (l)

Θ1,0 Θ1,1 . . .
 (i) (l)
Θ(l) = Θ2,0 Θ2,1 .

.. ..
. .

Somewhat confusingly, indexing in Octave starts from 1 (for both i and

(l)
j), thus Theta1(2, 1) actually corresponds to Θ2,0 (i.e., the entry in the
second row, first column of the matrix Θ(1) shown above)
Now modify your code that computes grad in nnCostFunction to account
for regularization. After you are done, the ex4.m script will proceed to run
gradient checking on your implementation. If your code is correct, you should
expect to see a relative difference that is less than 1e-9.
You should now submit your regularized neural network gradient.

2.6 Learning parameters using fmincg

After you have successfully implemented the neural network cost function
and gradient computation, the next step of the ex4.m script will use fmincg
to learn a good set parameters.
After the training completes, the ex4.m script will proceed to report the
training accuracy of your classifier by computing the percentage of examples
it got correct. If your implementation is correct, you should see a reported
training accuracy of about 95.3% (this may vary by about 1% due to the
random initialization). It is possible to get higher training accuracies by
training the neural network for more iterations. We encourage you to try
training the neural network for more iterations (e.g., set MaxIter to 400) and
also vary the regularization parameter λ. With the right learning settings, it
is possible to get the neural network to perfectly fit the training set.

3 Visualizing the hidden layer

One way to understand what your neural network is learning is to visualize
what the representations captured by the hidden units. Informally, given a

12

52
particular hidden unit, one way to visualize what it computes is to find an
input x that will cause it to activate (that is, to have an activation value
(l)
(ai ) close to 1). For the neural network you trained, notice that the ith row
of Θ(1) is a 401-dimensional vector that represents the parameter for the ith
hidden unit. If we discard the bias term, we get a 400 dimensional vector
that represents the weights from each input pixel to the hidden unit.
Thus, one way to visualize the “representation” captured by the hidden
unit is to reshape this 400 dimensional vector into a 20 × 20 image and
display it.2 The next step of ex4.m does this by using the displayData
function and it will show you an image (similar to Figure 4) with 25 units,
each corresponding to one hidden unit in the network.
In your trained network, you should find that the hidden units corre-
sponds roughly to detectors that look for strokes and other patterns in the
input.

Figure 4: Visualization of Hidden Units.

3.1 Optional (ungraded) exercise

In this part of the exercise, you will get to try out different learning settings
for the neural network to see how the performance of the neural network
varies with the regularization parameter λ and number of training steps (the
MaxIter option when using fmincg).
Neural networks are very powerful models that can form highly complex
decision boundaries. Without regularization, it is possible for a neural net-
work to “overfit” a training set so that it obtains close to 100% accuracy on
2
It turns out that this is equivalent to finding the input that gives the highest activation
for the hidden unit, given a “norm” constraint on the input (i.e., kxk2 ≤ 1).

13

53
the training set but does not as well on new examples that it has not seen
before. You can set the regularization λ to a smaller value and the MaxIter
parameter to a higher number of iterations to see this for youself.
You will also be able to see for yourself the changes in the visualizations
of the hidden units when you change the learning parameters λ and MaxIter.

You do not need to submit any solutions for this optional (ungraded)
exercise.

14

54
Submission and Grading
After completing various parts of the assignment, be sure to use the submit
function system to submit your solutions to our servers. The following is a
breakdown of how each part of this exercise is scored.

Part Submitted File Points

Feedforward and Cost Function nnCostFunction.m 30 points
Regularized Cost Function nnCostFunction.m 15 points
Sigmoid Gradient sigmoidGradient.m 5 points
Neural Net Gradient Function nnCostFunction.m 40 points
(Backpropagation)
Regularized Gradient nnCostFunction.m 10 points
Total Points 100 points
You are allowed to submit your solutions multiple times, and we will take
only the highest score into consideration. To prevent rapid-fire guessing, the
system enforces a minimum of 5 minutes between submissions.

15

55
 Programming Exercise 5:
Regularized Linear Regression and Bias v.s.
Variance
Machine Learning

Introduction
In this exercise, you will implement regularized linear regression and use it to
study models with different bias-variance properties. Before starting on the
programming exercise, we strongly recommend watching the video lectures
and completing the review questions for the associated topics.
To get started with the exercise, you will need to download the starter
code and unzip its contents to the directory where you wish to complete the
exercise. If needed, use the cd command in Octave to change to this directory
before starting this exercise.

Files included in this exercise

ex5.m - Octave script that will help step you through the exercise
ex5data1.mat - Dataset
submit.m - Submission script that sends your solutions to our servers
submitWeb.m - Alternative submission script
featureNormalize.m - Feature normalization function
fmincg.m - Function minimization routine (similar to fminunc)
plotFit.m - Plot a polynomial fit
trainLinearReg.m - Trains linear regression using your cost function
[?] linearRegCostFunction.m - Regularized linear regression cost func-
tion
[?] learningCurve.m - Generates a learning curve
[?] polyFeatures.m - Maps data into polynomial feature space
[?] validationCurve.m - Generates a cross validation curve

? indicates files you will need to complete

56
 Throughout the exercise, you will be using the script ex5.m. These scripts
set up the dataset for the problems and make calls to functions that you will
write. You are only required to modify functions in other files, by following
the instructions in this assignment.

Where to get help

We also strongly encourage using the online Q&A Forum to discuss exer-
cises with other students. However, do not look at any source code written
by others or share your source code with others.
If you run into network errors using the submit script, you can also use
an online form for submitting your solutions. To use this alternative submis-
sion interface, run the submitWeb script to generate a submission file (e.g.,
submit ex5 part2.txt). You can then submit this file through the web
submission form in the programming exercises page (go to the programming
exercises page, then select the exercise you are submitting for). If you are
having no problems submitting through the standard submission system us-
ing the submit script, you do not need to use this alternative submission
interface.

1 Regularized Linear Regression

In the first half of the exercise, you will implement regularized linear regres-
sion to predict the amount of water flowing out of a dam using the change
of water level in a reservoir. In the next half, you will go through some diag-
nostics of debugging learning algorithms and examine the effects of bias v.s.
variance.
The provided script, ex5.m, will help you step through this exercise.

1.1 Visualizing the dataset

We will begin by visualizing the dataset containing historical records on the
change in the water level, x, and the amount of water flowing out of the dam,
y.
This dataset is divided into three parts:

ˆ A training set that your model will learn on: X, y

57
 ˆ A cross validation set for determining the regularization parameter:
Xval, yval
ˆ A test set for evaluating performance. These are “unseen” examples
which your model did not see during training: Xtest, ytest
The next step of ex5.m will plot the training data (Figure 1). In the
following parts, you will implement linear regression and use that to fit a
straight line to the data and plot learning curves. Following that, you will
implement polynomial regression to find a better fit to the data.
40

35

30
Water flowing out of the dam (y)

25

20

15

10

0
−50 −40 −30 −20 −10 0 10 20 30 40
Change in water level (x)

Figure 1: Data

1.2 Regularized linear regression cost function

Recall that regularized linear regression has the following cost function:
m
! n
!
1 X λ X
J(θ) = (hθ (x(i) ) − y (i) )2 + θ2 ,
2m i=1 2m j=1 j
where λ is a regularization parameter which controls the degree of regu-
larization (thus, help preventing overfitting). The regularization term puts
a penalty on the overal cost J. As the magnitudes of the model parameters
θj increase, the penalty increases as well. Note that you should not regular-
ize the θ0 term. (In Octave, the θ0 term is represented as theta(1) since
indexing in Octave starts from 1).

58
 You should now complete the code in the file linearRegCostFunction.m.
Your task is to write a function to calculate the regularized linear regression
cost function. If possible, try to vectorize your code and avoid writing loops.
When you are finished, the next part of ex5.m will run your cost function
using theta initialized at [1; 1]. You should expect to see an output of
303.993.

You should now submit your regularized linear regression cost function.

1.3 Regularized linear regression gradient

Correspondingly, the partial derivative of regularized linear regression’s cost
for θj is defined as
m
∂J(θ) 1 X (i)
= (hθ (x(i) ) − y (i) )xj for j = 0
∂θ0 m i=1
m
!
∂J(θ) 1 X (i) λ
= (hθ (x(i) ) − y (i) )xj + θj for j ≥ 1
∂θj m i=1 m
In linearRegCostFunction.m, add code to calculate the gradient, re-
turning it in the variable grad. When you are finished, the next part of
ex5.m will run your gradient function using theta initialized at [1; 1].
You should expect to see a gradient of [-15.30; 598.250].

You should now submit your regularized linear regression gradient func-
tion.

1.4 Fitting linear regression

Once your cost function and gradient are working correctly, the next part of
ex5.m will run the code in trainLinearReg.m to compute the optimal values
of θ. This training function uses fmincg to optimize the cost function.
In this part, we set regularization parameter λ to zero. Because our
current implementation of linear regression is trying to fit a 2-dimensional θ,
regularization will not be incredibly helpful for a θ of such low dimension. In
the later parts of the exercise, you will be using polynomial regression with
regularization.
Finally, the ex5.m script should also plot the best fit line, resulting in
an image similar to Figure 2. The best fit line tells us that the model is

59
not a good fit to the data because the data has a non-linear pattern. While
visualizing the best fit as shown is one possible way to debug your learning
algorithm, it is not always easy to visualize the data and model. In the next
section, you will implement a function to generate learning curves that can
help you debug your learning algorithm even if it is not easy to visualize the
data.
40

35

30
Water flowing out of the dam (y)

25

20

15

10

−5
−50 −40 −30 −20 −10 0 10 20 30 40
Change in water level (x)

Figure 2: Linear Fit

2 Bias-variance
An important concept in machine learning is the bias-variance tradeoff. Mod-
els with high bias are not complex enough for the data and tend to underfit,
while models with high variance overfit to the training data.
In this part of the exercise, you will plot training and test errors on a
learning curve to diagnose bias-variance problems.

2.1 Learning curves

You will now implement code to generate the learning curves that will be
useful in debugging learning algorithms. Recall that a learning curve plots

60
training and cross validation error as a function of training set size. Your
job is to fill in learningCurve.m so that it returns a vector of errors for the
training set and cross validation set.
To plot the learning curve, we need a training and cross validation set
error for different training set sizes. To obtain different training set sizes,
you should use different subsets of the original training set X. Specifically, for
a training set size of i, you should use the first i examples (i.e., X(1:i,:)
and y(1:i)).
You can use the trainLinearReg function to find the θ parameters. Note
that the lambda is passed as a parameter to the learningCurve function.
After learning the θ parameters, you should compute the error on the train-
ing and cross validation sets. Recall that the training error for a dataset is
defined as
" m #
1 X
Jtrain (θ) = (hθ (x(i) ) − y (i) )2 .
2m i=1
In particular, note that the training error does not include the regular-
ization term. One way to compute the training error is to use your existing
cost function and set λ to 0 only when using it to compute the training error
and cross validation error. When you are computing the training set error,
make sure you compute it on the training subset (i.e., X(1:n,:) and y(1:n))
(instead of the entire training set). However, for the cross validation error,
you should compute it over the entire cross validation set. You should store
the computed errors in the vectors error train and error val.
When you are finished, ex5.m wil print the learning curves and produce
a plot similar to Figure 3.

You should now submit your learning curve function.

In Figure 3, you can observe that both the train error and cross validation
error are high when the number of training examples is increased. This
reflects a high bias problem in the model – the linear regression model is
too simple and is unable to fit our dataset well. In the next section, you will
implement polynomial regression to fit a better model for this dataset.

3 Polynomial regression
The problem with our linear model was that it was too simple for the data
and resulted in underfitting (high bias). In this part of the exercise, you will

61
 Learning curve for linear regression
150
Train
Cross Validation

100
Error

50

0
0 2 4 6 8 10 12
Number of training examples

Figure 3: Linear regression learning curve

address this problem by adding more features.

For use polynomial regression, our hypothesis has the form:

hθ (x) = θ0 + θ1 ∗ (waterLevel) + θ2 ∗ (waterLevel)2 + · · · + θp ∗ (waterLevel)p

= θ0 + θ1 x1 + θ2 x2 + ... + θp xp .

Notice that by defining x1 = (waterLevel), x2 = (waterLevel)2 , . . . , xp =

(waterLevel)p , we obtain a linear regression model where the features are the
various powers of the original value (waterLevel).
Now, you will add more features using the higher powers of the existing
feature x in the dataset. Your task in this part is to complete the code in
polyFeatures.m so that the function maps the original training set X of size
m × 1 into its higher powers. Specifically, when a training set X of size m × 1
is passed into the function, the function should return a m×p matrix X poly,
where column 1 holds the original values of X, column 2 holds the values of
X.^2, column 3 holds the values of X.^3, and so on. Note that you don’t
have to account for the zero-eth power in this function.
Now you have a function that will map features to a higher dimension,
and Part 6 of ex5.m will apply it to the training set, the test set, and the
cross validation set (which you haven’t used yet).

You should now submit your polynomial feature mapping function.

62
3.1 Learning Polynomial Regression
After you have completed polyFeatures.m, the ex5.m script will proceed to
train polynomial regression using your linear regression cost function.
Keep in mind that even though we have polynomial terms in our feature
vector, we are still solving a linear regression optimization problem. The
polynomial terms have simply turned into features that we can use for linear
regression. We are using the same cost function and gradient that you wrote
for the earlier part of this exercise.
For this part of the exercise, you will be using a polynomial of degree 8.
It turns out that if we run the training directly on the projected data, will
not work well as the features would be badly scaled (e.g., an example with
x = 40 will now have a feature x8 = 408 = 6.5 × 1012 ). Therefore, you will
need to use feature normalization.
Before learning the parameters θ for the polynomial regression, ex5.m will
first call featureNormalize and normalize the features of the training set,
storing the mu, sigma parameters separately. We have already implemented
this function for you and it is the same function from the first exercise.
After learning the parameters θ, you should see two plots (Figure 4,5)
generated for polynomial regression with λ = 0.
Polynomial Regression Fit (lambda = 0.000000)
40

30

20
Water flowing out of the dam (y)

10

−10

−20

−30

−40

−50

−60
−80 −60 −40 −20 0 20 40 60 80
Change in water level (x)

Figure 4: Polynomial fit, λ = 0

From Figure 4, you should see that the polynomial fit is able to follow
the datapoints very well - thus, obtaining a low training error. However, the

63
 Polynomial Regression Learning Curve (lambda = 0.000000)
100
Train
90 Cross Validation

80

70

60
Error

50

40

30

20

10

0
0 2 4 6 8 10 12
Number of training examples

Figure 5: Polynomial learning curve, λ = 0

polynomial fit is very complex and even drops off at the extremes. This is
an indicator that the polynomial regression model is overfitting the training
data and will not generalize well.
To better understand the problems with the unregularized (λ = 0) model,
you can see that the learning curve (Figure 5) shows the same effect where
the low training error is low, but the cross validation error is high. There
is a gap between the training and cross validation errors, indicating a high
variance problem.
One way to combat the overfitting (high-variance) problem is to add
regularization to the model. In the next section, you will get to try different
λ parameters to see how regularization can lead to a better model.

3.2 Optional (ungraded) exercise: Adjusting the reg-

ularization parameter
In this section, you will get to observe how the regularization parameter
affects the bias-variance of regularized polynomial regression. You should
now modify the the lambda parameter in the ex5.m and try λ = 1, 100. For
each of these values, the script should generate a polynomial fit to the data
and also a learning curve.
For λ = 1, you should see a polynomial fit that follows the data trend
well (Figure 6) and a learning curve (Figure 7) showing that both the cross

64
validation and training error converge to a relatively low value. This shows
the λ = 1 regularized polynomial regression model does not have the high-
bias or high-variance problems. In effect, it achieves a good trade-off between
bias and variance.
For λ = 100, you should see a polynomial fit (Figure 8) that does not
follow the data well. In this case, there is too much regularization and the
model is unable to fit the training data.

You do not need to submit any solutions for this optional (ungraded)
exercise.
Polynomial Regression Fit (lambda = 1.000000)
160

140

120
Water flowing out of the dam (y)

100

80

60

40

20

0
−80 −60 −40 −20 0 20 40 60 80
Change in water level (x)

Figure 6: Polynomial fit, λ = 1

3.3 Selecting λ using a cross validation set

From the previous parts of the exercise, you observed that the value of λ
can significantly affect the results of regularized polynomial regression on
the training and cross validation set. In particular, a model without regular-
ization (λ = 0) fits the training set well, but does not generalize. Conversely,
a model with too much regularization (λ = 100) does not fit the training set
and testing set well. A good choice of λ (e.g., λ = 1) can provide a good fit
to the data.
In this section, you will implement an automated method to select the
λ parameter. Concretely, you will use a cross validation set to evaluate

10

65
 Polynomial Regression Learning Curve (lambda = 1.000000)
100
Train
90 Cross Validation

80

70

60
Error

50

40

30

20

10

0
0 2 4 6 8 10 12
Number of training examples

Figure 7: Polynomial learning curve, λ = 1

Polynomial Regression Fit (lambda = 100.000000)
40

35

30
Water flowing out of the dam (y)

25

20

15

10

−5

−10
−80 −60 −40 −20 0 20 40 60 80
Change in water level (x)

Figure 8: Polynomial fit, λ = 100

how good each λ value is. After selecting the best λ value using the cross
validation set, we can then evaluate the model on the test set to estimate
how well the model will perform on actual unseen data.
Your task is to complete the code in validationCurve.m. Specifically,
you should should use the trainLinearReg function to train the model using

11

66
different values of λ and compute the training error and cross validation error.
You should try λ in the following range: {0, 0.001, 0.003, 0.01, 0.03, 0.1, 0.3, 1, 3, 10}.
20
Train
18 Cross Validation

16

14

12
Error

10

0
0 1 2 3 4 5 6 7 8 9 10
lambda

Figure 9: Selecting λ using a cross validation set

After you have completed the code, the next part of ex5.m will run your
function can plot a cross validation curve of error v.s. λ that allows you select
which λ parameter to use. You should see a plot similar to Figure 9. In this
figure, we can see that the best value of λ is around 3. Due to randomness
in the training and validation splits of the dataset, the cross validation error
can sometimes be lower than the training error.

You should now submit your validation curve function.

3.4 Optional (ungraded) exercise: Computing test set

error
In the previous part of the exercise, you implemented code to compute the
cross validation error for various values of the regularization parameter λ.
However, to get a better indication of the model’s performance in the real
world, it is important to evaluate the “final” model on a test set that was
not used in any part of training (that is, it was neither used to select the λ
parameters, nor to learn the model parameters θ).
For this optional (ungraded) exercise, you should compute the test error
using the best value of λ you found. In our cross validation, we obtained a

12

67
test error of 3.8599 for λ = 3.

You do not need to submit any solutions for this optional (ungraded)
exercise.

3.5 Optional (ungraded) exercise: Plotting learning

curves with randomly selected examples
In practice, especially for small training sets, when you plot learning curves
to debug your algorithms, it is often helpful to average across multiple sets
of randomly selected examples to determine the training error and cross
validation error.
Concretely, to determine the training error and cross validation error for
i examples, you should first randomly select i examples from the training set
and i examples from the cross validation set. You will then learn the param-
eters θ using the randomly chosen training set and evaluate the parameters
θ on the randomly chosen training set and cross validation set. The above
steps should then be repeated multiple times (say 50) and the averaged error
should be used to determine the training error and cross validation error for
i examples.
For this optional (ungraded) exercise, you should implement the above
strategy for computing the learning curves. For reference, figure 10 shows the
learning curve we obtained for polynomial regression with λ = 0.01. Your
figure may differ slightly due to the random selection of examples.
You do not need to submit any solutions for this optional (ungraded)
exercise.

13

68
 Polynomial Regression Learning Curve (lambda = 0.010000)
100
Train
90 Cross Validation

80

70

60
Error

50

40

30

20

10

0
0 2 4 6 8 10 12
Number of training examples

Figure 10: Optional (ungraded) exercise: Learning curve with randomly

selected examples

Submission and Grading

After completing various parts of the assignment, be sure to use the submit
function system to submit your solutions to our servers. The following is a
breakdown of how each part of this exercise is scored.

Part Submitted File Points

Regularized Linear Regression Cost linearRegCostFunction.m 25 points
Function
Regularized Linear Regression Gra- linearRegCostFunction.m 25 points
dient
Learning Curve learningCurve.m 20 points
Polynomial Feature Mapping polyFeatures.m 10 points
Cross Validation Curve validationCurve.m 20 points
Total Points 100 points
You are allowed to submit your solutions multiple times, and we will take
only the highest score into consideration. To prevent rapid-fire guessing, the
system enforces a minimum of 5 minutes between submissions.

14

69
 Programming Exercise 6:
Support Vector Machines
Machine Learning

Introduction
In this exercise, you will be using support vector machines (SVMs) to build
a spam classifier. Before starting on the programming exercise, we strongly
recommend watching the video lectures and completing the review questions
for the associated topics.
To get started with the exercise, you will need to download the starter
code and unzip its contents to the directory where you wish to complete the
exercise. If needed, use the cd command in Octave to change to this directory
before starting this exercise.

Files included in this exercise

ex6.m - Octave script for the first half of the exercise
ex6data1.mat - Example Dataset 1
ex6data2.mat - Example Dataset 2
ex6data3.mat - Example Dataset 3
svmTrain.m - SVM rraining function
svmPredict.m - SVM prediction function
plotData.m - Plot 2D data
visualizeBoundaryLinear.m - Plot linear boundary
visualizeBoundary.m - Plot non-linear boundary
linearKernel.m - Linear kernel for SVM
[?] gaussianKernel.m - Gaussian kernel for SVM
[?] dataset3Params.m - Parameters to use for Dataset 3

ex6 spam.m - Octave script for the second half of the exercise
spamTrain.mat - Spam training set

70
 spamTest.mat - Spam test set
emailSample1.txt - Sample email 1
emailSample2.txt - Sample email 2
spamSample1.txt - Sample spam 1
spamSample2.txt - Sample spam 2
vocab.txt - Vocabulary list
getVocabList.m - Load vocabulary list
porterStemmer.m - Stemming function
readFile.m - Reads a file into a character string
submit.m - Submission script that sends your solutions to our servers
submitWeb.m - Alternative submission script
[?] processEmail.m - Email preprocessing
[?] emailFeatures.m - Feature extraction from emails

? indicates files you will need to complete

Throughout the exercise, you will be using the script ex6.m. These scripts
set up the dataset for the problems and make calls to functions that you will
write. You are only required to modify functions in other files, by following
the instructions in this assignment.

Where to get help

We also strongly encourage using the online Q&A Forum to discuss exer-
cises with other students. However, do not look at any source code written
by others or share your source code with others.
If you run into network errors using the submit script, you can also use
an online form for submitting your solutions. To use this alternative submis-
sion interface, run the submitWeb script to generate a submission file (e.g.,
submit ex6 part2.txt). You can then submit this file through the web
submission form in the programming exercises page (go to the programming
exercises page, then select the exercise you are submitting for). If you are
having no problems submitting through the standard submission system us-
ing the submit script, you do not need to use this alternative submission
interface.

71
1 Support Vector Machines
In the first half of this exercise, you will be using support vector machines
(SVMs) with various example 2D datasets. Experimenting with these datasets
will help you gain an intuition of how SVMs work and how to use a Gaussian
kernel with SVMs. In the next half of the exercise, you will be using support
vector machines to build a spam classifier.
The provided script, ex6.m, will help you step through the first half of
the exercise.

1.1 Example Dataset 1

We will begin by with a 2D example dataset which can be separated by a
linear boundary. The script ex6.m will plot the training data (Figure 1). In
this dataset, the positions of the positive examples (indicated with +) and the
negative examples (indicated with o) suggest a natural separation indicated
by the gap. However, notice that there is an outlier positive example + on
the far left at about (0.1, 4.1). As part of this exercise, you will also see how
this outlier affects the SVM decision boundary.
5

4.5

3.5

2.5

1.5
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5

Figure 1: Example Dataset 1

In this part of the exercise, you will try using different values of the C
parameter with SVMs. Informally, the C parameter is a positive value that
controls the penalty for misclassified training examples. A large C parameter

72
tells the SVM to try to classify all the examples correctly. C plays a role
similar to λ1 , where λ is the regularization parameter that we were using
previously for logistic regression.
5

4.5

3.5

2.5

1.5
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5

Figure 2: SVM Decision Boundary with C = 1 (Example Dataset 1)

4.5

3.5

2.5

1.5
0 0.5 1 1.5 2 2.5 3 3.5 4 4.5

Figure 3: SVM Decision Boundary with C = 100 (Example Dataset 1)

The next part in ex6.m will run the SVM training (with C = 1) using

73
SVM software that we have included with the starter code, svmTrain.m.1
When C = 1, you should find that the SVM puts the decision boundary in
the gap between the two datasets and misclassifies the data point on the far
left (Figure 2).

Implementation Note: Most SVM software packages (including

svmTrain.m) automatically add the extra feature x0 = 1 for you and
automatically take care of learning the intercept term θ0 . So when pass-
ing your training data to the SVM software, there is no need to add this
extra feature x0 = 1 yourself. In particular, in Octave your code should
be working with training examples x ∈ <n (rather than x ∈ <n+1 ); for
example, in the first example dataset x ∈ <2 .

Your task is to try different values of C on this dataset. Specifically, you

should change the value of C in the script to C = 100 and run the SVM
training again. When C = 100, you should find that the SVM now classifies
every single example correctly, but has a decision boundary that does not
appear to be a natural fit for the data (Figure 3).

1.2 SVM with Gaussian Kernels

In this part of the exercise, you will be using SVMs to do non-linear clas-
sification. In particular, you will be using SVMs with Gaussian kernels on
datasets that are not linearly separable.

1.2.1 Gaussian Kernel

To find non-linear decision boundaries with the SVM, we need to first im-
plement a Gaussian kernel. You can think of the Gaussian kernel as a sim-
ilarity function that measures the “distance” between a pair of examples,
(x(i) , x(j) ). The Gaussian kernel is also parameterized by a bandwidth pa-
rameter, σ, which determines how fast the similarity metric decreases (to 0)
as the examples are further apart.
You should now complete the code in gaussianKernel.m to compute
the Gaussian kernel between two examples, (x(i) , x(j) ). The Gaussian kernel
1
In order to ensure compatibility with Octave, we have included this implementation
of an SVM learning algorithm. However, this particular implementation was chosen to
maximize compatibility, and is not very efficient. If you are training an SVM on a real
problem, especially if you need to scale to a larger dataset, we strongly recommend instead
using a highly optimized SVM toolbox such as LIBSVM.

74
function is defined as:

 n 
(i) (j)
xk ) 2
P
(xk −
kx(i) − x(j) k2
 
k=1
(i) (j)
 
Kgaussian (x , x ) = exp − = exp − .
2σ 2  2σ 2 

Once you’ve completed the function gaussianKernel.m, the script ex6.m

will test your kernel function on two provided examples and you should ex-
pect to see a value of 0.324652.

You should now submit your function that computes the Gaussian kernel.

1.2.2 Example Dataset 2

0.9

0.8

0.7

0.6

0.5

0.4
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Figure 4: Example Dataset 2

The next part in ex6.m will load and plot dataset 2 (Figure 4). From
the figure, you can obserse that there is no linear decision boundary that
separates the positive and negative examples for this dataset. However, by
using the Gaussian kernel with the SVM, you will be able to learn a non-linear
decision boundary that can perform reasonably well for the dataset.
If you have correctly implemented the Gaussian kernel function, ex6.m
will proceed to train the SVM with the Gaussian kernel on this dataset.

75
 1

0.9

0.8

0.7

0.6

0.5

0.4
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Figure 5: SVM (Gaussian Kernel) Decision Boundary (Example Dataset 2)

Figure 5 shows the decision boundary found by the SVM with a Gaussian
kernel. The decision boundary is able to separate most of the positive and
negative examples correctly and follows the contours of the dataset well.

1.2.3 Example Dataset 3

In this part of the exercise, you will gain more practical skills on how to use
a SVM with a Gaussian kernel. The next part of ex6.m will load and display
a third dataset (Figure 6). You will be using the SVM with the Gaussian
kernel with this dataset.
In the provided dataset, ex6data3.mat, you are given the variables X,
y, Xval, yval. The provided code in ex6.m trains the SVM classifier using
the training set (X, y) using parameters loaded from dataset3Params.m.
Your task is to use the cross validation set Xval, yval to determine the
best C and σ parameter to use. You should write any additional code nec-
essary to help you search over the parameters C and σ. For both C and σ, we
suggest trying values in multiplicative steps (e.g., 0.01, 0.03, 0.1, 0.3, 1, 3, 10, 30).
Note that you should try all possible pairs of values for C and σ (e.g., C = 0.3
and σ = 0.1). For example, if you try each of the 8 values listed above for C
and for σ 2 , you would end up training and evaluating (on the cross validation
set) a total of 82 = 64 different models.
After you have determined the best C and σ parameters to use, you
should modify the code in dataset3Params.m, filling in the best parameters

76
 0.6

0.4

0.2

−0.2

−0.4

−0.6

−0.8
−0.6 −0.5 −0.4 −0.3 −0.2 −0.1 0 0.1 0.2 0.3

Figure 6: Example Dataset 3

0.6

0.4

0.2

−0.2

−0.4

−0.6

−0.8
−0.6 −0.5 −0.4 −0.3 −0.2 −0.1 0 0.1 0.2 0.3

Figure 7: SVM (Gaussian Kernel) Decision Boundary (Example Dataset 3)

you found. For our best parameters, the SVM returned a decision boundary
shown in Figure 7.

77
Implementation Tip: When implementing cross validation to select the
best C and σ parameter to use, you need to evaluate the error on the cross
validation set. Recall that for classification, the error is defined as the
fraction of the cross validation examples that were classified incorrectly.
In Octave, you can compute this error using mean(double(predictions
~= yval)), where predictions is a vector containing all the predictions
from the SVM, and yval are the true labels from the cross validation set.
You can use the svmPredict function to generate the predictions for the
cross validation set.

You should now submit your best C and σ values.

78
2 Spam Classification
Many email services today provide spam filters that are able to classify emails
into spam and non-spam email with high accuracy. In this part of the exer-
cise, you will use SVMs to build your own spam filter.
You will be training a classifier to classify whether a given email, x, is
spam (y = 1) or non-spam (y = 0). In particular, you need to convert each
email into a feature vector x ∈ Rn . The following parts of the exercise will
walk you through how such a feature vector can be constructed from an
email.
Throughout the rest of this exercise, you will be using the the script
ex6 spam.m. The dataset included for this exercise is based on a a subset of
the SpamAssassin Public Corpus.2 For the purpose of this exercise, you will
only be using the body of the email (excluding the email headers).

2.1 Preprocessing Emails

> Anyone knows how much it costs to host a web portal ?

>
Well, it depends on how many visitors youre expecting. This can be
anywhere from less than 10 bucks a month to a couple of $100. You
should checkout http://www.rackspace.com/ or perhaps Amazon EC2 if
youre running something big..

To unsubscribe yourself from this mailing list, send an email to:

groupname-unsubscribe@egroups.com

Figure 8: Sample Email

Before starting on a machine learning task, it is usually insightful to

take a look at examples from the dataset. Figure 8 shows a sample email
that contains a URL, an email address (at the end), numbers, and dollar
amounts. While many emails would contain similar types of entities (e.g.,
numbers, other URLs, or other email addresses), the specific entities (e.g.,
the specific URL or specific dollar amount) will be different in almost every
email. Therefore, one method often employed in processing emails is to
“normalize” these values, so that all URLs are treated the same, all numbers
are treated the same, etc. For example, we could replace each URL in the
email with the unique string “httpaddr” to indicate that a URL was present.
2
http://spamassassin.apache.org/publiccorpus/

10

79
This has the effect of letting the spam classifier make a classification decision
based on whether any URL was present, rather than whether a specific URL
was present. This typically improves the performance of a spam classifier,
since spammers often randomize the URLs, and thus the odds of seeing any
particular URL again in a new piece of spam is very small.
In processEmail.m, we have implemented the following email prepro-
cessing and normalization steps:

ˆ Lower-casing: The entire email is converted into lower case, so

that captialization is ignored (e.g., IndIcaTE is treated the same as
Indicate).

ˆ Stripping HTML: All HTML tags are removed from the emails.
Many emails often come with HTML formatting; we remove all the
HTML tags, so that only the content remains.

ˆ Normalizing URLs: All URLs are replaced with the text “httpaddr”.

ˆ Normalizing Email Addresses: All email addresses are replaced

with the text “emailaddr”.

ˆ Normalizing Numbers: All numbers are replaced with the text

“number”.

ˆ Normalizing Dollars: All dollar signs ($) are replaced with the text
“dollar”.

ˆ Word Stemming: Words are reduced to their stemmed form. For ex-
ample, “discount”, “discounts”, “discounted” and “discounting” are all
replaced with “discount”. Sometimes, the Stemmer actually strips off
additional characters from the end, so “include”, “includes”, “included”,
and “including” are all replaced with “includ”.

ˆ Removal of non-words: Non-words and punctuation have been re-

moved. All white spaces (tabs, newlines, spaces) have all been trimmed
to a single space character.

The result of these preprocessing steps is shown in Figure 9. While pre-

processing has left word fragments and non-words, this form turns out to be
much easier to work with for performing feature extraction.

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80
 anyon know how much it cost to host a web portal well it depend on how
mani visitor your expect thi can be anywher from less than number buck
a month to a coupl of dollarnumb you should checkout httpaddr or perhap
amazon ecnumb if your run someth big to unsubscrib yourself from thi
mail list send an email to emailaddr

Figure 9: Preprocessed Sample Email

86 916 794 1077 883
370 1699 790 1822
1831 883 431 1171
1 aa 794 1002 1893 1364
2 ab 592 1676 238 162 89
3 abil 688 945 1663 1120
... 1062 1699 375 1162
86 anyon 479 1893 1510 799
... 1182 1237 810 1895
916 know 1440 1547 181 1699
... 1758 1896 688 1676
1898 zero 992 961 1477 71 530
1899 zip 1699 531

Figure 10: Vocabulary List Figure 11: Word Indices for Sample Email

2.1.1 Vocabulary List

After preprocessing the emails, we have a list of words (e.g., Figure 9) for
each email. The next step is to choose which words we would like to use in
our classifier and which we would want to leave out.
For this exercise, we have chosen only the most frequently occuring words
as our set of words considered (the vocabulary list). Since words that occur
rarely in the training set are only in a few emails, they might cause the
model to overfit our training set. The complete vocabulary list is in the file
vocab.txt and also shown in Figure 10. Our vocabulary list was selected
by choosing all words which occur at least a 100 times in the spam corpus,
resulting in a list of 1899 words. In practice, a vocabulary list with about
10,000 to 50,000 words is often used.
Given the vocabulary list, we can now map each word in the preprocessed
emails (e.g., Figure 9) into a list of word indices that contains the index
of the word in the vocabulary list. Figure 11 shows the mapping for the
sample email. Specifically, in the sample email, the word “anyone” was first
normalized to “anyon” and then mapped onto the index 86 in the vocabulary
list.
Your task now is to complete the code in processEmail.m to perform

12

81
this mapping. In the code, you are given a string str which is a single word
from the processed email. You should look up the word in the vocabulary
list vocabList and find if the word exists in the vocabulary list. If the word
exists, you should add the index of the word into the word indices variable.
If the word does not exist, and is therefore not in the vocabulary, you can
skip the word.
Once you have implemented processEmail.m, the script ex6 spam.m will
run your code on the email sample and you should see an output similar to
Figures 9 & 11.

Octave Tip: In Octave, you can compare two strings with the strcmp
function. For example, strcmp(str1, str2) will return 1 only when
both strings are equal. In the provided starter code, vocabList is a “cell-
array” containing the words in the vocabulary. In Octave, a cell-array is
just like a normal array (i.e., a vector), except that its elements can also
be strings (which they can’t in a normal Octave matrix/vector), and you
index into them using curly braces instead of square brackets. Specifically,
to get the word at index i, you can use vocabList{i}. You can also use
length(vocabList) to get the number of words in the vocabulary.

You should now submit the email preprocessing function.

2.2 Extracting Features from Emails

You will now implement the feature extraction that converts each email into
a vector in Rn . For this exercise, you will be using n = # words in vocabulary
list. Specifically, the feature xi ∈ {0, 1} for an email corresponds to whether
the i-th word in the dictionary occurs in the email. That is, xi = 1 if the i-th
word is in the email and xi = 0 if the i-th word is not present in the email.
Thus, for a typical email, this feature would look like:

13

82
  
0
 .. 
 . 
 1 
 
 0 
 
 .  n
 ..  ∈ R .
x= 
 1 
 
 0 
 
 . 
 .. 
0
You should now complete the code in emailFeatures.m to generate a
feature vector for an email, given the word indices.
Once you have implemented emailFeatures.m, the next part of ex6 spam.m
will run your code on the email sample. You should see that the feature vec-
tor had length 1899 and 45 non-zero entries.

You should now submit the email feature extraction function.

2.3 Training SVM for Spam Classification

After you have completed the feature extraction functions, the next step of
ex6 spam.m will load a preprocessed training dataset that will be used to train
a SVM classifier. spamTrain.mat contains 4000 training examples of spam
and non-spam email, while spamTest.mat contains 1000 test examples. Each
original email was processed using the processEmail and emailFeatures
functions and converted into a vector x(i) ∈ R1899 .
After loading the dataset, ex6 spam.m will proceed to train a SVM to
classify between spam (y = 1) and non-spam (y = 0) emails. Once the
training completes, you should see that the classifier gets a training accuracy
of about 99.8% and a test accuracy of about 98.5%.

2.4 Top Predictors for Spam

our click remov guarante visit basenumb dollar will price pleas nbsp
most lo ga dollarnumb

Figure 12: Top predictors for spam email

14

83
 To better understand how the spam classifier works, we can inspect the
parameters to see which words the classifier thinks are the most predictive
of spam. The next step of ex6 spam.m finds the parameters with the largest
positive values in the classifier and displays the corresponding words (Figure
12). Thus, if an email contains words such as “guarantee”, “remove”, “dol-
lar”, and “price” (the top predictors shown in Figure 12), it is likely to be
classified as spam.

2.5 Optional (ungraded) exercise: Try your own emails

Now that you have trained a spam classifier, you can start trying it out on
your own emails. In the starter code, we have included two email exam-
ples (emailSample1.txt and emailSample2.txt) and two spam examples
(spamSample1.txt and spamSample2.txt). The last part of ex6 spam.m
runs the spam classifier over the first spam example and classifies it using
the learned SVM. You should now try the other examples we have provided
and see if the classifier gets them right. You can also try your own emails by
replacing the examples (plain text files) with your own emails.

You do not need to submit any solutions for this optional (ungraded)
exercise.

2.6 Optional (ungraded) exercise: Build your own dataset

In this exercise, we provided a preprocessed training set and test set. These
datasets were created using the same functions (processEmail.m and emailFeatures.m)
that you now have completed. For this optional (ungraded) exercise, you will
build your own dataset using the original emails from the SpamAssassin Pub-
lic Corpus.
Your task in this optional (ungraded) exercise is to download the original
files from the public corpus and extract them. After extracting them, you
should run the processEmail3 and emailFeatures functions on each email
to extract a feature vector from each email. This will allow you to build a
dataset X, y of examples. You should then randomly divide up the dataset
into a training set, a cross validation set and a test set.
While you are building your own dataset, we also encourage you to try
building your own vocabulary list (by selecting the high frequency words
3
The original emails will have email headers that you might wish to leave out. We have
included code in processEmail that will help you remove these headers.

15

84
that occur in the dataset) and adding any additional features that you think
might be useful.
Finally, we also suggest trying to use highly optimized SVM toolboxes
such as LIBSVM.

You do not need to submit any solutions for this optional (ungraded)
exercise.

Submission and Grading

After completing various parts of the assignment, be sure to use the submit
function system to submit your solutions to our servers. The following is a
breakdown of how each part of this exercise is scored.

Part Submitted File Points

Gaussian Kernel gaussianKernel.m 25 points
Parameters (C, σ) for Dataset 3 dataset3Params.m 25 points
Email Preprocessing processEmail.m 25 points
Email Feature Extraction emailFeatures.m 25 points
Total Points 100 points
You are allowed to submit your solutions multiple times, and we will take
only the highest score into consideration. To prevent rapid-fire guessing, the
system enforces a minimum of 5 minutes between submissions.

16

85
 Programming Exercise 7:
K-means Clustering and Principal Component
Analysis
Machine Learning

Introduction
In this exercise, you will implement the K-means clustering algorithm and
apply it to compress an image. In the second part, you will use principal
component analysis to find a low-dimensional representation of face images.
Before starting on the programming exercise, we strongly recommend watch-
ing the video lectures and completing the review questions for the associated
topics.
To get started with the exercise, you will need to download the starter
code and unzip its contents to the directory where you wish to complete the
exercise. If needed, use the cd command in Octave to change to this directory
before starting this exercise.

Files included in this exercise

ex7.m - Octave/Matlab script for the first exercise on K-means
ex7 pca.m - Octave/Matlab script for the second exercise on PCA
ex7data1.mat - Example Dataset for PCA
ex7data2.mat - Example Dataset for K-means
ex7faces.mat - Faces Dataset
bird small.png - Example Image
displayData.m - Displays 2D data stored in a matrix
drawLine.m - Draws a line over an exsiting figure
plotDataPoints.m - Initialization for K-means centroids
plotProgresskMeans.m - Plots each step of K-means as it proceeds
runkMeans.m - Runs the K-means algorithm
[?] pca.m - Perform principal component analysis

86
 [?] projectData.m - Projects a data set into a lower dimensional space
[?] recoverData.m - Recovers the original data from the projection
[?] findClosestCentroids.m - Find closest centroids (used in K-means)
[?] computeCentroids.m - Compute centroid means (used in K-means)
[?] kMeansInitCentroids.m - Initialization for K-means centroids

? indicates files you will need to complete

Throughout the first part of the exercise, you will be using the script
ex7.m, for the second part you will use ex7 pca.m. These scripts set up the
dataset for the problems and make calls to functions that you will write.
You are only required to modify functions in other files, by following the
instructions in this assignment.

Where to get help

We also strongly encourage using the online Q&A Forum to discuss exer-
cises with other students. However, do not look at any source code written
by others or share your source code with others.
If you run into network errors using the submit script, you can also use
an online form for submitting your solutions. To use this alternative submis-
sion interface, run the submitWeb script to generate a submission file (e.g.,
submit ex7 part2.txt). You can then submit this file through the web
submission form in the programming exercises page (go to the programming
exercises page, then select the exercise you are submitting for). If you are
having no problems submitting through the standard submission system us-
ing the submit script, you do not need to use this alternative submission
interface.

1 K-means Clustering
In this this exercise, you will implement the K-means algorithm and use it
for image compression. You will first start on an example 2D dataset that
will help you gain an intuition of how the K-means algorithm works. After
that, you wil use the K-means algorithm for image compression by reducing
the number of colors that occur in an image to only those that are most
common in that image. You will be using ex7.m for this part of the exercise.

87
1.1 Implementing K-means
The K-means algorithm is a method to automatically cluster similar data
examples together. Concretely, you are given a training set {x(1) , ..., x(m) }
(where x(i) ∈ Rn ), and want to group the data into a few cohesive “clusters”.
The intuition behind K-means is an iterative procedure that starts by guess-
ing the initial centroids, and then refines this guess by repeatedly assigning
examples to their closest centroids and then recomputing the centroids based
on the assignments.
The K-means algorithm is as follows:

% Initialize centroids
centroids = kMeansInitCentroids(X, K);
for iter = 1:iterations
% Cluster assignment step: Assign each data point to the
% closest centroid. idx(i) corresponds to cˆ(i), the index
% of the centroid assigned to example i
idx = findClosestCentroids(X, centroids);

% Move centroid step: Compute means based on centroid

% assignments
centroids = computeMeans(X, idx, K);
end

The inner-loop of the algorithm repeatedly carries out two steps: (i) As-
signing each training example x(i) to its closest centroid, and (ii) Recomput-
ing the mean of each centroid using the points assigned to it. The K-means
algorithm will always converge to some final set of means for the centroids.
Note that the converged solution may not always be ideal and depends on the
initial setting of the centroids. Therefore, in practice the K-means algorithm
is usually run a few times with different random initializations. One way to
choose between these different solutions from different random initializations
is to choose the one with the lowest cost function value (distortion).
You will implement the two phases of the K-means algorithm separately
in the next sections.

1.1.1 Finding closest centroids

In the “cluster assignment” phase of the K-means algorithm, the algorithm
assigns every training example x(i) to its closest centroid, given the current
positions of centroids. Specifically, for every example i we set

c(i) := j that minimizes ||x(i) − µj ||2 ,

88
where c(i) is the index of the centroid that is closest to x(i) , and µj is the
position (value) of the j’th centroid. Note that c(i) corresponds to idx(i) in
the starter code.
Your task is to complete the code in findClosestCentroids.m. This
function takes the data matrix X and the locations of all centroids inside
centroids and should output a one-dimensional array idx that holds the
index (a value in {1, ..., K}, where K is total number of centroids) of the
closest centroid to every training example.
You can implement this using a loop over every training example and
every centroid.

Once you have completed the code in findClosestCentroids.m, the

script ex7.m will run your code and you should see the output [1 3 2]
corresponding to the centroid assignments for the first 3 examples.

You should now submit your “finding closest centroids” function.

1.1.2 Computing centroid means

Given assignments of every point to a centroid, the second phase of the
algorithm recomputes, for each centroid, the mean of the points that were
assigned to it. Specifically, for every centroid k we set
1 X (i)
µk := x
|Ck | i∈C
k

where Ck is the set of examples that are assigned to centroid k. Concretely,

if two examples say x(3) and x(5) are assigned to centroid k = 2, then you
should update µ2 = 21 (x(3) + x(5) ).
You should now complete the code in computeCentroids.m. You can
implement this function using a loop over the centroids. You can also use a
loop over the examples; but if you can use a vectorized implementation that
does not use such a loop, your code may run faster.
Once you have completed the code in computeCentroids.m, the script
ex7.m will run your code and output the centroids after the first step of K-
means.

You should now submit your compute centroids function.

89
 Iteration number 10
6

0
−1 0 1 2 3 4 5 6 7 8 9

Figure 1: The expected output.

1.2 K-means on example dataset

After you have completed the two functions (findClosestCentroids and
computeCentroids), the next step in ex7.m will run the K-means algorithm
on a toy 2D dataset to help you understand how K-means works. Your
functions are called from inside the runKmeans.m script. We encourage you
to take a look at the function to understand how it works. Notice that the
code calls the two functions you implemented in a loop.
When you run the next step, the K-means code will produce a visualiza-
tion that steps you through the progress of the algorithm at each iteration.
Press enter multiple times to see how each step of the K-means algorithm
changes the centroids and cluster assignments. At the end, your figure should
look as the one displayed in Figure 1.

1.3 Random initialization

The initial assignments of centroids for the example dataset in ex7.m were
designed so that you will see the same figure as in Figure 1. In practice, a
good strategy for initializing the centroids is to select random examples from
the training set.
In this part of the exercise, you should complete the function kMeansInitCentroids.m
with the following code:

90
% Initialize the centroids to be random examples

% Randomly reorder the indices of examples

randidx = randperm(size(X, 1));
% Take the first K examples as centroids
centroids = X(randidx(1:K), :);

The code above first randomly permutes the indices of the examples (us-
ing randperm). Then, it selects the first K examples based on the random
permutation of the indices. This allows the examples to be selected at ran-
dom without the risk of selecting the same example twice.

You do not need to make any submissions for this part of the exercise.

1.4 Image compression with K-means

Figure 2: The original 128x128 image.

In this exercise, you will apply K-means to image compression. In a

straightforward 24-bit color representation of an image,1 each pixel is repre-
sented as three 8-bit unsigned integers (ranging from 0 to 255) that specify
the red, green and blue intensity values. This encoding is often refered to as
the RGB encoding. Our image contains thousands of colors, and in this part
of the exercise, you will reduce the number of colors to 16 colors.
By making this reduction, it is possible to represent (compress) the photo
in an efficient way. Specifically, you only need to store the RGB values of
1
The provided photo used in this exercise belongs to Frank Wouters and is used with
his permission.

91
the 16 selected colors, and for each pixel in the image you now need to only
store the index of the color at that location (where only 4 bits are necessary
to represent 16 possibilities).
In this exercise, you will use the K-means algorithm to select the 16 colors
that will be used to represent the compressed image. Concretely, you will
treat every pixel in the original image as a data example and use the K-means
algorithm to find the 16 colors that best group (cluster) the pixels in the 3-
dimensional RGB space. Once you have computed the cluster centroids on
the image, you will then use the 16 colors to replace the pixels in the original
image.

1.4.1 K-means on pixels

In Matlab and Octave, images can be read in as follows:

% Load 128x128 color image (bird small.png)

A = imread('bird small.png');

% You will need to have installed the image package to used

% imread. If you do not have the image package installed, you
% should instead change the following line to
%
% load('bird small.mat'); % Loads the image into the variable A

This creates a three-dimensional matrix A whose first two indices identify

a pixel position and whose last index represents red, green, or blue. For
example, A(50, 33, 3) gives the blue intensity of the pixel at row 50 and
column 33.
The code inside ex7.m first loads the image, and then reshapes it to create
an m × 3 matrix of pixel colors (where m = 16384 = 128 × 128), and calls
your K-means function on it.
After finding the top K = 16 colors to represent the image, you can now
assign each pixel position to its closest centroid using the findClosestCentroids
function. This allows you to represent the original image using the centroid
assignments of each pixel. Notice that you have significantly reduced the
number of bits that are required to describe the image. The original image
required 24 bits for each one of the 128×128 pixel locations, resulting in total
size of 128 × 128 × 24 = 393, 216 bits. The new representation requires some
overhead storage in form of a dictionary of 16 colors, each of which require
24 bits, but the image itself then only requires 4 bits per pixel location. The
final number of bits used is therefore 16 × 24 + 128 × 128 × 4 = 65, 920 bits,
which corresponds to compressing the original image by about a factor of 6.

92
 1

Figure 3: Original and reconstructed image (when using K-means to com-

press the image).

Finally, you can view the effects of the compression by reconstructing the
image based only on the centroid assignments. Specifically, you can replace
each pixel location with the mean of the centroid assigned to it. Figure 3
shows the reconstruction we obtained. Even though the resulting image re-
tains most of the characteristics of the original, we also see some compression
artifacts.

You do not need to make any submissions for this part of the exercise.

1.5 Optional (ungraded) exercise: Use your own image

In this exercise, modify the code we have supplied to run on one of your
own images. Note that if your image is very large, then K-means can take a
long time to run. Therefore, we recommend that you resize your images to
managable sizes before running the code. You can also try to vary K to see
the effects on the compression.

93
2 Principal Component Analysis
In this exercise, you will use principal component analysis (PCA) to perform
dimensionality reduction. You will first experiment with an example 2D
dataset to get intuition on how PCA works, and then use it on a bigger
dataset of 5000 face image dataset.
The provided script, ex7 pca.m, will help you step through the first half
of the exercise.

2.1 Example Dataset

To help you understand how PCA works, you will first start with a 2D dataset
which has one direction of large variation and one of smaller variation. The
script ex7 pca.m will plot the training data (Figure 4). In this part of the
exercise, you will visualize what happens when you use PCA to reduce the
data from 2D to 1D. In practice, you might want to reduce data from 256 to
50 dimensions, say; but using lower dimensional data in this example allows
us to visualize the algorithms better.
8

2
1 2 3 4 5 6

Figure 4: Example Dataset 1

2.2 Implementing PCA

In this part of the exercise, you will implement PCA. PCA consists of
two computational steps: First, you compute the covariance matrix of the

94
data. Then, you use Octave’s SVD function to compute the eigenvectors
U1 , U2 , . . . , Un . These will correspond to the principal components of varia-
tion in the data.
Before using PCA, it is important to first normalize the data by subtract-
ing the mean value of each feature from the dataset, and scaling each dimen-
sion so that they are in the same range. In the provided script ex7 pca.m,
this normalization has been performed for you using the featureNormalize
function.
After normalizing the data, you can run PCA to compute the principal
components. You task is to complete the code in pca.m to compute the prin-
cipal components of the dataset. First, you should compute the covariance
matrix of the data, which is given by:
1 T
Σ= X X
m
where X is the data matrix with examples in rows, and m is the number of
examples. Note that Σ is a n × n matrix and not the summation operator.
After computing the covariance matrix, you can run SVD on it to compute
the principal components. In Octave, you can run SVD with the following
command: [U, S, V] = svd(Sigma), where U will contain the principal
components and S will contain a diagonal matrix.
8

2
1 2 3 4 5 6

Figure 5: Computed eigenvectors of the dataset

Once you have completed pca.m, the ex7 pca.m script will run PCA on
the example dataset and plot the corresponding principal components found

10

95
(Figure 5). The script will also output the top principal component (eigen-
vector) found, and you should expect to see an output of about [-0.707
-0.707]. (It is possible that Octave may instead output the negative of this,
since U1 and −U1 are equally valid choices for the first principal component.)

You should now submit your PCA function.

2.3 Dimensionality Reduction with PCA

After computing the principal components, you can use them to reduce the
feature dimension of your dataset by projecting each example onto a lower
dimensional space, x(i) → z (i) (e.g., projecting the data from 2D to 1D). In
this part of the exercise, you will use the eigenvectors returned by PCA and
project the example dataset into a 1-dimensional space.
In practice, if you were using a learning algorithm such as linear regression
or perhaps neural networks, you could now use the projected data instead
of the original data. By using the projected data, you can train your model
faster as there are less dimensions in the input.

2.3.1 Projecting the data onto the principal components

You should now complete the code in projectData.m. Specifically, you are
given a dataset X, the principal components U, and the desired number of
dimensions to reduce to K. You should project each example in X onto the
top K components in U. Note that the top K components in U are given by
the first K columns of U, that is U reduce = U(:, 1:K).
Once you have completed the code in projectData.m, ex7 pca.m will
project the first example onto the first dimension and you should see a value
of about 1.481 (or possibly -1.481, if you got −U1 instead of U1 ).

You should now submit the project data function.

2.3.2 Reconstructing an approximation of the data

After projecting the data onto the lower dimensional space, you can ap-
proximately recover the data by projecting them back onto the original high
dimensional space. Your task is to complete recoverData.m to project each
example in Z back onto the original space and return the recovered approxi-
mation in X rec.

11

96
 Once you have completed the code in projectData.m, ex7 pca.m will
recover an approximation of the first example and you should see a value of
about [-1.047 -1.047].

You should now submit the recover data function.

2.3.3 Visualizing the projections

−1

−2

−3

−4
−4 −3 −2 −1 0 1 2 3

Figure 6: The normalized and projected data after PCA.

After completing both projectData and recoverData, ex7 pca.m will

now perform both the projection and approximate reconstruction to show
how the projection affects the data. In Figure 6, the original data points are
indicated with the blue circles, while the projected data points are indicated
with the red circles. The projection effectively only retains the information
in the direction given by U1 .

2.4 Face Image Dataset

In this part of the exercise, you will run PCA on face images to see how it
can be used in practice for dimension reduction. The dataset ex7faces.mat
contains a dataset2 X of face images, each 32 × 32 in grayscale. Each row
of X corresponds to one face image (a row vector of length 1024). The next
2
This dataset was based on a cropped version of the labeled faces in the wild dataset.

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step in ex7 pca.m will load and visualize the first 100 of these face images
(Figure 7).

Figure 7: Faces dataset

2.4.1 PCA on Faces

To run PCA on the face dataset, we first normalize the dataset by subtracting
the mean of each feature from the data matrix X. The script ex7 pca.m will
do this for you and then run your PCA code. After running PCA, you will
obtain the principal components of the dataset. Notice that each principal
component in U (each row) is a vector of length n (where for the face dataset,
n = 1024). It turns out that we can visualize these principal components by
reshaping each of them into a 32 × 32 matrix that corresponds to the pixels
in the original dataset. The script ex7 pca.m displays the first 36 principal
components that describe the largest variations (Figure 8). If you want, you
can also change the code to display more principal components to see how
they capture more and more details.

2.4.2 Dimensionality Reduction

Now that you have computed the principal components for the face dataset,
you can use it to reduce the dimension of the face dataset. This allows you to
use your learning algorithm with a smaller input size (e.g., 100 dimensions)
instead of the original 1024 dimensions. This can help speed up your learning
algorithm.

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 Figure 8: Principal components on the face dataset

Figure 9: Original images of faces and ones reconstructed from only the top
100 principal components.

The next part in ex7 pca.m will project the face dataset onto only the
first 100 principal components. Concretely, each face image is now described
by a vector z (i) ∈ R100 .
To understand what is lost in the dimension reduction, you can recover
the data using only the projected dataset. In ex7 pca.m, an approximate
recovery of the data is performed and the original and projected face images
are displayed side by side (Figure 9). From the reconstruction, you can ob-
serve that the general structure and appearance of the face are kept while
the fine details are lost. This is a remarkable reduction (more than 10×) in

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the dataset size that can help speed up your learning algorithm significantly.
For example, if you were training a neural network to perform person recog-
nition (gven a face image, predict the identitfy of the person), you can use
the dimension reduced input of only a 100 dimensions instead of the original
pixels.

2.5 Optional (ungraded) exercise: PCA for visualiza-

tion

Figure 10: Original data in 3D

In the earlier K-means image compression exercise, you used the K-means
algorithm in the 3-dimensional RGB space. In the last part of the ex7 pca.m
script, we have provided code to visualize the final pixel assignments in this
3D space using the scatter3 function. Each data point is colored according
to the cluster it has been assigned to. You can drag your mouse on the figure
to rotate and inspect this data in 3 dimensions.
It turns out that visualizing datasets in 3 dimensions or greater can be
cumbersome. Therefore, it is often desirable to only display the data in 2D
even at the cost of losing some information. In practice, PCA is often used to
reduce the dimensionality of data for visualization purposes. In the next part
of ex7 pca.m, the script will apply your implementation of PCA to the 3-
dimensional data to reduce it to 2 dimensions and visualize the result in a 2D
scatter plot. The PCA projection can be thought of as a rotation that selects
the view that maximizes the spread of the data, which often corresponds to
the “best” view.

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 Figure 11: 2D visualization produced using PCA

Submission and Grading

After completing various parts of the assignment, be sure to use the submit
function system to submit your solutions to our servers. The following is a
breakdown of how each part of this exercise is scored.

Part Submitted File Points

Find Closest Centroids findClosestCentroids.m 30 points
Compute Centroid Means computeCentroids.m 30 points
PCA pca.m 20 points
Project Data projectData.m 10 points
Recover Data recoverData.m 10 points
Total Points 100 points
You are allowed to submit your solutions multiple times, and we will take
only the highest score into consideration. To prevent rapid-fire guessing, the
system enforces a minimum of 5 minutes between submissions.

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 Programming Exercise 8:
Anomaly Detection and Recommender
Systems
Machine Learning

Introduction
In this exercise, you will implement the anomaly detection algorithm and
apply it to detect failing servers on a network. In the second part, you will
use collaborative filtering to build a recommender system for movies. Before
starting on the programming exercise, we strongly recommend watching the
video lectures and completing the review questions for the associated topics.
To get started with the exercise, you will need to download the starter
code and unzip its contents to the directory where you wish to complete the
exercise. If needed, use the cd command in Octave to change to this directory
before starting this exercise.

Files included in this exercise

ex8.m - Octave/Matlab script for first part of exercise
ex8 cofi.m - Octave/Matlab script for second part of exercise
ex8data1.mat - First example Dataset for anomaly detection
ex8data2.mat - Second example Dataset for anomaly detection
ex8 movies.mat - Movie Review Dataset
ex8 movieParams.mat - Parameters provided for debugging
multivariateGaussian.m - Computes the probability density function
for a Gaussian distribution
visualizeFit.m - 2D plot of a Gaussian distribution and a dataset
checkCostFunction.m - Gradient checking for collaborative filtering
computeNumericalGradient.m - Numerically compute gradients
fmincg.m - Function minimization routine (similar to fminunc)
loadMovieList.m - Loads the list of movies into a cell-array

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 movie ids.txt - List of movies
normalizeRatings.m - Mean normalization for collaborative filtering
[?] estimateGaussian.m - Estimate the parameters of a Gaussian dis-
tribution with a diagonal covariance matrix
[?] selectThreshold.m - Find a threshold for anomaly detection
[?] cofiCostFunc.m - Implement the cost function for collaborative fil-
tering

? indicates files you will need to complete

Throughout the first part of the exercise (anomaly detection) you will be
using the script ex8.m. For the second part of collaborative filtering, you
will use ex8 cofi.m. These scripts set up the dataset for the problems and
make calls to functions that you will write. You are only required to modify
functions in other files, by following the instructions in this assignment.

Where to get help

We also strongly encourage using the online Q&A Forum to discuss exer-
cises with other students. However, do not look at any source code written
by others or share your source code with others.
If you run into network errors using the submit script, you can also use
an online form for submitting your solutions. To use this alternative submis-
sion interface, run the submitWeb script to generate a submission file (e.g.,
submit ex8 part2.txt). You can then submit this file through the web
submission form in the programming exercises page (go to the programming
exercises page, then select the exercise you are submitting for). If you are
having no problems submitting through the standard submission system us-
ing the submit script, you do not need to use this alternative submission
interface.

1 Anomaly detection
In this exercise, you will implement an anomaly detection algorithm to detect
anomalous behavior in server computers. The features measure the through-
put (mb/s) and latency (ms) of response of each server. While your servers
were operating, you collected m = 307 examples of how they were behaving,

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and thus have an unlabeled dataset {x(1) , . . . , x(m) }. You suspect that the
vast majority of these examples are “normal” (non-anomalous) examples of
the servers operating normally, but there might also be some examples of
servers acting anomalously within this dataset.
You will use a Gaussian model to detect anomalous examples in your
dataset. You will first start on a 2D dataset that will allow you to visualize
what the algorithm is doing. On that dataset you will fit a Gaussian dis-
tribution and then find values that have very low probability and hence can
be considered anomalies. After that, you will apply the anomaly detection
algorithm to a larger dataset with many dimensions. You will be using ex8.m
for this part of the exercise.
The first part of ex8.m will visualize the dataset as shown in Figure 1.
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Latency (ms)

Figure 1: The first dataset.

1.1 Gaussian distribution

To perform anomaly detection, you will first need to fit a model to the data’s
distribution.
Given a training set {x(1) , ..., x(m) } (where x(i) ∈ Rn ), you want to esti-
mate the Gaussian distribution for each of the features xi . For each feature
i = 1 . . . n, you need to find parameters µi and σi2 that fit the data in the
(1) (m)
i-th dimension {xi , ..., xi } (the i-th dimension of each example).

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 The Gaussian distribution is given by
1 (x−µ)2
p(x; µ, σ 2 ) = √ e− 2σ 2 ,
2πσ 2
where µ is the mean and σ 2 controls the variance.

1.2 Estimating parameters for a Gaussian

You can estimate the parameters, (µi , σi2 ), of the i-th feature by using the
following equations. To estimate the mean, you will use:
m
1 X (j)
µi = x , (1)
m j=1 i

and for the variance you will use:

m
1 X (j)
σi2 = (xi − µi )2 . (2)
m j=1

Your task is to complete the code in estimateGaussian.m. This function

takes as input the data matrix X and should output an n-dimension vector
mu that holds the mean of all the n features and another n-dimension vector
sigma2 that holds the variances of all the features. You can implement this
using a for-loop over every feature and every training example (though a vec-
torized implementation might be more efficient; feel free to use a vectorized
implementation if you prefer). Note that in Octave, the var function will
1
(by default) use m−1 , instead of m1 , when computing σi2 .
Once you have completed the code in estimateGaussian.m, the next
part of ex8.m will visualize the contours of the fitted Gaussian distribution.
You should get a plot similar to Figure 2. From your plot, you can see that
most of the examples are in the region with the highest probability, while
the anomalous examples are in the regions with lower probabilities.

You should now submit your estimate Gaussian parameters function.

1.3 Selecting the threshold, ε

Now that you have estimated the Gaussian parameters, you can investigate
which examples have a very high probability given this distribution and which
examples have a very low probability. The low probability examples are

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Figure 2: The Gaussian distribution contours of the distribution fit to the

dataset.

more likely to be the anomalies in our dataset. One way to determine which
examples are anomalies is to select a threshold based on a cross validation
set. In this part of the exercise, you will implement an algorithm to select
the threshold ε using the F1 score on a cross validation set.
You should now complete the code in selectThreshold.m. For this, we
(1) (1) (m ) (m )
will use a cross validation set {(xcv , ycv ), . . . , (xcv cv , ycv cv )}, where the la-
bel y = 1 corresponds to an anomalous example, and y = 0 corresponds
to a normal example. For each cross validation example, we will com-
(i) (1) (m
pute p(xcv ). The vector of all of these probabilities p(xcv ), . . . , p(xcv cv) ) is
passed to selectThreshold.m in the vector pval. The corresponding labels
(1) (m
ycv , . . . , ycv cv) is passed to the same function in the vector yval.
The function selectThreshold.m should return two values; the first is
the selected threshold ε. If an example x has a low probability p(x) < ε,
then it is considered to be an anomaly. The function should also return the
F1 score, which tells you how well you’re doing on finding the ground truth
anomalies given a certain threshold. For many different values of ε, you will
compute the resulting F1 score by computing how many examples the current
threshold classifies correctly and incorrectly.
The F1 score is computed using precision (prec) and recall (rec):
2 · prec · rec
F1 = , (3)
prec + rec

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You compute precision and recall by:
tp
prec = (4)
tp + f p
tp
rec = , (5)
tp + f n
where
ˆ tp is the number of true positives: the ground truth label says it’s an
anomaly and our algorithm correctly classified it as an anomaly.

ˆ f p is the number of false positives: the ground truth label says it’s not
an anomaly, but our algorithm incorrectly classified it as an anomaly.

ˆ f n is the number of false negatives: the ground truth label says it’s an
anomaly, but our algorithm incorrectly classified it as not being anoma-
lous.
In the provided code selectThreshold.m, there is already a loop that
will try many different values of ε and select the best ε based on the F1 score.
You should now complete the code in selectThreshold.m. You can im-
plement the computation of the F1 score using a for-loop over all the cross
validation examples (to compute the values tp, f p, f n). You should see a
value for epsilon of about 8.99e-05.

Implementation Note: In order to compute tp, f p and f n, you may

be able to use a vectorized implementation rather than loop over all the
examples. This can be implemented by Octave’s equality test between a
vector and a single number. If you have several binary values in an n-
dimensional binary vector v ∈ {0, 1}n , you can find out how many values
in this vector are 0 by using: sum(v == 0). You can also apply a logical
and operator to such binary vectors. For instance, let cvPredictions be
a binary vector of the size of your number of cross validation set, where
(i)
the i-th element is 1 if your algorithm considers xcv an anomaly, and
0 otherwise. You can then, for example, compute the number of false
positives using: fp = sum((cvPredictions == 1) & (yval == 0)).
Once you have completed the code in selectThreshold.m, the next step
in ex8.m will run your anomaly detection code and circle the anomalies in
the plot (Figure 3).

You should now submit your select threshold function.

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Figure 3: The classified anomalies.

1.4 High dimensional dataset

The last part of the script ex8.m will run the anomaly detection algorithm
you implemented on a more realistic and much harder dataset. In this
dataset, each example is described by 11 features, capturing many more
properties of your compute servers.
The script will use your code to estimate the Gaussian parameters (µi and
σi2 ), evaluate the probabilities for both the training data X from which you
estimated the Gaussian parameters, and do so for the the cross-validation
set Xval. Finally, it will use selectThreshold to find the best threshold ε.
You should see a value epsilon of about 1.38e-18, and 117 anomalies found.

2 Recommender Systems
In this part of the exercise, you will implement the collaborative filtering
learning algorithm and apply it to a dataset of movie ratings.1 This dataset
consists of ratings on a scale of 1 to 5. The dataset has nu = 943 users, and
nm = 1682 movies. For this part of the exercise, you will be working with
the script ex8 cofi.m.
1
MovieLens 100k Dataset from GroupLens Research.

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 In the next parts of this exercise, you will implement the function cofiCostFunc.m
that computes the collaborative fitlering objective function and gradient. Af-
ter implementing the cost function and gradient, you will use fmincg.m to
learn the parameters for collaborative filtering.

2.1 Movie ratings dataset

The first part of the script ex8 cofi.m will load the dataset ex8 movies.mat,
providing the variables Y and R in your Octave environment.
The matrix Y (a num movies × num users matrix) stores the ratings y (i,j)
(from 1 to 5). The matrix R is an binary-valued indicator matrix, where
R(i, j) = 1 if user j gave a rating to movie i, and R(i, j) = 0 otherwise. The
objective of collaborative filtering is to predict movie ratings for the movies
that users have not yet rated, that is, the entries with R(i, j) = 0. This will
allow us to recommend the movies with the highest predicted ratings to the
user.
To help you understand the matrix Y, the script ex8 cofi.m will compute
the average movie rating for the first movie (Toy Story) and output the
average rating to the screen.
Throughout this part of the exercise, you will also be working with the
matrices, X and Theta:
   
— (x(1) )T — — (θ(1) )T —
 — (x(2) )T —   — (θ(2) )T — 
X=  , Theta =  .
   
.. ..
 .   . 
(nm ) T (nu ) T
— (x ) — — (θ ) —

The i-th row of X corresponds to the feature vector x(i) for the i-th movie,
and the j-th row of Theta corresponds to one parameter vector θ(j) , for the
j-th user. Both x(i) and θ(j) are n-dimensional vectors. For the purposes of
this exercise, you will use n = 100, and therefore, x(i) ∈ R100 and θ(j) ∈ R100 .
Correspondingly, X is a nm × 100 matrix and Theta is a nu × 100 matrix.

2.2 Collaborative filtering learning algorithm

Now, you will start implementing the collaborative filtering learning algo-
rithm. You will start by implementing the cost function (without regulariza-
tion).
The collaborative filtering algorithm in the setting of movie recommen-
dations considers a set of n-dimensional parameter vectors x(1) , ..., x(nm ) and

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θ(1) , ..., θ(nu ) , where the model predicts the rating for movie i by user j as
y (i,j) = (θ(j) )T x(i) . Given a dataset that consists of a set of ratings produced
by some users on some movies, you wish to learn the parameter vectors
x(1) , ..., x(nm ) , θ(1) , ..., θ(nu ) that produce the best fit (minimizes the squared
error).
You will complete the code in cofiCostFunc.m to compute the cost func-
tion and gradient for collaborative filtering. Note that the parameters to the
function (i.e., the values that you are trying to learn) are X and Theta. In
order to use an off-the-shelf minimizer such as fmincg, the cost function has
been set up to unroll the parameters into a single vector params. You had
previously used the same vector unrolling method in the neural networks
programming exercise.

2.2.1 Collaborative filtering cost function

The collaborative filtering cost function (without regularization) is given by

1 X
J(x(1) , ..., x(nm ) , θ(1) , ..., θ(nu ) ) = ((θ(j) )T x(i) − y (i,j) )2 .
2
(i,j):r(i,j)=1

You should now modify cofiCostFunc.m to return this cost in the vari-
able J. Note that you should be accumulating the cost for user j and movie
i only if R(i, j) = 1.
After you have completed the function, the script ex8 cofi.m will run
your cost function. You should expect to see an output of 22.22.

You should now submit your cost function.

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 Implementation Note: We strongly encourage you to use a vectorized
implementation to compute J, since it will later by called many times
by the optimization package fmincg. As usual, it might be easiest to
first write a non-vectorized implementation (to make sure you have the
right answer), and the modify it to become a vectorized implementation
(checking that the vectorization steps don’t change your algorithm’s out-
put). To come up with a vectorized implementation, the following tip
might be helpful: You can use the R matrix to set selected entries to 0.
For example, R .* M will do an element-wise multiplication between M
and R; since R only has elements with values either 0 or 1, this has the
effect of setting the elements of M to 0 only when the corresponding value
in R is 0. Hence, sum(sum(R.*M)) is the sum of all the elements of M for
which the corresponding element in R equals 1.

2.2.2 Collaborative filtering gradient

Now, you should implement the gradient (without regularization). Specifi-
cally, you should complete the code in cofiCostFunc.m to return the vari-
ables X grad and Theta grad. Note that X grad should be a matrix of the
same size as X and similarly, Theta grad is a matrix of the same size as
Theta. The gradients of the cost function is given by:
∂J X (j)
(i)
= ((θ(j) )T x(i) − y (i,j) )θk
∂xk j:r(i,j)=1

∂J X (i)
(j)
= ((θ(j) )T x(i) − y (i,j) )xk .
∂θk i:r(i,j)=1

Note that the function returns the gradient for both sets of variables
by unrolling them into a single vector. After you have completed the code
to compute the gradients, the script ex8 cofi.m will run a gradient check
(checkCostFunction) to numerically check the implementation of your gra-
dients.2 If your implementation is correct, you should find that the analytical
and numerical gradients match up closely.

You should now submit your collaborative filtering gradient function.

2
This is similar to the numerical check that you used in the neural networks exercise.

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Implementation Note: You can get full credit for this assignment
without using a vectorized implementation, but your code will run much
more slowly (a small number of hours), and so we recommend that you
try to vectorize your implementation.

To get started, you can implement the gradient with a for-loop over movies
(for computing ∂J(i) ) and a for-loop over users (for computing ∂J(j) ). When
∂xk ∂θk
you first implement the gradient, you might start with an unvectorized
version, by implementing another inner for-loop that computes each ele-
ment in the summation. After you have completed the gradient computa-
tion this way, you should try to vectorize your implementation (vectorize
the inner for-loops), so that you’re left with only two for-loops (one for
looping over movies to compute ∂J(i) for each movie, and one for looping
∂xk
∂J
over users to compute (j) for each user).
∂θk

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 Implementation Tip: To perform the vectorization, you might find this
helpful: You should come up with a way to compute all the derivatives
(i) (i) (i)
associated with x1 , x2 , . . . , xn (i.e., the derivative terms associated with
the feature vector x(i) ) at the same time. Let us define the derivatives for
the feature vector of the i-th movie as:
 ∂J 
(i)
∂x1
 ∂J 
 ∂x(i)  X
(Xgrad (i, :))T =  .  =
 2  ((θ(j) )T x(i) − y (i,j) )θ(j)
 ..  j:r(i,j)=1
∂J
(i)
∂xn

To vectorize the above expression, you can start by indexing into

Theta and Y to select only the elements of interests (that is, those with
r(i, j) = 1). Intuitively, when you consider the features for the i-th movie,
you only need to be concern about the users who had given ratings to the
movie, and this allows you to remove all the other users from Theta and Y.

Concretely, you can set idx = find(R(i, :)==1) to be a list of all the
users that have rated movie i. This will allow you to create the temporary
matrices Thetatemp = Theta(idx, :) and Ytemp = Y(i, idx) that index into
Theta and Y to give you only the set of users which have rated the i-th
movie. This will allow you to write the derivatives as:

Xgrad (i, :) = (X(i, :) ∗ ThetaTtemp − Ytemp ) ∗ Thetatemp .

(Note: The vectorized computation above returns a row-vector instead.)

After you have vectorized the computations of the derivatives with respect
to x(i) , you should use a similar method to vectorize the derivatives with
respect to θ(j) as well.

2.2.3 Regularized cost function

The cost function for collaborative filtering with regularization is given by

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 1 X
J(x(1) , ..., x(nm ) , θ(1) , ..., θ(nu ) ) = ((θ(j) )T x(i) − y (i,j) )2 +
2
(i,j):r(i,j)=1
n n
! nm X n
!
u X
λX (j) λX (i) 2
(θk )2 + (x ) .
2 j=1 k=1 2 i=1 k=1 k

You should now add regularization to your original computations of the

cost function, J. After you are done, the script ex8 cofi.m will run your
regularized cost function, and you should expect to see a cost of about 31.34.

You should now submit your regularized cost function.

2.2.4 Regularized gradient

Now that you have implemented the regularized cost function, you should
proceed to implement regularization for the gradient. You should add to
your implementation in cofiCostFunc.m to return the regularized gradient
by adding the contributions from the regularization terms. Note that the
gradients for the regularized cost function is given by:
∂J X (j) (i)
(i)
= ((θ(j) )T x(i) − y (i,j) )θk + λxk
∂xk j:r(i,j)=1

∂J X (i) (j)
(j)
= ((θ(j) )T x(i) − y (i,j) )xk + λθk .
∂θk i:r(i,j)=1

This means that you just need to add λx(i) to the X grad(i,:) variable
described earlier, and add λθ(j) to the Theta grad(j,:) variable described
earlier.
After you have completed the code to compute the gradients, the script
ex8 cofi.m will run another gradient check (checkCostFunction) to numer-
ically check the implementation of your gradients.

You should now submit the regularized gradient function.

2.3 Learning movie recommendations

After you have finished implementing the collaborative filtering cost function
and gradient, you can now start training your algorithm to make movie

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recommendations for yourself. In the next part of the ex8 cofi.m script,
you can enter your own movie preferences, so that later when the algorithm
runs, you can get your own movie recommendations! We have filled out
some values according to our own preferences, but you should change this
according to your own tastes. The list of all movies and their number in the
dataset can be found listed in the file movie idx.txt.

2.3.1 Recommendations

Top recommendations for you:

Predicting rating 9.0 for movie Titanic (1997)
Predicting rating 8.9 for movie Star Wars (1977)
Predicting rating 8.8 for movie Shawshank Redemption, The (1994)
Predicting rating 8.5 for movie As Good As It Gets (1997)
Predicting rating 8.5 for movie Good Will Hunting (1997)
Predicting rating 8.5 for movie Usual Suspects, The (1995)
Predicting rating 8.5 for movie Schindler’s List (1993)
Predicting rating 8.4 for movie Raiders of the Lost Ark (1981)
Predicting rating 8.4 for movie Empire Strikes Back, The (1980)
Predicting rating 8.4 for movie Braveheart (1995)

Original ratings provided:

Rated 4 for Toy Story (1995)
Rated 3 for Twelve Monkeys (1995)
Rated 5 for Usual Suspects, The (1995)
Rated 4 for Outbreak (1995)
Rated 5 for Shawshank Redemption, The (1994)
Rated 3 for While You Were Sleeping (1995)
Rated 5 for Forrest Gump (1994)
Rated 2 for Silence of the Lambs, The (1991)
Rated 4 for Alien (1979)
Rated 5 for Die Hard 2 (1990)
Rated 5 for Sphere (1998)

Figure 4: Movie recommendations

After the additional ratings have been added to the dataset, the script
will proceed to train the collaborative filtering model. This will learn the
parameters X and Theta. To predict the rating of movie i for user j, you need

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to compute (θ(j) )T x(i) . The next part of the script computes the ratings for
all the movies and users and displays the movies that it recommends (Figure
4), according to ratings that were entered earlier in the script. Note that
you might obtain a different set of the predictions due to different random
initializations.

Submission and Grading

After completing various parts of the assignment, be sure to use the submit
function system to submit your solutions to our servers. The following is a
breakdown of how each part of this exercise is scored.

Part Submitted File Points

Estimate Gaussian Parameters estimateGuassian.m 15 points
Select Threshold selectThreshold.m 15 points
Collaborative Filtering Cost cofiCostFunc.m 20 points
Collaborative Filtering Gradient cofiCostFunc.m 30 points
Regularized Cost cofiCostFunc.m 10 points
Gradient with regularization cofiCostFunc.m 10 points
Total Points 100 points
You are allowed to submit your solutions multiple times, and we will take
only the highest score into consideration. To prevent rapid-fire guessing, the
system enforces a minimum of 5 minutes between submissions.

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