What is Machine Learning?

Two definitions of Machine Learning are offered. Arthur Samuel described it as: "the field of study that gives
computers the ability to learn without being explicitly programmed." This is an older, informal definition. Tom
Mitchell provides a more modern definition: "A computer program is said to learn from experience E with respect
to some class of tasks T and performance measure P, if its performance at tasks in T, as measured by P, improves
with experience E."
Example: playing checkers.
E = the experience of playing many games of checkers
T = the task of playing checkers.
P = the probability that the program will win the next game.
In general, any machine learning problem can be assigned to one of two broad classifications:
Supervised learning and Unsupervised learning.
Supervised Learning
In supervised learning, we are given a data set and already know what our correct output should look like, having
the idea that there is a relationship between the input and the output. Supervised learning problems are
categorized into "regression" and "classification" problems. In a regression problem, we are trying to predict results
within a continuous output, meaning that we are trying to map input variables to some continuous function. In a
classification problem, we are instead trying to predict results in a discrete output. In other words, we are trying to
map input variables into discrete categories.
Example 1: Given data about the size of houses on the real estate market, try to predict their price. Price as a
function of size is a continuous output, so this is a regression problem. We could turn this example into a
classification problem by instead making our output about whether the house "sells for more or less than the asking
price." Here we are classifying the houses based on price into two discrete categories.
Example 2:
(a) Regression - Given a picture of a person, we have to predict their age on the basis of the given picture
(b) Classification - Given a patient with a tumor, we have to predict whether the tumor is malignant or benign.
Unsupervised Learning
Unsupervised learning allows us to approach problems with little or no idea what our results should look like. We
can derive structure from data where we don't necessarily know the effect of the variables.
We can derive this structure by clustering the data based on relationships among the variables in the data.
With unsupervised learning there is no feedback based on the prediction results.
Example:
Clustering: Take a collection of 1,000,000 different genes, and find a way to automatically group these genes into
groups that are somehow similar or related by different variables, such as lifespan, location, roles, and so on.
Non-clustering: The "Cocktail Party Algorithm", allows you to find structure in a chaotic environment. (i.e.
identifying individual voices and music from a mesh of sounds at a cocktail party).

Model Representation
To establish notation for future use, we’ll use x^{(i)}x(i) to denote the “input” variables (living area in this
example), also called input features, and y^{(i)}y(i) to denote the “output” or target variable that we are trying to
predict (price). A pair (x^{(i)} , y^{(i)} )(x(i),y(i)) is called a training example, and the dataset that we’ll be using
to learn—a list of m training examples {(x^{(i)} , y^{(i)} ); i = 1, . . . , m}(x(i),y(i));i=1,...,m—is called a training
set. Note that the superscript “(i)” in the notation is simply an index into the training set, and has nothing to do with
exponentiation. We will also use X to denote the space of input values, and Y to denote the space of output values.
In this example, X = Y = ℝ.
To describe the supervised learning problem slightly more formally, our goal is, given a training set, to learn a
function h : X → Y so that h(x) is a “good” predictor for the corresponding value of y. For historical reasons, this
function h is called a hypothesis. Seen pictorially, the process is therefore like this:

When the target variable that we’re trying to predict is continuous, such as in our housing example, we call the
learning problem a regression problem. When y can take on only a small number of discrete values (such as if,
given the living area, we wanted to predict if a dwelling is a house or an apartment, say), we call it a classification
problem.

Cost Function
We can measure the accuracy of our hypothesis function by using a cost function. This takes an average
difference (actually a fancier version of an average) of all the results of the hypothesis with inputs from x's and the
actual output y's.
J(\theta_0, \theta_1) = \dfrac {1}{2m} \displaystyle \sum _{i=1}^m \left ( \hat{y}_{i}- y_{i} \right)^2 =
\dfrac {1}{2m} \displaystyle \sum _{i=1}^m \left (h_\theta (x_{i}) - y_{i} \right)^2J(θ0,θ1)=2m1i=1∑m
(y^i−yi)2=2m1i=1∑m(hθ(xi)−yi)2
To break it apart, it is \frac{1}{2}21 \bar{x}xˉ where \bar{x}xˉ is the mean of the squares of h_\theta (x_{i})
- y_{i}hθ(xi)−yi , or the difference between the predicted value and the actual value.
This function is otherwise called the "Squared error function", or "Mean squared error". The mean is
halved \left(\frac{1}{2}\right)(21) as a convenience for the computation of the gradient descent, as the
derivative term of the square function will cancel out the \frac{1}{2}21 term. The following image summarizes
what the cost function does:

Cost Function - Intuition I

If we try to think of it in visual terms, our training data set is scattered on the x-y plane. We are trying to make a
straight line (defined by h_\theta(x)hθ(x)) which passes through these scattered data points.
Our objective is to get the best possible line. The best possible line will be such so that the average squared
vertical distances of the scattered points from the line will be the least. Ideally, the line should pass through all the
points of our training data set. In such a case, the value of J(\theta_0, \theta_1)J(θ0,θ1) will be 0. The following
example shows the ideal situation where we have a cost function of 0.

When \theta_1 = 1θ1=1, we get a slope of 1 which goes through every single data point in our model. Conversely,
when \theta_1 = 0.5θ1=0.5, we see the vertical distance from our fit to the data points increase.

This increases our cost function to 0.58. Plotting several other points yields to the following graph:

Thus as a goal, we should try to minimize the cost function. In this case, \theta_1 = 1θ1=1 is our global minimum.

Cost Function - Intuition II

A contour plot is a graph that contains many contour lines. A contour line of a two variable function has a constant
value at all points of the same line. An example of such a graph is the one to the right below.
Taking any color and going along the 'circle', one would expect to get the same value of the cost function. For
example, the three green points found on the green line above have the same value for J(\theta_0,\theta_1)J(θ0
,θ1) and as a result, they are found along the same line. The circled x displays the value of the cost function for
the graph on the left when \theta_0θ0 = 800 and \theta_1θ1= -0.15. Taking another h(x) and plotting its contour
plot, one gets the following graphs:

When \theta_0θ0 = 360 and \theta_1θ1 = 0, the value of J(\theta_0,\theta_1)J(θ0,θ1) in the contour plot gets
closer to the center thus reducing the cost function error. Now giving our hypothesis function a slightly positive
slope results in a better fit of the data.

The graph above minimizes the cost function as much as possible and consequently, the result of \theta_1θ1
and \theta_0θ0 tend to be around 0.12 and 250 respectively. Plotting those values on our graph to the right seems
to put our point in the center of the inner most 'circle'.

Gradient Descent
So we have our hypothesis function and we have a way of measuring how well it fits into the data. Now we need
to estimate the parameters in the hypothesis function. That's where gradient descent comes in.
Imagine that we graph our hypothesis function based on its fields \theta_0θ0 and \theta_1θ1 (actually we are
graphing the cost function as a function of the parameter estimates). We are not graphing x and y itself, but the
parameter range of our hypothesis function and the cost resulting from selecting a particular set of parameters.
We put \theta_0θ0 on the x axis and \theta_1θ1 on the y axis, with the cost function on the vertical z axis. The
points on our graph will be the result of the cost function using our hypothesis with those specific theta parameters.
The graph below depicts such a setup.

We will know that we have succeeded when our cost function is at the very bottom of the pits in our graph, i.e.
when its value is the minimum. The red arrows show the minimum points in the graph.
The way we do this is by taking the derivative (the tangential line to a function) of our cost function. The slope of
the tangent is the derivative at that point and it will give us a direction to move towards. We make steps down the
cost function in the direction with the steepest descent. The size of each step is determined by the parameter α,
which is called the learning rate.
For example, the distance between each 'star' in the graph above represents a step determined by our parameter
α. A smaller α would result in a smaller step and a larger α results in a larger step. The direction in which the step
is taken is determined by the partial derivative of J(\theta_0,\theta_1)J(θ0,θ1). Depending on where one starts
on the graph, one could end up at different points. The image above shows us two different starting points that
end up in two different places.
The gradient descent algorithm is:
repeat until convergence:
\theta_j := \theta_j - \alpha \frac{\partial}{\partial \theta_j} J(\theta_0, \theta_1)θj:=θj−α∂θj∂J(θ0,θ1)
where
j=0,1 represents the feature index number.
At each iteration j, one should simultaneously update the parameters \theta_1, \theta_2,...,\theta_nθ1,θ2,...,θn.
Updating a specific parameter prior to calculating another one on the j^{(th)}j(th) iteration would yield to a wrong
implementation.

Gradient Descent Intuition

In this video we explored the scenario where we used one parameter \theta_1θ1 and plotted its cost function to
implement a gradient descent. Our formula for a single parameter was :
Repeat until convergence:
\theta_1:=\theta_1-\alpha \frac{d}{d\theta_1} J(\theta_1)θ1:=θ1−αdθ1dJ(θ1)
Regardless of the slope's sign for \frac{d}{d\theta_1} J(\theta_1)dθ1dJ(θ1), \theta_1θ1 eventually converges to
its minimum value. The following graph shows that when the slope is negative, the value of \theta_1θ1 increases
and when it is positive, the value of \theta_1θ1 decreases.
On a side note, we should adjust our parameter \alphaα to ensure that the gradient descent algorithm converges
in a reasonable time. Failure to converge or too much time to obtain the minimum value imply that our step size is
wrong.

How does gradient descent converge with a fixed step size \alphaα?
The intuition behind the convergence is that \frac{d}{d\theta_1} J(\theta_1)dθ1dJ(θ1) approaches 0 as we
approach the bottom of our convex function. At the minimum, the derivative will always be 0 and thus we get:
\theta_1:=\theta_1-\alpha * 0θ1:=θ1−α∗0

Gradient Descent For Linear Regression

Note: [At 6:15 "h(x) = -900 - 0.1x" should be "h(x) = 900 - 0.1x"]
When specifically applied to the case of linear regression, a new form of the gradient descent equation can be
derived. We can substitute our actual cost function and our actual hypothesis function and modify the equation to
:
 \begin{align*} \text{repeat until convergence: } \lbrace & \newline \theta_0 := & \theta_0 - \alpha \frac{1}{m}
\sum\limits_{i=1}^{m}(h_\theta(x_{i}) - y_{i}) \newline \theta_1 := & \theta_1 - \alpha \frac{1}{m}
\sum\limits_{i=1}^{m}\left((h_\theta(x_{i}) - y_{i}) x_{i}\right) \newline \rbrace& \end{align*}

where m is the size of the training set, \theta_0θ0 a constant that will be changing simultaneously with \theta_1θ1
and x_{i}, y_{i}xi,yiare values of the given training set (data).
Note that we have separated out the two cases for \theta_jθj into separate equations for \theta_0θ0
and \theta_1θ1; and that for \theta_1θ1 we are multiplying x_{i}xi at the end due to the derivative. The following
is a derivation of \frac {\partial}{\partial \theta_j}J(\theta)∂θj∂J(θ) for a single example :

The point of all this is that if we start with a guess for our hypothesis and then repeatedly apply these gradient
descent equations, our hypothesis will become more and more accurate.
So, this is simply gradient descent on the original cost function J. This method looks at every example in the entire
training set on every step, and is called batch gradient descent. Note that, while gradient descent can be
susceptible to local minima in general, the optimization problem we have posed here for linear regression has only
one global, and no other local, optima; thus gradient descent always converges (assuming the learning rate α is
not too large) to the global minimum. Indeed, J is a convex quadratic function. Here is an example of gradient
descent as it is run to minimize a quadratic function.

The ellipses shown above are the contours of a quadratic function. Also shown is the trajectory taken by gradient
descent, which was initialized at (48,30). The x’s in the figure (joined by straight lines) mark the successive values
of θ that gradient descent went through as it converged to its minimum.

Matrices and Vectors

Matrices are 2-dimensional arrays:
\begin{bmatrix} a & b & c \newline d & e & f \newline g & h & i \newline j & k & l\end{bmatrix}[abcdefghijkl]
The above matrix has four rows and three columns, so it is a 4 x 3 matrix.
A vector is a matrix with one column and many rows:
\begin{bmatrix} w \newline x \newline y \newline z \end{bmatrix}[wxyz]
So vectors are a subset of matrices. The above vector is a 4 x 1 matrix.
Notation and terms:

• A_{ij}Aij refers to the element in the ith row and jth column of matrix A.
• A vector with 'n' rows is referred to as an 'n'-dimensional vector.
• v_ivi refers to the element in the ith row of the vector.
 • In general, all our vectors and matrices will be 1-indexed. Note that for some programming languages, the
arrays are 0-indexed.
• Matrices are usually denoted by uppercase names while vectors are lowercase.
• "Scalar" means that an object is a single value, not a vector or matrix.
• \mathbb{R}R refers to the set of scalar real numbers.
• \mathbb{R^n}Rn refers to the set of n-dimensional vectors of real numbers.
Run the cell below to get familiar with the commands in Octave/Matlab. Feel free to create matrices and vectors
and try out different things.

18
% The ; denotes we are going back to a new row.
A = [1, 2, 3; 4, 5, 6; 7, 8, 9; 10, 11, 12]
% Initialize a vector
v = [1;2;3]
% Get the dimension of the matrix A where m = rows and n = columns
[m,n] = size(A)
% You could also store it this way
dim_A = size(A)
% Get the dimension of the vector v
dim_v = size(v)
% Now let's index into the 2nd row 3rd column of matrix A
A_23 = A(2,3)
RunReset

Addition and Scalar Multiplication

Addition and subtraction are element-wise, so you simply add or subtract each corresponding element:
\begin{bmatrix} a & b \newline c & d \newline \end{bmatrix} +\begin{bmatrix} w & x \newline y & z \newline
\end{bmatrix} =\begin{bmatrix} a+w & b+x \newline c+y & d+z \newline \end{bmatrix}[abcd]+[wxyz]=[a+wb+xc+y
d+z]
Subtracting Matrices:
\begin{bmatrix} a & b \newline c & d \newline \end{bmatrix} - \begin{bmatrix} w & x \newline y & z \newline
\end{bmatrix} =\begin{bmatrix} a-w & b-x \newline c-y & d-z \newline \end{bmatrix}[abcd]−[wxyz]=[a−wb−xc−y
d−z]
To add or subtract two matrices, their dimensions must be the same.
In scalar multiplication, we simply multiply every element by the scalar value:
\begin{bmatrix} a & b \newline c & d \newline \end{bmatrix} * x =\begin{bmatrix} a*x & b*x \newline c*x & d*x
\newline \end{bmatrix}[abcd]∗x=[a∗xb∗xc∗xd∗x]
In scalar division, we simply divide every element by the scalar value:
\begin{bmatrix} a & b \newline c & d \newline \end{bmatrix} / x =\begin{bmatrix} a /x & b/x \newline c /x & d /x
\newline \end{bmatrix}[abcd]/x=[a/xb/xc/xd/x]
Experiment below with the Octave/Matlab commands for matrix addition and scalar multiplication. Feel free to try
out different commands. Try to write out your answers for each command before running the cell below.

% Initialize matrix A and B

A = [1, 2, 4; 5, 3, 2]
B = [1, 3, 4; 1, 1, 1]
% Initialize constant s
s = 2
% See how element-wise addition works
add_AB = A + B
% See how element-wise subtraction works
sub_AB = A - B
% See how scalar multiplication works
mult_As = A * s
% Divide A by s
div_As = A / s
% What happens if we have a Matrix + scalar?
add_As = A + s
RunReset

Matrix-Vector Multiplication
We map the column of the vector onto each row of the matrix, multiplying each element and summing the result.
\begin{bmatrix} a & b \newline c & d \newline e & f \end{bmatrix} *\begin{bmatrix} x \newline y
\newline \end{bmatrix} =\begin{bmatrix} a*x + b*y \newline c*x + d*y \newline e*x +
f*y\end{bmatrix}[abcdef]∗[xy]=[a∗x+b∗yc∗x+d∗ye∗x+f∗y]
The result is a vector. The number of columns of the matrix must equal the number of rows of the vector.
An m x n matrix multiplied by an n x 1 vector results in an m x 1 vector.
Below is an example of a matrix-vector multiplication. Make sure you understand how the multiplication works.
Feel free to try different matrix-vector multiplications.

% Initialize matrix A
A = [1, 2, 3; 4, 5, 6;7, 8, 9]
% Initialize vector v
v = [1; 1; 1]
% Multiply A * v
Av = A * v
RunReset

Matrix-Matrix Multiplication
We multiply two matrices by breaking it into several vector multiplications and concatenating the result.
\begin{bmatrix} a & b \newline c & d \newline e & f \end{bmatrix} *\begin{bmatrix} w & x
\newline y & z \newline \end{bmatrix} =\begin{bmatrix} a*w + b*y & a*x + b*z \newline c*w +
d*y & c*x + d*z \newline e*w + f*y & e*x + f*z\end{bmatrix}[abcdef]∗[wxyz]=[a∗w+b∗y
a∗x+b∗zc∗w+d∗yc∗x+d∗ze∗w+f∗ye∗x+f∗z]
An m x n matrix multiplied by an n x o matrix results in an m x o matrix. In the above example, a 3 x 2 matrix
times a 2 x 2 matrix resulted in a 3 x 2 matrix.
To multiply two matrices, the number of columns of the first matrix must equal the number of rows of the second
matrix.
For example:

% Initialize a 3 by 2 matrix
A = [1, 2; 3, 4;5, 6]
% Initialize a 2 by 1 matrix
B = [1; 2]
% We expect a resulting matrix of (3 by 2)*(2 by 1) = (3 by 1)
mult_AB = A*B
% Make sure you understand why we got that result

Run

Matrix Multiplication Properties

• Matrices are not commutative: A∗B \neq B∗AA∗B =B∗A
• Matrices are associative: (A∗B)∗C = A∗(B∗C)(A∗B)∗C=A∗(B∗C)
The identity matrix, when multiplied by any matrix of the same dimensions, results in the original matrix. It's just
like multiplying numbers by 1. The identity matrix simply has 1's on the diagonal (upper left to lower right diagonal)
and 0's elsewhere.
\begin{bmatrix} 1 & 0 & 0 \newline 0 & 1 & 0 \newline 0 & 0 & 1 \newline \end{bmatrix}[10001
0001]
When multiplying the identity matrix after some matrix (A∗I), the square identity matrix's dimension should match
the other matrix's columns. When multiplying the identity matrix before some other matrix (I∗A), the square identity
matrix's dimension should match the other matrix's rows.

% Initialize random matrices A and B

A = [1,2;4,5]
B = [1,1;0,2]
% Initialize a 2 by 2 identity matrix
I = eye(2)
% The above notation is the same as I = [1,0;0,1]
% What happens when we multiply I*A ?
IA = I*A
% How about A*I ?
AI = A*I
% Compute A*B
AB = A*B
% Is it equal to B*A?
BA = B*A
% Note that IA = AI but AB != BA

Run

Inverse and Transpose

The inverse of a matrix A is denoted A^{-1}A−1. Multiplying by the inverse results in the identity matrix.
A non square matrix does not have an inverse matrix. We can compute inverses of matrices in octave with
the pinv(A)pinv(A) function and in Matlab with the inv(A)inv(A) function. Matrices that don't have an inverse
are singular or degenerate.
The transposition of a matrix is like rotating the matrix 90° in clockwise direction and then reversing it. We can
compute transposition of matrices in matlab with the transpose(A) function or A':
A = \begin{bmatrix} a & b \newline c & d \newline e & f \end{bmatrix}A=[abcdef]
A^T = \begin{bmatrix} a & c & e \newline b & d & f \newline \end{bmatrix}AT=[acebdf]
In other words:
A_{ij} = A^T_{ji}Aij=AjiT

% Initialize matrix A
A = [1,2,0;0,5,6;7,0,9]
% Transpose A
A_trans = A'
% Take the inverse of A
A_inv = inv(A)
% What is A^(-1)*A?
A_invA = inv(A)*A
Run

Week 2

Multiple Features
Note: [7:25 - \theta^TθT is a 1 by (n+1) matrix and not an (n+1) by 1 matrix]
Linear regression with multiple variables is also known as "multivariate linear regression".
We now introduce notation for equations where we can have any number of input variables.
\begin{align*}x_j^{(i)} &= \text{value of feature } j \text{ in the }i^{th}\text{ training example} \newline x^{(i)}& = \text{the input
(features) of the }i^{th}\text{ training example} \newline m &= \text{the number of training examples} \newline n &= \text{the
number of features} \end{align*}

The multivariable form of the hypothesis function accommodating these multiple features is as follows:
h_\theta (x) = \theta_0 + \theta_1 x_1 + \theta_2 x_2 + \theta_3 x_3 + \cdots + \theta_n x_nhθ(x)=θ0+θ1
x1+θ2x2+θ3x3+⋯+θnxn
In order to develop intuition about this function, we can think about \theta_0θ0 as the basic price of a
house, \theta_1θ1 as the price per square meter, \theta_2θ2 as the price per floor, etc. x_1x1 will be the number
of square meters in the house, x_2x2 the number of floors, etc.
Using the definition of matrix multiplication, our multivariable hypothesis function can be concisely represented as:
\begin{align*}h_\theta(x) =\begin{bmatrix}\theta_0 \hspace{2em} \theta_1 \hspace{2em} ... \hspace{2em}
\theta_n\end{bmatrix}\begin{bmatrix}x_0 \newline x_1 \newline \vdots \newline x_n\end{bmatrix}= \theta^T x\end{align*}

This is a vectorization of our hypothesis function for one training example; see the lessons on vectorization to learn
more.
Remark: Note that for convenience reasons in this course we assume x_{0}^{(i)} =1 \text{ for } (i\in { 1,\dots,
m } )x0(i)=1 for (i∈1,…,m). This allows us to do matrix operations with theta and x. Hence making the two
vectors '\thetaθ' and x^{(i)}x(i) match each other element-wise (that is, have the same number of elements:
n+1).]

Gradient Descent for Multiple Variables

The gradient descent equation itself is generally the same form; we just have to repeat it for our 'n' features:
\begin{align*} & \text{repeat until convergence:} \; \lbrace \newline \; & \theta_0 := \theta_0 - \alpha \frac{1}{m}
\sum\limits_{i=1}^{m} (h_\theta(x^{(i)}) - y^{(i)}) \cdot x_0^{(i)}\newline \; & \theta_1 := \theta_1 - \alpha \frac{1}{m}
\sum\limits_{i=1}^{m} (h_\theta(x^{(i)}) - y^{(i)}) \cdot x_1^{(i)} \newline \; & \theta_2 := \theta_2 - \alpha \frac{1}{m}
\sum\limits_{i=1}^{m} (h_\theta(x^{(i)}) - y^{(i)}) \cdot x_2^{(i)} \newline & \cdots \newline \rbrace \end{align*}
In other words:
\begin{align*}& \text{repeat until convergence:} \; \lbrace \newline \; & \theta_j := \theta_j - \alpha \frac{1}{m}
\sum\limits_{i=1}^{m} (h_\theta(x^{(i)}) - y^{(i)}) \cdot x_j^{(i)} \; & \text{for j := 0...n}\newline \rbrace\end{align*}
The following image compares gradient descent with one variable to gradient descent with multiple variables:

Gradient Descent in Practice I - Feature Scaling

Note: [6:20 - The average size of a house is 1000 but 100 is accidentally written instead]
We can speed up gradient descent by having each of our input values in roughly the same range. This is because
θ will descend quickly on small ranges and slowly on large ranges, and so will oscillate inefficiently down to the
optimum when the variables are very uneven.
The way to prevent this is to modify the ranges of our input variables so that they are all roughly the same. Ideally:
−1 ≤ x_{(i)}x(i) ≤ 1
or
−0.5 ≤ x_{(i)}x(i) ≤ 0.5
These aren't exact requirements; we are only trying to speed things up. The goal is to get all input variables into
roughly one of these ranges, give or take a few.
Two techniques to help with this are feature scaling and mean normalization. Feature scaling involves dividing
the input values by the range (i.e. the maximum value minus the minimum value) of the input variable, resulting in
a new range of just 1. Mean normalization involves subtracting the average value for an input variable from the
values for that input variable resulting in a new average value for the input variable of just zero. To implement both
of these techniques, adjust your input values as shown in this formula:
x_i := \dfrac{x_i - \mu_i}{s_i}xi:=sixi−μi
Where μ_iμi is the average of all the values for feature (i) and s_isi is the range of values (max - min), or s_isi is
the standard deviation.
Note that dividing by the range, or dividing by the standard deviation, give different results. The quizzes in this
course use range - the programming exercises use standard deviation.
For example, if x_ixi represents housing prices with a range of 100 to 2000 and a mean value of 1000, then, x_i
:= \dfrac{price-1000}{1900}xi:=1900price−1000.

Gradient Descent in Practice II - Learning Rate

Note: [5:20 - the x -axis label in the right graph should be \thetaθ rather than No. of iterations ]
Debugging gradient descent. Make a plot with number of iterations on the x-axis. Now plot the cost function,
J(θ) over the number of iterations of gradient descent. If J(θ) ever increases, then you probably need to decrease
α.
Automatic convergence test. Declare convergence if J(θ) decreases by less than E in one iteration, where E is
some small value such as 10^{−3}10−3. However in practice it's difficult to choose this threshold value.
It has been proven that if learning rate α is sufficiently small, then J(θ) will decrease on every iteration.

To summarize:
If \alphaα is too small: slow convergence.
If \alphaα is too large: may not decrease on every iteration and thus may not converge.

Features and Polynomial Regression

We can improve our features and the form of our hypothesis function in a couple different ways.
We can combine multiple features into one. For example, we can combine x_1x1 and x_2x2 into a new
feature x_3x3 by taking x_1x1⋅x_2x2.

Polynomial Regression
Our hypothesis function need not be linear (a straight line) if that does not fit the data well.
We can change the behavior or curve of our hypothesis function by making it a quadratic, cubic or square root
function (or any other form).
For example, if our hypothesis function is h_\theta(x) = \theta_0 + \theta_1 x_1hθ(x)=θ0+θ1x1 then we can
create additional features based on x_1x1, to get the quadratic function h_\theta(x) = \theta_0 + \theta_1 x_1
+ \theta_2 x_1^2hθ(x)=θ0+θ1x1+θ2x12 or the cubic function h_\theta(x) = \theta_0 + \theta_1 x_1 + \theta_2
x_1^2 + \theta_3 x_1^3hθ(x)=θ0+θ1x1+θ2x12+θ3x13
In the cubic version, we have created new features x_2x2 and x_3x3 where x_2 = x_1^2x2=x12 and x_3 =
x_1^3x3=x13.
To make it a square root function, we could do: h_\theta(x) = \theta_0 + \theta_1 x_1 + \theta_2 \sqrt{x_1}hθ
(x)=θ0+θ1x1+θ2x1
One important thing to keep in mind is, if you choose your features this way then feature scaling becomes very
important.
eg. if x_1x1 has range 1 - 1000 then range of x_1^2x12 becomes 1 - 1000000 and that of x_1^3x13 becomes 1 -
1000000000

Features and Polynomial Regression

We can improve our features and the form of our hypothesis function in a couple different ways.
We can combine multiple features into one. For example, we can combine x_1x1 and x_2x2 into a new
feature x_3x3 by taking x_1x1⋅x_2x2.
Polynomial Regression
Our hypothesis function need not be linear (a straight line) if that does not fit the data well.
We can change the behavior or curve of our hypothesis function by making it a quadratic, cubic or square root
function (or any other form).
For example, if our hypothesis function is h_\theta(x) = \theta_0 + \theta_1 x_1hθ(x)=θ0+θ1x1 then we can
create additional features based on x_1x1, to get the quadratic function h_\theta(x) = \theta_0 + \theta_1 x_1
+ \theta_2 x_1^2hθ(x)=θ0+θ1x1+θ2x12 or the cubic function h_\theta(x) = \theta_0 + \theta_1 x_1 +
\theta_2 x_1^2 + \theta_3 x_1^3hθ(x)=θ0+θ1x1+θ2x12+θ3x13
In the cubic version, we have created new features x_2x2 and x_3x3 where x_2 = x_1^2x2=x12 and x_3 =
x_1^3x3=x13.
To make it a square root function, we could do: h_\theta(x) = \theta_0 + \theta_1 x_1 + \theta_2
\sqrt{x_1}hθ(x)=θ0+θ1x1+θ2x1
One important thing to keep in mind is, if you choose your features this way then feature scaling becomes very
important.
eg. if x_1x1 has range 1 - 1000 then range of x_1^2x12 becomes 1 - 1000000 and that of x_1^3x13 becomes 1
- 1000000000

Normal Equation
Note: [8:00 to 8:44 - The design matrix X (in the bottom right side of the slide) given in the example should have
elements x with subscript 1 and superscripts varying from 1 to m because for all m training sets there are only 2
features x_0x0 and x_1x1. 12:56 - The X matrix is m by (n+1) and NOT n by n. ]
Gradient descent gives one way of minimizing J. Let’s discuss a second way of doing so, this time performing
the minimization explicitly and without resorting to an iterative algorithm. In the "Normal Equation" method, we
will minimize J by explicitly taking its derivatives with respect to the θj ’s, and setting them to zero. This allows us
to find the optimum theta without iteration. The normal equation formula is given below:
\theta = (X^T X)^{-1}X^T yθ=(XTX)−1XTy

There is no need to do feature scaling with the normal equation.

The following is a comparison of gradient descent and the normal equation:
Gradient Descent Normal Equation

Need to choose alpha No need to choose alpha

Needs many iterations No need to iterate

O (kn^2kn2) O (n^3n3), need to calculate inverse of X^TXXTX

Works well when n is large Slow if n is very large

With the normal equation, computing the inversion has complexity \mathcal{O}(n^3)O(n3). So if we have a
very large number of features, the normal equation will be slow. In practice, when n exceeds 10,000 it might be a
good time to go from a normal solution to an iterative process.
Normal Equation Noninvertibility
When implementing the normal equation in octave we want to use the 'pinv' function rather than 'inv.' The 'pinv'
function will give you a value of \thetaθ even if X^TXXTX is not invertible.
If X^TXXTX is noninvertible, the common causes might be having :

• Redundant features, where two features are very closely related (i.e. they are linearly dependent)
• Too many features (e.g. m ≤ n). In this case, delete some features or use "regularization" (to be explained
in a later lesson).
Solutions to the above problems include deleting a feature that is linearly dependent with another or deleting one
or more features when there are too many features.