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test/machine_learning/course1/mlclass-ex5-008/mlclass-ex5/linearRegCostFunction.m

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Matlab

function [J, grad] = linearRegCostFunction(X, y, theta, lambda)
%LINEARREGCOSTFUNCTION Compute cost and gradient for regularized linear
%regression with multiple variables
% [J, grad] = LINEARREGCOSTFUNCTION(X, y, theta, lambda) computes the
% cost of using theta as the parameter for linear regression to fit the
% data points in X and y. Returns the cost in J and the gradient in grad
% Initialize some useful values
m = length(y); % number of training examples
% You need to return the following variables correctly
J = 0;
grad = zeros(size(theta));
% ====================== YOUR CODE HERE ======================
% Instructions: Compute the cost and gradient of regularized linear
% regression for a particular choice of theta.
%
% You should set J to the cost and grad to the gradient.
%
reg = theta;
reg(1) = 0;
J = sum( (X*theta - y) .^ 2 ) / (2*m) + (lambda/(2*m))*sum(reg.^2);
grad = (X' * (X*theta-y) / m) + (lambda/m) * reg;
% =========================================================================
grad = grad(:);
end