回归方程(regression equation)

octave 代码示意
h = X * theta

代价函数(Cost Function)

最小均方(LMS,Least Mean Square)

J = 0.5 * m^-1 * (X*theta-y)' * (X*theta-y);

梯度降落 (Gradient Descent)

theta = theta - alpha * m ^ -1 * X' * (X * theta - y)

随机梯度降落(Random Gradient Descent)

正规方程 (Normal Equation)

theta=pinv(X'*X)*X'*y