1、正则化的逻辑回归
(1)未正则化的逻辑回归的代价函数:
J(θ)=−1m∑i=1m[y(i)log(hθ(x(i))+(1−y(i))log(1−hθ(x(i)))]J(\theta)=-\frac{1}{m}\sum_{i=1}^{m}[y^{(i)}log(h_{\theta}(x^{(i)})+(1-y^{(i)})log(1-h_{\theta}(x^{(i)}))]J(θ)=−m1i=1∑m[y(i)log(hθ(x(i))+(1−y(i))log(1−hθ(x(i)))]
(2)正则化的逻辑回归的代价函数:
J(θ)=−1m∑i=1m[y(i)log(hθ(x(i))+(1−y(i))log(1−hθ(x(i)))]+12m∑j=1nθj2J(\theta)=-\frac{1}{m}\sum_{i=1}^{m}[y^{(i)}log(h_{\theta}(x^{(i)})+(1-y^{(i)})log(1-h_{\theta}(x^{(i)}))]+\frac{1}{2m}\sum_{j=1}^{n}\theta_{j}^{2}J(θ)=−m1i=1∑m[y(i)log(hθ(x(i))+(1−y(i))log(1−hθ(x(i)))]+2m1j=1∑nθj2
2、使用梯度下降法求解正则化的逻辑回归
正则化的和未正则化的逻辑回归模型的参数的更新公式和线性回归模型一样: