Programming Exercise 2: Logistic Regression

Machine Learning
May 3, 2012

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 Installation 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 classifiers 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
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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
https://class.coursera.org/ml/wiki/view?page=OctaveInstallation 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.

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 applicants chance of admission based on their
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 applicants scores on two exams and the admissions
decision.
Your task is to build a classification model that estimates an applicants
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.
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Octave is a free alternative to MATLAB. For the programming exercises, you are free
to use either Octave or MATLAB.

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

Exam 2 score

80

70

60

50

40

30
30

40

50

60
70
Exam 1 score

80

90

100

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.
% 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
1.2.1

Implementation
Warmup exercise: sigmoid function

Before you start with the actual cost function, recall that the logistic regression hypothesis is defined as:
h (x) = g(T x),
where function g is the sigmoid function. The sigmoid function is defined as:
g(z) =

1
.
1 + ez

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 submission 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.
Recall that the cost function in logistic regression is
m

1 X  (i)
y log(h (x(i) )) (1 y (i) ) log(1 h (x(i) )) ,
J() =
m i=1

and the gradient of the cost is a vector of the same length as where the j th
element (for j = 0, 1, . . . , n) is defined as follows:
4

1 X
J()
(i)
=
(h (x(i) ) y (i) )xj
j
m i=1
Note that while this gradient looks identical to the linear regression gradient, the formula is actually different because linear and logistic regression
have different definitions of h (x).
Once you are done, ex2.m will call your costFunction using the initial
parameters of . You should see that the cost is about 0.693.
You should now submit the cost function and gradient for logistic regression. 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.
Octaves fminunc is an optimization solver that finds the minimum of an
unconstrained2 function. For logistic regression, you want to optimize the
cost function J() with parameters .
Concretely, you are going to use fminunc to find the best parameters
for the logistic regression cost function, given a fixed dataset (of X and y
values). You will pass to fminunc the following inputs:
The initial values of the parameters we are trying to optimize.
A function that, when given the training set and a particular , computes
the logistic regression cost and gradient with respect to for the dataset
(X, y)
In ex2.m, we already have code written to call fminunc with the correct
arguments.
2

Constraints in optimization often refer to constraints on the parameters, for example,

constraints that bound the possible values can take (e.g., 1). Logistic regression
does not have such constraints since is allowed to take any real value.

% 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 . 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 . You should see that the cost is about
0.203.
This final 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 values.
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

100
Admitted
Not admitted
90

Exam 2 score

80

70

60

50

40

30
30

40

50

60
70
Exam 1 score

80

90

100

Figure 2: Training data with decision boundary

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 .
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.

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 assurance (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.
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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
y=0

1
0.8

Microchip Test 2

0.6
0.4
0.2
0
0.2
0.4
0.6
0.8
1

0.5

0.5
Microchip Test 1

1.5

Figure 3: Plot of training data

Figure 3 shows that our dataset cannot be separated into positive and
negative examples by a straight-line through the plot. Therefore, a straightforward 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
x21
x1 x2
x22
x31
..
.

mapFeature(x) =

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

X 2
1 X  (i)
(i)
(i)
(i)
y log(h (x )) (1 y ) log(1 h (x )) +
.
J() =
m i=1
2m j=2 j
"

Note that you should not regularize the parameter 0 . In Octave, recall that indexing starts from 1, hence, you should not be regularizing the
theta(1) parameter (which corresponds to 0 ) in the code. The gradient of
the cost function is a vector where the j th element is defined as follows:
m

J()
1 X
(i)
=
(h (x(i) ) y (i) )xj
0
m i=1
9

for j = 0

J()
=
j

1 X
(i)
(h (x(i) ) y (i) )xj
m i=1

!
+

j
m

for j 1

Once you are done, ex2 reg.m will call your costFunctionReg function
using the initial value of (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 logistic 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 . 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 using fminunc.

2.4

Plotting the decision boundary

To help you visualize the model learned by this classifier, we have provided 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 computing the classifiers 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 , the next step in ex reg.m will plot a
decision boundary similar to Figure 4.

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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 overfitting.
Notice the changes in the decision boundary as you vary . With a small
, 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 , you should see a plot that shows an simpler decision
boundary which still separates the positives and negatives fairly well. However, if 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
y=0
Decision boundary

1
0.8

Microchip Test 2

0.6
0.4
0.2
0
0.2
0.4
0.6
0.8
1

0.5

0.5
Microchip Test 1

1.5

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

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lambda = 0

1.5

y=1
y=0
Decision boundary

Microchip Test 2

0.5

0.5

1
1

0.5

0.5
Microchip Test 1

1.5

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

lambda = 100

1.2

y=1
y=0
Decision boundary

1
0.8

Microchip Test 2

0.6
0.4
0.2
0
0.2
0.4
0.6
0.8
1

0.5

0.5
Microchip Test 1

1.5

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

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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
Sigmoid Function
Compute cost for logistic regression
Gradient for logistic regression
Predict Function
Compute cost for regularized LR
Gradient for regularized LR
Total Points

Submitted File
sigmoid.m
costFunction.m
costFunction.m
predict.m
costFunctionReg.m
costFunctionReg.m

Points
5 points
30 points
30 points
5 points
15 points
15 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.
All parts of this programming exercise are due Saturday, May 19th at
23:59:59 PDT.

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