Matrix ComputeThetaRegularized(Matrix x, Matrix y, Matrix theta, double lambda, int n)
{
var z = x * theta;
var h = MatrixUtils.Sigmoid(z);
var l = MatrixUtils.Identity(n).Set(0, 0, 0);
var gradient = x.Transpose() * (h - y) + (lambda * l * theta);
var hessian = new Matrix(x.ColumnCount, x.ColumnCount);
for (int i = 0; i < x.RowCount; i++)
{
hessian += h[i, 0] * (1 - h[i, 0]) * x.GetRow(i) * x.GetRow(i).Transpose();
}
hessian += hessian + (lambda * l);
var solver = new SolveEquationByGauss();
var dTheta = solver.Compute(new SolveEquationByGaussParameter {
A = hessian, b = -1 * gradient, EPSILON = 10e-12
});
return(dTheta + theta);
}
Matrix ComputeTetha(Matrix x, Matrix y, Matrix theta)
{
var z = x * theta;
var h = MatrixUtils.Sigmoid(z);
var gradient = x.Transpose() * (h - y);
var hessian = new Matrix(x.ColumnCount, x.ColumnCount);
for (int i = 0; i < x.RowCount; i++)
{
hessian += h[i, 0] * (1 - h[i, 0]) * x.GetRow(i) * x.GetRow(i).Transpose();
}
var solver = new SolveEquationByGauss();
var dTheta = solver.Compute(new SolveEquationByGaussParameter {
A = hessian, b = -1 * gradient, EPSILON = 10e-12
});
return(dTheta + theta);
}
