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oqrusk / coursera_machine_learning_python

convert octave to jupyter notebook
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LinearRegression Optimize fails #1

Open oqrusk opened 6 years ago

oqrusk commented 6 years ago

CostFunctionの戻り値がJ, gradのtupleだと不都合な理由はfminuncとoptimize.minimizeの仕様の違い

GradObj When set to "on", the function to be minimized must return a second argument which is the gradient, or first derivative, of the function at the point x. If set to "off" [default], the gradient is computed via finite differences.

oqrusk commented 6 years ago

optimize.minimize http://www.kamishima.net/mlmpyja/lr/optimization.html#id2

oqrusk commented 6 years ago

BFGSアルゴリズムを使う場合、optimizeの引数にjac=勾配ベクトルが必要

jac は目的関数 fun の勾配ベクトル（ヤコビベクトル）すなわち，目的関数を入力パラメータの各変数での1次導関数を要素とするベクトル返す関数を与えます

これがgrad