Simple c++ program to fit a line though given points in 2-space. This implementation is made following the machine learning course on coursera by Andrew NG, linear regression gradient descent. It uses fixed iteration to terminate execution. Cpp program to try to fit a line though prime numbers. The goal is to minimize the error since, it is impo…

GradientDescentLinearRegressionPrimeNumbers.cpp

/**
 * Author:    Asif Ahmed
 * Site:      https://quickgrid.blogspot.com
 * Problem:   Linear Regression gradient descent curve fitting though points in 2-space.
 * Details:   Please remove windows.h header if any trouble with compilation.
 */

#include<bits/stdc++.h>
#include<windows.h>
#define M 10
#define MAX_ITERATIONS_COUNT 9000

int x[M] = {1, 2, 3, 4, 5, 6, 7, 8, 9, 10};
int y[M] = {2, 3, 5, 7, 11, 13, 17, 19, 23, 29};


float alpha = 0.01;


float J(float theta0, float theta1){
    float Jerror = 0;

    for(int i = 0; i < M; ++i){
        Jerror = Jerror + ( y[i] - theta0 - ( theta1 * x[i] ) ) * ( y[i] - theta0 - ( theta1 * x[i] ) );
    }
    return Jerror / ( 2 * M );
}



int main(){

    float theta0 = 0;
    float theta1 = 0;

    printf("Initial Hypothesis: y = %f + %fx\n", theta0, theta1);
    printf("Error: %f\n", J(theta0, theta1) );


    int iter = 0;
    while( iter < MAX_ITERATIONS_COUNT ){
        //
        float temp0 = 0;
        for(int i = 0; i < M; ++i){
            temp0 = temp0 - ( y[i] - theta0 - (theta1 * x[i]) );
        }

        temp0 = temp0 / M;


        //
        float temp1 = 0;
        for(int i = 0; i < M; ++i){
            temp1 = temp1 - ( ( y[i] - theta0 - (theta1 * x[i]) ) * x[i] );
        }
        temp1 = temp1 / M;



        //Sleep(1000);
        //printf("DEBUG\n");


        //
        theta0 = theta0 - alpha * temp0;
        theta1 = theta1 - alpha * temp1;

        ++iter;
    }


    printf("DONE\n");
    printf("Final Hypothesis: y = %f + %fx\n", theta0, theta1);
    printf("Error: %f\n", J(theta0, theta1) );

    return 0;
}