I have multiple images of an object taken by the same calibrated camera. Let's say calibrated means both intrinsic and extrinsic parameters (I can put a checkerboard next to the object, so all parameters can be retrieved). On these images I can find matching keypoints using SIFT or SURF, and some matching algorithm, this is basic OpenCV. But how do I do the 3D reconstruction of these points from multiple images? This is not a classic stereo arrangement, so there are more than 2 images with the same object points on them, and I want to use as many as possible for increased accuracy.
Are there any built-in OpenCV functions that do this?
(Note that this is done off-line, the solution does not need to be fast, but robust)
I guess you are looking for so-called Structur from motion approaches. They are using multiple images from different viewpoints and return a 3D reconstruction (e.g. a pointcloud). It looks like OpenCV has a SfM module in the contrib package, but I have no experiences with it.
However, I used to work with bundler. It was quite uncomplicated and returns the entire information (camera calibration and point positions) as text file and you can view the point cloud with Meshlab. Please note that it uses SIFT keypoints and descriptors for correspondence establishment.
I think I have found a solution for this. Structure from motion algorithms deal with the case where the cameras are not calibrated, but in this case all intrinsic and extrinsic parameters are known.
The problem degrades into a linear least squares problem:
We have to compute the coordinates for a single object point:
X = [x, y, z, 1]'
C = [x, y, z]'
X = [[C], [1]]
We are given n images, which have these transformation matrices:
Pi = Ki * [Ri|ti]
These matrices are already known. The object point is projected on the images at
U = [ui, vi]
We can write in homogeneous coordinates (the operator * represents both matrix multiplication, dot product and scalar multiplication):
[ui * wi, vi * wi, wi]' = Pi * X
Pi = [[p11i, p12i, p13i, p14i],
[p21i, p22i, p23i, p24i],
[p31i, p32i, p33i, p34i]]
Let's define the following:
p1i = [p11i, p12i, p13i] (the first row of Pi missing the last element)
p2i = [p21i, p22i, p23i] (the second row of Pi missing the last element)
p3i = [p31i, p32i, p33i] (the third row of Pi missing the last element)
a1i = p14i
a2i = p24i
a3i = p34i
Then we can write:
Q = [x, y, z]
wi = p3i * Q + a3i
ui = (p1i * Q + a1i) / wi =
= (p1i * Q + a1i) / (p3i * Q + a3i)
ui * p3i * Q + ui * a3i - p1i * Q - a1i = 0
(ui * p3i - p1i) * Q = a1i - a3i
Similarly for vi:
(vi * p3i - p2i) * Q = a2i - a3i
And this holds for i = 1..n. We can write this in matrix form:
G * Q = b
G = [[u1 * p31 - p11],
[v1 * p31 - p21],
[u2 * p32 - p12],
[v2 * p32 - p22],
...
[un * p3n - p1n],
[vn * p3n - p2n]]
b = [[a11 - a31 * u1],
[a21 - a31 * v1],
[a12 - a32 * u2],
[a22 - a32 * v2],
...
[a1n - a3n * un],
[a2n - a3n * vn]]
Since G and b are known from the Pi matrices, and the image points [ui, vi], we can compute the pseudoinverse of G (call it G_), and compute:
Q = G_ * b
Related
I'm doing Andrew Ng's course on Machine Learning and I'm trying to wrap my head around the vectorised implementation of gradient descent for multiple variables which is an optional exercise in the course.
This is the algorithm in question (taken from here):
I just cannot do this in octave using sum though, I'm not sure how to multiply the sum of the hypothesis of x(i) - y(i) by the all variables xj(i). I tried different iterations of the following code but to no avail (either the dimensions are not right or the answer is wrong):
theta = theta - alpha/m * sum(X * theta - y) * X;
The correct answer, however, is entirely non-obvious (to a linear algebra beginner like me anyway, from here):
theta = theta - (alpha/m * (X * theta-y)' * X)';
Is there a rule of thumb for cases where sum is involved that governs transformations like the above?
And if so, is there the opposite version of the above (i.e. going from a sum based solution to a general multiplication one) as I was able to come up with a correct implementation using sum for gradient descent for a single variable (albeit not a very elegant one):
temp0 = theta(1) - (alpha/m * sum(X * theta - y));
temp1 = theta(2) - (alpha/m * sum((X * theta - y)' * X(:, 2)));
theta(1) = temp0;
theta(2) = temp1;
Please note that this only concerns vectorised implementations and although there are several questions on SO as to how this is done, my question is primarily concerned with the implementation of the algorithm in Octave using sum.
The general "rule of the thumb" is as follows, if you encounter something in the form of
SUM_i f(x_i, y_i, ...) g(a_i, b_i, ...)
then you can easily vectorize it (and this is what is done in the above) through
f(x, y, ...)' * g(a, b, ...)
As this is just a typical dot product, which in mathematics (in Euclidean space of finite dimension) looks like
<A, B> = SUM_i A_i B_i = A'B
thus
(X * theta-y)' * X)
is just
<X * theta-y), X> = <H_theta(X) - y, X> = SUM_i (H_theta(X_i) - y_i) X_i
as you can see this works both ways, as this is just a mathematical definition of dot product.
Referring to this part of your question specifically - "I'm not sure how to multiply the sum of the hypothesis of x(i) - y(i) by the all variables xj(i)."
In Octave you can multiply xj(i) to all the predictions using ".", so it can be written as:
m = size(X, 1);
predictions = X * theta;
sqrErrors = (predictions-y).^2;
J = 1 / (2*m) * sum(sqrErrors);
The vector multiplication automatically includes calculating the sum of the products. So you don't have to specify the sum() function. By using the sum() function, you are converting a vector into a scalar and that's bad.
You actually don't want to use summation here, because what you try to calculate are the single values for all thetas, and not the overall cost J. As you do this in one line of code, if you sum it up you end up with a single value (the sum of all thetas).
Summation was correct, though unnecessary, when you computed the values of theta one by one in the previous exercise. This works just the same:
temp0 = theta(1) - (alpha/m * (X * theta - y)' * X(:, 1));
temp1 = theta(2) - (alpha/m * (X * theta - y)' * X(:, 2));
theta(1) = temp0;
theta(2) = temp1;
Suppose I have an image A, I applied Gaussian Blur on it with Sigam=3 So I got another Image B. Is there a way to know the applied sigma if A,B is given?
Further clarification:
Image A:
Image B:
I want to write a function that take A,B and return Sigma:
double get_sigma(cv::Mat const& A,cv::Mat const& B);
Any suggestions?
EDIT1: The suggested approach doesn't work in practice in its original form(i.e. using only 9 equations for a 3 x 3 kernel), and I realized this later. See EDIT1 below for an explanation and EDIT2 for a method that works.
EDIT2: As suggested by Humam, I used the Least Squares Estimate (LSE) to find the coefficients.
I think you can estimate the filter kernel by solving a linear system of equations in this case. A linear filter weighs the pixels in a window by its coefficients, then take their sum and assign this value to the center pixel of the window in the result image. So, for a 3 x 3 filter like
the resulting pixel value in the filtered image
result_pix_value = h11 * a(y, x) + h12 * a(y, x+1) + h13 * a(y, x+2) +
h21 * a(y+1, x) + h22 * a(y+1, x+1) + h23 * a(y+1, x+2) +
h31 * a(y+2, x) + h32 * a(y+2, x+1) + h33 * a(y+2, x+2)
where a's are the pixel values within the window in the original image. Here, for the 3 x 3 filter you have 9 unknowns, so you need 9 equations. You can obtain those 9 equations using 9 pixels in the resulting image. Then you can form an Ax = b system and solve for x to obtain the filter coefficients. With the coefficients available, I think you can find the sigma.
In the following example I'm using non-overlapping windows as shown to obtain the equations.
You don't have to know the size of the filter. If you use a larger size, the coefficients that are not relevant will be close to zero.
Your result image size is different than the input image, so i didn't use that image for following calculation. I use your input image and apply my own filter.
I tested this in Octave. You can quickly run it if you have Octave/Matlab. For Octave, you need to load the image package.
I'm using the following kernel to blur the image:
h =
0.10963 0.11184 0.10963
0.11184 0.11410 0.11184
0.10963 0.11184 0.10963
When I estimate it using a window size 5, I get the following. As I said, the coefficients that are not relevant are close to zero.
g =
9.5787e-015 -3.1508e-014 1.2974e-015 -3.4897e-015 1.2739e-014
-3.7248e-014 1.0963e-001 1.1184e-001 1.0963e-001 1.8418e-015
4.1825e-014 1.1184e-001 1.1410e-001 1.1184e-001 -7.3554e-014
-2.4861e-014 1.0963e-001 1.1184e-001 1.0963e-001 9.7664e-014
1.3692e-014 4.6182e-016 -2.9215e-014 3.1305e-014 -4.4875e-014
EDIT1:
First of all, my apologies.
This approach doesn't really work in the practice. I've used the filt = conv2(a, h, 'same'); in the code. The resulting image data type in this case is double, whereas in the actual image the data type is usually uint8, so there's loss of information, which we can think of as noise. I simulated this with the minor modification filt = floor(conv2(a, h, 'same'));, and then I don't get the expected results.
The sampling approach is not ideal, because it's possible that it results in a degenerated system. Better approach is to use random sampling, avoiding the borders and making sure the entries in the b vector are unique. In the ideal case, as in my code, we are making sure the system Ax = b has a unique solution this way.
One approach would be to reformulate this as Mv = 0 system and try to minimize the squared norm of Mv under the constraint squared-norm v = 1, which we can solve using SVD. I could be wrong here, and I haven't tried this.
Another approach is to use the symmetry of the Gaussian kernel. Then a 3x3 kernel will have only 3 unknowns instead of 9. I think, this way we impose additional constraints on v of the above paragraph.
I'll try these out and post the results, even if I don't get the expected results.
EDIT2:
Using the LSE, we can find the filter coefficients as pinv(A'A)A'b. For completion, I'm adding a simple (and slow) LSE code.
Initial Octave Code:
clear all
im = double(imread('I2vxD.png'));
k = 5;
r = floor(k/2);
a = im(:, :, 1); % take the red channel
h = fspecial('gaussian', [3 3], 5); % filter with a 3x3 gaussian
filt = conv2(a, h, 'same');
% use non-overlapping windows to for the Ax = b syatem
% NOTE: boundry error checking isn't performed in the code below
s = floor(size(a)/2);
y = s(1);
x = s(2);
w = k*k;
y1 = s(1)-floor(w/2) + r;
y2 = s(1)+floor(w/2);
x1 = s(2)-floor(w/2) + r;
x2 = s(2)+floor(w/2);
b = [];
A = [];
for y = y1:k:y2
for x = x1:k:x2
b = [b; filt(y, x)];
f = a(y-r:y+r, x-r:x+r);
A = [A; f(:)'];
end
end
% estimated filter kernel
g = reshape(A\b, k, k)
LSE method:
clear all
im = double(imread('I2vxD.png'));
k = 5;
r = floor(k/2);
a = im(:, :, 1); % take the red channel
h = fspecial('gaussian', [3 3], 5); % filter with a 3x3 gaussian
filt = floor(conv2(a, h, 'same'));
s = size(a);
y1 = r+2; y2 = s(1)-r-2;
x1 = r+2; x2 = s(2)-r-2;
b = [];
A = [];
for y = y1:2:y2
for x = x1:2:x2
b = [b; filt(y, x)];
f = a(y-r:y+r, x-r:x+r);
f = f(:)';
A = [A; f];
end
end
g = reshape(A\b, k, k) % A\b returns the least squares solution
%g = reshape(pinv(A'*A)*A'*b, k, k)
The Project Tango C API documentation says that the TANGO_CALIBRATION_POLYNOMIAL_3_PARAMETERS lens distortion is modeled as:
x_corr_px = x_px (1 + k1 * r2 + k2 * r4 + k3 * r6) y_corr_px = y_px (1
+ k1 * r2 + k2 * r4 + k3 * r6)
That is, the undistorted coordinates are a power series function of the distorted coordinates. There is another definition in the Java API, but that description isn't detailed enough to tell which direction the function maps.
I've had a lot of trouble getting things to register properly, and I suspect that the mapping may actually go in the opposite direction, i.e. the distorted coordinates are a power series of the undistorted coordinates. If the camera calibration was produced using OpenCV, then the cause of the problem may be that the OpenCV documentation contradicts itself. The easiest description to find and understand is the OpenCV camera calibration tutorial, which does agree with the Project Tango docs:
But on the other hand, the OpenCV API documentation specifies that the mapping goes the other way:
My experiments with OpenCV show that its API documentation appears correct and the tutorial is wrong. A positive k1 (with all other distortion parameters set to zero) means pincushion distortion, and a negative k1 means barrel distortion. This matches what Wikipedia says about the Brown-Conrady model and will be opposite from the Tsai model. Note that distortion can be modeled either way depending on what makes the math more convenient. I opened a bug against OpenCV for this mismatch.
So my question: Is the Project Tango lens distortion model the same as the one implemented in OpenCV (documentation notwithstanding)?
Here's an image I captured from the color camera (slight pincushioning is visible):
And here's the camera calibration reported by the Tango service:
distortion = {double[5]#3402}
[0] = 0.23019999265670776
[1] = -0.6723999977111816
[2] = 0.6520439982414246
[3] = 0.0
[4] = 0.0
calibrationType = 3
cx = 638.603
cy = 354.906
fx = 1043.08
fy = 1043.1
cameraId = 0
height = 720
width = 1280
Here's how to undistort with OpenCV in python:
>>> import cv2
>>> src = cv2.imread('tango00042.png')
>>> d = numpy.array([0.2302, -0.6724, 0, 0, 0.652044])
>>> m = numpy.array([[1043.08, 0, 638.603], [0, 1043.1, 354.906], [0, 0, 1]])
>>> h,w = src.shape[:2]
>>> mDst, roi = cv2.getOptimalNewCameraMatrix(m, d, (w,h), 1, (w,h))
>>> dst = cv2.undistort(src, m, d, None, mDst)
>>> cv2.imwrite('foo.png', dst)
And that produces this, which is maybe a bit overcorrected at the top edge but much better than my attempts with the reverse model:
The Tango C-API Docs state that (x_corr_px, y_corr_px) is the "corrected output position". This corrected output position needs to then be scaled by focal length and offset by center of projection to correspond to a distorted pixel coordinates.
So, to project a point onto an image, you would have to:
Transform the 3D point so that it is in the frame of the camera
Convert the point into normalized image coordinates (x, y)
Calculate r2, r4, r6 for the normalized image coordinates (r2 = x*x + y*y)
Compute (x_corr_px, y_corr_px) based on the mentioned equations:
x_corr_px = x (1 + k1 * r2 + k2 * r4 + k3 * r6)
y_corr_px = y (1 + k1 * r2 + k2 * r4 + k3 * r6)
Compute distorted coordinates
x_dist_px = x_corr_px * fx + cx
y_dist_px = y_corr_px * fy + cy
Draw (x_dist_px, y_dist_px) on the original, distorted image buffer.
This also means that the corrected coordinates are the normalized coordinates scaled by a power series of the normalized image coordinates' magnitude. (this is the opposite of what the question suggests)
Looking at the implementation of cvProjectPoints2 in OpenCV (see [opencv]/modules/calib3d/src/calibration.cpp), the "Poly3" distortion in OpenCV is being applied the same direction as in Tango. All 3 versions (Tango Docs, OpenCV Tutorials, OpenCV API) are consistent and correct.
Good luck, and hopefully this helps!
(Update: Taking a closer look at a the code, it looks like the corrected coordinates and distorted coordinates are not the same. I've removed the incorrect parts of my response, and the remaining parts of this answer are still correct.)
Maybe it's not the right place to post, but I really want to share the readable version of code used in OpenCV to actually correct the distortion.
I'm sure that I'm not the only one who needs x_corrected and y_corrected and fails to find an easy and understandable formula.
I've rewritten the essential part of cv2.undistortPoints in Python and you may notice that the correction is performed iteratively. This is important, because the solution for polynom of 9-th power does not exist and all we can do is to apply its the reveresed version several times to get the numerical solution.
def myUndistortPoint((x0, y0), CM, DC):
[[k1, k2, p1, p2, k3, k4, k5, k6]] = DC
fx, _, cx = CM[0]
_, fy, cy = CM[1]
x = x_src = (x0 - cx) / fx
y = y_src = (y0 - cy) / fy
for _ in range(5):
r2 = x**2 + y**2
r4 = r2**2
r6 = r2 * r4
rad_dist = (1 + k4*r2 + k5*r4 + k6*r6) / (1 + k1*r2 + k2*r4 + k3*r6)
tang_dist_x = 2*p1 * x*y + p2*(r2 + 2*x**2)
tang_dist_y = 2*p2 * x*y + p1*(r2 + 2*y**2)
x = (x_src - tang_dist_x) * rad_dist
y = (y_src - tang_dist_y) * rad_dist
x = x * fx + cx
y = y * fy + cy
return x, y
To speed up, you can use only three iterations, on most cameras this will give enough precision to fit the pixels.
I am trying to move on from simple linear single-variable gradient descent into something more advanced: best polynomial fit for a set of points. I created a simple octave test script which allows me to visually set the points in a 2D space, then start the gradient dsecent algorithm and see how it gradually approaches the best fit.
Unfortunately, it doesn't work as good as it did with the simple single-variable linear regression: the results I get ( when I get them ) are inconsistent with the polynome I expect!
Here is the code:
dim=5;
h = figure();
axis([-dim dim -dim dim]);
hold on
index = 1;
data = zeros(1,2);
while(1)
[x,y,b] = ginput(1);
if( length(b) == 0 )
break;
endif
plot(x, y, "b+");
data(index, :) = [x y];
index++;
endwhile
y = data(:, 2);
m = length(y);
X = data(:, 1);
X = [ones(m, 1), data(:,1), data(:,1).^2, data(:,1).^3 ];
theta = zeros(4, 1);
iterations = 100;
alpha = 0.001;
J = zeros(1,iterations);
for iter = 1:iterations
theta -= ( (1/m) * ((X * theta) - y)' * X)' * alpha;
plot(-dim:0.01:dim, theta(1) + (-dim:0.01:dim).*theta(2) + (-dim:0.01:dim).^2.*theta(3) + (-dim:0.01:dim).^3.*theta(4), "g-");
J(iter) = sum( (1/m) * ((X * theta) - y)' * X);
end
plot(-dim:0.01:dim, theta(1) + (-dim:0.01:dim).*theta(2) + (-dim:0.01:dim).^2.*theta(3) + (-dim:0.01:dim).^3.*theta(4), "r-");
figure()
plot(1:iter, J);
I continuously get wrong results, even though it would seem that J is minimized correctly. I checked the plotting function with the normal equation ( which works correctly of course, and although I believe the error lies somewhere in the theta equation, I cannot figure out what it.
i implemented your code and it seems to be just fine, the reason that you do not have the results that you want is that Linear regression or polynomial regression in your case suffers from local minimum when you try to minimize the objective function. The algorithm traps in local minimum during execution. i implement your code changing the step (alpha) and i saw that with smaller step it fits the data better but still you are trapping in local minimum.
Choosing random initialization point of thetas every time i am trapping in a different local minimum. If you are lucky you will find a better initial points for theta and fit the data better. I think that there are some algorithms that finds the best initial points.
Below i attach the results for random initial points and the results with Matlab's polyfit.
In the above plot replace "Linear Regression with Polynomial Regression", type error.
If you observe better the plot, you will see that by chance (using rand() ) i chose some initial points that leaded me to the best data fitting comparing the other initial points.... i am showing that with a pointer.
I implemented a gradient descent algorithm to minimize a cost function in order to gain a hypothesis for determining whether an image has a good quality. I did that in Octave. The idea is somehow based on the algorithm from the machine learning class by Andrew Ng
Therefore I have 880 values "y" that contains values from 0.5 to ~12. And I have 880 values from 50 to 300 in "X" that should predict the image's quality.
Sadly the algorithm seems to fail, after some iterations the value for theta is so small, that theta0 and theta1 become "NaN". And my linear regression curve has strange values...
here is the code for the gradient descent algorithm:
(theta = zeros(2, 1);, alpha= 0.01, iterations=1500)
function [theta, J_history] = gradientDescent(X, y, theta, alpha, num_iters)
m = length(y); % number of training examples
J_history = zeros(num_iters, 1);
for iter = 1:num_iters
tmp_j1=0;
for i=1:m,
tmp_j1 = tmp_j1+ ((theta (1,1) + theta (2,1)*X(i,2)) - y(i));
end
tmp_j2=0;
for i=1:m,
tmp_j2 = tmp_j2+ (((theta (1,1) + theta (2,1)*X(i,2)) - y(i)) *X(i,2));
end
tmp1= theta(1,1) - (alpha * ((1/m) * tmp_j1))
tmp2= theta(2,1) - (alpha * ((1/m) * tmp_j2))
theta(1,1)=tmp1
theta(2,1)=tmp2
% ============================================================
% Save the cost J in every iteration
J_history(iter) = computeCost(X, y, theta);
end
end
And here is the computation for the costfunction:
function J = computeCost(X, y, theta) %
m = length(y); % number of training examples
J = 0;
tmp=0;
for i=1:m,
tmp = tmp+ (theta (1,1) + theta (2,1)*X(i,2) - y(i))^2; %differenzberechnung
end
J= (1/(2*m)) * tmp
end
If you are wondering how the seemingly complex looking for loop can be vectorized and cramped into a single one line expression, then please read on. The vectorized form is:
theta = theta - (alpha/m) * (X' * (X * theta - y))
Given below is a detailed explanation for how we arrive at this vectorized expression using gradient descent algorithm:
This is the gradient descent algorithm to fine tune the value of θ:
Assume that the following values of X, y and θ are given:
m = number of training examples
n = number of features + 1
Here
m = 5 (training examples)
n = 4 (features+1)
X = m x n matrix
y = m x 1 vector matrix
θ = n x 1 vector matrix
xi is the ith training example
xj is the jth feature in a given training example
Further,
h(x) = ([X] * [θ]) (m x 1 matrix of predicted values for our training set)
h(x)-y = ([X] * [θ] - [y]) (m x 1 matrix of Errors in our predictions)
whole objective of machine learning is to minimize Errors in predictions. Based on the above corollary, our Errors matrix is m x 1 vector matrix as follows:
To calculate new value of θj, we have to get a summation of all errors (m rows) multiplied by jth feature value of the training set X. That is, take all the values in E, individually multiply them with jth feature of the corresponding training example, and add them all together. This will help us in getting the new (and hopefully better) value of θj. Repeat this process for all j or the number of features. In matrix form, this can be written as:
This can be simplified as:
[E]' x [X] will give us a row vector matrix, since E' is 1 x m matrix and X is m x n matrix. But we are interested in getting a column matrix, hence we transpose the resultant matrix.
More succinctly, it can be written as:
Since (A * B)' = (B' * A'), and A'' = A, we can also write the above as
This is the original expression we started out with:
theta = theta - (alpha/m) * (X' * (X * theta - y))
i vectorized the theta thing...
may could help somebody
theta = theta - (alpha/m * (X * theta-y)' * X)';
I think that your computeCost function is wrong.
I attended NG's class last year and I have the following implementation (vectorized):
m = length(y);
J = 0;
predictions = X * theta;
sqrErrors = (predictions-y).^2;
J = 1/(2*m) * sum(sqrErrors);
The rest of the implementation seems fine to me, although you could also vectorize them.
theta_1 = theta(1) - alpha * (1/m) * sum((X*theta-y).*X(:,1));
theta_2 = theta(2) - alpha * (1/m) * sum((X*theta-y).*X(:,2));
Afterwards you are setting the temporary thetas (here called theta_1 and theta_2) correctly back to the "real" theta.
Generally it is more useful to vectorize instead of loops, it is less annoying to read and to debug.
If you are OK with using a least-squares cost function, then you could try using the normal equation instead of gradient descent. It's much simpler -- only one line -- and computationally faster.
Here is the normal equation:
http://mathworld.wolfram.com/NormalEquation.html
And in octave form:
theta = (pinv(X' * X )) * X' * y
Here is a tutorial that explains how to use the normal equation: http://www.lauradhamilton.com/tutorial-linear-regression-with-octave
While not scalable like a vectorized version, a loop-based computation of a gradient descent should generate the same results. In the example above, the most probably case of the gradient descent failing to compute the correct theta is the value of alpha.
With a verified set of cost and gradient descent functions and a set of data similar with the one described in the question, theta ends up with NaN values just after a few iterations if alpha = 0.01. However, when set as alpha = 0.000001, the gradient descent works as expected, even after 100 iterations.
Using only vectors here is the compact implementation of LR with Gradient Descent in Mathematica:
Theta = {0, 0}
alpha = 0.0001;
iteration = 1500;
Jhist = Table[0, {i, iteration}];
Table[
Theta = Theta -
alpha * Dot[Transpose[X], (Dot[X, Theta] - Y)]/m;
Jhist[[k]] =
Total[ (Dot[X, Theta] - Y[[All]])^2]/(2*m); Theta, {k, iteration}]
Note: Of course one assumes that X is a n * 2 matrix, with X[[,1]] containing only 1s'
This should work:-
theta(1,1) = theta(1,1) - (alpha*(1/m))*((X*theta - y)'* X(:,1) );
theta(2,1) = theta(2,1) - (alpha*(1/m))*((X*theta - y)'* X(:,2) );
its cleaner this way, and vectorized also
predictions = X * theta;
errorsVector = predictions - y;
theta = theta - (alpha/m) * (X' * errorsVector);
If you remember the first Pdf file for Gradient Descent form machine Learning course, you would take care of learning rate. Here is the note from the mentioned pdf.
Implementation Note: If your learning rate is too large, J(theta) can di-
verge and blow up', resulting in values which are too large for computer
calculations. In these situations, Octave/MATLAB will tend to return
NaNs. NaN stands fornot a number' and is often caused by unde ned
operations that involve - infinity and +infinity.