# HG changeset patch
# User Jeff Hammel <k0scist@gmail.com>
# Date 1513546829 28800
# Node ID cecea2334eefab8e8d13f2409ef67a93ad0dbc91
# Parent  4f197c057e2624fb866b12b00387cd66a77fc4cb
notes to self re cost function

diff -r 4f197c057e26 -r cecea2334eef tvii/cost.py
--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/tvii/cost.py	Sun Dec 17 13:40:29 2017 -0800
@@ -0,0 +1,29 @@
+#!/usr/bin/env python
+
+"""
+cost function for e.g. linear regression:
+
+1./(2.*m))*sum(h(x^i) - y^i)**2
+
+where `m` is the number of examples
+"""
+
+def cost(sigma, X, y):
+    """
+    compute the cost function for a (linear) regression
+
+    sigma -- vector of the sigmas; what you are solving for
+    X -- matrix of parameters;  let's make this include x_0 = 1 for now
+    y -- vector of training examples
+    """
+
+    # TODO: sanity (e.g. dimension) checking
+    m = len(_y)
+
+    return (0.5/m)*sum([
+    (sum([s*x for s, x in zip(sigma, X[index])]) - _y)**2
+        for index, _y in enumerate(y)])
+
+
+if __name__ == '__main__':
+    main()