nnCostFunction.m

function [J grad] = nnCostFunction(nn_params, ...
                                   input_layer_size, ...
                                   hidden_layer_size, ...
                                   num_labels, ...
                                   X, y, lambda)
%NNCOSTFUNCTION Implements the neural network cost function for a two layer
%neural network which performs classification
%   [J grad] = NNCOSTFUNCTON(nn_params, hidden_layer_size, num_labels, ...
%   X, y, lambda) computes the cost and gradient of the neural network. The
%   parameters for the neural network are "unrolled" into the vector
%   nn_params and need to be converted back into the weight matrices. 
% 
%   The returned parameter grad should be a "unrolled" vector of the
%   partial derivatives of the neural network.
%

% Reshape nn_params back into the parameters Theta1 and Theta2, the weight matrices
% for our 2 layer neural network
Theta1 = reshape(nn_params(1:hidden_layer_size * (input_layer_size + 1)), ...
                 hidden_layer_size, (input_layer_size + 1));

Theta2 = reshape(nn_params((1 + (hidden_layer_size * (input_layer_size + 1))):end), ...
                 num_labels, (hidden_layer_size + 1));

% Setup some useful variables
m = size(X, 1);
         
% You need to return the following variables correctly 
J = 0;
Theta1_grad = zeros(size(Theta1));
Theta2_grad = zeros(size(Theta2));

% ====================== YOUR CODE HERE ======================
% Instructions: You should complete the code by working through the
%               following parts.
%
% Part 1: Feedforward the neural network and return the cost in the
%         variable J. After implementing Part 1, you can verify that your
%         cost function computation is correct by verifying the cost
%         computed in ex4.m
%
% Part 2: Implement the backpropagation algorithm to compute the gradients
%         Theta1_grad and Theta2_grad. You should return the partial derivatives of
%         the cost function with respect to Theta1 and Theta2 in Theta1_grad and
%         Theta2_grad, respectively. After implementing Part 2, you can check
%         that your implementation is correct by running checkNNGradients
%
%         Note: The vector y passed into the function is a vector of labels
%               containing values from 1..K. You need to map this vector into a 
%               binary vector of 1's and 0's to be used with the neural network
%               cost function.
%
%         Hint: We recommend implementing backpropagation using a for-loop
%               over the training examples if you are implementing it for the 
%               first time.
%
% Part 3: Implement regularization with the cost function and gradients.
%
%         Hint: You can implement this around the code for
%               backpropagation. That is, you can compute the gradients for
%               the regularization separately and then add them to Theta1_grad
%               and Theta2_grad from Part 2.
%
% Step 1: Feedforward & Cost Function
a1 = [ones(m,1) X];
z2 = a1 * Theta1';
a2 = sigmoid(z2);
a2 = [ones(m,1) a2];
z3 = a2 * Theta2';
a3 = sigmoid(z3);
% Cost function
for k=1:num_labels, yCls = y==k;
J = J - (1/m)*sum(((yCls.*log(a3(:,k))) + (((1-yCls).* log(1-a3(:,k))))));
end;
% Regularizing cost function
regTheta1 = Theta1;
regTheta2 = Theta2;
regTheta1(:,1) = 0;
regTheta2(:,1) = 0;

regSum = sum(sum(regTheta1.^2)) + sum(sum(regTheta2.^2));
J = J + (lambda/(2*m))*regSum;

% Computing gradient
 for t = 1:m,
   a1 = [1; X(t,:)'];
   z2 = Theta1*a1;
   a2 = [1;sigmoid(z2)];
   z3 = Theta2*a2;
   a3 = sigmoid(z3);
   
   yi = ([1:num_labels]==y(t))';
% Child Delta
   delta3 = a3 - yi;
   delta2 = (Theta2(:,2:end)'*delta3) .* sigmoidGradient(z2);
% Father Delta   
   Theta1_grad = Theta1_grad + delta2 * a1';
   Theta2_grad = Theta2_grad + delta3 * a2';
 end;
% -------------------------------------------------------------
Theta1_grad = (1/m) * Theta1_grad + (lambda/m) * [zeros(hidden_layer_size,1) Theta1(:,2:end)];
Theta2_grad = (1/m) * Theta2_grad + (lambda/m) * [zeros(num_labels,1) Theta2(:,2:end)]; 
% =========================================================================

% Unroll gradients
grad = [Theta1_grad(:) ; Theta2_grad(:)];


end