nnCostFunction

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);
n = size(X, 2);

% 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.
%
%X=[ones(m, 1) X];

Theta1SIN = Theta1(:,2:end);
Theta2SIN = Theta2(:,2:end);


DELTA1 = zeros(hidden_layer_size,input_layer_size+1);
DELTA2 = zeros(num_labels,hidden_layer_size+1);

suma = 0;

for i=1:m
    a1 = X(i,:)';
    a1 = [1; a1];
    z2 = Theta1 * a1;
    a2 = sigmoid(z2);
    a2 = [1; a2];
    z3 = Theta2 * a2;
    a3 = sigmoid(z3);

    aux = (1:num_labels == y(i));
    h = a3;
    suma += aux*log(h)+(1-aux)*log(1-h);
    delta3 = a3-aux';
    delta2 = (Theta2'*delta3).*((1-a2).*a2);
    delta2 = delta2(2:end);
    DELTA1 = DELTA1 + delta2 * a1';
    DELTA2 = DELTA2 + delta3 * a2';
end
J = (-1/m)*suma;

% -------------------------------------------------------------

Theta1_grad(:,1) = (1/m) * DELTA1(:,1);
Theta2_grad(:,1) = (1/m) * DELTA2(:,1);
Theta1_grad(:,2:end) = (1/m) * DELTA1(:,2:end) + (lambda/m) * Theta1SIN;
Theta2_grad(:,2:end) = (1/m) * DELTA2(:,2:end) + (lambda/m) * Theta2SIN;

% =========================================================================

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