initial_theta = zeros(n + 1, 1);
options = optimset('GradObj', 'on', 'MaxIter', 50);
for c = 1:num_labels,
    [theta] = fmincg (@(t)(lrCostFunction(t, X, (y==c), lambda)), ...
                        initial_theta, options);
    all_theta(c, :) = theta';
end;