fminunc undefined at initial points

I have this code, that works on some of my friends computer but not on mine. I've tried to understand why but I couldn't find anything on the internet. I get an error message saying :

Error using fminusub

Objective function is undefined at initial point. Fminunc cannot continue.

Here is the code

clear ; close all; clc

data = load('example_4_1.txt');
X = data(:,[1,2]); %input is first two cols
y = data(:,3); %this is output



[m, n] = size(X);

% Add intercept term to X
X = [ones(m,1), X];

% Initialize fitting parameters
initial_theta = zeros(n+1, 1);



options = optimset('GradObj', 'on', 'MaxIter', 400);
[theta, cost] =	fminunc(@(t)(costFunction(t, X, y)), initial_theta, options);



disp(theta);
disp(cost);


function [J, grad] = costFunction(theta, X, y)

m = length(y); 

tmp_sig = sigmoid(X*theta);

J = -1/m*(y'*log(tmp_sig+(1-y')*log(1-tmp_sig)));

grad = 1/m*X'*(tmp_sig-y);


end




function g = sigmoid(z)

g = zeros(size(z));


dim = size(z);

for i=1:dim(1)
    for j=1:dim(2)
        g(i,j)=1/(1+exp(-z(i,j)));
    end
end


end

Answer 1

[Walter Roberson]

J = -1/m*(y'*log(tmp_sig+(1-y')*log(1-tmp_sig)));

1-tmp_sig is strictly positive, but includes values that are less than 1 (as would be expected if tmp_sig is not negative). log() of those values that are between 0 and 1 is negative.

After the negative is multiplied by (1-y') and added to the still-positive tmp_sig, the result can be negative, such as roughly -27. And log() of a negative number generates complex values.

The function is not generating NaN or Inf, but it is generating complex values, and fminunc is strictly for real values.

Answer 2

[Matt J]

It looks like there are some parentheses in the wrong place. I'm betting the cost was supposed to be,

J = -(     y'*log(tmp_sig) +  (1-y')*log(1-tmp_sig)     )/m;

Aside from this, however, the log of a sigmoid, which is a special case of a log-sum-exp, is a numerically sensitive operation. You need specialized code to compute it, e.g.,

https://www.mathworks.com/matlabcentral/fileexchange/84892-logsumexp-softmax?s_tid=ta_fx_results

https://www.mathworks.com/matlabcentral/fileexchange/10209-maxstar?s_tid=ta_fx_results

If you don't, it will be quite unsurprising to see different results on different computers.