In order to perform gradient checking, Prof. Andrew said to reshape all of the parameters into a big vector \theta by concatenating them. What does that actually mean? What does the vector \theta actually look like? Please help?

If the weights are a matrix, then you use the reshape() function to change it into one long vector, by stacking either the rows or the columns.

Could you please give an example of \theta consisting of parameters W^{[1]}, b^{[1]}, ..., W^{[L]}, b^{[L]}?

b is already a vector, you don’ t need to reshape it.

In some lectures, Andrew uses \theta instead of w. They mean the same thing - a vector or matrix of weights.