16:43 2013-11-15
start CalTech machine learning, lec 1
the learning problem
16:46 2013-11-15
mathematical + conceptual + technical
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What is learning? can we learn?
how to do it? how to do it well?
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machine learning is a very broad subject
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mathematical formalization of a learning problem
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predicting how a viewer rating a movie?
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in our wide spread of machine learning
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What is "the essence of machine learning"?
1. a pattern exists
2. we can not pin it down mathematically
3. we have data on it
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if you have data, we're in business
if you don't, we're out of luck!
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match, mismatch
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to produce this thing, you have to watch
the movie, analyze the content, you have to
interview the viewer, and ask about their
taste, and then after that you combine them
and try to get a prediction for the rating
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the idea of machine learning is that you don't
have to do any of that, you jus sit down and
sip on your tea, while the machine is doing something
to come up with this figure on its own!
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the learning approach
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viewer & movie are both vectors!
17:08 2013-11-15
the metaphor we're using is "Credit approval"!
1. Applicant information
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What are the "components of learning"?
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first, let's formaliza this
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Formalization
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What is a formalization?
1. input: x // customer application
2. output: y // good/bad customer
3. Target function: f: X -> Y // ideal credit approval formula
4. Data: (x1, y1), (x2, y2), ... (xn, yn)
5. Hypothesis: g: X -> Y
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the target function is always unknown to us!
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there are plenty of historical records
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hypothesis lives in the same world as "target function"!
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unknown target function, // f
training examples,
final hypothesis // g ≈ f
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What is a learning algorithm?
a learning algorith takes training examples
and produce the final hypothesis!
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What is a hypothesis set?
a hypothesis set is a set of candicate formulas!
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hypothesis set
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there is no downside of including a hypothesis set,
the upside is that the hypothesis plays a pivotal
role in the field of machine learning!
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What is a Hypothesis Set?
a Hypothesis Set == set of candidate formulas
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it's a simple model to pinpoint we're talking
about
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w == weigh
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What you defines h is your choice of w
& threshold!
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linearly separable data
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perceptron
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we're introduce an artifical coordinates x0 == 1
to simplify our formula!
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perceptron hypothesis
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a simple learning algorithm: PLA
PLA == Perceptron Learning Algorithm
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training set
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misclassified point
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weight vector
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pick a "misclassified point" and update
the weight vector!
w <--- w + yn * xn
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PLA == Perceptron Learning Algorithm
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iteration of PLA
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linearly separable
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now we have one learning model
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all you do is trying to match a historical
records
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PLA == Perceptron Learning Algorithm
17:55 2013-11-15
the basic premise of learning?
using a set of observations to uncover
an underlying process!
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supervised learning
unsupervised learning
reinforcement learning
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What is a supervised learning?
supervised learning has (input, correct output)
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for example: coin recognition
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What is a unsupervised learning?
in unsupervised learning, instead of
(input, correct output), we get (input, ? )
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using the coin recgnition example, I can
classify those coin without knowing what they are?
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What is a reinforcement learning?
instead of (input, correct output), you get
(input, some output, grade for this output)
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neutral network
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this is a pretty good deal, this might be
too good to be true!
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a learning puzzle
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the target function will still be unknown!
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Q & A == Question & Answer
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linear separability
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PLA == Perceptron Learning Algorithm
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linear regression
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statistics can also be viewed as a kind
of machine learning,
find the PDF(Probability Distribution Function)
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in general, machine learning tries to make
the least assumptions, to accomodate the most
general territory! // compare with statistical inference
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machine learning, statistical learning
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optimization is a tool for machine learning
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hypotheis set
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even the hypothesis set is huge & complicated!
18:56 2013-11-15
sampling bias
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you were swimming in data
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learning is about be able to predict!
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figure out what the pattern is
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one of them is validation, after you learn,
you validate your solution
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perceptron problem
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PLA == Perceptron Learning Algorithm
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in generally, the learning algorithm has
the effect of minimizing error
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perceptron: minimize the classification error!
19:15 2013-11-15
What's the essence of learning?
1. A pattern exists
2. We cannot pin it down mathematically
3. We have data on it
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