01 and 02: Introduction, Regression Analysis, and Gradient Descent
Introduction to the course
- We will learn about
- State of the art
- How to do the implementation
- Applications of machine learning include
- Search
- Photo tagging
- Spam filters
- The AI dream of building machines as intelligent as humans
- Many people believe best way to do that is mimic how humans learn
- What the course covers
- Learn about state of the art algorithms
- But the algorithms and math alone are no good
- Need to know how to get these to work in problems
- Why is ML so prevalent?
- Grew out of AI
- Build intelligent machines
- You can program a machine how to do some simple thing
- For the most part hard-wiring AI is too difficult
- Best way to do it is to have some way for machines to learn things themselves
- A mechanism for learning - if a machine can learn from input then it does the hard work for you
- You can program a machine how to do some simple thing
- Database mining
- Machine learning has recently become so big party because of the huge amount of data being generated
- Large datasets from growth of automation web
- Sources of data include
- Web data (click-stream or click through data)
- Mine to understand users better
- Huge segment of silicon valley
- Medical records
- Electronic records -> turn records in knowledges
- Biological data
- Gene sequences, ML algorithms give a better understanding of human genome
- Engineering info
- Data from sensors, log reports, photos etc
- Web data (click-stream or click through data)
- Applications that we cannot program by hand
- Autonomous helicopter
- Handwriting recognition
- This is very inexpensive because when you write an envelope, algorithms can automatically route envelopes through the post
- Natural language processing (NLP)
- AI pertaining to language
- Computer vision
- AI pertaining vision
- Self customizing programs
- Netflix
- Amazon
- iTunes genius
- Take users info
- Learn based on your behavior
- Understand human learning and the brain
- If we can build systems that mimic (or try to mimic) how the brain works, this may push our own understanding of the associated neurobiology
- Here we...
- Define what it is
- When to use it
- Not a well defined definition
- Couple of examples of how people have tried to define it
- Arthur Samuel (1959)
- Machine learning: "Field of study that gives computers the ability to learn without being explicitly programmed"
- Samuels wrote a checkers playing program
- Had the program play 10000 games against itself
- Work out which board positions were good and bad depending on wins/losses
- Samuels wrote a checkers playing program
- Machine learning: "Field of study that gives computers the ability to learn without being explicitly programmed"
- Tom Michel (1999)
- Well posed learning problem: "A computer program is said to learn from experience E with respect to some class of tasks T and performance measure P, if its performance at tasks in T, as measured by P, improves with experience E."
- The checkers example,
- E = 10000s games
- T is playing checkers
- P if you win or not
- The checkers example,
- Well posed learning problem: "A computer program is said to learn from experience E with respect to some class of tasks T and performance measure P, if its performance at tasks in T, as measured by P, improves with experience E."
- Several types of learning algorithms
- Supervised learning
- Teach the computer how to do something, then let it use it;s new found knowledge to do it
- Unsupervised learning
- Let the computer learn how to do something, and use this to determine structure and patterns in data
- 你事先无法知道这些数据的表达含义,通过机器学习算法形成patton
- Reinforcement learning
- Recommender systems
- Supervised learning
- This course
-
- Look at practical advice for applying learning algorithms
- Learning a set of tools and how to apply them
Supervised learning - introduction
- Probably the most common problem type in machine learning
- Starting with an example
-
- How do we predict housing prices
-
- Collect data regarding housing prices and how they relate to size in feet
- Example problem: "Given this data, a friend has a house 750 square feet - how much can they be expected to get?"
- What approaches can we use to solve this?
- Straight line through data
- Maybe $150 000
- Second order polynomial
- Maybe $200 000
- One thing we discuss later - how to chose straight or curved line?
- Each of these approaches represent a way of doing supervised learning
- Straight line through data
- What does this mean?
- We gave the algorithm a data set where a "right answer" was provided
- So we know actual prices for houses
- The idea is we can learn what makes the price a certain value from the training data
- The algorithm should then produce more right answers based on new training data where we don't know the price already
- i.e. predict the price
- We also call this a regression problem
-
- Predict continuous valued output (price)
- No real discrete delineation
- Another example
-
- Can we definer breast cancer as malignant or benign based on tumour size
- Looking at data
- Five of each
- Can you estimate prognosis based on tumor size?
- This is an example of a classification problem
- Classify data into one of two discrete classes - no in between, either malignant or not
- In classification problems, can have a discrete number of possible values for the output
- e.g. maybe have four values
- 0 - benign
- 1 - type 1
- 2 - type 2
- 3 - type 4
- e.g. maybe have four values
- In classification problems we can plot data in a different way
- Use only one attribute (size)
- In other problems may have multiple attributes
- We may also, for example, know age and tumor size
- Based on that data, you can try and define separate classes by
- Drawing a straight line between the two groups
- Using a more complex function to define the two groups (which we'll discuss later)
- Then, when you have an individual with a specific tumor size and who is a specific age, you can hopefully use that information to place them into one of your classes
- You might have many features to consider
- Clump thickness
- Uniformity of cell size
- Uniformity of cell shape
- The most exciting algorithms can deal with an infinite number of features
- How do you deal with an infinite number of features?
- Neat mathematical trick in support vector machine (which we discuss later)
- If you have an infinitely long list - we can develop and algorithm to deal with that
- Summary
- Supervised learning lets you get the "right" data a
- Regression problem
- Classification problem
Unsupervised learning - introduction
- Second major problem type
- In unsupervised learning, we get unlabeled data
- Just told - here is a data set, can you structure it
- One way of doing this would be to cluster data into to groups
- This is a clustering algorithm
- Example of clustering algorithm
- Google news
- Groups news stories into cohesive groups
- Used in any other problems as well
- Genomics
- Microarray data
- Have a group of individuals
- On each measure expression of a gene
- Run algorithm to cluster individuals into types of people
- Organize computer clusters
- Identify potential weak spots or distribute workload effectively
- Social network analysis
- Customer data
- Astronomical data analysis
- Algorithms give amazing results
- Google news
- Basically
- Can you automatically generate structure
- Because we don't give it the answer, it's unsupervised learning
- Cocktail party problem
- Lots of overlapping voices - hard to hear what everyone is saying
- Two people talking
- Microphones at different distances from speakers
- Lots of overlapping voices - hard to hear what everyone is saying
- Record sightly different versions of the conversation depending on where your microphone is
- But overlapping none the less
- Have recordings of the conversation from each microphone
- Give them to a cocktail party algorithm
- Algorithm processes audio recordings
- Determines there are two audio sources
- Separates out the two sources
- Is this a very complicated problem
- Algorithm can be done with one line of code!
- [W,s,v] = svd((repmat(sum(x.*x,1), size(x,1),1).*x)*x');
- Not easy to identify
- But, programs can be short!
- Using octave (or MATLAB) for examples
- Often prototype algorithms in octave/MATLAB to test as it's very fast
- Only when you show it works migrate it to C++
- Gives a much faster agile development
- Understanding this algorithm
- svd - linear algebra routine which is built into octave
- In C++ this would be very complicated!
- Shown that using MATLAB to prototype is a really good way to do this
- svd - linear algebra routine which is built into octave
Linear Regression
- Housing price data example used earlier
- Supervised learning regression problem
- What do we start with?
- Training set (this is your data set)
- Notation (used throughout the course)
- m = number of training examples
- x's = input variables / features
- y's = output variable "target" variables
- (x,y) - single training example
- (xi, yj) - specific example (ith training example)
- i is an index to training set
- With our training set defined - how do we used it?
- Take training set
- Pass into a learning algorithm
- Algorithm outputs a function (denoted h ) (h = hypothesis)
- This function takes an input (e.g. size of new house)
- Tries to output the estimated value of Y
- How do we represent hypothesis h ?
- Going to present h as;
- hθ(x) = θ0 + θ1x
- h(x) (shorthand)
- hθ(x) = θ0 + θ1x
- Going to present h as;
- What does this mean?
- Means Y is a linear function of x!
- θi are parameters
- θ0 is zero condition
- θ1 is gradient
- This kind of function is a linear regression with one variable
- Also called univariate linear regression 单变量线性回归
- So in summary
- A hypothesis takes in some variable
- Uses parameters determined by a learning system
- Outputs a prediction based on that input
- A cost function lets us figure out how to fit the best straight line to our data
- Choosing values for θi (parameters)
- Different values give you different functions
- If θ0 is 1.5 and θ1 is 0 then we get straight line parallel with X along 1.5 @ y
- If θ1 is > 0 then we get a positive slope
- Based on our training set we want to generate parameters which make the straight line
- Chosen these parameters so hθ(x) is close to y for our training examples
- Basically, uses xs in training set with hθ(x) to give output which is as close to the actual y value as possible
- Think of hθ(x) as a "y imitator" - it tries to convert the x into y, and considering we already have y we can evaluate how well hθ(x) does this
- Chosen these parameters so hθ(x) is close to y for our training examples
- To formalize this;
-
- We want to want to solve a minimization problem
- Minimize (hθ(x) - y)2
- i.e. minimize the difference between h(x) and y for each/any/every example
- Sum this over the training set
- Minimize squared different between predicted house price and actual house price
- 1/2m
- 1/m - means we determine the average
- 1/2m the 2 makes the math a bit easier, and doesn't change the constants we determine at all (i.e. half the smallest value is still the smallest value!)
- Minimizing θ0/θ1 means we get the values of θ0 and θ1 which find on average the minimal deviation of x from y when we use those parameters in our hypothesis function
- 1/2m
- More cleanly, this is a cost function
- And we want to minimize this cost function
- Our cost function is (because of the summartion term) inherently looking at ALL the data in the training set at any time
- So to recap
- Hypothesis - is like your prediction machine, throw in an x value, get a putative y value
- Cost - is a way to, using your training data, determine values for your θ values which make the hypothesis as accurate as possible
- This cost function is also called the squared error cost function
- This cost function is reasonable choice for most regression functions
- Probably most commonly used function
- This cost function is also called the squared error cost function
- In case J(θ0,θ1) is a bit abstract, going into what it does, why it works and how we use it in the coming sections
- Hypothesis - is like your prediction machine, throw in an x value, get a putative y value
Cost function - a deeper look
- Lets consider some intuition about the cost function and why we want to use it
- The cost function determines parameters
- The value associated with the parameters determines how your hypothesis behaves, with different values generate different
- Simplified hypothesis
-
- Assumes θ0 = 0
- Cost function and goal here are very similar to when we have θ0, but with a simpler parameter
- Simplified hypothesis makes visualizing cost function J() a bit easier
- So hypothesis pass through 0,0
- Two key functins we want to understand
-
- hθ(x)
- Hypothesis is a function of x - function of what the size of the house is
- J(θ1)
- Is a function of the parameter of θ1
- So for example
- θ1 = 1
- J(θ1) = 0
- Plot
-
- θ1 vs J(θ1)
- Data
-
- 1)
- θ1 = 1
- J(θ1) = 0
- 2)
- θ1 = 0.5
- J(θ1) = ~0.58
- 3)
-
- θ1 = 0
- J(θ1) = ~2.3
- 1)
- hθ(x)
-
- If we compute a range of values plot
-
- J(θ1) vs θ1 we get a polynomial (looks like a quadratic)
- J(θ1) vs θ1 we get a polynomial (looks like a quadratic)
- The optimization objective for the learning algorithm is find the value of θ1 which minimizes J(θ1)
-
- So, here θ1 = 1 is the best value for θ1
A deeper insight into the cost function - simplified cost function
- Assume you're familiar with contour plots or contour figures
- Using same cost function, hypothesis and goal as previously
- It's OK to skip parts of this section if you don't understand cotour plots
- Using our original complex hyothesis with two pariables,
- So cost function is
- J(θ0, θ1)
- So cost function is
- Example,
-
- Say
- θ0 = 50
- θ1 = 0.06
- Previously we plotted our cost function by plotting
- θ1 vs J(θ1)
- Now we have two parameters
-
- Plot becomes a bit more complicated
- Generates a 3D surface plot where axis are
-
- X = θ1
- Z = θ0
- Y = J(θ0,θ1)
- Say
- We can see that the height (y) indicates the value of the cost function, so find where y is at a minimum
- Instead of a surface plot we can use a contour figures/plots
- Set of ellipses in different colors
- Each colour is the same value of J(θ0, θ1), but obviously plot to different locations because θ1 and θ0 will vary
- Imagine a bowl shape function coming out of the screen so the middle is the concentric circles
- Each point (like the red one above) represents a pair of parameter values for Ɵ0 and Ɵ1
- Our example here put the values at
- θ0 = ~800
- θ1 = ~-0.15
- Not a good fit
- i.e. these parameters give a value on our contour plot far from the center
- If we have
- θ0 = ~360
- θ1 = 0
- This gives a better hypothesis, but still not great - not in the center of the countour plot
- Finally we find the minimum, which gives the best hypothesis
- Our example here put the values at
- Doing this by eye/hand is a pain in the ass
- What we really want is an efficient algorithm fro finding the minimum for θ0 and θ1
Gradient descent algorithm
- Minimize cost function J
- Gradient descent
- Used all over machine learning for minimization
- Start by looking at a general J() function
- Problem
- We have J(θ0, θ1)
- We want to get min J(θ0, θ1)
- Gradient descent applies to more general functions
- J(θ0, θ1, θ2 .... θn)
- min J(θ0, θ1, θ2 .... θn)
- Start with initial guesses
- Start at 0,0 (or any other value)
- Keeping changing θ0 and θ1 a little bit to try and reduce J(θ0,θ1)
- Each time you change the parameters, you select the gradient which reduces J(θ0,θ1) the most possible
- Repeat
- Do so until you converge to a local minimum
- Has an interesting property
- Where you start can determine which minimum you end up
- Here we can see one initialization point led to one local minimum
- The other led to a different one
- Where you start can determine which minimum you end up
- Do the following until covergence
- What does this all mean?
- Update θj by setting it to (θj - α) times the partial derivative of the cost function with respect to θj
- Notation
- :=
- Denotes assignment
- NB a = b is a truth assertion
- α (alpha)
- Is a number called the learning rate
- Controls how big a step you take
- If α is big have an aggressive gradient descent
- If α is small take tiny steps
- :=
- Derivative term
- Not going to talk about it now, derive it later
- There is a subtly about how this gradient descent algorithm is implemented
- Do this for θ0 and θ1
- For j = 0 and j = 1 means we simultaneously update both
- How do we do this?
- Compute the right hand side for both θ0 and θ1
- So we need a temp value
- Then, update θ0 and θ1 at the same time
- We show this graphically below
- Compute the right hand side for both θ0 and θ1
- If you implement the non-simultaneous update it's not gradient descent, and will behave weirdly
- But it might look sort of right - so it's important to remember this!
- To understand gradient descent, we'll return to a simpler function where we minimize one parameter to help explain the algorithm in more detail
- min θ1 J(θ1) where θ1 is a real number
- Two key terms in the algorithm
- Alpha
- Derivative term
- Notation nuances
- Partial derivative vs. derivative
- Use partial derivative when we have multiple variables but only derive with respect to one
- Use derivative when we are deriving with respect to all the variables
- Partial derivative vs. derivative
- Derivative term
- Derivative says
- Lets take the tangent at the point and look at the slope of the line
- So moving towards the mimum (down) will greate a negative derivative, alpha is always positive, so will update j(θ1) to a smaller value
- Similarly, if we're moving up a slope we make j(θ1) a bigger numbers
- Derivative says
- Alpha term (α)
- What happens if alpha is too small or too large
- Too small
- Take baby steps
- Takes too long
- Too large
- Can overshoot the minimum and fail to converge
- When you get to a local minimum
-
- Gradient of tangent/derivative is 0
- So derivative term = 0
- alpha * 0 = 0
- So θ1 = θ1- 0
- So θ1 remains the same
- As you approach the global minimum the derivative term gets smaller, so your update gets smaller, even with alpha is fixed
-
- Means as the algorithm runs you take smaller steps as you approach the minimum
- So no need to change alpha over time
Linear regression with gradient descent
- Apply gradient descent to minimize the squared error cost function J(θ0, θ1)
- Now we have a partial derivative
- So here we're just expanding out the first expression
- J(θ0, θ1) = 1/2m....
- hθ(x) = θ0 + θ1*x
- So we need to determine the derivative for each parameter - i.e.
- When j = 0
- When j = 1
- Figure out what this partial derivative is for the θ0 and θ1 case
- When we derive this expression in terms of j = 0 and j = 1 we get the following
- To check this you need to know multivariate calculus
- So we can plug these values back into the gradient descent algorithm
- How does it work
- Risk of meeting different local optimum
- The linear regression cost function is always a convex function - always has a single minimum
- Bowl shaped
- One global optima
- So gradient descent will always converge to global optima
- In action
- Initialize values to
- θ0 = 900
- θ1 = -0.1
- Initialize values to
- End up at a global minimum
- This is actually Batch Gradient Descent
- Refers to the fact that over each step you look at all the training data
- Each step compute over m training examples
- Sometimes non-batch versions exist, which look at small data subsets
- We'll look at other forms of gradient descent (to use when m is too large) later in the course
- Refers to the fact that over each step you look at all the training data
- There exists a numerical solution for finding a solution for a minimum function
- Normal equations method
- Gradient descent scales better to large data sets though
- Used in lots of contexts and machine learning
What's next - important extensions
Two extension to the algorithm
Two extension to the algorithm
- 1) Normal equation for numeric solution
- To solve the minimization problem we can solve it [ min J(θ0, θ1) ] exactly using a numeric method which avoids the iterative approach used by gradient descent
- Normal equations method
- Has advantages and disadvantages
- Advantage
- No longer an alpha term
- Can be much faster for some problems
- Disadvantage
- Much more complicated
- Advantage
- We discuss the normal equation in the linear regression with multiple features section
- 2) We can learn with a larger number of features
- So may have other parameters which contribute towards a prize
- e.g. with houses
- Size
- Age
- Number bedrooms
- Number floors
- x1, x2, x3, x4
- e.g. with houses
- With multiple features becomes hard to plot
- Can't really plot in more than 3 dimensions
- Notation becomes more complicated too
- Best way to get around with this is the notation of linear algebra
- Gives notation and set of things you can do with matrices and vectors
- e.g. Matrix
- So may have other parameters which contribute towards a prize
- We see here this matrix shows us
- Size
- Number of bedrooms
- Number floors
- Age of home
- All in one variable
- Block of numbers, take all data organized into one big block
- Vector
- Shown as y
- Shows us the prices
- Need linear algebra for more complex linear regression modles
- Linear algebra is good for making computationally efficient models (as seen later too)
- Provide a good way to work with large sets of data sets
- Typically vectorization of a problem is a common optimization technique
作业:quiz
总结:1.基本概念的介绍(颜色重点标注)
2.几个概念区分