*Problems[show]*

*Supervised learning*

(**classification** • **regression**)

Ensembles (Bagging, Boosting, Random forest)

Relevance vector machine (RVM)

*Dimensionality reduction[show]*

Graphical models (Bayes net, CRF, HMM)

*Theory[show]*

*Machine-learning venues[show]*

*Related articles[show]*

**1. Problems问题**

In machine learning and statistics, classification is the problem of identifying to which of a set of categories (sub-populations) a new observation belongs, on the basis of a training set of data containing observations (or instances) whose category membership is known. An example would be assigning a given email into "spam" or "non-spam" classes or assigning a diagnosis to a given patient as described by observed characteristics of the patient (gender, blood pressure, presence or absence of certain symptoms, etc.). Classification is an example of pattern recognition.

In the terminology of machine learning,[1] classification is considered an instance of supervised learning, i.e. learning where a training set of correctly identified observations is available. The corresponding unsupervised procedure is known as clustering, and involves grouping data into categories based on some measure of inherent similarity or distance.

Often, the individual observations are analyzed into a set of quantifiable properties, known variously as explanatory variables or features. These properties may variously be categorical (e.g. "A", "B", "AB" or "O", for blood type), ordinal (e.g. "large", "medium" or "small"), integer-valued (e.g. the number of occurrences of a particular word in an email) or real-valued (e.g. a measurement of blood pressure). Other classifiers work by comparing observations to previous observations by means of a similarity or distance function.

An algorithm that implements classification, especially in a concrete implementation, is known as a classifier. The term "classifier" sometimes also refers to the mathematical function, implemented by a classification algorithm, that maps input data to a category.

Terminology across fields is quite varied. In statistics, where classification is often done with logistic regression or a similar procedure, the properties of observations are termed explanatory variables (or independent variables, regressors, etc.), and the categories to be predicted are known as outcomes, which are considered to be possible values of the dependent variable. In machine learning, the observations are often known as instances, the explanatory variables are termed features (grouped into a feature vector), and the possible categories to be predicted are classes. Other fields may use different terminology: e.g. in community ecology, the term "classification" normally refers to cluster analysis, i.e. a type of unsupervised learning, rather than the supervised learning described in this article.

Cluster analysis or clustering is the task of grouping a set of objects in such a way that objects in the same group (called a cluster) are more similar (in some sense) to each other than to those in other groups (clusters). It is a main task of exploratory data mining, and a common technique for statistical data analysis, used in many fields, including machine learning, pattern recognition, image analysis, information retrieval, bioinformatics, data compression, and computer graphics.

Cluster analysis itself is not one specific algorithm, but the general task to be solved. It can be achieved by various algorithms that differ significantly in their notion of what constitutes a cluster and how to efficiently find them. Popular notions of clusters include groups with small distances between cluster members, dense areas of the data space, intervals or particular statistical distributions. Clustering can therefore be formulated as a multi-objective optimization problem. The appropriate clustering algorithm and parameter settings (including parameters such as the distance function to use, a density threshold or the number of expected clusters) depend on the individual data set and intended use of the results. Cluster analysis as such is not an automatic task, but an iterative process of knowledge discovery or interactive multi-objective optimization that involves trial and failure. It is often necessary to modify data preprocessing and model parameters until the result achieves the desired properties.

Besides the term clustering, there are a number of terms with similar meanings, including automatic classification, numerical taxonomy, botryology (from Greek βότρυς "grape") and typological analysis. The subtle differences are often in the use of the results: while in data mining, the resulting groups are the matter of interest, in automatic classification the resulting discriminative power is of interest.

Cluster analysis was originated in anthropology by Driver and Kroeber in 1932 and introduced to psychology by Zubin in 1938 and Robert Tryon in 1939[1][2] and famously used by Cattell beginning in 1943[3] for trait theory classification in personality psychology.

In statistical modeling, regression analysis is a set of statistical processes for estimating the relationships among variables. It includes many techniques for modeling and analyzing several variables, when the focus is on the relationship between a dependent variable and one or more independent variables (or 'predictors'). More specifically, regression analysis helps one understand how the typical value of the dependent variable (or 'criterion variable') changes when any one of the independent variables is varied, while the other independent variables are held fixed.

Most commonly, regression analysis estimates the conditional expectation of the dependent variable given the independent variables – that is, the average value of the dependent variable when the independent variables are fixed. Less commonly, the focus is on a quantile, or other location parameter of the conditional distribution of the dependent variable given the independent variables. In all cases, a function of the independent variables called the regression function is to be estimated. In regression analysis, it is also of interest to characterize the variation of the dependent variable around the prediction of the regression function using a probability distribution. A related but distinct approach is necessary condition analysis[1] (NCA), which estimates the maximum (rather than average) value of the dependent variable for a given value of the independent variable (ceiling line rather than central line) in order to identify what value of the independent variable is necessary but not sufficient for a given value of the dependent variable.

Regression analysis is widely used for prediction and forecasting, where its use has substantial overlap with the field of machine learning. Regression analysis is also used to understand which among the independent variables are related to the dependent variable, and to explore the forms of these relationships. In restricted circumstances, regression analysis can be used to infer causal relationships between the independent and dependent variables. However this can lead to illusions or false relationships, so caution is advisable;[2] for example, correlation does not prove causation.

Regression analysis is widely used for prediction and forecasting, where its use has substantial overlap with the field of machine learning. Regression analysis is also used to understand which among the independent variables are related to the dependent variable, and to explore the forms of these relationships. In restricted circumstances, regression analysis can be used to infer causal relationships between the independent and dependent variables. However this can lead to illusions or false relationships, so caution is advisable;[2] for example, correlation does not prove causation.

The performance of regression analysis methods in practice depends on the form of the data generating process, and how it relates to the regression approach being used. Since the true form of the data-generating process is generally not known, regression analysis often depends to some extent on making assumptions about this process. These assumptions are sometimes testable if a sufficient quantity of data is available. Regression models for prediction are often useful even when the assumptions are moderately violated, although they may not perform optimally. However, in many applications, especially with small effects or questions of causality based on observational data, regression methods can give misleading results.[3][4]

In a narrower sense, regression may refer specifically to the estimation of continuous response (dependent) variables, as opposed to the discrete response variables used in classification.[5] The case of a continuous dependent variable may be more specifically referred to as metric regression to distinguish it from related problems.[6]

In data mining, anomaly detection (also outlier detection) is the identification of items, events or observations which do not conform to an expected pattern or other items in a dataset.[1] Typically the anomalous items will translate to some kind of problem such as bank fraud, a structural defect, medical problems or errors in a text. Anomalies are also referred to as outliers, novelties, noise, deviations and exceptions.[2]

In particular, in the context of abuse and network intrusion detection, the interesting objects are often not rare objects, but unexpected bursts in activity. This pattern does not adhere to the common statistical definition of an outlier as a rare object, and many outlier detection methods (in particular unsupervised methods) will fail on such data, unless it has been aggregated appropriately. Instead, a cluster analysis algorithm may be able to detect the micro clusters formed by these patterns.[3]

Three broad categories of anomaly detection techniques exist.[1] Unsupervised anomaly detection techniques detect anomalies in an unlabeled test data set under the assumption that the majority of the instances in the data set are normal by looking for instances that seem to fit least to the remainder of the data set. Supervised anomaly detection techniques require a data set that has been labeled as "normal" and "abnormal" and involves training a classifier (the key difference to many other statistical classification problems is the inherent unbalanced nature of outlier detection). Semi-supervised anomaly detection techniques construct a model representing normal behavior from a given normal training data set, and then testing the likelihood of a test instance to be generated by the learnt model.

Association rule learning is a rule-based machine learning method for discovering interesting relations between variables in large databases. It is intended to identify strong rules discovered in databases using some measures of interestingness.[1]

Based on the concept of strong rules, Rakesh Agrawal, Tomasz Imieliński and Arun Swami[2] introduced association rules for discovering regularities between products in large-scale transaction data recorded by point-of-sale (POS) systems in supermarkets. For example, the rule { o n i o n s , p o t a t o e s } ⇒ { b u r g e r } {\displaystyle \{\mathrm {onions,potatoes} \}\Rightarrow \{\mathrm {burger} \}} \{{\mathrm {onions,potatoes}}\}\Rightarrow \{{\mathrm {burger}}\} found in the sales data of a supermarket would indicate that if a customer buys onions and potatoes together, they are likely to also buy hamburger meat. Such information can be used as the basis for decisions about marketing activities such as, e.g., promotional pricing or product placements.

In addition to the above example from market basket analysis association rules are employed today in many application areas including Web usage mining, intrusion detection, continuous production, and bioinformatics. In contrast with sequence mining, association rule learning typically does not consider the order of items either within a transaction or across transactions.

Reinforcement learning (RL) is an area of machine learning inspired by behaviourist psychology, concerned with how software agents ought to take actions in an environment so as to maximize some notion of cumulative reward. The problem, due to its generality, is studied in many other disciplines, such as game theory, control theory, operations research, information theory, simulation-based optimization, multi-agent systems, swarm intelligence, statistics and genetic algorithms. In the operations research and control literature, the field where reinforcement learning methods are studied is called approximate dynamic programming[citation needed]. The problem has been studied in the theory of optimal control, though most studies are concerned with the existence of optimal solutions and their characterization, and not with the learning or approximation aspects[citation needed]. In economics and game theory, reinforcement learning may be used to explain how equilibrium may arise under bounded rationality[citation needed].

In machine learning, the environment is typically formulated as a Markov decision process (MDP), as many reinforcement learning algorithms for this context utilize dynamic programming techniques.[1] The main difference between the classical techniques[which?] and reinforcement learning algorithms is that the latter do not need knowledge[vague] about the MDP and they target large MDPs where exact methods become infeasible[citation needed].

Reinforcement learning differs from standard supervised learning in that correct input/output pairs[clarification needed] are never presented, nor sub-optimal actions explicitly corrected. Instead the focus is on on-line performance[clarification needed], which involves finding a balance between exploration (of uncharted territory) and exploitation (of current knowledge).[2] The exploration vs. exploitation trade-off in reinforcement learning has been most thoroughly studied through the multi-armed bandit problem and in finite MDPs.[citation needed]

Structured prediction or structured (output) learning is an umbrella term for supervised machine learning techniques that involves predicting structured objects, rather than scalar discrete or real values.[1]

For example, the problem of translating a natural language sentence into a syntactic representation such as a parse tree can be seen as a structured prediction problem in which the structured output domain is the set of all possible parse trees.

Probabilistic graphical models form a large class of structured prediction models. In particular, Bayesian networks and random fields are popularly used to solve structured prediction problems in a wide variety of application domains including bioinformatics, natural language processing, speech recognition, and computer vision. Other algorithms and models for structured prediction include inductive logic programming, case-based reasoning, structured SVMs, Markov logic networks and constrained conditional models.

Similar to commonly used supervised learning techniques, structured prediction models are typically trained by means of observed data in which the true prediction value is used to adjust model parameters. Due to the complexity of the model and the interrelations of predicted variables the process of prediction using a trained model and of training itself is often computationally infeasible and approximate inference and learning methods are used.

Feature engineering is the process of using domain knowledge of the data to create features that make machine learning algorithms work. Feature engineering is fundamental to the application of machine learning, and is both difficult and expensive. The need for manual feature engineering can be obviated by automated feature learning.

Feature engineering is an informal topic, but it is considered essential in applied machine learning.

Coming up with features is difficult, time-consuming, requires expert knowledge. "Applied machine learning" is basically feature engineering.

— Andrew Ng, Machine Learning and AI via Brain simulations[1]

In machine learning, feature learning or representation learning[1] is a set of techniques that allows a system to automatically discover the representations needed for feature detection or classification from raw data. This replaces manual feature engineering and allows a machine to both learn the features and use them to perform a specific task.

Feature learning is motivated by the fact that machine learning tasks such as classification often require input that is mathematically and computationally convenient to process. However, real-world data such as images, video, and sensor data has not yielded to attempts to algorithmically define specific features. An alternative is to discover such features or representations through examination, without relying on explicit algorithms.

Feature learning can be either supervised or unsupervised.

In supervised feature learning, features are learned using labeled input data. Examples include supervised neural networks, multilayer perceptron and (supervised) dictionary learning.

In unsupervised feature learning, features are learned with unlabeled input data. Examples include dictionary learning, independent component analysis, autoencoders, matrix factorization[2] and various forms of clustering.[3][4][5]

In computer science, online machine learning is a method of machine learning in which data becomes available in a sequential order and is used to update our best predictor for future data at each step, as opposed to batch learning techniques which generate the best predictor by learning on the entire training data set at once. Online learning is a common technique used in areas of machine learning where it is computationally infeasible to train over the entire dataset, requiring the need of out-of-core algorithms. It is also used in situations where it is necessary for the algorithm to dynamically adapt to new patterns in the data, or when the data itself is generated as a function of time, e.g. stock price prediction. Online learning algorithms may be prone to catastrophic interference. This problem is tackled by incremental learning approaches.

Semi-supervised learning is a class of supervised learning tasks and techniques that also make use of unlabeled data for training – typically a small amount of labeled data with a large amount of unlabeled data. Semi-supervised learning falls between unsupervised learning (without any labeled training data) and supervised learning (with completely labeled training data). Many machine-learning researchers have found that unlabeled data, when used in conjunction with a small amount of labeled data, can produce considerable improvement in learning accuracy. The acquisition of labeled data for a learning problem often requires a skilled human agent (e.g. to transcribe an audio segment) or a physical experiment (e.g. determining the 3D structure of a protein or determining whether there is oil at a particular location). The cost associated with the labeling process thus may render a fully labeled training set infeasible, whereas acquisition of unlabeled data is relatively inexpensive. In such situations, semi-supervised learning can be of great practical value. Semi-supervised learning is also of theoretical interest in machine learning and as a model for human learning.

As in the supervised learning framework, we are given a set of l {\displaystyle l} l independently identically distributed examples x 1 , … , x l ∈ X {\displaystyle x_{1},\dots ,x_{l}\in X} x_{1},\dots ,x_{l}\in X with corresponding labels y 1 , … , y l ∈ Y {\displaystyle y_{1},\dots ,y_{l}\in Y} y_{1},\dots ,y_{l}\in Y. Additionally, we are given u {\displaystyle u} u unlabeled examples x l + 1 , … , x l + u ∈ X {\displaystyle x_{l+1},\dots ,x_{l+u}\in X} x_{l+1},\dots ,x_{l+u}\in X. Semi-supervised learning attempts to make use of this combined information to surpass the classification performance that could be obtained either by discarding the unlabeled data and doing supervised learning or by discarding the labels and doing unsupervised learning.

Semi-supervised learning may refer to either transductive learning or inductive learning. The goal of transductive learning is to infer the correct labels for the given unlabeled data x l + 1 , … , x l + u {\displaystyle x_{l+1},\dots ,x_{l+u}} x_{l+1},\dots ,x_{l+u} only. The goal of inductive learning is to infer the correct mapping from X {\displaystyle X} X to Y {\displaystyle Y} Y.

Intuitively, we can think of the learning problem as an exam and labeled data as the few example problems that the teacher solved in class. The teacher also provides a set of unsolved problems. In the transductive setting, these unsolved problems are a take-home exam and you want to do well on them in particular. In the inductive setting, these are practice problems of the sort you will encounter on the in-class exam.

It is unnecessary (and, according to Vapnik's principle, imprudent) to perform transductive learning by way of inferring a classification rule over the entire input space; however, in practice, algorithms formally designed for transduction or induction are often used interchangeably.

Unsupervised machine learning is the machine learning task of inferring a function to describe hidden structure from "unlabeled" data (a classification or categorization is not included in the observations). Since the examples given to the learner are unlabeled, there is no evaluation of the accuracy of the structure that is output by the relevant algorithm—which is one way of distinguishing unsupervised learning from supervised learning and reinforcement learning.

A central case of unsupervised learning is the problem of density estimation in statistics,[1] though unsupervised learning encompasses many other problems (and solutions) involving summarizing and explaining key features of the data.

Learning to rank[1] or machine-learned ranking (MLR) is the application of machine learning, typically supervised, semi-supervised or reinforcement learning, in the construction of ranking models for information retrieval systems.[2] Training data consists of lists of items with some partial order specified between items in each list. This order is typically induced by giving a numerical or ordinal score or a binary judgment (e.g. "relevant" or "not relevant") for each item. The ranking model's purpose is to rank, i.e. produce a permutation of items in new, unseen lists in a way which is "similar" to rankings in the training data in some sense.

Grammar induction (or grammatical inference[1]) is the process in machine learning of learning a formal grammar (usually as a collection of re-write rules or productions or alternatively as a finite state machine or automaton of some kind) from a set of observations, thus constructing a model which accounts for the characteristics of the observed objects. More generally, grammatical inference is that branch of machine learning where the instance space consists of discrete combinatorial objects such as strings, trees and graphs.

*2. Supervised learning*

(**classification** • **regression**)

Decision tree learning uses a decision tree (as a predictive model) to go from observations about an item (represented in the branches) to conclusions about the item's target value (represented in the leaves). It is one of the predictive modelling approaches used in statistics, data mining and machine learning. Tree models where the target variable can take a discrete set of values are called classification trees; in these tree structures, leaves represent class labels and branches represent conjunctions of features that lead to those class labels. Decision trees where the target variable can take continuous values (typically real numbers) are called regression trees.

In decision analysis, a decision tree can be used to visually and explicitly represent decisions and decision making. In data mining, a decision tree describes data (but the resulting classification tree can be an input for decision making). This page deals with decision trees in data mining.

Ensembles (Bagging, Boosting, Random forest)

In statistics and machine learning, ensemble methods use multiple learning algorithms to obtain better predictive performance than could be obtained from any of the constituent learning algorithms alone.[1][2][3] Unlike a statistical ensemble in statistical mechanics, which is usually infinite, a machine learning ensemble consists of only a concrete finite set of alternative models, but typically allows for much more flexible structure to exist among those alternatives.

In pattern recognition, the k-nearest neighbors algorithm (k-NN) is a non-parametric method used for classification and regression.[1] In both cases, the input consists of the k closest training examples in the feature space. The output depends on whether k-NN is used for classification or regression:

In k-NN classification, the output is a class membership. An object is classified by a majority vote of its neighbors, with the object being assigned to the class most common among its k nearest neighbors (k is a positive integer, typically small). If k = 1, then the object is simply assigned to the class of that single nearest neighbor.

In k-NN regression, the output is the property value for the object. This value is the average of the values of its k nearest neighbors.

k-NN is a type of instance-based learning, or lazy learning, where the function is only approximated locally and all computation is deferred until classification. The k-NN algorithm is among the simplest of all machine learning algorithms.

Both for classification and regression, a useful technique can be to assign weight to the contributions of the neighbors, so that the nearer neighbors contribute more to the average than the more distant ones. For example, a common weighting scheme consists in giving each neighbor a weight of 1/d, where d is the distance to the neighbor.[2]

The neighbors are taken from a set of objects for which the class (for k-NN classification) or the object property value (for k-NN regression) is known. This can be thought of as the training set for the algorithm, though no explicit training step is required.

A peculiarity of the k-NN algorithm is that it is sensitive to the local structure of the data.[citation needed] The algorithm is not to be confused with k-means, another popular machine learning technique.

In statistics, linear regression is a linear approach for modeling the relationship between a scalar dependent variable y and one or more explanatory variables (or independent variables) denoted X. The case of one explanatory variable is called simple linear regression. For more than one explanatory variable, the process is called multiple linear regression.[1] (This term is distinct from multivariate linear regression, where multiple correlated dependent variables are predicted, rather than a single scalar variable.)[2]

In linear regression, the relationships are modeled using linear predictor functions whose unknown model parameters are estimated from the data. Such models are called linear models.[3] Most commonly, the conditional mean of y given the value of X is assumed to be an affine function of X; less commonly, the median or some other quantile of the conditional distribution of y given X is expressed as a linear function of X. Like all forms of regression analysis, linear regression focuses on the conditional probability distribution of y given X, rather than on the joint probability distribution of y and X, which is the domain of multivariate analysis.

Linear regression was the first type of regression analysis to be studied rigorously, and to be used extensively in practical applications.[4] This is because models which depend linearly on their unknown parameters are easier to fit than models which are non-linearly related to their parameters and because the statistical properties of the resulting estimators are easier to determine.

Linear regression has many practical uses. Most applications fall into one of the following two broad categories:

If the goal is prediction, or forecasting, or error reduction, linear regression can be used to fit a predictive model to an observed data set of y and X values. After developing such a model, if an additional value of X is then given without its accompanying value of y, the fitted model can be used to make a prediction of the value of y.

Given a variable y and a number of variables X1, ..., Xp that may be related to y, linear regression analysis can be applied to quantify the strength of the relationship between y and the Xj, to assess which Xj may have no relationship with y at all, and to identify which subsets of the Xj contain redundant information about y.

Linear regression models are often fitted using the least squares approach, but they may also be fitted in other ways, such as by minimizing the "lack of fit" in some other norm (as with least absolute deviations regression), or by minimizing a penalized version of the least squares loss function as in ridge regression (L2-norm penalty) and lasso (L1-norm penalty). Conversely, the least squares approach can be used to fit models that are not linear models. Thus, although the terms "least squares" and "linear model" are closely linked, they are not synonymous.

In machine learning, naive Bayes classifiers are a family of simple probabilistic classifiers based on applying Bayes' theorem with strong (naive) independence assumptions between the features.

Naive Bayes has been studied extensively since the 1950s. It was introduced under a different name into the text retrieval community in the early 1960s,[1]:488 and remains a popular (baseline) method for text categorization, the problem of judging documents as belonging to one category or the other (such as spam or legitimate, sports or politics, etc.) with word frequencies as the features. With appropriate pre-processing, it is competitive in this domain with more advanced methods including support vector machines.[2] It also finds application in automatic medical diagnosis.[3]

Naive Bayes classifiers are highly scalable, requiring a number of parameters linear in the number of variables (features/predictors) in a learning problem. Maximum-likelihood training can be done by evaluating a closed-form expression,[1]:718 which takes linear time, rather than by expensive iterative approximation as used for many other types of classifiers.

In the statistics and computer science literature, naive Bayes models are known under a variety of names, including simple Bayes and independence Bayes.[4] All these names reference the use of Bayes' theorem in the classifier's decision rule, but naive Bayes is not (necessarily) a Bayesian method.[1][4]

Artificial neural networks (ANNs) or connectionist systems are computing systems inspired by the biological neural networks that constitute animal brains. Such systems learn (progressively improve performance on) tasks by considering examples, generally without task-specific programming. For example, in image recognition, they might learn to identify images that contain cats by analyzing example images that have been manually labeled as "cat" or "no cat" and using the results to identify cats in other images. They do this without any a priori knowledge about cats, e.g., that they have fur, tails, whiskers and cat-like faces. Instead, they evolve their own set of relevant characteristics from the learning material that they process.

An ANN is based on a collection of connected units or nodes called artificial neurons (analogous to biological neurons in an animal brain). Each connection (analogous to a synapse) between artificial neurons can transmit a signal from one to another. The artificial neuron that receives the signal can process it and then signal artificial neurons connected to it.

In common ANN implementations, the signal at a connection between artificial neurons is a real number, and the output of each artificial neuron is calculated by a non-linear function of the sum of its inputs. Artificial neurons and connections typically have a weight that adjusts as learning proceeds. The weight increases or decreases the strength of the signal at a connection. Artificial neurons may have a threshold such that only if the aggregate signal crosses that threshold is the signal sent. Typically, artificial neurons are organized in layers. Different layers may perform different kinds of transformations on their inputs. Signals travel from the first (input), to the last (output) layer, possibly after traversing the layers multiple times.

The original goal of the ANN approach was to solve problems in the same way that a human brain would. Over time, attention focused on matching specific mental abilities, leading to deviations from biology. ANNs have been used on a variety of tasks, including computer vision, speech recognition, machine translation, social network filtering, playing board and video games and medical diagnosis.

In statistics, logistic regression, or logit regression, or logit model[1] is a regression model where the dependent variable (DV) is categorical. This article covers the case of a binary dependent variable—that is, where the output can take only two values, "0" and "1", which represent outcomes such as pass/fail, win/lose, alive/dead or healthy/sick. Cases where the dependent variable has more than two outcome categories may be analysed in multinomial logistic regression, or, if the multiple categories are ordered, in ordinal logistic regression.[2] In the terminology of economics, logistic regression is an example of a qualitative response/discrete choice model.

Logistic regression was developed by statistician David Cox in 1958.[2][3] The binary logistic model is used to estimate the probability of a binary response based on one or more predictor (or independent) variables (features). It allows one to say that the presence of a risk factor increases the odds of a given outcome by a specific factor.

In machine learning, the perceptron is an algorithm for supervised learning of binary classifiers (functions that can decide whether an input, represented by a vector of numbers, belongs to some specific class or not).[1] It is a type of linear classifier, i.e. a classification algorithm that makes its predictions based on a linear predictor function combining a set of weights with the feature vector. The algorithm allows for online learning, in that it processes elements in the training set one at a time.

The perceptron algorithm dates back to the late 1950s. Its first implementation, in custom hardware, was one of the first artificial neural networks to be produced.

Relevance vector machine (RVM)

In mathematics, a Relevance Vector Machine (RVM) is a machine learning technique that uses Bayesian inference to obtain parsimonious solutions for regression and probabilistic classification.[1] The RVM has an identical functional form to the support vector machine, but provides probabilistic classification.

It is actually equivalent to a Gaussian process model with covariance function:

where φ {\displaystyle \varphi } \varphi is the kernel function (usually Gaussian), α j {\displaystyle \alpha _{j}} \alpha _{j} are the variances of the prior on the weight vector w ∼ N ( 0 , α − 1 I ) {\displaystyle w\sim N(0,\alpha ^{-1}I)} w \sim N(0,\alpha^{-1}I), and x 1 , … , x N {\displaystyle \mathbf {x} _{1},\ldots ,\mathbf {x} _{N}} \mathbf{x}_1,\ldots,\mathbf{x}_N are the input vectors of the training set.[2]

Compared to that of support vector machines (SVM), the Bayesian formulation of the RVM avoids the set of free parameters of the SVM (that usually require cross-validation-based post-optimizations). However RVMs use an expectation maximization (EM)-like learning method and are therefore at risk of local minima. This is unlike the standard sequential minimal optimization (SMO)-based algorithms employed by SVMs, which are guaranteed to find a global optimum (of the convex problem).

The relevance vector machine is patented in the United States by Microsoft.[3]

In machine learning, support vector machines (SVMs, also support vector networks[1]) are supervised learning models with associated learning algorithms that analyze data used for classification and regression analysis. Given a set of training examples, each marked as belonging to one or the other of two categories, an SVM training algorithm builds a model that assigns new examples to one category or the other, making it a non-probabilistic binary linear classifier (although methods such as Platt scaling exist to use SVM in a probabilistic classification setting). An SVM model is a representation of the examples as points in space, mapped so that the examples of the separate categories are divided by a clear gap that is as wide as possible. New examples are then mapped into that same space and predicted to belong to a category based on which side of the gap they fall.

In addition to performing linear classification, SVMs can efficiently perform a non-linear classification using what is called the kernel trick, implicitly mapping their inputs into high-dimensional feature spaces.

When data are not labeled, supervised learning is not possible, and an unsupervised learning approach is required, which attempts to find natural clustering of the data to groups, and then map new data to these formed groups. The clustering algorithm which provides an improvement to the support vector machines is called support vector clustering[2] and is often[citation needed] used in industrial applications either when data are not labeled or when only some data are labeled as a preprocessing for a classification pass.

BIRCH (balanced iterative reducing and clustering using hierarchies) is an unsupervised data mining algorithm used to perform hierarchical clustering over particularly large data-sets.[1] An advantage of BIRCH is its ability to incrementally and dynamically cluster incoming, multi-dimensional metric data points in an attempt to produce the best quality clustering for a given set of resources (memory and time constraints). In most cases, BIRCH only requires a single scan of the database.

Its inventors claim BIRCH to be the "first clustering algorithm proposed in the database area to handle 'noise' (data points that are not part of the underlying pattern) effectively",[1] beating DBSCAN by two months. The algorithm received the SIGMOD 10 year test of time award in 2006.[2]

CURE (Clustering Using REpresentatives) is an efficient data clustering algorithm for large databases that is more robust to outliers and identifies clusters having non-spherical shapes and size variances.

In data mining and statistics, hierarchical clustering (also called hierarchical cluster analysis or HCA) is a method of cluster analysis which seeks to build a hierarchy of clusters. Strategies for hierarchical clustering generally fall into two types:[1]

Agglomerative: This is a "bottom up" approach: each observation starts in its own cluster, and pairs of clusters are merged as one moves up the hierarchy.

Divisive: This is a "top down" approach: all observations start in one cluster, and splits are performed recursively as one moves down the hierarchy.

In general, the merges and splits are determined in a greedy manner. The results of hierarchical clustering are usually presented in a dendrogram.

In the standard algorithm for hierarchical agglomerative clustering (HAC) has a time complexity of O ( n 3 ) {\displaystyle {\mathcal {O}}(n^{3})} {\mathcal {O}}(n^{3}) and requires O ( n 2 ) {\displaystyle {\mathcal {O}}(n^{2})} {\mathcal {O}}(n^{2}) memory, which makes it too slow for even medium data sets. However, for some special cases, optimal efficient agglomerative methods (of complexity O ( n 2 ) {\displaystyle {\mathcal {O}}(n^{2})} {\mathcal {O}}(n^{2})) are known: SLINK[2] for single-linkage and CLINK[3] for complete-linkage clustering. With a heap the runtime of the general case can be reduced to O ( n 2 log n ) {\displaystyle {\mathcal {O}}(n^{2}\log n)} {\mathcal {O}}(n^{2}\log n) at the cost of further increasing the memory requirements. In many programming languages, the memory overheads of this approach are too large to make it practically usable.

Except for the special case of single-linkage, none of the algorithms (except exhaustive search in O ( 2 n ) {\displaystyle {\mathcal {O}}(2^{n})} {\displaystyle {\mathcal {O}}(2^{n})}) can guaranteed to find the optimum solution.

Divisive clustering with an exhaustive search is O ( 2 n ) {\displaystyle {\mathcal {O}}(2^{n})} {\displaystyle {\mathcal {O}}(2^{n})}, but it is common to use faster heuristics to choose splits, such as k-means.

k-means clustering is a method of vector quantization, originally from signal processing, that is popular for cluster analysis in data mining. k-means clustering aims to partition n observations into k clusters in which each observation belongs to the cluster with the nearest mean, serving as a prototype of the cluster. This results in a partitioning of the data space into Voronoi cells.

The problem is computationally difficult (NP-hard); however, there are efficient heuristic algorithms that are commonly employed and converge quickly to a local optimum. These are usually similar to the expectation-maximization algorithm for mixtures of Gaussian distributions via an iterative refinement approach employed by both k-means and Gaussian Mixture Modeling. Additionally, they both use cluster centers to model the data; however, k-means clustering tends to find clusters of comparable spatial extent, while the expectation-maximization mechanism allows clusters to have different shapes.

The algorithm has a loose relationship to the k-nearest neighbor classifier, a popular machine learning technique for classification that is often confused with k-means because of the k in the name. One can apply the 1-nearest neighbor classifier on the cluster centers obtained by k-means to classify new data into the existing clusters. This is known as nearest centroid classifier or Rocchio algorithm.

In statistics, an expectation–maximization (EM) algorithm is an iterative method to find maximum likelihood or maximum a posteriori (MAP) estimates of parameters in statistical models, where the model depends on unobserved latent variables. The EM iteration alternates between performing an expectation (E) step, which creates a function for the expectation of the log-likelihood evaluated using the current estimate for the parameters, and a maximization (M) step, which computes parameters maximizing the expected log-likelihood found on the E step. These parameter-estimates are then used to determine the distribution of the latent variables in the next E step.

DBSCAN

Density-based spatial clustering of applications with noise (DBSCAN) is a data clustering algorithm proposed by Martin Ester, Hans-Peter Kriegel, Jörg Sander and Xiaowei Xu in 1996.[1] It is a density-based clustering algorithm: given a set of points in some space, it groups together points that are closely packed together (points with many nearby neighbors), marking as outliers points that lie alone in low-density regions (whose nearest neighbors are too far away). DBSCAN is one of the most common clustering algorithms and also most cited in scientific literature.[2]

In 2014, the algorithm was awarded the test of time award (an award given to algorithms which have received substantial attention in theory and practice) at the leading data mining conference, KDD.[3]

Ordering points to identify the clustering structure (OPTICS) is an algorithm for finding density-based[1] clusters in spatial data. It was presented by Mihael Ankerst, Markus M. Breunig, Hans-Peter Kriegel and Jörg Sander.[2] Its basic idea is similar to DBSCAN,[3] but it addresses one of DBSCAN's major weaknesses: the problem of detecting meaningful clusters in data of varying density. In order to do so, the points of the database are (linearly) ordered such that points which are spatially closest become neighbors in the ordering. Additionally, a special distance is stored for each point that represents the density that needs to be accepted for a cluster in order to have both points belong to the same cluster. This is represented as a dendrogram.

Mean shift is a non-parametric feature-space analysis technique for locating the maxima of a density function, a so-called mode-seeking algorithm.[1] Application domains include cluster analysis in computer vision and image processing.[2]

*4. Dimensionality reduction**[show]*

Factor analysis is a statistical method used to describe variability among observed, correlated variables in terms of a potentially lower number of unobserved variables called factors. For example, it is possible that variations in six observed variables mainly reflect the variations in two unobserved (underlying) variables. Factor analysis searches for such joint variations in response to unobserved latent variables. The observed variables are modelled as linear combinations of the potential factors, plus "error" terms. Factor analysis aims to find independent latent variables. The theory behind factor analytic methods is that the information gained about the interdependencies between observed variables can be used later to reduce the set of variables in a dataset. Factor analysis is commonly used in biology, psychometrics personality theories, marketing, product management, operations research, and finance. Proponents of factor analysis believe that it helps to deal with data sets where there are large numbers of observed variables that are thought to reflect a smaller number of underlying/latent variables. It is one of the most commonly used inter-dependency techniques and is used when the relevant set of variables shows a systematic inter-dependence and the objective is to find out the latent factors that create a commonality.

Factor analysis is related to principal component analysis (PCA), but the two are not identical.[1] There has been significant controversy in the field over differences between the two techniques (see section on exploratory factor analysis versus principal components analysis below). PCA is a more basic version of exploratory factor analysis (EFA) that was developed in the early days prior to the advent of high-speed computers. From the point of view of exploratory analysis, the eigenvalues of PCA are inflated component loadings, i.e., contaminated with error variance.[2][3][4][5][6][7]

In statistics, canonical-correlation analysis (CCA) is a way of inferring information from cross-covariance matrices. If we have two vectors X = (X1, ..., Xn) and Y = (Y1, ..., Ym) of random variables, and there are correlations among the variables, then canonical-correlation analysis will find linear combinations of the Xi and Yj which have maximum correlation with each other.[1] T. R. Knapp notes that "virtually all of the commonly encountered parametric tests of significance can be treated as special cases of canonical-correlation analysis, which is the general procedure for investigating the relationships between two sets of variables."[2] The method was first introduced by Harold Hotelling in 1936.[3]

In signal processing, independent component analysis (ICA) is a computational method for separating a multivariate signal into additive subcomponents. This is done by assuming that the subcomponents are non-Gaussian signals and that they are statistically independent from each other. ICA is a special case of blind source separation. A common example application is the "cocktail party problem" of listening in on one person's speech in a noisy room.

Linear discriminant analysis (LDA) is a generalization of Fisher's linear discriminant, a method used in statistics, pattern recognition and machine learning to find a linear combination of features that characterizes or separates two or more classes of objects or events. The resulting combination may be used as a linear classifier, or, more commonly, for dimensionality reduction before later classification.

LDA is closely related to analysis of variance (ANOVA) and regression analysis, which also attempt to express one dependent variable as a linear combination of other features or measurements.[1][2] However, ANOVA uses categorical independent variables and a continuous dependent variable, whereas discriminant analysis has continuous independent variables and a categorical dependent variable (i.e. the class label).[3] Logistic regression and probit regression are more similar to LDA than ANOVA is, as they also explain a categorical variable by the values of continuous independent variables. These other methods are preferable in applications where it is not reasonable to assume that the independent variables are normally distributed, which is a fundamental assumption of the LDA method.

LDA is also closely related to principal component analysis (PCA) and factor analysis in that they both look for linear combinations of variables which best explain the data.[4] LDA explicitly attempts to model the difference between the classes of data. PCA on the other hand does not take into account any difference in class, and factor analysis builds the feature combinations based on differences rather than similarities. Discriminant analysis is also different from factor analysis in that it is not an interdependence technique: a distinction between independent variables and dependent variables (also called criterion variables) must be made.

LDA works when the measurements made on independent variables for each observation are continuous quantities. When dealing with categorical independent variables, the equivalent technique is discriminant correspondence analysis.[5][6]

Non-negative matrix factorization (NMF or NNMF), also non-negative matrix approximation[1][2] is a group of algorithms in multivariate analysis and linear algebra where a matrix V is factorized into (usually) two matrices W and H, with the property that all three matrices have no negative elements. This non-negativity makes the resulting matrices easier to inspect. Also, in applications such as processing of audio spectrograms or muscular activity, non-negativity is inherent to the data being considered. Since the problem is not exactly solvable in general, it is commonly approximated numerically.

NMF finds applications in such fields as computer vision, document clustering,[1] chemometrics, audio signal processing and recommender systems.[3][4]

Principal component analysis (PCA) is a statistical procedure that uses an orthogonal transformation to convert a set of observations of possibly correlated variables into a set of values of linearly uncorrelated variables called principal components. The number of distinct principal components is equal to the smaller of the number of original variables or the number of observations minus one. This transformation is defined in such a way that the first principal component has the largest possible variance (that is, accounts for as much of the variability in the data as possible), and each succeeding component in turn has the highest variance possible under the constraint that it is orthogonal to the preceding components. The resulting vectors are an uncorrelated orthogonal basis set. PCA is sensitive to the relative scaling of the original variables.

PCA was invented in 1901 by Karl Pearson,[1] as an analogue of the principal axis theorem in mechanics; it was later independently developed and named by Harold Hotelling in the 1930s.[2] Depending on the field of application, it is also named the discrete Karhunen–Loève transform (KLT) in signal processing, the Hotelling transform in multivariate quality control, proper orthogonal decomposition (POD) in mechanical engineering, singular value decomposition (SVD) of X (Golub and Van Loan, 1983), eigenvalue decomposition (EVD) of XTX in linear algebra, factor analysis (for a discussion of the differences between PCA and factor analysis see Ch. 7 of [3]), Eckart–Young theorem (Harman, 1960), or Schmidt–Mirsky theorem in psychometrics, empirical orthogonal functions (EOF) in meteorological science, empirical eigenfunction decomposition (Sirovich, 1987), empirical component analysis (Lorenz, 1956), quasiharmonic modes (Brooks et al., 1988), spectral decomposition in noise and vibration, and empirical modal analysis in structural dynamics.

PCA is mostly used as a tool in exploratory data analysis and for making predictive models. It's often used to visualize genetic distance and relatedness between populations. PCA can be done by eigenvalue decomposition of a data covariance (or correlation) matrix or singular value decomposition of a data matrix, usually after mean centering (and normalizing or using Z-scores) the data matrix for each attribute.[4] The results of a PCA are usually discussed in terms of component scores, sometimes called factor scores (the transformed variable values corresponding to a particular data point), and loadings (the weight by which each standardized original variable should be multiplied to get the component score).[5]

PCA is the simplest of the true eigenvector-based multivariate analyses. Often, its operation can be thought of as revealing the internal structure of the data in a way that best explains the variance in the data. If a multivariate dataset is visualised as a set of coordinates in a high-dimensional data space (1 axis per variable), PCA can supply the user with a lower-dimensional picture, a projection of this object when viewed from its most informative viewpoint. This is done by using only the first few principal components so that the dimensionality of the transformed data is reduced.

PCA is closely related to factor analysis. Factor analysis typically incorporates more domain specific assumptions about the underlying structure and solves eigenvectors of a slightly different matrix.

PCA is also related to canonical correlation analysis (CCA). CCA defines coordinate systems that optimally describe the cross-covariance between two datasets while PCA defines a new orthogonal coordinate system that optimally describes variance in a single dataset.[6][7]

t-distributed stochastic neighbor embedding (t-SNE) is a machine learning algorithm for dimensionality reduction developed by Geoffrey Hinton and Laurens van der Maaten.[1] It is a nonlinear dimensionality reduction technique that is particularly well-suited for embedding high-dimensional data into a space of two or three dimensions, which can then be visualized in a scatter plot. Specifically, it models each high-dimensional object by a two- or three-dimensional point in such a way that similar objects are modeled by nearby points and dissimilar objects are modeled by distant points.

The t-SNE algorithm comprises two main stages. First, t-SNE constructs a probability distribution over pairs of high-dimensional objects in such a way that similar objects have a high probability of being picked, whilst dissimilar points have an extremely small probability of being picked. Second, t-SNE defines a similar probability distribution over the points in the low-dimensional map, and it minimizes the Kullback–Leibler divergence between the two distributions with respect to the locations of the points in the map. Note that whilst the original algorithm uses the Euclidean distance between objects as the base of its similarity metric, this should be changed as appropriate.

t-SNE has been used in a wide range of applications, including computer security research,[2] music analysis,[3] cancer research,[4] bioinformatics,[5] and biomedical signal processing.[6] It is often used to visualize high-level representations learned by an artificial neural network.[7]

*5. Structured prediction**[show]*

Graphical models (Bayes net, CRF, HMM)

A graphical model or probabilistic graphical model (PGM) or structured probabilistic model is a probabilistic model for which a graph expresses the conditional dependence structure between random variables. They are commonly used in probability theory, statistics—particularly Bayesian statistics—and machine learning.

In pattern recognition, the k-nearest neighbors algorithm (k-NN) is a non-parametric method used for classification and regression.[1] In both cases, the input consists of the k closest training examples in the feature space. The output depends on whether k-NN is used for classification or regression:

In k-NN classification, the output is a class membership. An object is classified by a majority vote of its neighbors, with the object being assigned to the class most common among its k nearest neighbors (k is a positive integer, typically small). If k = 1, then the object is simply assigned to the class of that single nearest neighbor.

In k-NN regression, the output is the property value for the object. This value is the average of the values of its k nearest neighbors.

k-NN is a type of instance-based learning, or lazy learning, where the function is only approximated locally and all computation is deferred until classification. The k-NN algorithm is among the simplest of all machine learning algorithms.

Both for classification and regression, a useful technique can be to assign weight to the contributions of the neighbors, so that the nearer neighbors contribute more to the average than the more distant ones. For example, a common weighting scheme consists in giving each neighbor a weight of 1/d, where d is the distance to the neighbor.[2]

The neighbors are taken from a set of objects for which the class (for k-NN classification) or the object property value (for k-NN regression) is known. This can be thought of as the training set for the algorithm, though no explicit training step is required.

A peculiarity of the k-NN algorithm is that it is sensitive to the local structure of the data.[citation needed] The algorithm is not to be confused with k-means, another popular machine learning technique.

In anomaly detection, the local outlier factor (LOF) is an algorithm proposed by Markus M. Breunig, Hans-Peter Kriegel, Raymond T. Ng and Jörg Sander in 2000 for finding anomalous data points by measuring the local deviation of a given data point with respect to its neighbours.[1]

LOF shares some concepts with DBSCAN and OPTICS such as the concepts of "core distance" and "reachability distance", which are used for local density estimation.[2]

An autoencoder, autoassociator or Diabolo network[1]:19 is an artificial neural network used for unsupervised learning of efficient codings.[2][3] The aim of an autoencoder is to learn a representation (encoding) for a set of data, typically for the purpose of dimensionality reduction. Recently, the autoencoder concept has become more widely used for learning generative models of data.[4][5]

Deep learning (also known as deep structured learning or hierarchical learning) is part of a broader family of machine learning methods based on learning data representations, as opposed to task-specific algorithms. Learning can be supervised, semi-supervised or unsupervised.[1][2][3]

Some representations are loosely based on interpretation of information processing and communication patterns in a biological nervous system, such as neural coding that attempts to define a relationship between various stimuli and associated neuronal responses in the brain.[4]

Deep learning architectures such as deep neural networks, deep belief networks and recurrent neural networks have been applied to fields including computer vision, speech recognition, natural language processing, audio recognition, social network filtering, machine translation, bioinformatics and drug design[5], where they have produced results comparable to and in some cases superior[6] to human experts.[7]

A multilayer perceptron (MLP) is a class of feedforward artificial neural network. An MLP consists of at least three layers of nodes. Except for the input nodes, each node is a neuron that uses a nonlinear activation function. MLP utilizes a supervised learning technique called backpropagation for training.[1][2] Its multiple layers and non-linear activation distinguish MLP from a linear perceptron. It can distinguish data that is not linearly separable.[3]

Multilayer perceptrons are sometimes colloquially referred to as "vanilla" neural networks, especially when they have a single hidden layer.[4]

A recurrent neural network (RNN) is a class of artificial neural network where connections between units form a directed cycle. This allows it to exhibit dynamic temporal behavior. Unlike feedforward neural networks, RNNs can use their internal memory to process arbitrary sequences of inputs. This makes them applicable to tasks such as unsegmented, connected handwriting recognition[1] or speech recognition.[2][3]

A restricted Boltzmann machine (RBM) is a generative stochastic artificial neural network that can learn a probability distribution over its set of inputs.

RBMs were initially invented under the name Harmonium by Paul Smolensky in 1986,[1] and rose to prominence after Geoffrey Hinton and collaborators invented fast learning algorithms for them in the mid-2000s. RBMs have found applications in dimensionality reduction,[2] classification,[3] collaborative filtering,[4] feature learning[5] and topic modelling.[6] They can be trained in either supervised or unsupervised ways, depending on the task.

As their name implies, RBMs are a variant of Boltzmann machines, with the restriction that their neurons must form a bipartite graph: a pair of nodes from each of the two groups of units (commonly referred to as the "visible" and "hidden" units respectively) may have a symmetric connection between them; and there are no connections between nodes within a group. By contrast, "unrestricted" Boltzmann machines may have connections between hidden units. This restriction allows for more efficient training algorithms than are available for the general class of Boltzmann machines, in particular the gradient-based contrastive divergence algorithm.[7]

Restricted Boltzmann machines can also be used in deep learning networks. In particular, deep belief networks can be formed by "stacking" RBMs and optionally fine-tuning the resulting deep network with gradient descent and backpropagation.[8]

A self-organizing map (SOM) or self-organizing feature map (SOFM) is a type of artificial neural network (ANN) that is trained using unsupervised learning to produce a low-dimensional (typically two-dimensional), discretized representation of the input space of the training samples, called a map, and is therefore a method to do dimensionality reduction. Self-organizing maps differ from other artificial neural networks as they apply competitive learning as opposed to error-correction learning (such as backpropagation with gradient descent), and in the sense that they use a neighborhood function to preserve the topological properties of the input space.

This makes SOMs useful for visualizing low-dimensional views of high-dimensional data, akin to multidimensional scaling. The artificial neural network introduced by the Finnish professor Teuvo Kohonen in the 1980s is sometimes called a Kohonen map or network.[1][2] The Kohonen net is a computationally convenient abstraction building on biological models of neural systems from the 1970s[3] and morphogenesis models dating back to Alan Turing in the 1950s.[4]

Like most artificial neural networks, SOMs operate in two modes: training and mapping. "Training" builds the map using input examples (a competitive process, also called vector quantization), while "mapping" automatically classifies a new input vector.

A self-organizing map consists of components called nodes or neurons. Associated with each node are a weight vector of the same dimension as the input data vectors, and a position in the map space. The usual arrangement of nodes is a two-dimensional regular spacing in a hexagonal or rectangular grid. The self-organizing map describes a mapping from a higher-dimensional input space to a lower-dimensional map space. The procedure for placing a vector from data space onto the map is to find the node with the closest (smallest distance metric) weight vector to the data space vector.

While it is typical to consider this type of network structure as related to feedforward networks where the nodes are visualized as being attached, this type of architecture is fundamentally different in arrangement and motivation.

Useful extensions include using toroidal grids where opposite edges are connected and using large numbers of nodes.

It has been shown that while self-organizing maps with a small number of nodes behave in a way that is similar to K-means, larger self-organizing maps rearrange data in a way that is fundamentally topological in character.

It is also common to use the U-Matrix.[5] The U-Matrix value of a particular node is the average distance between the node's weight vector and that of its closest neighbors.[6] In a square grid, for instance, we might consider the closest 4 or 8 nodes (the Von Neumann and Moore neighborhoods, respectively), or six nodes in a hexagonal grid.

Large SOMs display emergent properties. In maps consisting of thousands of nodes, it is possible to perform cluster operations on the map itself.[7]

In machine learning, a convolutional neural network (CNN, or ConvNet) is a class of deep, feed-forward artificial neural networks that has successfully been applied to analyzing visual imagery.

CNNs use a variation of multilayer perceptrons designed to require minimal preprocessing.[1] They are also known as shift invariant or space invariant artificial neural networks (SIANN), based on their shared-weights architecture and translation invariance characteristics.[2][3]

Convolutional networks were inspired by biological processes[4] in which the connectivity pattern between neurons is inspired by the organization of the animal visual cortex. Individual cortical neurons respond to stimuli only in a restricted region of the visual field known as the receptive field. The receptive fields of different neurons partially overlap such that they cover the entire visual field.

CNNs use relatively little pre-processing compared to other image classification algorithms. This means that the network learns the filters that in traditional algorithms were hand-engineered. This independence from prior knowledge and human effort in feature design is a major advantage.

They have applications in image and video recognition, recommender systems[5] and natural language processing.[6]

*8. Reinforcement learning**[show]*

Q-learning is a model-free reinforcement learning technique. Specifically, Q-learning can be used to find an optimal action-selection policy for any given (finite) Markov decision process (MDP)[citation needed]. It works by learning an action-value function, often denoted by Q ( s , a ) {\displaystyle Q(s,a)} {\displaystyle Q(s,a)}, which ultimately gives the expected utility of taking a given action a {\displaystyle a} a in a given state s {\displaystyle s} s, and following an optimal policy thereafter. A policy, often denoted by π {\displaystyle \pi } \pi , is a rule that the agent follows in selecting actions, given the state it is in. When such an action-value function is learned, the optimal policy can be constructed by simply selecting the action with the highest value in each state. One of the strengths of Q-learning is that it is able to compare the expected utility of the available actions without requiring a model of the environment. Additionally, Q-learning can handle problems with stochastic transitions and rewards, without requiring any adaptations. It has been proven that for any finite MDP, Q-learning eventually finds an optimal policy, in the sense that the expected value of the total reward return over all successive steps, starting from the current state, is the maximum achievable.[1]

State–action–reward–state–action (SARSA) is an algorithm for learning a Markov decision process policy, used in the reinforcement learning area of machine learning. It was introduced in a technical note[1] where the alternative name SARSA was only mentioned as a footnote.

This name simply reflects the fact that the main function for updating the Q-value depends on the current state of the agent "S1", the action the agent chooses "A1", the reward "R" the agent gets for choosing this action, the state "S2" that the agent will now be in after taking that action, and finally the next action "A2" the agent will choose in its new state. Taking every letter in the quintuple (st, at, rt, st+1, at+1) yields the word SARSA.[2]

Temporal difference (TD) learning is a prediction-based machine learning method. It has primarily been used for the reinforcement learning problem, and is said to be "a combination of Monte Carlo ideas and dynamic programming (DP) ideas."[1] TD resembles a Monte Carlo method because it learns by sampling the environment according to some policy[clarification needed], and is related to dynamic programming techniques as it approximates its current estimate based on previously learned estimates (a process known as bootstrapping). The TD learning algorithm is related to the temporal difference model of animal learning.[2]

As a prediction method, TD learning considers that subsequent predictions are often correlated in some sense. In standard supervised predictive learning, one learns only from actually observed values: A prediction is made, and when the observation is available, the prediction mechanism is adjusted to better match the observation. As elucidated by Richard Sutton, the core idea of TD learning is that one adjusts predictions to match other, more accurate, predictions about the future.[3] This procedure is a form of bootstrapping, as illustrated with the following example:

"Suppose you wish to predict the weather for Saturday, and you have some model that predicts Saturday's weather, given the weather of each day in the week. In the standard case, you would wait until Saturday and then adjust all your models. However, when it is, for example, Friday, you should have a pretty good idea of what the weather would be on Saturday - and thus be able to change, say, Monday's model before Saturday arrives."[3]

Mathematically speaking, both in a standard[which?] and a TD approach, one would try to optimize some cost function, related to the error in our predictions of the expectation of some random variable, E[z]. However, while in the standard approach one in some sense assumes E[z] = z (the actual observed value), in the TD approach we use a model. For the particular case of reinforcement learning, which is the major application of TD methods[according to whom?], z is the total return and E[z] is given by the Bellman equation of the return[clarification needed].

*9. Theory**[show]*

In statistics and machine learning, the bias–variance tradeoff (or dilemma) is the problem of simultaneously minimizing two sources of error that prevent supervised learning algorithms from generalizing beyond their training set:[citation needed]

The bias is an error from erroneous assumptions in the learning algorithm. High bias can cause an algorithm to miss the relevant relations between features and target outputs (underfitting).

The variance is an error from sensitivity to small fluctuations in the training set. High variance can cause an algorithm to model the random noise in the training data, rather than the intended outputs (overfitting).

The bias–variance decomposition is a way of analyzing a learning algorithm's expected generalization error with respect to a particular problem as a sum of three terms, the bias, variance, and a quantity called the irreducible error, resulting from noise in the problem itself.

This tradeoff applies to all forms of supervised learning: classification, regression (function fitting),[1][2] and structured output learning. It has also been invoked to explain the effectiveness of heuristics in human learning.[3]

In computer science, computational learning theory (or just learning theory) is a subfield of Artificial Intelligence devoted to studying the design and analysis of machine learning algorithms.[1]

Empirical risk minimization (ERM) is a principle in statistical learning theory which defines a family of learning algorithms and is used to give theoretical bounds on the performance of learning algorithms.

In computational learning theory, Occam learning is a model of algorithmic learning where the objective of the learner is to output a succinct representation of received training data. This is closely related to probably approximately correct (PAC) learning, where the learner is evaluated on its predictive power of a test set.

Occam learnability implies PAC learning, and for a wide variety of concept classes, the converse is also true: PAC learnability implies Occam learnability.

In computational learning theory, probably approximately correct learning (PAC learning) is a framework for mathematical analysis of machine learning. It was proposed in 1984 by Leslie Valiant.[1]

In this framework, the learner receives samples and must select a generalization function (called the hypothesis) from a certain class of possible functions. The goal is that, with high probability (the "probably" part), the selected function will have low generalization error (the "approximately correct" part). The learner must be able to learn the concept given any arbitrary approximation ratio, probability of success, or distribution of the samples.

The model was later extended to treat noise (misclassified samples).

An important innovation of the PAC framework is the introduction of computational complexity theory concepts to machine learning. In particular, the learner is expected to find efficient functions (time and space requirements bounded to a polynomial of the example size), and the learner itself must implement an efficient procedure (requiring an example count bounded to a polynomial of the concept size, modified by the approximation and likelihood bounds).

Statistical learning theory is a framework for machine learning drawing from the fields of statistics and functional analysis.[1][2] Statistical learning theory deals with the problem of finding a predictive function based on data. Statistical learning theory has led to successful applications in fields such as computer vision, speech recognition, bioinformatics and baseball.[3]

Vapnik–Chervonenkis theory (also known as VC theory) was developed during 1960–1990 by Vladimir Vapnik and Alexey Chervonenkis. The theory is a form of computational learning theory, which attempts to explain the learning process from a statistical point of view.

VC theory is related to statistical learning theory and to empirical processes. Richard M. Dudley and Vladimir Vapnik, among others, have applied VC-theory to empirical processes.

*10. Machine-learning venues**[show]*

The Conference and Workshop on Neural Information Processing Systems (NIPS) is a machine learning and computational neuroscience conference held every December. The conference is currently a double-track meeting (single-track until 2015) that includes invited talks as well as oral and poster presentations of refereed papers, followed by parallel-track workshops that up to 2013 were held at ski resorts.

The International Conference on Machine Learning (ICML) is the leading international academic conference in machine learning. Along with NIPS, it is one of the two primary conferences of high impact in Machine Learning and Artificial Intelligence research. It is supported by the International Machine Learning Society (IMLS).

Machine Learning is a peer-reviewed scientific journal, published since 1986.

In 2001, forty editors and members of the editorial board of Machine Learning resigned in order to support the Journal of Machine Learning Research (JMLR), saying that in the era of the internet, it was detrimental for researchers to continue publishing their papers in expensive journals with pay-access archives. Instead, they wrote, they supported the model of JMLR, in which authors retained copyright over their papers and archives were freely available on the internet.[1]

Following the mass resignation, Kluwer changed their publishing policy to allow authors to self-archive their papers online after peer-review. [2]

The Journal of Machine Learning Research is a peer-reviewed open access scientific journal covering machine learning. It was established in 2000 and the first editor-in-chief was Leslie Kaelbling.[1] The editors-in-chief are Kevin Murphy (Google) and Bernhard Schölkopf (Max Planck Institute for Intelligent Systems).

Learning

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