Welcome to Scribd, the world's digital library. Read, publish, and share books and documents. See more ➡
Standard view
Full view
of .
×
0 of .
Results for:
P. 1
Neural Networks

# Neural Networks

Ratings: 0|Views: 660|Likes:

### Availability:

See More
See less

11/19/2010

pdf

text

original

Regression andClassification withNeural Networks
Andrew W. MooreProfessorSchool of Computer ScienceCarnegie Mellon University
www.cs.cmu.edu/~awmawm@cs.cmu.edu412-268-7599
Note to other teachers and users of these slides. Andrew would be delightedif you found this source material useful ingiving your own lectures. Feel free to usethese slides verbatim, or to modify themto fit your own needs. PowerPointoriginals are available. If you make useof a significant portion of these slides inyour own lecture, please include thismessage, or the following link to thesource repository of Andrew’s tutorials:http://www.cs.cmu.edu/~awm/tutorials.Comments and corrections gratefullyreceived.

Linear Regression
Linear regression assumes that the expected value of the output given an input,
E[y|x]
, is linear.Simplest case:Out(
) =
wx
for some unknown
.Given the data, we can estimate
.
y
5
= 3.1
x
5
= 4
y
4
= 1.9
x
4
= 1.5
y
3
= 2
x
3
= 2
y
2
= 2.2
x
2
= 3
y
1
= 1
x
1
= 1
outputsinputs
DATASET
1
w

1-parameter linear regression
Assume that the data is formed by
=
wx
+ noise
where…the noise signals are independentthe noise has a normal distribution with mean 0and unknown variance
σ
2
P(
|
,
) has a normal distribution withmean
wx
variance
σ
2
Bayesian Linear Regression
P(
|
,
) = Normal (mean
wx
, var
σ
2
)We have a set of datapoints (
1
,
1
) (
2
,
2
) … (
n
,
n
.We want to infer
from the data.P(
|
, x
, x
,…x
, y
, y
…y
) You can use BAYES rule to work out a posteriordistribution for
given the data.Or you could do Maximum Likelihood Estimation

Maximum likelihood estimation of
Asks the question: “For which value of
is this data most likely to havehappened?” <=>For what
isP(
, y
…y
|
, x
, x
,…x
, w
) maximized?<=>For what
is
maximized),(
1
inii
xw y P
=
For what
isFor what
isFor what
isFor what
is
maximized?
),(
1
inii
xw y P
=
maximized?
))(21exp(
21
σ
ii
wx yni
=
maximized?
21
21
  
=
σ
iini
wx y
( )
minimized?
21
=
niii
wx y

## Activity (19)

### Showing

AllMost RecentReviewsAll NotesLikes