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Neural Networks and Learning Systems

TBMI 26


Ola Friman
ola.friman@foi.se
Lecture 2
Supervised learning Linear models
Recap - Supervised learning
Task: Learn to predict/classify new data from
labeled examples.
Input: Training data examples {x
i
, y
i
} i=1...N,
where x
i
is a feature vector and y
i
is a class
label in the set O. Today well mostly assume
two classes: O = {1,1}
Output: A function f(x;w
1
,,w
k
) O
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Find a function f and adjust the parameters w
1
,,w
k
so that
new feature vectors are classified correctly. Generalization!!
How does the brain take decisions?
(on the low level!)
Basic unit: the neuron






The human brain has approximately 100
billion (10
11
) neurons.
Each neuron connected to about 7000 other
neurons.
Approx. 10
14
- 10
15
synapses (connections).
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Cell body
Axon
Dendrites
Model of a neuron
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Input signals
Weights
Summation
Activation function
E
x
1
x
2
x
n
w
1
w
n
w
2
The Perceptron
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(McCulloch & Pitts 1943, Rosenblatt 1962)
( ) ( ) x w
T
n
w x w w w w x x + = |
.
|

\
|
+ = .

=
0
n
1 i
i i 0 0 n 1
, , ; ,..., f o o
Extra reading on the history of the perceptron:
http://www.csulb.edu/~cwallis/artificialn/History.htm
( ) ( ) x sign x = o
( ) x x = o
( ) ( ) x x tanh = o
-1
1
-1
1
Sigmoid function
Step function
Linear function
Not differentiable!
Not biologically plausible!
Notational simplification: Bias weight
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( ) ( ) x w
T
n
x w w w x x o o = |
.
|

\
|
= .

=
n
0 i
i i 0 n 1
, , ; ,..., f
Add a constant 1 to the feature vector so that we
dont have to treat w
0
separately.

Instead of x = [x
1
,...,x
n
]
T,
we have x = [1, x
1
,...,x
n
]
T
Activation functions in 2D
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( ) ( ) x w x w
T T
sign = o
( ) x w x w
T T
= o
( ) ( ) x w x w
T T
tanh = o
Geometry of linear classifiers
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x
1
x
2 y = w
0
+w
1
x
1
+w
2
x
2
= 0
(w
1,
w
2
)
T
y < 0
y > 0
Another view the super feature
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=
=
n
0 i
i i
x w
T
x w
Reduces the original n features
into one single feature
x
If seen as vectors, w
T
x is the
projection of x onto w.
w
w
T
x
(w
1,
w
2
)
T
Advantages of a parametric model
Only stores a few parameters (w
0
, w
1
, ,w
n
)
instead of all the training samples, as in k-NN.
Very fast to evaluate on which side of the line
a new sample is on: w
T
x <0 or w
T
x >0
is also known as a
discriminant function.





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( ) ( ) x w w x
T
o = ; f
Which linear classifier to choose?
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x
1
x
2 y = w
0
+w
1
x
1
+w
2
x
2
= 0
(w
1,
w
2
)
T
y < 0
y > 0
Find the best separator
Optimization!
Min/max of a cost function c(w
0
, w
1
, ,w
n
)
with the weights w
0
, w
1
, ,w
n
as parameters.
Two ways to optimize:
Algebraic: Set derivative and solve!
Iterative numeric: Follow the gradient direction
until minimum/maximum of g is reached.
This is called gradient descent/ascent!
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0 =
c
c
i
w
c
Gradient descent/ascent
13
?
How to get to the lowest point?
|
|
|
|
.
|

\
|
c
c
c
c
= V
2
1
x
f
x
f
f
Gradient descent
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Small q
Large q
Too large q
Gradient escent
Choosing the step length
Choosing the step length
The size of the gradient is not relevant!
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c(w)
Small derivative, small steps.
Large derivative, large steps.
Local optima
Gradient search is not guaranteed to find the
global minimum/maximum.
With a sufficiently small step length, the
closest local optimum will be found.
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Global
minimum
Local
minima
Online learning vs. batch learning
Batch learning: Use all training examples to
update the classifier.
Most oftenly used.
Online learning: Update the classifier using
one training example at the time.
Can be used when training samples arrive
sequentially, e.g., adaptive learning.
Also known as stochastic ascent/descent.
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Three different cost functions
Perceptron algorithm
Linear Discriminant Analysis
(a.k.a. Fisher Linear Discriminant)
Support Vector Machines
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Perceptron algorithm
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( ) x w
T
i
i n
y w w w

I e
= ,..., ,
1 0
c
Maximize the following cost function
n = # features
I = set of misclassified training samples
y
i
e {-1,1} depending on the class of training sample i
Historically (1960s) one of the first machine learning algorithms
Negative for misclassified samples
Considers only misclassified samples
( )
n
w w w ,..., ,
1 0
c is always negative, or 0 for a perfect classification!
Linear activation function
Perceptron algorithm, cont.
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ik
i
i
k
x y
w

I e
=
c
cc
( ) x w
T
i
i n
y w w w

I e
= ,..., ,
1 0
c
i
i
i
y x
w

I e
=
c
cc

Algorithm:
1. Start with a random w
2. Iterate Eq. 1 until convergence
Gradient ascent:
( ) 1 Eq.
1 i
i
i t t t
y x w
w
w w

I e
+
+ =
c
c
+ = q
c
q
Perceptron example
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Perceptron algorithm, cont.
If the classes are linearly separable, the
perceptron algorithm will converge to a
solution that separates the classes.
If the classes are not linearly separable, the
algorithm will fail.
Which solution it arrives in depends on the
start value w.
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Linear Discriminant Analysis (LDA)
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x
1
(w
1,
w
2
)
T

x
2
Consider the projected feature vectors
LDA Different projections
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x
1
x
2
Projection
Optimal projection
Separating plane
LDA Separation
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Small variance
Large distance
Large variance
Small distance
Goal: minimize variance and maximize distance.

2
( )
2
2
2
1
2
2 1
o o

c
+

=
Maximize:
LDA Cost function
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( )
2
2
2
1
2
2 1
o o

c
+

=
( ) ( ) w C w w C w w C w w w
tot
T T T
= + = +
2 1
2
2
2
1
o o
( ) ( ) ( )( ) Cw w w x x x x w x w x w w
T
n
i
T
i i
T
n
i
T
i
T
n n
= |
.
|

\
|
= = =

= = 1
2
1
2
1 1
o
Variance:
C
( ) x w x w x w w
T
n
i
i
T
n
i
i
T
n n
= |
.
|

\
|
= =

= = 1 1
1 1

Distance:
1
x
( ) ( ) ( ) ( ) ( ) ( )( ) Mw w w x x x x w x x w w w
T
T
T T
= = =
2 1 2 1
2
2 1
2
2 1

M
2
x
LDA Cost function, cont.
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( )
( )
w C w
Mw w
w
tot
T
T
=
+

=
2
2
2
1
2
2 1
o o

c
This form is called a (generalized) Rayleigh quotient,
which is maximized by the largest eigenvector to the
generalized eigenvalue problem C
tot
w = Mw!
Simplification:
Some scalar K
( )( ) ( )
2 1 2 1 2 1
x x w x x x x Mw = = K
T
( )
2 1
1
~ x x C w

tot
Scaling of w not important!
LDA - Examples
-4 -3 -2 -1 0 1 2 3 4
-4
-3
-2
-1
0
1
2
3
4
5
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-4 -3 -2 -1 0 1 2 3 4
-4
-3
-2
-1
0
1
2
3
4
Support Vector Machines (SVM)
Idea!
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Optimal separation line remains the same, feature points
close to the class limits are more important!

These are called support vectors!
Support vectors
SVM Maximum margin
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2
2
w
w
Choose w that gives maximum margin !
SVM Cost function
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w

w
T
x+w
0
= 1
w
T
x+w
0
= -1
w
T
x+w
0
> 1
w
T
x+w
0
< -1
w
T
x+w
0
= 0

Scaling of w is free choose a specific scaling!
x
p
w
T
(x
p
+ ) + w
0
= 1
x
s
w
T
x
s
+ w
0
= 1
x
s
= x
p
+
w
T
+ w
T
x
p
+ w
0
= 1
0
||w||
T
= ||w||
For the support vector, = 1 / ||w||
SVM Cost function, cont.
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Maximizing = 1 / ||w|| is the same as minimizing ||w||!
1 ) ( subject to
min
0
> + w y
i
T
i
x w
w
No training samples must reside in the margin region!
Optimization procedure outside the scope of this course
Summary Linear classifiers
Perceptron algorithm:
Of historical interest
Linear Discriminant Analysis
Simple to implement
Very useful as a first classifier to try
Support Vector Machines
By many considered as the state-of-the-art classifier
principle, especially the nonlinear forms (see next
lecture)
Many software packages exist on the internet
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What about more than 2 classes?
Common solution: Combine several binary
classifiers
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Evaluate most
likely class