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Slides01 PDF
Overtting (May 8)
Regularization (May 10 )
The Learning Problem
12.
Validation
1. (April 3 )
(May 15 )
Is Learning Feasible?
13.
2. (April 5)
14. Support Ve
tor Ma
hines (May 17 )
3. The Linear Model I (April 10 )
15. Kernel Methods (May 22 )
4. Error and Noise(April 12 )
16. Radial Basis Fun
tions (May 24 )
Sponsored by Calte
h's Provost O
e, E&AS Division, and IST Tuesday, April 3, 2012
The learning problem - Outline
Example of ma
hine learning
Components of Learning
A simple model
Types of learning
Puzzle
AM
L Creator: Yaser Abu-Mostafa - LFD Le
ture 1 2/19
Example: Predi
ting how a viewer will rate a movie
10% improvement = 1 million dollar prize
The essen
e of ma
hine learning:
A pattern exists.
AM
L Creator: Yaser Abu-Mostafa - LFD Le
ture 1 3/19
Movie rating - a solution
r s ? ?
y ? n?
kbuste ru i s e
d
e
tio blo m C
m
o s a rs To
s s
like like prefe like
viewer
movie
Tom
om
a
t edy
o
blo
on nt
kb ten
ion nte
Cru
uste t
ise
r?
in i
t?
AM
L Creator: Yaser Abu-Mostafa - LFD Le
ture 1 4/19
The learning approa
h
top
viewer
movie
LEARNING
rating bottom
AM
L Creator: Yaser Abu-Mostafa - LFD Le
ture 1 5/19
Components of learning
Metaphor: Credit approval
Appli
ant information:
age 23 years
gender male
annual salary $30,000
years in residen
e 1 year
years in job 1 year
urrent debt $15,000
Approve
redit?
AM
L Creator: Yaser Abu-Mostafa - LFD Le
ture 1 6/19
Components of learning
Formalization:
Input: x (
ustomer appli
ation)
AM
L Creator: Yaser Abu-Mostafa - LFD Le
ture 1 7/19
UNKNOWN TARGET FUNCTION
f: X Y
TRAINING EXAMPLES
( x1 , y1 ), ... , ( xN , yN )
LEARNING FINAL
HYPOTHESIS
ALGORITHM g~
~f
A
(final credit approval formula)
HYPOTHESIS SET
H
AM
L Creator: Yaser Abu-Mostafa - LFD Le
ture 1 8/19
Solution
omponents
The 2 solution
omponents of the learning UNKNOWN TARGET FUNCTION
f: X Y
TRAINING EXAMPLES
HYPOTHESIS SET
H
model .
AM
L Creator: Yaser Abu-Mostafa - LFD Le
ture 1 9/19
A simple hypothesis set - the `per
eptron'
For input x = (x1, , xd) `attributes of a
ustomer'
d
Approve
redit if wixi > threshold,
P
i=1
d
Deny
redit if wixi < threshold.
P
i=1
AM
L Creator: Yaser Abu-Mostafa - LFD Le
ture 1 10/19
d
! !
X
h(x) = sign wi xi + w0
i=1
h(x) = sign(wTx)
AM
L Creator: Yaser Abu-Mostafa - LFD Le
ture 1 11/19
A simple learning algorithm - PLA
The per
eptron implements
h(x) = sign(wTx) y= +1 w+y x
That's it!
AM
L Creator: Yaser Abu-Mostafa - LFD Le
ture 1 13/19
The learning problem - Outline
Example of ma
hine learning
Components of learning
A simple model
Types of learning
Puzzle
AM
L Creator: Yaser Abu-Mostafa - LFD Le
ture 1 14/19
Basi
premise of learning
using a set of observations to un
over an underlying pro
ess
Supervised Learning
Unsupervised Learning
AM
L Creator: Yaser Abu-Mostafa - LFD Le
ture 1 15/19
Supervised learning
Example from vending ma
hines
oin re
ognition
25 25
Mass
Mass
5 5
1 1
10 10
Size Size
AM
L Creator: Yaser Abu-Mostafa - LFD Le
ture 1 16/19
Unsupervised learning
Instead of (input,
orre
t output), we get (input, ? )
Mass
Size
AM
L Creator: Yaser Abu-Mostafa - LFD Le
ture 1 17/19
Reinfor
ement learning
Instead of (input,
orre
t output),
we get (input,some output,grade for this output)
AM
L Creator: Yaser Abu-Mostafa - LFD Le
ture 1 18/19
A Learning puzzle
f = 1
f = +1
f =?
AM
L Creator: Yaser Abu-Mostafa - LFD Le
ture 1 19/19