Learning From Data

Lecture 1
The Learning Problem
Introduction
Motivation
Credit Default - A Running Example
Summary of the Learning Problem

M. Magdon-Ismail
CSCI 4100/6100
 Resources

1. Web Page: www.cs.rpi.edu/∼magdon/courses/learn.html

– course info: www.cs.rpi.edu/∼magdon/courses/learn/info.pdf
– slides: www.cs.rpi.edu/∼magdon/courses/learn/slides.html
– assignments: www.cs.rpi.edu/∼magdon/courses/learn/assign.html

Learning From Data

2. Text Book:
Abu-Mostafa, Magdon-Ismail, Lin

3. Book Forum: book.caltech.edu/bookforum

– discussion about any material in book including problems and exercises.
– additional material

4. TA.

5. Professor.

6. Prerequisites? assignment #0

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L Creator: Malik Magdon-Ismail The Learning Problem: 2 /16 The storyline −→
 The Storyline

1. What is Learning?

2. Can We do it?

3. How to do it?
concepts
4. How to do it well? theory
practice

5. General principles?

6. Advanced techniques.

7. Other Learning Paradigms.

our language will be mathematics . . .

. . . our sword will be computer algorithms

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L Creator: Malik Magdon-Ismail The Learning Problem: 3 /16 The applications −→
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L Creator: Malik Magdon-Ismail The Learning Problem: 4 /16 Define a tree −→
 Let’s Define a Tree?

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L Creator: Malik Magdon-Ismail The Learning Problem: 5 /16 A definition −→
 Let’s Define a Tree?

A brown trunk moving upwards and branching with leaves . . .

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L Creator: Malik Magdon-Ismail The Learning Problem: 6 /16 Does it work? −→
 Are These Trees?

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L Creator: Malik Magdon-Ismail The Learning Problem: 7 /16 Learning a Tree −→
 Learning “What are Trees” is ‘Easy’

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L Creator: Malik Magdon-Ismail The Learning Problem: 8 /16 Recognizing is easy −→
 Defining is Hard; Recognizing is Easy

Hard to give a complete mathematical definition of a tree.

Even a 3 year old can tell a tree from a non-tree.
The 3 year old has learned from data. (Other tasks like graphics or GAN?)

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L Creator: Malik Magdon-Ismail The Learning Problem: 9 /16 Rating movies −→
 Learning to Rate Movies

• Can we predict how a viewer would rate a movie?

• Why? So that Netflix can make better movie recommendations, and get more rentals.

• $1 million prize for a mere 10% improvement in their recommendation system.

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L Creator: Malik Magdon-Ismail The Learning Problem: 10 /16 There’s a pattern, we have data −→
 Previous Ratings Reflect Future Ratings

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• Viewer taste & movie content imply viewer rating.
viewer:

Match corresponding factors predicted • No magical formula to predict viewer rating.

then add their contributions rating

movie:
• Netflix has data. We can learn to identify movie
“categories” as well as viewer “preferences”
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Class Motto:

A pattern exists. We don’t know it. We have data to learn it.

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L Creator: Malik Magdon-Ismail The Learning Problem: 11 /16 Credit approval −→
 Credit Approval

Let’s use a conceptual example to crystallize the issues.

age 32 years
gender male
salary 40,000
debt 26,000
years in job 1 year
years at home 3 years
... ...

Approve for credit?

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L Creator: Malik Magdon-Ismail The Learning Problem: 12 /16 There’s a pattern, we have data −→
 Credit Approval

Let’s use a conceptual example to crystallize the issues.

age 32 years
• Using salary, debt, years in residence, etc., approve for credit or not.
gender male
• No magic credit approval formula. salary 40,000
debt 26,000
• Banks have lots of data.
years in job 1 year
– customer information: salary, debt, etc. years at home 3 years
– whether or not they defaulted on their credit. ... ...

Approve for credit?

A pattern exists. We don’t know it. We have data to learn it.

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L Creator: Malik Magdon-Ismail The Learning Problem: 13 /16 Key players −→
 The Key Players

• Salary, debt, years in residence, . . . input x ∈ Rd = X .

• Approve credit or not output y ∈ {−1, +1} = Y.
• True relationship between x and y target function f : X 7→ Y.
(The target f is unknown.)

• Data on customers data set D = (x1, y1), . . . , (xN , yN ).

(yn = f (xn).)

X Y and D are given by the learning problem;

The target f is fixed but unknown.

We learn the function f from the data D.

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L Creator: Malik Magdon-Ismail The Learning Problem: 14 /16 Learning −→
 Learning

• Start with a set of candidate hypotheses H which you think are likely to represent f .
H = {h1, h2, . . . , }
is called the hypothesis set or model.

• Select a hypothesis g from H. The way we do this is called a learning algorithm.

• Use g for new customers. We hope g ≈ f .

X Y and D are given by the learning problem;

The target f is fixed but unknown.

We choose H and the learning algorithm

This is a very general setup (eg. choose H to be all possible hypotheses)

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L Creator: Malik Magdon-Ismail The Learning Problem: 15 /16 Summary of learning setup −→
 Summary of the Learning Setup

UNKNOWN TARGET FUNCTION

f : X 7→ Y
(ideal credit approval formula)
yn = f (xn )

TRAINING EXAMPLES
(x1 , y1 ), (x2 , y2 ), . . . , (xN , yN )

(historical records of credit customers)

LEARNING FINAL
ALGORITHM HYPOTHESIS
A g≈f
(learned credit approval formula)

HYPOTHESIS SET
H

(set of candidate formulas)

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L Creator: Malik Magdon-Ismail The Learning Problem: 16 /16