DATA SCIENCE

CONCENTRATED Institute of Education of the

Republic of Azerbaijan

TRAINING PROGRAM
INTRODUCTION Machine Learning

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KNOWLE
DGE
GRAPH

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MACHINE
LEARNING

Transformative power
Affected nearly all
industries
Amount of data
Hardware
Algorithms

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DOTA2

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ALPHAGO
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PROBLEM TYPES

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SUPERVISED LEARNING

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SUPERVISED LEARNING

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REGRESSION

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CLASSIFICATION

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TRADITIONAL APPROACH

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MACHINE LEARNING
APPROACH

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WE CAN LEARN FROM
MACHINES

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BRAIN TUMOR DETECTION

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VOICE ASSISTANTS

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SALES PREDICTION

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Field of study that gives computers
the ability to learn without being
explicitly programmed
Arthur Samuel, 1959

A computer program is said

to learn from experience E
with respect to some task T
and some performance
measure P, if its
performance on T, as
measured by P, improves
with experience E.
Tom Mitchell, 1997

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UNSUPERVISED LEARNING

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ANOMALY DETECTION

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REGRESSION OR
CLASSIFICATION?
 Predicting the amount of rainfall
 Predicting the score of a team
 Breed of an animal
 Estimating sales and price of a product
 Churn prediction

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LINEAR REGRESSION
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REGRESSION PROBLEM

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HOUSE PRICE PREDICTION

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HOUSE PRICE PREDICTION

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NOTATION
- input variables (e.g. area), features
- output, target (e.g. price)
- train example
- training set, a list of n training examples

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PROBLEM FORMULATION
Learn a function

such that is a good predictor for the

corresponding value of

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HOUSE PRICE PREDICTION
(1)
𝑥 =2104
1

(1)
𝑥 =3
2
(3)
𝑥 =?
2

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HYPOTHESIS

- parameters, weights

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COMPACT NOTATION
If (intercept term or bias term),

becomes

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HOW TO LEARN?

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HOW TO LEARN?

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COST FUNCTION

Known as least-squares function used in

Ordinary Least Squares regression model

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LEARNING
Objective: minimize cost function
Algorithm: gradient descent
Idea: start with some values of , update repeatedly
to get to the minimum value of

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HOW?

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GRADIENT DESCENT

Simultaneously performed for all values of

– learning rate

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DERIVING COST FUNCTION
For one train example

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UPDATE RULE
For one train example

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BATCH GRADIENT DESCENT
For whole training set

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BATCH GRADIENT DESCENT
Vector form

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OPTIMIZATION
For this optimization (cost minimization) problem:
 – convex quadratic function
Only one global minimum
No other local minimum
Gradient descent always converging

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LEARNING VISUALIZATION

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MACHINE LEARNT!

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MACHINE LEARNT!

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(for fixed , this is a function of x) (function of the parameters )

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(for fixed , this is a function of x) (function of the parameters )

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(for fixed , this is a function of x) (function of the parameters )

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(for fixed , this is a function of x) (function of the parameters )

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(for fixed , this is a function of x) (function of the parameters )

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(for fixed , this is a function of x) (function of the parameters )

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(for fixed , this is a function of x) (function of the parameters )

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(for fixed , this is a function of x) (function of the parameters )

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(for fixed , this is a function of x) (function of the parameters )

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LEARNING VISUALIZATION

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STOCHASTIC GRADIENT
DESCENT

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STOCHASTIC GRADIENT
DESCENT

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YET ANOTHER OPTION

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LEARNING RATE

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LOGISTIC REGRESSION Lecture 3

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QUESTION

Suppose we set .

What is  for the linear hypothesis ?

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QUESTION

Suppose we set .

What is  for the linear hypothesis ?

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QUESTION
Assume that we are using the training set given below.
If the cost function is defined as x y
𝑛 3 4
1 (𝑖) 2
𝐽 ( 𝑤 0 , 𝑤 1 ) = ∑ ( h𝑤 ( 𝑥 ) − 𝑦 )
(𝑖)
2 1
2 𝑖=1
4 3
h𝑤 ( 𝑥 )=𝑤0 +𝑤1 𝑥
0 1

What is  for linear hypothesis?

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QUESTION
Assume that we are using the training set given below.
If the cost function is defined as x y
𝑛 3 4
1 (𝑖) 2
𝐽 ( 𝑤 0 , 𝑤 1 ) = ∑ ( h𝑤 ( 𝑥 ) − 𝑦 )
(𝑖)
2 1
2 𝑖=1
4 3
h𝑤 ( 𝑥 )=𝑤0 +𝑤1 𝑥
0 1

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QUESTION
Even if the learning rate α is very large, every iteration of
gradient descent will decrease the value of
Setting the learning rate α to be very small is not harmful and
can only speed up the convergence of gradient descent

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QUESTION
Even if the learning rate α is very large, every iteration of gradient descent
will decrease the value of
If the learning rate α is too large, one step of gradient descent can actually
vastly "overshoot", and actual increase the value of .
Setting the learning rate α to be very small is not harmful and can only
speed up the convergence of gradient descent
If the learning rate is small, gradient descent ends up taking an extremely
small step on each iteration, so this would actually slow down (rather than
speed up) the convergence of the algorithm.

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QUESTION
If   and   are initialized at a local minimum, the one iteration will not change
their values.
If   and  are initialized at the global minimum, the one iteration will not
change their values.
If  and  are initialized so that   =  , then by symmetry (because we do
simultaneous updates to the two parameters), after one iteration of gradient
descent, we will still have   = 

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QUESTION
If   and   are initialized at a local minimum, the one iteration will not change their values.
 At a local minimum, the derivative (gradient) is zero, so gradient descent will not change the parameters.

If   and  are initialized at the global minimum, the one iteration will not change their values.
 At the global minimum, the derivative (gradient) is zero, so gradient descent will not change the parameters.

If  and  are initialized so that   =  , then by symmetry (because we do simultaneous updates to
the two parameters), after one iteration of gradient descent, we will still have   = 
 The updates to  w0  and  w1  are different (even though we're doing simultaneous updates), so there's no particular
reason to expect them to be the same after one iteration of gradient descent.

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QUESTION
Assume that
Which of the statements below must be true?
For this to be true, we must have  =0 and  =0 so that 0
We can perfectly predict the value of y even for new examples that we have not yet
seen. (e.g., we can perfectly predict prices of even new houses that we have not yet
seen.)
This is not possible: By the definition of , it is not possible for there to exist  and 
so that  =0

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QUESTION
For this to be true, we must have   and  so that 
If , that means the line defined by the equation "" perfectly fits all of our data. There's no particular reason to
expect that the values of  and  that achieve this are both 0 (unless y(i)=0 for all of our training examples).

We can perfectly predict the value of y even for new examples that we have not yet seen.
(e.g., we can perfectly predict prices of even new houses that we have not yet seen.)
Even though we can fit our training set perfectly, this does not mean that we'll always make perfect predictions on
houses in the future/on houses that we have not yet seen.

This is not possible: By the definition of , it is not possible for there to exist  and  so that 
If all of our training examples lie perfectly on a line, then  = 0 is possible.

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CLASSIFICATION PROBLEM
 A small number of discrete values
 Binary classification problem – only two values, 0 and 1
 0 – negative class, 1 – positive class
 – features, – label

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EXAMPLES
 Spam filter
 COVID19 detection
 Fraud detection

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EXAMPLE

(Yes) 1

Malignant ?

(No) 0
Tumor Size Tumor Size

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EXAMPLE
h 𝜃 ( 𝑥 )= 𝜃 𝑇 𝑥

(Yes) 1

Malignant ?

(No) 0
Tumor Size Tumor Size

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LINEAR HYPOTHESIS

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EXAMPLE

(Yes) 1

Malignant ?

(No) 0
Tumor Size Tumor Size

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EXAMPLE

(Yes) 1

Malignant ?

(No) 0
Tumor Size Tumor Size

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EXAMPLE

(Yes) 1

Malignant ?

(No) 0
Tumor Size Tumor Size

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HYPOTHESIS

0 ≤ h𝜃 (𝑥 ) ≤ 1

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HYPOTHESIS

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SIGMOID FUNCTION
Threshold classifier output at 0.5:

if , predict y=1
if , predict y=0

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HYPOTHESIS
- estimated probability that y = 1 on input x
Example:
If = 0.7 , Tell patient that 70% chance of tumor being malignant

“probability that y = 1, given x, parameterized by w”

𝑃 ( 𝑦=0∨𝑥 ;𝑤 ) +𝑃 ( 𝑦=1∨𝑥 ;𝑤 )=1
𝑃 ( 𝑦=0∨𝑥 ;𝑤 )=1− 𝑃 ( 𝑦=1∨𝑥 ;𝑤 )

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QUESTION
Suppose we want to predict, from data x about a tumor, whether it is malignant (y=1)
or benign (y=0). Our logistic regression classifier outputs, for a specific tumor, =
=0.7, so we estimate that there is a 70% chance of this tumor being malignant. What
should be our estimate for , the probability the tumor is benign.

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DERIVING SIGMOID
FUNCTION

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DERIVING SIGMOID
FUNCTION

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DERIVING SIGMOID
FUNCTION

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HOW TO LEARN THIS TIME?

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PROBABILISTICALLY
SPEAKING...

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MAXIMUM LIKELIHOOD
ESTIMATION

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LOG LIKELIHOOD

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DERIVING LOG LIKELIHOOD

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UPDATE RULE

Looks familiar?

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 COST FUNCTION

[ ]
𝑛
1
𝐽 ( 𝑤 ) =−
𝑛
∑ 𝑦 𝑙𝑜𝑔 h𝑤 𝑥 + 1− 𝑦 log ( 1− h𝑤 𝑥 ) )
(
( 𝑖) (𝑖 )
) ( ( 𝑖)
) ( (𝑖 )

𝑖 =1

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COST FUNCTION
If y = 1:
if then Loss=0 𝐿𝑜𝑠𝑠
If y = 1

0 1 h𝑤 ( 𝑥 )

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COST FUNCTION
If y = 0:
if then Loss=0 𝐿𝑜𝑠𝑠
If y = 0

0 1 h𝑤 ( 𝑥 )

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QUESTION
Suppose you are running gradient descent to fit a logistic regression model with
parameter . Which of the following is a reasonable way to make sure the learning α
is set properly and that gradient descent is running correctly?

A. Plot as a function of the number of iterations and make sure J(w) is decreasing
on every iteration
B. Plot as a function of the number of iterations and make sure J(w) is decreasing
on every iteration.
C. Plot J(w) as a function of w and make sure it is decreasing on every iteration.
D. Plot J(w) as a function of w and make sure it is convex.

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