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Machine Learning : Foundations

Machine Learning : Foundations. Yishay Mansour Tel-Aviv University. Typical Applications. Classification/Clustering problems: Data mining Information Retrieval Web search Self-customization news mail. Typical Applications. Control Robots Dialog system Complicated software

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Machine Learning : Foundations

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  1. Machine Learning: Foundations Yishay Mansour Tel-Aviv University

  2. Typical Applications • Classification/Clustering problems: • Data mining • Information Retrieval • Web search • Self-customization • news • mail

  3. Typical Applications • Control • Robots • Dialog system • Complicated software • driving a car • playing a game (backgammon)

  4. Why Now? • Technology ready: • Algorithms and theory. • Information abundant: • Flood of data (online) • Computational power • Sophisticated techniques • Industry and consumer needs.

  5. Example 1: Credit Risk Analysis • Typical customer: bank. • Database: • Current clients data, including: • basic profile (income, house ownership, delinquent account, etc.) • Basic classification. • Goal: predict/decide whether to grant credit.

  6. Example 1: Credit Risk Analysis • Rules learned from data: IF Other-Delinquent-Accounts > 2 and Number-Delinquent-Billing-Cycles >1 THEN DENAY CREDIT IF Other-Delinquent-Accounts = 0 and Income > $30k THEN GRANT CREDIT

  7. Example 2: Clustering news • Data: Reuters news / Web data • Goal: Basic category classification: • Business, sports, politics, etc. • classify to subcategories (unspecified) • Methodology: • consider “typical words” for each category. • Classify using a “distance “ measure.

  8. Example 3: Robot control • Goal: Control a robot in an unknown environment. • Needs both • to explore (new places and action) • to use acquired knowledge to gain benefits. • Learning task “control” what is observes!

  9. A Glimpse in to the future • Today status: • First-generation algorithms: • Neural nets, decision trees, etc. • Well-formed data-bases • Future: • many more problems: • networking, control, software. • Main advantage is flexibility!

  10. Relevant Disciplines • Artificial intelligence • Statistics • Computational learning theory • Control theory • Information Theory • Philosophy • Psychology and neurobiology.

  11. Type of models • Supervised learning • Given access to classified data • Unsupervised learning • Given access to data, but no classification • Control learning • Selects actions and observes consequences. • Maximizes long-term cumulative return.

  12. Learning: Complete Information • Probability D1 over and probability D2 for • Equally likely. • Computing the probability of “smiley” given a point (x,y). • Use Bayes formula. • Let p be the probability.

  13. Predictions and Loss Model • Boolean Error • Predict a Boolean value. • each error we lose 1 (no error no loss.) • Compare the probability p to 1/2. • Predict deterministically with the higher value. • Optimal prediction (for this loss) • Can not recover probabilities!

  14. Predictions and Loss Model • quadratic loss • Predict a “real number” q for outcome 1. • Loss (q-p)2 for outcome 1 • Loss ([1-q]-[1-p])2 for outcome 0 • Expected loss: (p-q)2 • Minimized for p=q (Optimal prediction) • recovers the probabilities • Needs to know p to compute loss!

  15. Predictions and Loss Model • Logarithmic loss • Predict a “real number” q for outcome 1. • Loss log 1/q for outcome 1 • Loss log 1/(1-q) for outcome 0 • Expected loss: -p log q -(1-p) log (1-q) • Minimized for p=q (Optimal prediction) • recovers the probabilities • Loss does not depend on p!

  16. The basic PAC Model Distribution D over domain X Unknown target function f(x) Goal: find h(x) such that h(x) approx. f(x) Given H find heH that minimizes PrD[h(x) f(x)]

  17. Basic PAC Notions Example (x,f(x)) S - sample of m examples drawn i.i.d using D True errore(h)= PrD[h(x)=f(x)] Observed errore’(h)= 1/m |{ x eS | h(x)  f(x) }| Basic question: How close is e(h)toe’(h)

  18. Bayesian Theory Prior distribution over H Given a sample S compute a posterior distribution: Maximum Likelihood (ML)Pr[S|h] Maximum A Posteriori (MAP)Pr[h|S] Bayesian PredictorS h(x) Pr[h|S].

  19. Nearest Neighbor Methods Classify using near examples. Assume a “structured space” and a “metric” + - + - ? + - + -

  20. Computational Methods How to find an h e H with low observed error. Most cases computational tasks are provably hard. Heuristic algorithm for specific classes.

  21. sign S wn w1 x1 xn Separating Hyperplane Perceptron:sign(  xiwi ) Find w1 .... wn Limited representation

  22. x1 xn Neural Networks Sigmoidal gates: a=  xiwi and output = 1/(1+ e-a) Back Propagation

  23. +1 -1 +1 Decision Trees x1 > 5 x6 > 2

  24. Decision Trees Limited Representation Efficient Algorithms. Aim: Find a small decision tree with low observed error.

  25. Decision Trees PHASE I: Construct the tree greedy, using a local index function. Ginni Index : G(x) = x(1-x), Entropy H(x) ... PHASE II: Prune the decision Tree while maintaining low observed error. Good experimental results

  26. Complexity versus Generalization hypothesis complexity versus observed error. More complex hypothesis have lower observed error, but might have higher true error.

  27. Basic criteria for Model Selection Minimum Description Length e’(h) + |code length of h| Structural Risk Minimization: e’(h) + sqrt{ log |H| / m }

  28. Genetic Programming A search Method. Local mutation operations Cross-over operations Keeps the “best” candidates. Example: decision trees Change a node in a tree Replace a subtree by another tree Keep trees with low observed error

  29. General PAC Methodology Minimize the observed error. Search for a small size classifier Hand-tailored search method for specific classes.

  30. Weak Learning Small class of predicates H Weak Learning: Assume that for any distribution D, there is some predicate heH that predicts better than 1/2+e. Strong Learning Weak Learning

  31. Boosting Algorithms Functions: Weighted majority of the predicates. Methodology: Change the distribution to target “hard” examples. Weight of an example is exponential in the number of incorrect classifications. Extremely good experimental results and efficient algorithms.

  32. Support Vector Machine n dimensions m dimensions

  33. Support Vector Machine Project data to a high dimensional space. Use a hyperplane in the LARGE space. Choose a hyperplane with a large MARGIN. - + + - + - +

  34. Other Models Membership Queries x f(x)

  35. Fourier Transform f(x) = S az cz(x) cz(x) = (-1)<x,z> Many Simple classes are well approximated using large coefficients. Efficient algorithms for finding large coefficients.

  36. Reinforcement Learning Control Problems. Changing the parameters changes the behavior. Search for optimal policies.

  37. Clustering: Unsupervised learning

  38. Unsupervised learning: Clustering

  39. Basic Concepts in Probability • For a single hypothesis h: • Given an observed error • Bound the true error • Markov Inequality • Chebyshev Inequality • Chernoff Inequality

  40. Basic Concepts in Probability • Switching from h1 to h2: • Given the observed errors • Predict if h2 is better. • Total error rate • Cases where h1(x)  h2(x) • More refine

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