1 Introduction: Numerical Machine Learning

The goal of this course is to enable you to build systems that do something, rather than encyclopedic coverage.

1.1 Problems we will be able to address using material from this course

1.1.1 Regression/Function approximation/Curve fitting

1.1.2 Pattern recognition/Classification

1.1.3 Reinforcement learning

1.1.4 Clustering/Unsupervised Learning/Self-Organization

1.2 Philosophy

1.2.1 Learning from examples is fundamental

The dream is to program computers by simply giving them examples of desired behavior, or just rewards and punishment.

1.2.2 Representations are functions

equation174

See Appendix 1 for a description of the notation used. Our representation is a function that maps an input to an output. Improving the representation means correcting how inputs are mapped to outputs.

Vector input

Our representation of the input data and queries is a vector of numbers tex2html_wrap_inline481 . In classification this is called a ``feature'' vector. Typical input types:

Output

In regression the output y is a continuous variable. In classification it is an assignment of the input to a particular class. Multiple outputs can be handled by separately handling each one.

Geometric point of view

1.2.3 Smoothness is the constraint

1.2.4 Learning is Numerical Optimization

The representations are trained by making them correctly handle the examples. This leads to training by gradient descent, with the criteria to minimize being the mismatch between the predicted and actual outputs for each example.

1.2.5 Classification is Regression

We will handle classification problems for the most part by transforming them into regression problems. More on this in the chapter on classification.

1.3 Methods

Brings together techniques from

See ``relevant courses'' list.

1.4 Relationship to statistics

Statistics: Know form of function, just don't know parameters. Noise is major issue. Learning: error caused by both wrong form and noise. If you repeated observations, would you get same data?

1.5 Big questions

1.5.1 Why learn?

Learn to handle complex systems

We want to deal with complex systems we don't fully understand.

Learn to reduce needed apriori knowledge

We don't have needed apriori knowledge, or it is to expensive to gather/generate apriori knowledge.

1.5.2 How far can numerical approaches go?

When does the geometric and tex2html_wrap_inline485 viewpoint run out of gas?

1.5.3 What is the difference between numeric and symbolic approaches?

Categorical vs. Ordered inputs?

   figure196
Figure 1.1: A classification of tasks.

Categorical values Examples of categorical values: sex is one of male or female, nationality is one of US, Canadian, Mexican, ..., Categorical values can naturally be represented by symbols.

Ordered values are either continuous real values, or discrete values that have a natural ordering, such as the number of people in a room. Ordered discrete values can be represented by symbols, although symbolic representations typically ignore the ordering of the values.

Figure 1.1 attempts to sort out different kinds of tasks:

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