ML Postmid1
ML Postmid1
Gotxsg€anNaive Baya .
Smooåhing4ap Jace
is
Line-ay Classifier
6epaTa{inq hypeyplane
Ô objecJcive max
po,e
—-f(2Po
blxl obJec±iVcfunck
chaoaeg)
IIAI
11211
Ě ( Xi-3i
Ilŕ)l
IIÔI) =ô
d—tnin
rmx q 11+11-1
ffN8iÛ
ensuyeskhal
is genmekYic
fnN9i n.
min s+
maX—maY0iYl claSSİfieT OY
sup paye vecbv clasifiev R)i+h
hayd
poinks on mayon aye
Suuppoyl vec-lpys. nok on
maygif)» Iheq cofrlYiblAEe
choîSe CF hypeYplane
Suppoyl veclo« clasçif(ey-
This is optimal claşifveY
Sepyakinq hg pey pime clasgiÇfCY
mox fhaygîD clasgiFjey hard margifl
@ maxH q
]Jğ2/b
Û Tüll min4 llwllL
yegcaled SLACh
QTI -Fbz )
-ı
Theorem The above 407mulntions aye equivalent.
equivalent of -Foymulahon@'
max
MMX max
miD-l
S•t• g.) -bbl)
yi I—Éi y f)
4euDobseyvabons
--5 no viola-hoocwell sepaya-ted
+ coyongSide of rynYqiD/bu±on coyyeclside
coront side of
of byperplane
ÉpL
bypeyplarr
c=ooEHayd-rrayon
loto—valueof c
Hi9b-va(ue 0C C -ò NarYouYY
less-viohtlon
cause oveYfitFrg
Loidey mayqin, less generalisa+ioo
more-violoo.ee4ion *
lead-to Undeyfit.
Quich recap cons4yaìned o
pyobletf\
min -Ê(Q)
tfon
GleneYQl
Md Lagvarvian
f(Q) hiCu)
••sa{isftes
co
O
lf L) : feosble pJc Esa{jsfies
Solu±ion-b ep(L7)'is game as
coDsEya-lDIop pyoble;
min
Gerwic Congl-yain-b problem
Lagăange mul-łipliers
max e)
-Țeasible Convex opti
ep@)— fa)
o-lbeyajłse blen
min min max dual forma
lałi0T)
ConcHeT,.eo( = min
max (Ă/ e ma..Xmin L
e c, e) min p
Mîn H Q)
-P easîbl )
Ș gI complemenăry Shckncg
gi Convex
( bf inkycepo
min
Objective : To dual
max 9 a) = max mif)
g,
i=
(2)
2Q(i Yi =O
. Convex 40 _ ?
L * generic dual
KhT cordi16crg ø-goY
coovex .
SQ±hc$ed
Solvedud
-J using @
are on rnaYoir%
= —M ax Xi
i;gri
-Sivgn( <Zi/J> +
non-żeyodi *CoYYegpond guppoY± vecłors.
Non-lîneaY -5 (ce keynelfuncłien
Łbe fot Sofł—roayqjn
, n} c(Rd
cohîch
unkrówn.
/appyox•
choice oȚ loss funcŁi0D (deperds OD obj)
IȚISE ( — łbe frainîng eyyoy)
Ehôin•łm-łsinł
Głereval(tQhoD anseendQłQ P(X./Y)
E ExpecŁedmsE)
obj-> m)njmiSîngbaining eYYOY
1--5alco Min imigin$ oeneYalisabd) eyyoy
E vav
一 f31
E「
bias= E囹 一
Co sitio de-
BiaS—VaYnnce
EXECłed -Iesł eyroy
fCÂY
(E (ȚCŁ))—
VaY(Ț(ț)) +
—(ŃoiSe)+ @iaŕ(ȚII))
hon much olkY
model vaYies?
loco hiqh
VaYiancc vaWiance
locobias
high bias
quadvałîc
6
l-łneavrnael
6
-ș hiob ŁYaîDin8loc peysis&
undeYȚi
Hing
model îs veyg Cimple ancl
nol expres î ve enovgh Yeflecł relati hips among
vavîąbles.
Trcreasing daąaseł(ęîE no-[help-Pul
Cîmpley -3 Comp&x li kel(d FEIp.
High degYee Țlgnomial
--3fił -O sparious patterns
îrryease
5mp\e7nobel
norms o?
RegudQY'ltQ-h•oo -to contYol bios—VAYiOJÄQ{Yodeoff
ea e
gbYiDl
ReguÄritahon c-lyengtb
+ I-t— Ridge
regression
= Il WIIo f- _= # of nonR.eyoin la
allan-
—a-hVeJ C= Wil)
reg
Chg-go
Cleas& absolutte sbfinkaqe
Selection
ReylaYi2a-h-00
the lecæuY%toe discused
high bias i S cavsed b! lack OP model'
exerci €1 9 Complex model-
On Ehe handJ Complexmodel {end to give high
vQViance, artl coeshould look simpler model -to
fake coxe high Vaynnce
gives Yîse łYade-frFF blo bîasąl variance .
RegulaYitQl-ionîs one-toag corrłțol bias-vafiancę
ŁYade off.
oeraîc -Țoymulałîon, RegulaYiž•ed -RxnCłÎOn has
min R(u)
voheye T(e) : novmal loss AncŁion (ex: MSF)
R(L) : RegulariteY
S-lYenoŁh
common examples•
I I Alfr q- RĐklQYlăbn
RO) II12110 OF non-żeyoes în g)
Ag kerdg {o make ceveyal voj's2eYo,
cboîce khis has -lendencg
ModelSpaysey(ag nill be EYo q on(yTeu.)non-t@fo
(Di will be pyesenĐ
Jôouoevey, main pyobleml? iŁš noe dŕPPeyenŁiQbIę.
*T-nslead ased
Ț(e) (s logg
TRO) =
Tn nOłafion,
We aYe looking
min
-AnalHkjco.( SolU±ion
Takino a deyivakve U
C uTxTxw +4T4
¯öl.o
rJTx12 : sca lar
Foy min
Töb(ewoy
Eyroy/bia;/ T Vayiance
VaYiance
Bias
model
comp
ty) in EYms of A
>Toen( eTYor
Bias
eyyof
bios/
VaYianæ
Variqnce
Il
4—Ridff reqyession
Lasso
Ridge
vayiance
Ac A OF bias •incveages,
simpler mode) T—-n
conveysely, as A J, vayiance 't
(X ±A.ä I toil
nxd Crnalyixncka60t)
is no-bdefined at O
2nd±evm
* Need+0 al&eyna-bvemejchodobey
+han analytical coluå-ion qyadienl descen±• t'
* uses Q called
min C WI LOi_l
LhSD
Solving univayiale
obeys are -hxed
OPH pyoblem
SVM» SMOC Sequential MinimiSa-bo%)op-bmita-bbj
descene•
R jdqe Regression
q: IDhlALhSSO resulJs in eslimats
aye exac-uy teYo, Ridge is unable to
do so ?
LPrSSO* also booYls as Vayiab\e SeleckoY
Ridge
dose
LhSSo
min
CO I +1.,02__
I (Dil+lU)21 SS
TRB(NINGI
CET Dato
tvlæel Improvement
Wedichon accuracy
r modelInleypre{abilit-u
Non-lineaY variaLle -fransfoymation
Kernel -brick
Link function in Ccan be
trfroduce nonÅineayi@J
Assume Iineav is ctnfFcierrbzlow bias
sanpl$/l # OF variab16 pyed€cbs
p ( based on theiY re layonship,
variance can be high I Iou)
S low varianceC4endercD
p {enderEy-Jø ovevfikard hioh variance
Solvåion ..-3 t.oags
Subsev
@ shytnkqoe me-khod selec-kior)
11m do e ßeffessi on
Ll LhSSO Re8Te-8sion
( some ae closeb &YO,
hencecan be removed)
Jdon -b Iotoey dimensiDj.
. CpYöjec
subsu selection
Best
glec-hon X e (RP/ subsetsjte k
l. Null mæel/ -z: sample for a Oven
1-3no mean
pred i cåoYS.
2. Foy k=lx
@ -Fil- ( Bbdelg conbinlnq k pyedlc-brs
@ Selec+ / call
(t) models Mk
best RSS C Residual sum og Sq(AQYe)
indivec Jc es-hmaJce-+va\/dev
cp
Cmkaike inf cri4eyion)
Blk ( Bayesian inf.
1-->irÜlYecJc ecJc
{egl- eyroy
fourued on
information 9)eoYY
kL—divev e c Compare how pyobabiIt-by
p -from a pyobabili+y
I.oilh menn Q
%mpkcovariant
OYffonorma-.( ma-bYix
biT bJ -O •i*J
Obiec&ive PYOjec+ da±A C IR d
V —Rd (dim (
• pyojecæ da±ovX] in V
06
n€yma-fior) Los
max varianc perspective— gpYeod
CVaYi arc)
sequenhal appyoach
I-blækföY yec-bT e Rd -that
data.
maximieegHoe vaYianc of pyodecked
BTXi
—o
— 1--11
: eioen of-S
Giqen-value decompcibon : coyyeBpoDd(n6
eco—value
Aemnxn
Define p d (anal
co•PchA-i entMis
hi is elder)value of
g, b, aye coyyegponding eigen—
VeC-bys
0—0
| blT
chooSe ei8en-value
hi t e-vec{oy
Varance perspeckive
projec&ionof Xi on V
Y BTXi
a..2i
var V -L
max VI moX
layqec-l e gen-
—Vaue Al
bi : coyregpondirn
pol eigen-vec-lvo
coff)poenE
S peelYaL7beovem
symne&ic ma4Yjx A has -Che fack-ofl
Yeal A= •
e-vec-(-oys Q
Akbgpaa mox vayiancg
Aggumc•.We have m-l pyincipaA Componentcs as
e-vec±bYs associated larges Jc
e-value.
TAA
OBS.
: PYoiec{-îon
ma-ËYix
pyojec+if)g onto
the %kbspaQ
by
: asgœìakd coi±b
layaesE e—valueoe
C Sek of
Of S Cl afe iden±ica)
layqesjc oF q./
eìaer—value OB S.
B —ym —eig6) vec-œys
OF S ave
ASSocia4ed
{QYae.SJc
e—vaUeS •
Relaijve variance e.21QlDedvay;ana-:
captured
2Ài (Anexpla,nd vayiance•.
OVkh0h0Yrnal basic
bi
= Cibi / Ci C R
= ajibj C V
miniMite avg- Te COYEbcxc+i0D eyTöY
Zi Ş- çj-bj , 9 e R
J-ı
zcjdj
diM(U) Bo
Re mçEYuc+-iöf) eYYOY
40Y
TMz%9vg II
z)
gj/Ej EllXi-%ll L - I
D7-i
(zı-7j)T
DX
Daji
Daji
(li-13 blkJ
-z (Zi%j ¯aji) —0
aji
pYojech6nof
-qâbdJJȚ)Ă
OCLGęosxo
ô&-CuE
-0 ąono.k
SWogpO.CL
płoăechon
in *o-be pyincip-.l
SlkbSpaQ
Je.2CbĐpyircipd subSFncĐ
Młl
j=
bjTXiXITbj
n i j=cni-l
sna(le-ge d -M
of S
*Min variance o-P data pRecJed
oy%oaonal œmplement OF ffe principal-
componen+ •
Key Sleps in pcfr..