Machine Learning
Machine Learning
Classification:
• In this type of task, the computer program is asked to specify
which of k categories some input belongs to. To solve this task,
the learning algorithm is usually asked to produce a function f :
R n → {1, . . . , k}
Classification with missing inputs:
• In order to solve the classification task, the
learning algorithm only has to define a single
function mapping from a vector input to a
categorical output.
• When some of the inputs may be missing,
rather than providing a single classification
function, the learning algorithm must learn a
set of functions.
Regression:
• In this type of task, the computer program is
asked to predict a numerical value given some
input. To solve this task, the learning algorithm
is asked to output a function f : R n → R
• This type of task is similar to classification,
except that the format of output is different.
• These kinds of predictions are also used for
algorithmic trading.
Transcription:
• In this type of task, the machine learning system is
asked to observe a relatively unstructured
representation of some kind of data and transcribe it
into discrete, textual form.
Machine translation:
• In a machine translation task, the input already
consists of a sequence of symbols in some language,
and the computer program must convert this into a
sequence of symbols in another language
Structured output:
• Structured output tasks involve any task
where the output is a vector (or other data
structure containing multiple values) with
important relationships between the different
elements.
• This is a broad category, and subsumes the
transcription and translation tasks described
above, but also many other tasks
• Machine learning algorithms can be broadly
categorized as unsupervised or supervised by what
kind of experience they are allowed to have during
the learning process.
• Most of the learning algorithms in this book can be
understood as being allowed to experience an entire
dataset.
Unsupervised learning algorithms:
• experience a dataset containing many features, then
learn useful properties of the structure of this dataset
Supervised learning algorithms:
• Experience a dataset containing features, but
each example is also associated with a label or
target.
• The term supervised learning originates from
the view of the target y being provided by an
instructor or teacher who shows the machine
learning system what to do.
• Some machine learning algorithms do not just
experience a fixed dataset. For example,
reinforcement learning algorithms interact with
an environment, so there is a feedback loop
between the learning system and its experiences.
• One common way of describing a dataset is with
a design matrix. A design matrix is a matrix
containing a different example in each row.
Linear Regression:
• Our definition of a machine learning algorithm
as an algorithm that is capable of improving a
computer program’s performance at some
task via experience is somewhat abstract.
• To make this more concrete, we present an
example of a simple machine learning
algorithm: linear regression
• As the name implies, linear regression solves a
regression problem. In other words, the goal is
to build a system that can take a vector x ∈ Rn
as input and predict the value of a scalar y ∈ R
as its output. In the case of linear regression,
the output is a linear function of the input.
• We define the output to be yˆ = wx
• w ∈ R n is a vector of parameters.
Regularization:
• Regularization is any modification we make to a learning
algorithm that is intended to reduce its generalization error
but not its training error
• The behavior of our algorithm is strongly affected not just
by how large we make the set of functions allowed in its
hypothesis space, but by the specific identity of those
functions.
• More generally, we can regularize a model that learns a
function f(x; θ) by adding a penalty called a regularizer to
the cost function.
Hyper-parameters and Validation Sets:
• Most machine learning algorithms have several
settings that we can use to control the behavior
of the learning algorithm. These settings are
called hyper-parameters.
Cross-Validation:
• Dividing the dataset into a fixed training set and
a fixed test set can be problematic if it results in
the test set being small.
Estimators, Bias and Variance: