Statistical Learning
Machine Learning Overview
Outline
• What is machine learning?
• Supervised Learning
• Classi cation
• Regression
• Unsupervised Learning
• Clustering
• Reinforcement Learning
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Part I: What is machine learning?
What is machine learning?
• Arthur Samuel (1959): Machine learning is the eld of study that gives the
computer the ability to learn without being explicitly programmed.
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https://tung-dn.github.io/programming.html
What is machine learning?
• Arthur Samuel (1959): Machine learning is the eld of study that gives the
computer the ability to learn without being explicitly programmed.
• Tom Mitchell (1997): A computer program is said to learn from experience
E with respect to some class of tasks T and performance measure P, if
its performance at tasks in T as measured by P, improves with experience
E.
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Supervised
Learning
Taxonomy of ML
Unsupervised
Reinforcement
Learning
Learning
Part II: Supervised Learning
Example 1: Predict whether a user likes a song or not
model
Example 1: Predict whether a user likes a song or not
Intensity
User Sharon
Tempo
Example 1: Predict whether a user likes a song or not
Intensity
User Sharon
DisLike
Like
Relaxed Tempo Fast
Example 1: Predict whether a user likes a song or not
Intensity
User Sharon
DisLike
Like
Relaxed Tempo Fast
Example 1: Predict whether a user likes a song or not
Intensity New data
?
User Sharon
DisLike
Like
Relaxed Tempo Fast
Example 1: Predict whether a user likes a song or not
Intensity New data
User Sharon
DisLike
Like
Relaxed Tempo Fast
Example 2: Classify Images http://www.image-net.org/
Example 2: Classify Images
Experience/Data:
images with labels
indoor outdoor
Example 2: Classify Images
Label: outdoor
Label: indoor
Training data Test data
learning (i.e.,training) testing
performance
Label: outdoor
Label: indoor
Training data Test data
learning (i.e.,training) testing
performance
How to represent data?
input data
d
x∈ℝ Intensity
d: feature dimension
x
x1 Tempo
x=
x2 Intensity
There can be many features!
Relaxed Tempo Fast
How to represent data?
Label Intensity
y ∈ {0,1}
y=1
Where “supervision”
comes from y=0
Relaxed Tempo Fast
Represent various types of data
• Image
- Pixel values
• Bank account
- Credit rating, balance, # deposits in last day, week,
month, year, #withdrawals
Two Types of Supervised Learning Algorithms
Classification Regression
Example of regression: housing price prediction
Given: a dataset that contains samples
(x1, y2), (x2, y2), . . . , (xn, yn) Price
Task: if a residence has x squares
feet, predict the price?
Square feet
𝑛
Example of regression: housing price prediction
Given: a dataset that contains samples
(x1, y2), (x2, y2), (x3, y3), . . . , (xn, yn)
Task: if a residence has x squares
feet, predict the price?
y∈ℝ
Square feet
𝑛
Example of regression: housing price prediction
Input with more features (e.g., lot size)
x
(credit: stanford CS229)
Supervised Learning: More examples
x = raw pixels of the image y = bounding boxes
Russakovsky et al. 2015
Two Types of Supervised Learning Algorithms
Classification Regression
• the label is a discrete variable • the label is a continuous variable
y ∈ {1,2,3,...,K} y∈ℝ
Training Data for Supervised Learning
Training data is a collection of input instances to the
learning algorithm:
(x1, y2), (x2, y2), (x3, y3), . . . , (xn, yn)
input label
A training data is the “experience” given to a learning algorithm
Goal of Supervised Learning
Given training data
(x1, y2), (x2, y2), (x3, y3), . . . , (xn, yn)
Learn a function mapping f : X → Y, such that f(x) predicts
the label y on future data x (not in training data)
Goal of Supervised Learning
Training set error
n
1
∑
0-1 loss for classification ℓ = ( f(xi) ≠ yi)
• n i=1
n
1 2
∑
Squared loss for regression: ℓ = ( f(xi) − yi)
• n i=1
A learning algorithm optimizes the training objective
f* = arg min (x,y)ℓ( f(x), y) Details in upcoming
lectures :)
𝔼
Quiz Break
Q1-1: Which is true about feature vectors?
A. Feature vectors can have at most 10 dimensions
B. Feature vectors have only numeric values
C. The raw image can also be used as the feature vector
D. Text data don’t have feature vectors
Quiz Break
Q1-1: Which is true about feature vectors?
A. Feature vectors can have at most 10 dimensions
B. Feature vectors have only numeric values
C. The raw image can also be used as the feature vector
D. Text data don’t have feature vectors
A. Feature vectors can be in high dimen.
B. Some feature vectors can have other types of values like strings
D. Bag-of-words is a type of feature vector for text
Quiz Break
Q1-2: Which of the following is not a common task of supervised learning?
A. Object detection (predicting bounding box from raw images)
B. Classi cation
C. Regression
D. Dimensionality reduction
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Quiz Break
Q1-2: Which of the following is not a common task of supervised learning?
A. Object detection (predicting bounding box from raw images)
B. Classi cation
C. Regression
D. Dimensionality reduction
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Part II: Unsupervised Learning
(no teacher)
Unsupervised Learning
• Given: dataset contains no label x1, x2, . . . , xn
• Goal: discover interesting patterns and structures in the data
Unsupervised Learning
• Given: dataset contains no label x1, x2, . . . , xn
• Goal: discover interesting patterns and structures in the data
y=1
Intensity
y=0
Tempo
Unsupervised Learning
• Given: dataset contains no label x1, x2, . . . , xn
• Goal: discover interesting patterns and structures in the data
y=1
Intensity Intensity
y=0
Tempo Tempo
Clustering
• Given: dataset contains no label x1, x2, . . . , xn
• Output: divides the data into clusters such that there are
intra-cluster similarity and inter-cluster dissimilarity
Intensity
Tempo
Clustering
Clustering Irises using three di erent features
The colors represent clusters identi ed by the algorithm, not y’s provided as input
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Clustering
• You probably have >1000 digital photos stored on your phone
• After this class you will be able to organize them better
(based on visual similarity)
Clustering Genes
Clustering Words with Similar Meanings
[Arora-Li-Liang-Ma-Risteski, TACL’17,18]
How do we perform clustering?
• Many clustering algorithms. We will look at the two most
frequently used ones:
• K-means clustering: we specify the desired number of
clusters, and use an iterative algorithm to find them
• Hierarchical clustering: we build a binary tree over the
dataset
K-means clustering
• Very popular clustering method
• Don’t confuse it with k-NN classifier
• Input: a dataset x1, x2, . . . , xn , and assume the number of
clusters k is given
K-means clustering
Step 1: Randomly picking 2 positions as initial cluster centers (not necessarily a data
point)
Intensity
Tempo
K-means clustering
Step 2: for each point x, determine its cluster: nd the closest center in Euclidean space
Intensity
Tempo
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K-means clustering
Step 3: update all cluster centers as the centroids
Intensity
Tempo
K-means clustering
Repeat step 2 & 3 until convergence
Intensity
Converged solution!
No labels required!
Tempo
K-means clustering: A demo
https://www.naftaliharris.com/blog/visualizing-k-means-clustering/
Hierarchical Clustering (more to follow next lecture)
Quiz Break
Q2-1: Which is true about machine learning?
A. The process doesn’t involve human inputs
B. The machine is given the training and test data for learning
C. In clustering, the training data also have labels for learning
D. Supervised learning involves labeled data
Quiz Break
Q2-1: Which is true about machine learning?
A. The process doesn’t involve human inputs
B. The machine is given the training and test data for learning
C. In clustering, the training data also have labels for learning
D. Supervised learning involves labeled data
A. The labels are human inputs
B. The machine should not have test data for learning
C. No labels available for clustering
Quiz Break
Q2-2: Which is true about unsupervised learning?
A. There are only 2 unsupervised learning algorithms
B. Kmeans clustering is a type of hierarchical clustering
C. Kmeans algorithm automatically determines the number of clusters k
D. Unsupervised learning is widely used in many applications
Quiz Break
Q2-2: Which is true about unsupervised learning?
A. There are only 2 unsupervised learning algorithms
B. Kmeans clustering is a type of hierarchical clustering
C. Kmeans algorithm automatically determines the number of clusters k
D. Unsupervised learning is widely used in many applications
Part III: Reinforcement Learning
(Learn from reward)
Reinforcement Learning
• Given: an agent that can take actions and a reward function
specifying how good an action is.
• Goal: learn to choose actions that maximize future reward
total.
Google Deepmind
Reinforcement Learning Key Problems
1. Problem: actions may have delayed effects.
• Requires credit-assignment
2. Problem: maximal reward action is unknown
• Exploration-exploitation trade-off
“..the problem [exploration-exploitation]
was proposed [by British scientist] to be
dropped over Germany so that German
scientists could also waste their time on it.”
- Peter Whittle
Multi-armed Bandit
Today’s recap
• What is machine learning?
• Supervised Learning
• Classi cation
• Regression
• Unsupervised Learning
• Reinforcement Learning
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Thanks!