Week 1 and 2

01 and 02: Introduction, Regression Analysis, and Gradient Descent

Next: Week 3  Index: Index

Introduction to the course
  • We will learn about
    • State of the art
    • How to do the implementation
  • Applications of machine learning include
    • Search
    • Photo tagging
    • Spam filters
  • The AI dream of building machines as intelligent as humans
    • Many people believe best way to do that is mimic how humans learn
  • What the course covers
    • Learn about state of the art algorithms
    • But the algorithms and math alone are no good
    • Need to know how to get these to work in problems
  • Why is ML so prevalent?
    • Grew out of AI
    • Build intelligent machines
      • You can program a machine how to do some simple thing
        • For the most part hard-wiring AI is too difficult
      • Best way to do it is to have some way for machines to learn things themselves
        • A mechanism for learning - if a machine can learn from input then it does the hard work for you
Examples
  • Database mining
    • Machine learning has recently become so big party because of the huge amount of data being generated
    • Large datasets from growth of automation web
    • Sources of data include
      • Web data (click-stream or click through data)
        • Mine to understand users better
        • Huge segment of silicon valley
      • Medical records
        • Electronic records -> turn records in knowledges
      • Biological data
        • Gene sequences, ML algorithms give a better understanding of human genome
      • Engineering info
        • Data from sensors, log reports, photos etc
  • Applications that we cannot program by hand
    • Autonomous helicopter
    • Handwriting recognition
      • This is very inexpensive because when you write an envelope, algorithms can automatically route envelopes through the post
    • Natural language processing (NLP)
      • AI pertaining to language
    • Computer vision
      • AI pertaining vision
  • Self customizing programs
    • Netflix
    • Amazon
    • iTunes genius
    • Take users info
      • Learn based on your behavior
  • Understand human learning and the brain
    • If we can build systems that mimic (or try to mimic) how the brain works, this may push our own understanding of the associated neurobiology
What is machine learning?
  • Here we...
    • Define what it is
    • When to use it
  • Not a well defined definition
    • Couple of examples of how people have tried to define it
  • Arthur Samuel (1959)
    • Machine learning: "Field of study that gives computers the ability to learn without being explicitly programmed"
      • Samuels wrote a checkers playing program
        • Had the program play 10000 games against itself
        • Work out which board positions were good and bad depending on wins/losses
  • Tom Michel (1999)
    • Well posed learning problem: "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."
      • The checkers example, 
        • E = 10000s games
        • T is playing checkers
        • P if you win or not
  • Several types of learning algorithms
    • Supervised learning
      • Teach the computer how to do something, then let it use it;s new found knowledge to do it
    • Unsupervised learning
      • Let the computer learn how to do something, and use this to determine structure and patterns in data
    • Reinforcement learning
    • Recommender systems
  • This course
    • Look at practical advice for applying learning algorithms
    • Learning a set of tools and how to apply them
Supervised learning - introduction
  • Probably the most common problem type in machine learning
  • Starting with an example
    • How do we predict housing prices
      • Collect data regarding housing prices and how they relate to size in feet
      • Machine Learning Mentor

  • Example problem: "Given this data, a friend has a house 750 square feet - how much can they be expected to get?"

  • What approaches can we use to solve this?
    • Straight line through data
      • Maybe $150 000
    • Second order polynomial
      • Maybe $200 000
    • One thing we discuss later - how to chose straight or curved line?
    • Each of these approaches represent a way of doing supervised learning
  • What does this mean? 
    • We gave the algorithm a data set where a "right answer" was provided
    • So we know actual prices for houses
      • The idea is we can learn what makes the price a certain value from the training data
      • The algorithm should then produce more right answers based on new training data where we don't know the price already
        • i.e. predict the price
  • We also call this a regression problem
    • Predict continuous valued output (price)
    • No real discrete delineation 
  • Another example
    • Can we definer breast cancer as malignant or benign based on tumor size


  • Looking at data
    • Five of each
    • Can you estimate prognosis based on tumor size?
    • This is an example of a classification problem
      • Classify data into one of two discrete classes - no in between, either malignant or not
      • In classification problems, can have a discrete number of possible values for the output
        • e.g. maybe have four values
          • 0 - benign
          • 1 - type 1
          • 2 - type 2
          • 3 - type 4
  • In classification problems we can plot data in a different way

  • Use only one attribute (size)
    • In other problems may have multiple attributes
    • We may also, for example, know age and tumor size

  • Based on that data, you can try and define separate classes by 
    • Drawing a straight line between the two groups
    • Using a more complex function to define the two groups (which we'll discuss later)
    • Then, when you have an individual with a specific tumor size and who is a specific age, you can hopefully use that information to place them into one of your classes
  • You might have many features to consider
    • Clump thickness
    • Uniformity of cell size
    • Uniformity of cell shape
  • The most exciting algorithms can deal with an infinite number of features
    • How do you deal with an infinite number of features?
    • Neat mathematical trick in support vector machine (which we discuss later)
      • If you have an infinitely long list - we can develop and algorithm to deal with that
  • Summary
    • Supervised learning lets you get the "right" data a
    • Regression problem
    • Classification problem
Unsupervised learning - introduction
  • Second major problem type
  • In unsupervised learning, we get unlabeled data
    • Just told - here is a data set, can you structure it
  • One way of doing this would be to cluster data into to groups
    • This is a clustering algorithm
Clustering algorithm
  • Example of clustering algorithm
    • Google news
      • Groups news stories into cohesive groups
    • Used in any other problems as well
      • Genomics
      • Microarray data
        • Have a group of individuals
        • On each measure expression of a gene 
        • Run algorithm to cluster individuals into types of people

      • Organize computer clusters
        • Identify potential weak spots or distribute workload effectively
      • Social network analysis
        • Customer data
      • Astronomical data analysis
        • Algorithms give amazing results
  • Basically
    • Can you automatically generate structure
    • Because we don't give it the answer, it's unsupervised learning
Cocktail party algorithm
  • Cocktail party problem
    • Lots of overlapping voices - hard to hear what everyone is saying
      • Two people talking
      • Microphones at different distances from speakers



  • Record sightly different versions of the conversation depending on where your microphone is
    • But overlapping none the less
  • Have recordings of the conversation from each microphone
    • Give them to a cocktail party algorithm
    • Algorithm processes audio recordings
      • Determines there are two audio sources
      • Separates out the two sources
  • Is this a very complicated problem
    • Algorithm can be done with one line of code!
    • [W,s,v] = svd((repmat(sum(x.*x,1), size(x,1),1).*x)*x');
      • Not easy to identify
      • But, programs can be short!
      • Using octave (or MATLAB) for examples
        • Often prototype algorithms in octave/MATLAB to test as it's very fast
        • Only when you show it works migrate it to C++
        • Gives a much faster agile development
  • Understanding this algorithm
    • svd - linear algebra routine which is built into octave
      • In C++ this would be very complicated!
    • Shown that using MATLAB to prototype is a really good way to do this

Linear Regression
  • Housing price data example used earlier
    • Supervised learning regression problem
  • What do we start with?
    • Training set (this is your data set)
    • Notation (used throughout the course)
      • m = number of training examples
      • x's = input variables / features
      • y's = output variable "target" variables
        • (x,y) - single training example
        • (xi, yj- specific example (ith training example)
          • i is an index to training set

  • With our training set defined - how do we used it?
    • Take training set
    • Pass into a learning algorithm 
    • Algorithm outputs a function (denoted ) (h = hypothesis)
      • This function takes an input (e.g. size of new house)
      • Tries to output the estimated value of Y
  • How do we represent hypothesis ?
    • Going to present h as;
      • hθ(x) = θ0 + θ1x
        • h(x) (shorthand)
  • What does this mean?
    • Means Y is a linear function of x!
    •  θi are parameters
      • θ0 is zero condition
      • θ1 is gradient
  • This kind of function is a linear regression with one variable
    • Also called univariate linear regression
  • So in summary
    • A hypothesis takes in some variable
    • Uses parameters determined by a learning system
    • Outputs a prediction based on that input

Linear regression - implementation (cost function)
  • A cost function lets us figure out how to fit the best straight line to our data
  • Choosing values for θi (parameters)
    • Different values give you different functions
    • If θ0 is 1.5 and θ1 is 0 then we get straight line parallel with X along 1.5 @ y
    • If θ1 is > 0 then we get a positive slope
  • Based on our training set we want to generate parameters which make the straight line 
    • Chosen these parameters so hθ(x) is close to y for our training examples
      • Basically, uses xs in training set with hθ(x) to give output which is as close to the actual y value as possible 
      • Think of hθ(x) as a "y imitator" - it tries to convert the x into y, and considering we already have y we can evaluate how well hθ(x) does this
  • To formalize this;
    • We want to want to solve a minimization problem
    • Minimize (hθ(x) - y)
      • i.e. minimize the difference between h(x) and y for each/any/every example
    • Sum this over the training set

  • Minimize squared different between predicted house price and actual house price
    • 1/2m
      • 1/m - means we determine the average
      • 1/2m the 2 makes the math a bit easier, and doesn't change the constants we determine at all (i.e. half the smallest value is still the smallest value!)
    • Minimizing θ0/θ1 means we get the values of θ0 and θ1 which find on average the minimal deviation of x from y when we use those parameters in our hypothesis function
  • More cleanly, this is a cost function

  • And we want to minimize this cost function
    • Our cost function is (because of the summaration term) inherently looking at ALL the data in the training set at any time
  • So to recap
    • Hypothesis - is like your prediction machine, throw in an x value, get a putative y value

    • Cost - is a way to, using your training data, determine values for your θ values which make the hypothesis as accurate as possible

      • This cost function is also called the squared error cost function
        • This cost function is reasonable choice for most regression functions
        • Probably most commonly used function
    • In case J(θ0,θ1) is a bit abstract, going into what it does, why it works and how we use it in the coming sections
Cost function - a deeper look
  • Lets consider some intuition about the cost function and why we want to use it
    • The cost function determines parameters
    • The value associated with the parameters determines how your hypothesis behaves, with different values generate different 
  • Simplified hypothesis 
    • Assumes θ0 = 0

  • Cost function and goal here are very similar to when we have θ0, but with a simpler parameter
    • Simplified hypothesis makes visualizing cost function J() a bit easier
  • So hypothesis pass through 0,0
  • Two key functions we want to understand 
    •  hθ(x)
      • Hypothesis is a function of x - function of what the size of the house is
    • J(θ1)
      • Is a function of the parameter of θ1
    • So for example
      • θ1 = 1
      • J(θ1) = 0
    • Plot
      • θ1 vs J(θ1)
      • Data
        • 1)
          • θ1 = 1
          • J(θ1) = 0
        • 2) 
          • θ1 = 0.5
          • J(θ1) = ~0.58
        • 3)
          • θ1 = 0
          • J(θ1) = ~2.3
    • If we compute a range of values plot
      • J(θ1) vs θ1 we get a polynomial (looks like a quadratic)

  • The optimization objective for the learning algorithm is find the value of θ1 which minimizes J(θ1)
    • So, here θ1 = 1 is the best value for θ1

A deeper insight into the cost function - simplified cost function
  • Assume you're familiar with contour plots or contour figures
    • Using same cost function, hypothesis and goal as previously
    • It's OK to skip parts of this section if you don't understand contour plots
  • Using our original complex hypothesis with two parameters,
    • So cost function is 
      • J(θ0θ1)
  • Example,
    • Say 
      • θ0 = 50
      • θ1 = 0.06
    • Previously we plotted our cost function by plotting
      • θ1 vs J(θ1)
    • Now we have two parameters
      • Plot becomes a bit more complicated
      • Generates a 3D surface plot where axis are
        • X = θ1
        • Z = θ0
        • Y = J(θ0,θ1)


  • We can see that the height (y) indicates the value of the cost function, so find where y is at a minimum

  • Instead of a surface plot we can use a contour figures/plots
    • Set of ellipses in different colors
    • Each color is the same value of J(θ0θ1), but obviously plot to different locations because θ1 and θ0 will vary
    • Imagine a bowl shape function coming out of the screen so the middle is the concentric circles

  • Each point (like the red one above) represents a pair of parameter values for Ɵ0 and Ɵ1
    • Our example here put the values at
      • θ0 = ~800
      • θ1 = ~-0.15
    • Not a good fit
      • i.e. these parameters give a value on our contour plot far from the center
    • If we have
      • θ0 = ~360
      • θ1 = 0
      • This gives a better hypothesis, but still not great - not in the center of the countour plot 
    • Finally we find the minimum, which gives the best hypothesis
  • Doing this by eye/hand is a pain in the ass
    • What we really want is an efficient algorithm fro finding the minimum for θ0 and θ1

Gradient descent algorithm
  • Minimize cost function J
  • Gradient descent
    • Used all over machine learning for minimization
  • Start by looking at a general J() function
  • Problem
    • We have J(θ0θ1)
    • We want to get min J(θ0θ1)
  • Gradient descent applies to more general functions
    • J(θ0θ1θ2 .... θn)
    • min J(θ0θ1θ2 .... θn)
 How does it work?
  • Start with initial guesses
    • Start at 0,0 (or any other value)
    • Keeping changing θ0 and θ1 a little bit to try and reduce J(θ0,θ1)
  • Each time you change the parameters, you select the gradient which reduces J(θ0,θ1) the most possible 
  • Repeat
  • Do so until you converge to a local minimum
  • Has an interesting property
    • Where you start can determine which minimum you end up

    • Here we can see one initialization point led to one local minimum
    • The other led to a different one

A more formal definition
  • Do the following until convergence


  • What does this all mean?
    • Update θj by setting it to (θj - α) times the partial derivative of the cost function with respect to θj
  • Notation
    • :=
      • Denotes assignment
      • NB a = b is a truth assertion
    • α (alpha)
      • Is a number called the learning rate
      • Controls how big a step you take
        • If α is big have an aggressive gradient descent
        • If α is small take tiny steps
  • Derivative term

    • Not going to talk about it now, derive it later
  • There is a subtly about how this gradient descent algorithm is implemented
    • Do this for θ0 and θ1
    • For j = 0 and j = 1 means we simultaneously update both
    • How do we do this?
      • Compute the right hand side for both θand θ1
        • So we need a temp value
      • Then, update θand θ1 at the same time
      • We show this graphically below
  • If you implement the non-simultaneous update it's not gradient descent, and will behave weirdly
    • But it might look sort of right - so it's important to remember this!
Understanding the algorithm
  • To understand gradient descent, we'll return to a simpler function where we minimize one parameter to help explain the algorithm in more detail
    • min θ1 J(θ1) where θ1 is a real number
  • Two key terms in the algorithm
    • Alpha
    • Derivative term
  • Notation nuances
    • Partial derivative vs. derivative
      • Use partial derivative when we have multiple variables but only derive with respect to one
      • Use derivative when we are deriving with respect to all the variables
  • Derivative term
            

    • Derivative says
      • Lets take the tangent at the point and look at the slope of the line
      • So moving towards the minimum (down) will generate a negative derivative, alpha is always positive, so will update j(θ1) to a smaller value
      • Similarly, if we're moving up a slope we make j(θ1) a bigger numbers
  • Alpha term (α)
    • What happens if alpha is too small or too large
    • Too small
      • Take baby steps
      • Takes too long
    • Too large
      • Can overshoot the minimum and fail to converge
  • When you get to a local minimum
    • Gradient of tangent/derivative is 0
    • So derivative term = 0
    • alpha * 0 = 0
    • So θ1 = θ1- 0 
    • So θ1 remains the same
  • As you approach the global minimum the derivative term gets smaller, so your update gets smaller, even with alpha is fixed
    • Means as the algorithm runs you take smaller steps as you approach the minimum
    • So no need to change alpha over time
Linear regression with gradient descent
  • Apply gradient descent to minimize the squared error cost function J(θ0θ1)
  • Now we have a partial derivative

  • So here we're just expanding out the first expression
    • J(θ0θ1) = 1/2m....
    • hθ(x) = θ0 + θ1*x
  • So we need to determine the derivative for each parameter - i.e.
    • When j = 0
    • When j = 1
  • Figure out what this partial derivative is for the θ0 and θ1 case
    • When we derive this expression in terms of j = 0 and j = 1 we get the following

  • To check this you need to know multivariate calculus
    • So we can plug these values back into the gradient descent algorithm
  • How does it work
    • Risk of meeting different local optimum
    • The linear regression cost function is always a convex function - always has a single minimum
      • Bowl shaped
      • One global optima
        • So gradient descent will always converge to global optima
    • In action
      • Initialize values to 
        • θ0 = 900
        • θ1 = -0.1


  • End up at a global minimum
  • This is actually Batch Gradient Descent
    • Refers to the fact that over each step you look at all the training data
      • Each step compute over m training examples
    • Sometimes non-batch versions exist, which look at small data subsets
      • We'll look at other forms of gradient descent (to use when m is too large) later in the course
  • There exists a numerical solution for finding a solution for a minimum function
    • Normal equations method 
    • Gradient descent scales better to large data sets though
    • Used in lots of contexts and machine learning 
What's next - important extensions
Two extension to the algorithm
  • 1) Normal equation for numeric solution
    • To solve the minimization problem we can solve it [ min J(θ0θ1) ] exactly using a numeric method which avoids the iterative approach used by gradient descent
    • Normal equations method
    • Has advantages and disadvantages
      • Advantage
        • No longer an alpha term
        • Can be much faster for some problems
      • Disadvantage
        • Much more complicated
    • We discuss the normal equation in the linear regression with multiple features section
  • 2) We can learn with a larger number of features
    • So may have other parameters which contribute towards a prize
      • e.g. with houses
        • Size
        • Age
        • Number bedrooms
        • Number floors
      • x1, x2, x3, x4
    • With multiple features becomes hard to plot
      • Can't really plot in more than 3 dimensions
      • Notation becomes more complicated too
        • Best way to get around with this is the notation of linear algebra
        • Gives notation and set of things you can do with matrices and vectors
        • e.g. Matrix
       
  • We see here this matrix shows us
    • Size
    • Number of bedrooms
    • Number floors
    • Age of home
  • All in one variable
    • Block of numbers, take all data organized into one big block
  • Vector
    • Shown as y 
    • Shows us the prices
  • Need linear algebra for more complex linear regression models
  • Linear algebra is good for making computationally efficient models (as seen later too)
    • Provide a good way to work with large sets of data sets
    • Typically vectorization of a problem is a common optimization technique
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Napoleon Boakye,
Aug 7, 2016, 9:00 PM
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