EECS 349 Machine Learning

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Transcription:

EECS 349 Machine Learning Instructor: Doug Downey (some slides from Pedro Domingos, University of Washington) 1

Logistics Instructor: Doug Downey Email: ddowney@eecs.northwestern.edu Office hours: Mondays 2:00-3:00 (or by appt), Ford 3-345 TAs: Mohammed Alam (Rony), Yanran Wang (Joyce), Zack Witten Web: (linked from prof. homepage) http://www.cs.northwestern.edu/~downey/courses/349_spring 2015/ 2

Grading and Assignments (1 of 2) Assignment Due Date Points Homework 1 14-Apr-15 10 Homework 2 TBD 15 Project Proposal 9-Apr-15 5+5 Homework 3 TBD 5 Project Status Report TBD 5+5 Homework 4 TBD 10 Project Video 5-Jun-15 10 Project Website 5-Jun-15 20+5 Quizzes Every Wednesday 8 A A- B+ B B- C+ C C- Etc 93+ 92-90 89-87 86-83 82-80 79-77 76-73 72-70 69 3 TOTAL POINTS 103

Grading and Assignments (2 of 2) Four homeworks (40 pts) Submitted via e-mail according to hmwk instructions Late penalty 5% per day must be within 1 week of original deadline Significant programming, some exercises Any programming language Quizzes (8 pts) Each Wednesday weeks 2-9 Bring a device to access Canvas. Practice quiz this week Project (40 pts + 15 peer review) Teams of k Define a task, create/acquire data for the task, train ML algorithm(s), evaluate & report 4

Prerequisites Significant Programming Experience EECS 214, 325 or the equivalent Example: implement decision trees (covered starting Wednesday) Basics of probability E.g. independence Basics of logic E.g. DeMorgan s laws 5

Advice Look at Winter 2014 EECS 349 Homework #2 today 6

Source Materials T. Mitchell, Machine Learning, McGraw-Hill E. Alpaydin, Introduction to Machine Learning, MIT Press (both required ) Papers & Web pages 7

Think/Pair/Share Why study Machine Learning? Think Start End 8

Think/Pair/Share Why study Machine Learning? Think Start End 9

Think/Pair/Share Why study Machine Learning? Pair Start End 10

Think/Pair/Share Why study Machine Learning? Share 11

What is Machine Learning? The study of computer programs that improve automatically with experience T. Mitchell Machine Learning Automating automation Getting computers to program themselves Writing software is the bottleneck Let the data do the work instead! 12

Traditional Programming Input Program Computer Output Machine Learning Input Output Computer Program 13

Magic? No, more like gardening Seeds = Algorithms Nutrients = Data Gardener = You Plants = Programs 14

Case Study: Farecast 15

Sample Applications Web search Computational biology Finance E-commerce Space exploration Robotics Information extraction Social networks Finance Debugging [Your favorite area] Input Output Computer Program 16

Relationship of Machine Learning to Statistics Analytics Data Mining Artificial Intelligence 17

Why study Machine Learning? (1 of 3) A breakthrough in machine learning would be worth ten Microsofts (Bill Gates, Chairman, Microsoft) Machine learning is the next Internet (Tony Tether, former Director, DARPA) Machine learning is the hot new thing (John Hennessy, President, Stanford) Web rankings today are mostly a matter of machine learning (Prabhakar Raghavan, Dir. Research, Yahoo) Machine learning is going to result in a real revolution (Greg Papadopoulos, CTO, Sun) Machine learning is today s discontinuity (Jerry Yang, CEO, Yahoo) 18

Why study Machine Learning? (2 of 3) http://www.emc.com/leadership/digital-universe/2014iview/executive-summary.htm 19

Why study Machine Learning? (3 of 3) One example, proportion of physicians using EMRs 2001: 18% 2011: 57% 2013: 78% what will be able to learn from these? 20

ML in Practice Understanding domain, prior knowledge, and goals Data integration, selection, cleaning, pre-processing, etc. Learning models Interpreting results Consolidating and deploying discovered knowledge Loop 21

What You ll Learn in this Class How do ML algorithms work? Learn by implementing, using For a real problem, how do I: Express my problem as an ML task Choose the right ML algorithm Evaluate the results 22

ML in a Nutshell Tens of thousands of machine learning algorithms Hundreds new every year Every machine learning algorithm has three components: Representation Evaluation Optimization 23

Representation How do we represent the function from input to output? Decision trees Sets of rules / Logic programs Instances Graphical models (Bayes/Markov nets) Neural networks Support vector machines Model ensembles Etc. 24

Evaluation Given some data, how can we tell if a function is good? Accuracy Precision and recall Squared error Likelihood Posterior probability Cost / Utility Margin Entropy K-L divergence Etc. 25

Optimization Given some data, how do we find the best function? Combinatorial optimization E.g.: Greedy search Convex optimization E.g.: Gradient descent Constrained optimization E.g.: Linear programming 26

Types of Learning Supervised (inductive) learning Training data includes desired outputs Unsupervised learning Training data does not include desired outputs Semi-supervised learning Training data includes a few desired outputs Reinforcement learning Rewards from sequence of actions 27

Inductive Learning Given examples of a function (x, f(x)) Predict function f(x) for new instances x Discrete f(x): Classification Continuous f(x): Regression f(x) = Probability(x): Probability estimation Example: x = <Flight=United 102, FlightDate=May 26, Today=May 7> f(x) = +1 if flight price will increase in the next week, or -1 otherwise 28

What We ll Cover Inductive learning Decision tree induction Instance-based learning Linear Regression and Classification Neural networks Genetic Algorithms Support vector machines Bayesian Learning Learning theory Reinforcement Learning Unsupervised learning Clustering Dimensionality reduction 29

Parting Notes Bring a device to access Canvas for quiz on Wednesday Take a look at Homework #2 from EECS 349 Winter 2014 (see my Web page) Reading: Skim: Forbes article (linked on course Web page) Recommended: Mitchell, Chapters 1 & 2 Alpaydin, Ch 1 & 2 30