INTRODUCTION TO Machine Learning 3rd Edition

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INTRODUCTION TO Machine Learning 3rd Edition Lecture Slides for INTRODUCTION TO Machine Learning 3rd Edition ETHEM ALPAYDIN © The MIT Press, 2014 alpaydin@boun.edu.tr http://www.cmpe.boun.edu.tr/~ethem/i2ml3e

CHAPTER 1: Introduction

Big Data Widespread use of personal computers and wireless communication leads to “big data” We are both producers and consumers of data Data is not random, it has structure, e.g., customer behavior We need “big theory” to extract that structure from data for (a) Understanding the process (b) Making predictions for the future

Why “Learn” ? Machine learning is programming computers to optimize a performance criterion using example data or past experience. There is no need to “learn” to calculate payroll Learning is used when: Human expertise does not exist (navigating on Mars), Humans are unable to explain their expertise (speech recognition) Solution changes in time (routing on a computer network) Solution needs to be adapted to particular cases (user biometrics)

What We Talk About When We Talk About “Learning” Learning general models from a data of particular examples Data is cheap and abundant (data warehouses, data marts); knowledge is expensive and scarce. Example in retail: Customer transactions to consumer behavior: People who bought “Blink” also bought “Outliers” (www.amazon.com) Build a model that is a good and useful approximation to the data.

Data Mining Retail: Market basket analysis, Customer relationship management (CRM) Finance: Credit scoring, fraud detection Manufacturing: Control, robotics, troubleshooting Medicine: Medical diagnosis Telecommunications: Spam filters, intrusion detection Bioinformatics: Motifs, alignment Web mining: Search engines ...

What is Machine Learning? Optimize a performance criterion using example data or past experience. Role of Statistics: Inference from a sample Role of Computer science: Efficient algorithms to Solve the optimization problem Representing and evaluating the model for inference

Applications Association Supervised Learning Unsupervised Learning Classification Regression Unsupervised Learning Reinforcement Learning

Learning Associations Basket analysis: P (Y | X ) probability that somebody who buys X also buys Y where X and Y are products/services. Example: P ( chips | beer ) = 0.7

Classification Example: Credit scoring Differentiating between low-risk and high-risk customers from their income and savings Discriminant: IF income > θ1 AND savings > θ2 THEN low-risk ELSE high-risk

Classification: Applications Aka Pattern recognition Face recognition: Pose, lighting, occlusion (glasses, beard), make-up, hair style Character recognition: Different handwriting styles. Speech recognition: Temporal dependency. Medical diagnosis: From symptoms to illnesses Biometrics: Recognition/authentication using physical and/or behavioral characteristics: Face, iris, signature, etc Outlier/novelty detection:

Face Recognition Training examples of a person Test images ORL dataset, AT&T Laboratories, Cambridge UK

Regression Example: Price of a used car x : car attributes y : price y = g (x | q ) g ( ) model, q parameters y = wx+w0

Regression Applications Navigating a car: Angle of the steering Kinematics of a robot arm α1 α2 (x,y) α1= g1(x,y) α2= g2(x,y) Response surface design

Supervised Learning: Uses Prediction of future cases: Use the rule to predict the output for future inputs Knowledge extraction: The rule is easy to understand Compression: The rule is simpler than the data it explains Outlier detection: Exceptions that are not covered by the rule, e.g., fraud

Unsupervised Learning Learning “what normally happens” No output Clustering: Grouping similar instances Example applications Customer segmentation in CRM Image compression: Color quantization Bioinformatics: Learning motifs

Reinforcement Learning Learning a policy: A sequence of outputs No supervised output but delayed reward Credit assignment problem Game playing Robot in a maze Multiple agents, partial observability, ...

Resources: Datasets UCI Repository: http://www.ics.uci.edu/~mlearn/MLRepository.html Statlib: http://lib.stat.cmu.edu/

Resources: Journals Journal of Machine Learning Research www.jmlr.org Neural Computation Neural Networks IEEE Trans on Neural Networks and Learning Systems IEEE Trans on Pattern Analysis and Machine Intelligence Journals on Statistics/Data Mining/Signal Processing/Natural Language Processing/Bioinformatics/...

Resources: Conferences International Conference on Machine Learning (ICML) European Conference on Machine Learning (ECML) Neural Information Processing Systems (NIPS) Uncertainty in Artificial Intelligence (UAI) Computational Learning Theory (COLT) International Conference on Artificial Neural Networks (ICANN) International Conference on AI & Statistics (AISTATS) International Conference on Pattern Recognition (ICPR) ...