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ECE 5424: Introduction to Machine Learning

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1 ECE 5424: Introduction to Machine Learning
Topics: Supervised Learning Measuring performance Nearest Neighbor Distance Metrics Readings: Barber 14 (kNN) Stefan Lee Virginia Tech

2 Administrative Course add period is over
If not enrolled, please leave. Virginia law apparently. (C) Dhruv Batra

3 HW0 The lower your score, the harder you should expect to work.
HW0 is graded Average: 81% Median: 85% Max: 100% Min: 35% The lower your score, the harder you should expect to work. (C) Dhruv Batra

4 HW0 Question 1: Sam is an odd and not-so-honest person who carries around a bag containing 3 fair coins (heads and tails) and 1 coin which has heads on both sides (which he uses to cheat his friends out of small amounts of cash). He selects a coin randomly from the bag and flips it 4 times and the coin comes up heads each time. He bets you $10 the next flip will be heads. What is the probability the next flip will be heads? Only 1 coin is drawn from the bag, this coin is flipped 4 times. What is the probability of the 5th flip being heads? Want: P(H | 4H) P(H | 4 H) = P(H | fair) P(fair| 4H) + P(H | unfair) P(unfair|4H) P(fair | 4H) = P(4H | fair) P(fair) / P(4H) (Bayes Rule) P(4H) = P(4H | fair) P(fair) + P(4H | unfair) P(unfair) (C) Dhruv Batra

5 Recap from last time (C) Dhruv Batra

6 Slide Credit: Yaser Abu-Mostapha
(C) Dhruv Batra Slide Credit: Yaser Abu-Mostapha

7 Nearest Neighbor Demo http://www.cs.technion.ac.il/~rani/LocBoost/
(C) Dhruv Batra

8 Proportion as Confidence
Gender Classification from body proportions Igor Janjic & Daniel Friedman, Juniors (C) Dhruv Batra

9 Plan for today Supervised/Inductive Learning Nearest Neighbor
(A bit more on) Loss functions Nearest Neighbor Common Distance Metrics Kernel Classification/Regression Curse of Dimensionality (C) Dhruv Batra

10 Loss/Error Functions How do we measure performance? Regression:
L2 error Classification: #misclassifications Weighted misclassification via a cost matrix For 2-class classification: True Positive, False Positive, True Negative, False Negative For k-class classification: Confusion Matrix ROC curves (C) Dhruv Batra

11 Image Credit: Wikipedia
Nearest Neighbors (C) Dhruv Batra Image Credit: Wikipedia

12 Instance/Memory-based Learning
Four things make a memory based learner: A distance metric How many nearby neighbors to look at? A weighting function (optional) How to fit with the local points? (C) Dhruv Batra Slide Credit: Carlos Guestrin

13 1-Nearest Neighbour Four things make a memory based learner:
A distance metric Euclidean (and others) How many nearby neighbors to look at? 1 A weighting function (optional) unused How to fit with the local points? Just predict the same output as the nearest neighbour. (C) Dhruv Batra Slide Credit: Carlos Guestrin

14 k-Nearest Neighbour Four things make a memory based learner:
A distance metric Euclidean (and others) How many nearby neighbors to look at? k A weighting function (optional) unused How to fit with the local points? Just predict the average output among the nearest neighbors. (C) Dhruv Batra Slide Credit: Carlos Guestrin

15 1-NN for Regression y x Here, this is the closest datapoint
(C) Dhruv Batra Figure Credit: Carlos Guestrin

16 Multivariate distance metrics
Suppose the input vectors x1, x2, …xN are two dimensional: x1 = ( x11 , x12 ) , x2 = ( x21 , x22 ) , …xN = ( xN1 , xN2 ). One can draw the nearest-neighbor regions in input space. Dist(xi,xj) =(xi1 – xj1)2+(3xi2 – 3xj2)2 Dist(xi,xj) = (xi1 – xj1)2 + (xi2 – xj2)2 The relative scalings in the distance metric affect region shapes Slide Credit: Carlos Guestrin

17 Euclidean distance metric
Or equivalently, where A Slide Credit: Carlos Guestrin

18 Notable distance metrics (and their level sets)
Scaled Euclidian (L2) Mahalanobis (non-diagonal A) Slide Credit: Carlos Guestrin

19 Minkowski distance (C) Dhruv Batra
Image Credit: By Waldir (Based on File:MinkowskiCircles.svg) [CC BY-SA 3.0 ( via Wikimedia Commons

20 Notable distance metrics (and their level sets)
Scaled Euclidian (L2) L1 norm (absolute) Mahalanobis (non-diagonal A) Linf (max) norm Slide Credit: Carlos Guestrin


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