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Introduc)on	
  to	
  Machine	
  
Learning	
  
Integrated	
  Knowledge	
  Solu)ons	
  
h7ps://iksinc.wordpress.com/home/	
  
iksinc@yahoo.com	
  
sikrishan@gmail.com	
  
	
  
	
  
Agenda	
  
•  What	
  is	
  machine	
  learning?	
  
•  Why	
  machine	
  learning	
  and	
  why	
  now?	
  
•  Machine	
  learning	
  terminology	
  
•  Overview	
  of	
  machine	
  learning	
  methods	
  
•  Machine	
  learning	
  to	
  deep	
  learning	
  
•  Summary	
  and	
  Q	
  &	
  A	
  
iksinc@yahoo.com	
  
What	
  is	
  machine	
  learning?	
  
iksinc@yahoo.com	
  
What	
  is	
  Machine	
  Learning?	
  
•  Machine	
  learning	
  deals	
  with	
  making	
  computers	
  learn	
  
to	
  make	
  predic)ons/decisions	
  without	
  explicitly	
  
programming	
  them.	
  Rather	
  a	
  large	
  number	
  of	
  
examples	
  of	
  the	
  underlying	
  task	
  are	
  shown	
  to	
  
op)mize	
  a	
  performance	
  criterion	
  to	
  achieve	
  learning.	
  
iksinc@yahoo.com	
  
An	
  Example	
  of	
  Machine	
  Learning:	
  Credit	
  
Default	
  Predic)on	
  
We	
  have	
  historical	
  data	
  about	
  businesses	
  and	
  their	
  delinquency.	
  The	
  data	
  consists	
  of	
  
100	
  businesses.	
  Each	
  business	
  is	
  characterized	
  via	
  two	
  a7ributes:	
  business	
  age	
  in	
  
months	
  and	
  number	
  of	
  days	
  delinquent	
  in	
  payment.	
  We	
  also	
  know	
  whether	
  a	
  business	
  
defaulted	
  or	
  not.	
  Using	
  machine	
  learning,	
  we	
  can	
  build	
  a	
  model	
  to	
  predict	
  the	
  
probability	
  whether	
  a	
  given	
  business	
  will	
  default	
  or	
  not.	
  
	
  
0	
  
20	
  
40	
  
60	
  
80	
  
100	
  
0	
   100	
   200	
   300	
   400	
   500	
  
iksinc@yahoo.com	
  
Logis)c	
  Regression	
  
•  The	
  model	
  that	
  is	
  used	
  here	
  is	
  called	
  the	
  logis&c	
  regression	
  
model.	
  	
  Lets	
  look	
  at	
  the	
  following	
  expression	
  
	
   	
   	
   	
   	
   	
   	
  ,	
  where	
  x1,	
  x2,…,	
  xk	
  are	
  the	
  a7ributes.	
  
	
  
•  In	
  our	
  example,	
  the	
  a7ributes	
  are	
  business	
  age	
  and	
  number	
  
of	
  days	
  of	
  delinquency.	
  
•  The	
  quan)ty	
  p	
  will	
  always	
  lie	
  in	
  the	
  range	
  0-­‐1	
  and	
  thus	
  can	
  be	
  
interpreted	
  as	
  the	
  probability	
  of	
  outcome	
  being	
  default	
  or	
  no	
  
default.	
  	
  
p =
e(a0+a1x1...+ak xk )
1+e(a0+a1x1...+ak xk )
iksinc@yahoo.com	
  
Logis)c	
  Regression	
  
•  By	
  simple	
  rewri)ng,	
  we	
  get:	
  
	
  log(p/(1-­‐p))	
  =	
  a0	
  +	
  a1x1	
  +	
  a2x2	
  +·∙·∙·∙	
  +	
  akxk	
  	
  
•  This	
  ra)o	
  is	
  called	
  log	
  odds	
  
•  The	
  parameters	
  of	
  the	
  logis)c	
  model,	
  a0	
  ,	
  a1,…,	
  ak,	
  	
  
are	
  learned	
  via	
  an	
  op)miza)on	
  procedure	
  
•  The	
  learned	
  parameters	
  can	
  then	
  be	
  deployed	
  in	
  the	
  
field	
  to	
  make	
  predic)ons	
  
iksinc@yahoo.com	
  
0	
  
0.2	
  
0.4	
  
0.6	
  
0.8	
  
1	
  
1.2	
  
1	
   5	
   9	
   13	
   17	
   21	
   25	
   29	
   33	
   37	
   41	
   45	
   49	
   53	
   57	
   61	
   65	
   69	
   73	
   77	
   81	
   85	
   89	
   93	
   97	
  
Only	
  in	
  rare	
  cases,	
  we	
  get	
  a	
  
100%	
  accurate	
  model.	
  
Model	
  Details	
  and	
  Performance	
  
Plot	
  of	
  predicted	
  default	
  
probability	
  
iksinc@yahoo.com	
  
Using	
  the	
  Model	
  
•  What	
  is	
  the	
  probability	
  of	
  a	
  business	
  
defaul)ng	
  given	
  that	
  business	
  has	
  been	
  with	
  
the	
  bank	
  for	
  26	
  months	
  and	
  is	
  delinquent	
  for	
  
58	
  days?	
  
	
  	
  
	
   	
   	
  	
  
e0.008*26+0.102*58-­‐5.706/
(1+e0.008*26+0.102*58-­‐5.706)	
  
0.603	
  
Plug	
  the	
  model	
  
parameters	
  to	
  
calculate	
  p	
  
BUSAGE:	
  0.008;	
  DAYSDELQ:	
  0.102;	
  Intercept:	
  -­‐5.076	
  
iksinc@yahoo.com	
  
Why	
  Machine	
  Learning	
  and	
  Why	
  Now?	
  
iksinc@yahoo.com	
  
Why	
  Machine	
  Learning?	
  
iksinc@yahoo.com	
  
Buzz	
  about	
  Machine	
  Learning	
  
"Every	
  company	
  is	
  now	
  a	
  data	
  company,	
  
capable	
  of	
  using	
  machine	
  learning	
  in	
  the	
  cloud	
  
to	
  deploy	
  intelligent	
  apps	
  at	
  scale,	
  thanks	
  to	
  
three	
  machine	
  learning	
  trends:	
  data	
  flywheels,	
  
the	
  algorithm	
  economy,	
  and	
  cloud-­‐hosted	
  
intelligence."	
  
Three	
  factors	
  are	
  making	
  machine	
  learning	
  hot.	
  These	
  are	
  cheap	
  data,	
  
algorithmic	
  economy,	
  and	
  cloud-­‐based	
  solu)ons.	
  
iksinc@yahoo.com	
  
Data	
  is	
  gemng	
  cheaper	
  
For	
  example,	
  Tesla	
  has	
  780	
  million	
  miles	
  of	
  driving	
  
data,	
  and	
  adds	
  another	
  million	
  every	
  10	
  hours	
  iksinc@yahoo.com	
  
Algorithmic	
  Economy	
  
iksinc@yahoo.com	
  
Algorithm	
  Economy	
  Players	
  in	
  ML	
  
iksinc@yahoo.com	
  
Cloud-­‐Based	
  Intelligence	
  
Emerging	
  machine	
  intelligence	
  
plaoorms	
  hos)ng	
  pre-­‐trained	
  machine	
  
learning	
  models-­‐as-­‐a-­‐service	
  are	
  
making	
  it	
  easy	
  for	
  companies	
  to	
  get	
  
started	
  with	
  ML,	
  allowing	
  them	
  to	
  
rapidly	
  take	
  their	
  applica)ons	
  from	
  
prototype	
  to	
  produc)on.	
  
Many	
  open	
  source	
  machine	
  learning	
  and	
  
deep	
  learning	
  frameworks	
  running	
  in	
  the	
  
cloud	
  allow	
  easy	
  leveraging	
  of	
  pre-­‐
trained,	
  hosted	
  models	
  to	
  tag	
  images,	
  
recommend	
  products,	
  and	
  do	
  general	
  
natural	
  language	
  processing	
  tasks.	
  
iksinc@yahoo.com	
  
An	
  Example	
  
iksinc@yahoo.com	
  
Apps	
  for	
  Excel	
  	
  
iksinc@yahoo.com	
  
Machine	
  Learning	
  Terminology	
  
iksinc@yahoo.com	
  
Feature	
  Vectors	
  in	
  ML	
  
•  A	
  machine	
  learning	
  system	
  builds	
  models	
  using	
  proper)es	
  of	
  objects	
  being	
  
modeled.	
  These	
  proper)es	
  are	
  called	
  	
  features	
  or	
  a@ributes	
  and	
  the	
  process	
  of	
  
measuring/obtaining	
  such	
  proper)es	
  is	
  called	
  feature	
  extrac&on.	
  It	
  is	
  common	
  to	
  
represent	
  the	
  proper)es	
  of	
  objects	
  as	
  feature	
  vectors.	
  
Sepal	
  width	
  
	
  
Sepal	
  length	
  
	
  
Petal	
  width	
  
	
  
Petal	
  length	
  
x =
2
6
6
4
x1
x2
x3
x4
3
7
7
5
iksinc@yahoo.com	
  
Learning	
  Styles	
  
•  Supervised	
  Learning	
  
–  Training	
  data	
  comes	
  with	
  answers,	
  called	
  labels	
  
–  The	
  goal	
  is	
  to	
  produce	
  labels	
  for	
  new	
  data	
  
iksinc@yahoo.com	
  
Supervised	
  Learning	
  Models	
  
•  Classifica)on	
  models	
  
– Predict	
  whether	
  a	
  
customer	
  is	
  likely	
  to	
  
be	
  lost	
  to	
  compe)tor	
  
– Tag	
  objects	
  in	
  a	
  given	
  
image	
  
– Determine	
  whether	
  
an	
  incoming	
  email	
  is	
  
spam	
  or	
  not	
  
iksinc@yahoo.com	
  
Supervised	
  Learning	
  Models	
  
•  Regression	
  models	
  
– Predict	
  credit	
  card	
  
balance	
  of	
  customers	
  
– Predict	
  the	
  number	
  of	
  
'likes'	
  for	
  a	
  pos)ng	
  
– Predict	
  peak	
  load	
  for	
  
a	
  u)lity	
  given	
  
weather	
  informa)on	
  
iksinc@yahoo.com	
  
Learning	
  Styles	
  
•  Unsupervised	
  Learning	
  
–  Training	
  data	
  comes	
  without	
  labels	
  
–  The	
  goal	
  is	
  to	
  group	
  data	
  into	
  different	
  categories	
  based	
  on	
  similari)es	
  
Grouped	
  Data	
  
iksinc@yahoo.com	
  
Unsupervised	
  Learning	
  Models	
  
•  Segment/	
  cluster	
  
customers	
  into	
  
different	
  groups	
  
•  Organize	
  a	
  collec)on	
  
of	
  documents	
  based	
  
on	
  their	
  content	
  
•  Make	
  
Recommenda)ons	
  
for	
  products	
  
iksinc@yahoo.com	
  
Learning	
  Styles	
  
•  Reinforcement	
  Learning	
  
–  Training	
  data	
  comes	
  without	
  labels	
  
–  The	
  learning	
  system	
  receives	
  feedback	
  from	
  its	
  opera)ng	
  
environment	
  to	
  know	
  how	
  well	
  it	
  is	
  doing	
  
–  The	
  goal	
  is	
  to	
  perform	
  be7er	
  
iksinc@yahoo.com	
  
Overview	
  of	
  Machine	
  Learning	
  Methods	
  
iksinc@yahoo.com	
  
Walk	
  Through	
  An	
  Example:	
  Flower	
  
Classifica)on	
  
•  Build	
  a	
  classifica)on	
  
model	
  to	
  differen)ate	
  
between	
  two	
  classes	
  of	
  
flower	
  
iksinc@yahoo.com	
  
How	
  Do	
  We	
  Go	
  About	
  It?	
  
•  Collect	
  a	
  large	
  number	
  of	
  both	
  types	
  of	
  flowers	
  with	
  
the	
  help	
  of	
  an	
  expert	
  
•  Measure	
  some	
  a7ributes	
  that	
  can	
  help	
  differen)ate	
  
between	
  the	
  two	
  types	
  of	
  flowers.	
  Let	
  those	
  
a7ributes	
  be	
  petal	
  area	
  and	
  sepal	
  area.	
  	
  
iksinc@yahoo.com	
  
Sca7er	
  plot	
  of	
  100	
  examples	
  of	
  flowers	
  
iksinc@yahoo.com	
  
We	
  can	
  separate	
  the	
  flower	
  types	
  using	
  the	
  linear	
  boundary	
  shown	
  
above.	
  The	
  parameters	
  of	
  the	
  line	
  represent	
  the	
  learned	
  classifica)on	
  
model.	
   iksinc@yahoo.com	
  
Another	
  possible	
  boundary.	
  This	
  boundary	
  cannot	
  be	
  expressed	
  via	
  an	
  
equa)on.	
  However,	
  a	
  tree	
  structure	
  can	
  be	
  used	
  to	
  express	
  this	
  boundary.	
  
Note,	
  this	
  boundary	
  does	
  be7er	
  predic)on	
  of	
  the	
  collected	
  data	
  iksinc@yahoo.com	
  
Yet	
  another	
  possible	
  boundary.	
  This	
  boundary	
  does	
  predic)on	
  without	
  any	
  
error.	
  Is	
  this	
  a	
  be7er	
  boundary?	
  
iksinc@yahoo.com	
  
Model	
  Complexity	
  
•  There	
  are	
  tradeoffs	
  between	
  	
  the	
  complexity	
  of	
  	
  models	
  and	
  	
  
their	
  	
  performance	
  	
  in	
  the	
  field.	
  A	
  good	
  design	
  (model	
  choice)	
  
weighs	
  these	
  tradeoffs.	
  
•  A	
  good	
  design	
  should	
  avoid	
  overfimng.	
  How?	
  
–  Divide	
  the	
  en)re	
  data	
  into	
  three	
  sets	
  
•  Training	
  set	
  (about	
  70%	
  of	
  the	
  total	
  data).	
  Use	
  this	
  set	
  to	
  build	
  the	
  model	
  
•  Test	
  set	
  (about	
  20%	
  of	
  the	
  total	
  data).	
  Use	
  this	
  set	
  to	
  es)mate	
  the	
  model	
  
accuracy	
  auer	
  deployment	
  
•  Valida)on	
  set	
  (remaining	
  10%	
  of	
  the	
  total	
  data).	
  Use	
  this	
  set	
  to	
  determine	
  
the	
  appropriate	
  semngs	
  for	
  free	
  parameters	
  of	
  the	
  model.	
  May	
  not	
  be	
  
required	
  in	
  some	
  cases.	
  
	
  
iksinc@yahoo.com	
  
Measuring	
  Model	
  Performance	
  
•  True	
  Posi)ve:	
  Correctly	
  iden)fied	
  as	
  relevant	
  
•  True	
  Nega)ve:	
  Correctly	
  iden)fied	
  as	
  not	
  relevant	
  
•  False	
  Posi)ve:	
  Incorrectly	
  labeled	
  as	
  relevant	
  
•  False	
  Nega)ve:	
  Incorrectly	
  labeled	
  as	
  not	
  relevant	
  
	
  
Image:	
  
True	
  
Posi)ve	
  
True	
  
	
  Nega)ve	
  
Cat	
  vs.	
  No	
  Cat	
  
False	
  
	
  Nega)ve	
  
False	
  
	
  Posi)ve	
  
iksinc@yahoo.com	
  
Precision,	
  Recall,	
  and	
  Accuracy	
  
•  Precision	
  
–  Percentage	
  of	
  posi)ve	
  labels	
  that	
  are	
  correct	
  
–  Precision	
  =	
  (#	
  true	
  posi)ves)	
  /	
  (#	
  true	
  posi)ves	
  +	
  #	
  false	
  posi)ves)	
  
•  Recall	
  
–  Percentage	
  of	
  posi)ve	
  examples	
  that	
  are	
  correctly	
  labeled	
  
–  Recall	
  =	
  (#	
  true	
  posi)ves)	
  /	
  (#	
  true	
  posi)ves	
  +	
  #	
  false	
  nega)ves)	
  
•  Accuracy	
  
–  Percentage	
  of	
  correct	
  labels	
  
–  Accuracy	
  =	
  (#	
  true	
  posi)ves	
  +	
  #	
  true	
  nega)ves)	
  /	
  (#	
  of	
  samples)	
  
iksinc@yahoo.com	
  
Sum-­‐of-­‐Squares	
  Error	
  for	
  Regression	
  
Models	
  
For	
  regression	
  model,	
  the	
  error	
  is	
  measured	
  by	
  taking	
  the	
  square	
  of	
  the	
  
difference	
  between	
  the	
  predicted	
  output	
  value	
  and	
  the	
  target	
  value	
  for	
  each	
  
training	
  (test)	
  example	
  and	
  adding	
  this	
  number	
  over	
  all	
  examples	
  as	
  shown	
  
iksinc@yahoo.com	
  
Bias	
  and	
  Variance	
  
•  Bias:	
  expected	
  difference	
  between	
  model’s	
  
predic)on	
  and	
  truth	
  
•  Variance:	
  how	
  much	
  the	
  model	
  differs	
  among	
  
training	
  sets	
  
•  Model	
  Scenarios	
  
–  High	
  Bias:	
  Model	
  makes	
  inaccurate	
  predic)ons	
  on	
  training	
  
data	
  
–  High	
  Variance:	
  Model	
  does	
  not	
  generalize	
  to	
  new	
  datasets	
  
–  Low	
  Bias:	
  Model	
  makes	
  accurate	
  predic)ons	
  on	
  training	
  
data	
  
–  Low	
  Variance:	
  Model	
  generalizes	
  to	
  new	
  datasets	
  
iksinc@yahoo.com	
  
The	
  Guiding	
  Principle	
  for	
  Model	
  
Selec)on:	
  Occam’s	
  Razor	
  
iksinc@yahoo.com	
  
Model	
  Building	
  Algorithms	
  
•  Supervised	
  learning	
  algorithms	
  
– Linear	
  methods	
  
– k-­‐NN	
  classifiers	
  
– Neural	
  networks	
  
– Support	
  vector	
  machines	
  
– Decision	
  trees	
  
– Ensemble	
  methods	
  
iksinc@yahoo.com	
  
Illustra)on	
  of	
  k-­‐NN	
  Model	
  
Predicted	
  label	
  of	
  test	
  example	
  with	
  1-­‐NN	
  model	
  :	
  Versicolor	
  
Predicted	
  label	
  of	
  text	
  example	
  with	
  3-­‐NN	
  model:	
  Virginica	
  
Test	
  example	
  
iksinc@yahoo.com	
  
Illustra)on	
  of	
  Decision	
  Tree	
  Model	
  
Petal	
  width	
  <=	
  0.8	
  
Setosa	
  
Yes	
  
Petal	
  length	
  <=	
  4.75	
  
Versicolor	
   Virginica	
  
Yes	
   No	
  
No	
  
The	
  decision	
  tree	
  is	
  automa)cally	
  generated	
  by	
  a	
  machine	
  learning	
  algorithm.	
  
iksinc@yahoo.com	
  
Model	
  Building	
  Algorithms	
  
•  Unsupervised	
  learning	
  
– k-­‐means	
  clustering	
  
– Agglomera)ve	
  clustering	
  
– Self	
  organiza)on	
  feature	
  maps	
  
– Recommenda)on	
  system	
  
iksinc@yahoo.com	
  
K-­‐means	
  Clustering	
  
K-m
“by far the
clusterin
nowadays in
industrial
Choose	
  the	
  number	
  of	
  
clusters,	
  k,	
  and	
  ini)al	
  
cluster	
  centers	
  
K-­‐means	
  Clustering	
  
K-m
“by far the
clusterin
nowadays in
industrial
K-means clustering
2
K-means clustering
2
K-means clustering
2
Assign	
  data	
  points	
  to	
  
clusters	
  based	
  on	
  
distance	
  to	
  cluster	
  
centers	
  
K-­‐means	
  Clustering	
  
K-m
“by far the
clusterin
nowadays in
industrial
K-means clustering
2
K-means clustering
2
K-means clustering
2
K-means clustering p
(sum of square dis
from data points to
centers)
minimize
N
n=1
⇥xn cente
3
Update	
  cluster	
  centers	
  
and	
  reassign	
  data	
  
points.	
  	
  
K-means
K-means clustering problem
(sum of square distances
from data points to cluster
minimize
N
n=1
⇥xn centern⇥
2
Illustra)on	
  of	
  Recommenda)on	
  
System	
  
iksinc@yahoo.com	
  
iksinc@yahoo.com	
  
Steps	
  Towards	
  a	
  Machine	
  Learning	
  Project	
  
•  Collect	
  data	
  
•  Explore	
  data	
  via	
  sca7er	
  plots,	
  histograms.	
  
Remove	
  duplicates	
  and	
  data	
  records	
  with	
  
missing	
  values	
  
•  Check	
  for	
  dimensionality	
  reduc)on	
  
•  Build	
  model	
  (itera)ve	
  process)	
  
•  Transport/Integrate	
  with	
  an	
  applica)on	
  
iksinc@yahoo.com	
  
Machine	
  Learning	
  to	
  Deep	
  Learning	
  
iksinc@yahoo.com	
  
Machine	
  Learning	
  Limita)on	
  
•  Machine	
  learning	
  methods	
  operate	
  on	
  manually	
  
designed	
  features.	
  	
  
•  The	
  design	
  of	
  such	
  features	
  for	
  tasks	
  involving	
  
computer	
  vision,	
  speech	
  understanding,	
  natural	
  
language	
  processing	
  is	
  extremely	
  difficult.	
  This	
  puts	
  a	
  
limit	
  on	
  the	
  performance	
  of	
  the	
  system.	
  
iksinc@yahoo.com	
  
Feature	
  Extractor	
  
Trainable	
  
Classifier	
  
Processing	
  Sensory	
  Data	
  is	
  Hard	
  
How	
  do	
  we	
  bridge	
  this	
  gap	
  
between	
  the	
  pixels	
  and	
  
meaning	
  via	
  machine	
  
learning?	
  
Sensory	
  Data	
  Processing	
  is	
  
Challenging	
  
So	
  why	
  not	
  build	
  integrated	
  learning	
  systems	
  that	
  perform	
  end-­‐to-­‐end	
  
learning,	
  i.e.	
  learn	
  the	
  representa)on	
  as	
  well	
  as	
  classifica)on	
  from	
  raw	
  
data	
  without	
  any	
  engineered	
  features.	
  
Feature	
  Learner	
  
Trainable	
  
Classifier	
  
An	
  approach	
  performing	
  end-­‐to-­‐end	
  learning,	
  typically	
  performed	
  through	
  
a	
  series	
  of	
  successive	
  abstrac)ons,	
  is	
  in	
  a	
  nutshell	
  deep	
  learning	
  
SegNet	
  is	
  a	
  deep	
  learning	
  architecture	
  for	
  pixel	
  wise	
  seman)c	
  segmenta)on	
  
from	
  the	
  University	
  of	
  Cambridge.	
  
An	
  example	
  of	
  deep	
  learning	
  Capability	
  
Summary	
  
•  We	
  have	
  just	
  skimmed	
  machine	
  learning	
  at	
  surface	
  
•  Web	
  is	
  full	
  of	
  reading	
  resources	
  (free	
  books,	
  lecture	
  
notes,	
  blogs,	
  videos)	
  to	
  dig	
  into	
  machine	
  learning	
  
•  Several	
  open	
  source	
  souware	
  resources	
  (R,	
  Rapid	
  
Miner,	
  and	
  Scikit-­‐learn	
  etc.)	
  to	
  learn	
  via	
  
experimenta)on	
  
•  Applica)ons	
  based	
  on	
  vision,	
  speech,	
  and	
  natural	
  
language	
  processing	
  are	
  excellent	
  candidates	
  for	
  
deep	
  learning	
  
iksinc@yahoo.com	
  
isethi@oakland.edu	
  
h7ps://iksinc.wordpress.com/home/	
  
iksinc@yahoo.com	
  iksinc@yahoo.com	
  

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Ml intro

  • 1. Introduc)on  to  Machine   Learning   Integrated  Knowledge  Solu)ons   h7ps://iksinc.wordpress.com/home/   iksinc@yahoo.com   sikrishan@gmail.com      
  • 2. Agenda   •  What  is  machine  learning?   •  Why  machine  learning  and  why  now?   •  Machine  learning  terminology   •  Overview  of  machine  learning  methods   •  Machine  learning  to  deep  learning   •  Summary  and  Q  &  A   iksinc@yahoo.com  
  • 3. What  is  machine  learning?   iksinc@yahoo.com  
  • 4. What  is  Machine  Learning?   •  Machine  learning  deals  with  making  computers  learn   to  make  predic)ons/decisions  without  explicitly   programming  them.  Rather  a  large  number  of   examples  of  the  underlying  task  are  shown  to   op)mize  a  performance  criterion  to  achieve  learning.   iksinc@yahoo.com  
  • 5. An  Example  of  Machine  Learning:  Credit   Default  Predic)on   We  have  historical  data  about  businesses  and  their  delinquency.  The  data  consists  of   100  businesses.  Each  business  is  characterized  via  two  a7ributes:  business  age  in   months  and  number  of  days  delinquent  in  payment.  We  also  know  whether  a  business   defaulted  or  not.  Using  machine  learning,  we  can  build  a  model  to  predict  the   probability  whether  a  given  business  will  default  or  not.     0   20   40   60   80   100   0   100   200   300   400   500   iksinc@yahoo.com  
  • 6. Logis)c  Regression   •  The  model  that  is  used  here  is  called  the  logis&c  regression   model.    Lets  look  at  the  following  expression                ,  where  x1,  x2,…,  xk  are  the  a7ributes.     •  In  our  example,  the  a7ributes  are  business  age  and  number   of  days  of  delinquency.   •  The  quan)ty  p  will  always  lie  in  the  range  0-­‐1  and  thus  can  be   interpreted  as  the  probability  of  outcome  being  default  or  no   default.     p = e(a0+a1x1...+ak xk ) 1+e(a0+a1x1...+ak xk ) iksinc@yahoo.com  
  • 7. Logis)c  Regression   •  By  simple  rewri)ng,  we  get:    log(p/(1-­‐p))  =  a0  +  a1x1  +  a2x2  +·∙·∙·∙  +  akxk     •  This  ra)o  is  called  log  odds   •  The  parameters  of  the  logis)c  model,  a0  ,  a1,…,  ak,     are  learned  via  an  op)miza)on  procedure   •  The  learned  parameters  can  then  be  deployed  in  the   field  to  make  predic)ons   iksinc@yahoo.com  
  • 8. 0   0.2   0.4   0.6   0.8   1   1.2   1   5   9   13   17   21   25   29   33   37   41   45   49   53   57   61   65   69   73   77   81   85   89   93   97   Only  in  rare  cases,  we  get  a   100%  accurate  model.   Model  Details  and  Performance   Plot  of  predicted  default   probability   iksinc@yahoo.com  
  • 9. Using  the  Model   •  What  is  the  probability  of  a  business   defaul)ng  given  that  business  has  been  with   the  bank  for  26  months  and  is  delinquent  for   58  days?               e0.008*26+0.102*58-­‐5.706/ (1+e0.008*26+0.102*58-­‐5.706)   0.603   Plug  the  model   parameters  to   calculate  p   BUSAGE:  0.008;  DAYSDELQ:  0.102;  Intercept:  -­‐5.076   iksinc@yahoo.com  
  • 10. Why  Machine  Learning  and  Why  Now?   iksinc@yahoo.com  
  • 11. Why  Machine  Learning?   iksinc@yahoo.com  
  • 12. Buzz  about  Machine  Learning   "Every  company  is  now  a  data  company,   capable  of  using  machine  learning  in  the  cloud   to  deploy  intelligent  apps  at  scale,  thanks  to   three  machine  learning  trends:  data  flywheels,   the  algorithm  economy,  and  cloud-­‐hosted   intelligence."   Three  factors  are  making  machine  learning  hot.  These  are  cheap  data,   algorithmic  economy,  and  cloud-­‐based  solu)ons.   iksinc@yahoo.com  
  • 13. Data  is  gemng  cheaper   For  example,  Tesla  has  780  million  miles  of  driving   data,  and  adds  another  million  every  10  hours  iksinc@yahoo.com  
  • 15. Algorithm  Economy  Players  in  ML   iksinc@yahoo.com  
  • 16. Cloud-­‐Based  Intelligence   Emerging  machine  intelligence   plaoorms  hos)ng  pre-­‐trained  machine   learning  models-­‐as-­‐a-­‐service  are   making  it  easy  for  companies  to  get   started  with  ML,  allowing  them  to   rapidly  take  their  applica)ons  from   prototype  to  produc)on.   Many  open  source  machine  learning  and   deep  learning  frameworks  running  in  the   cloud  allow  easy  leveraging  of  pre-­‐ trained,  hosted  models  to  tag  images,   recommend  products,  and  do  general   natural  language  processing  tasks.   iksinc@yahoo.com  
  • 18. Apps  for  Excel     iksinc@yahoo.com  
  • 19. Machine  Learning  Terminology   iksinc@yahoo.com  
  • 20. Feature  Vectors  in  ML   •  A  machine  learning  system  builds  models  using  proper)es  of  objects  being   modeled.  These  proper)es  are  called    features  or  a@ributes  and  the  process  of   measuring/obtaining  such  proper)es  is  called  feature  extrac&on.  It  is  common  to   represent  the  proper)es  of  objects  as  feature  vectors.   Sepal  width     Sepal  length     Petal  width     Petal  length   x = 2 6 6 4 x1 x2 x3 x4 3 7 7 5 iksinc@yahoo.com  
  • 21. Learning  Styles   •  Supervised  Learning   –  Training  data  comes  with  answers,  called  labels   –  The  goal  is  to  produce  labels  for  new  data   iksinc@yahoo.com  
  • 22. Supervised  Learning  Models   •  Classifica)on  models   – Predict  whether  a   customer  is  likely  to   be  lost  to  compe)tor   – Tag  objects  in  a  given   image   – Determine  whether   an  incoming  email  is   spam  or  not   iksinc@yahoo.com  
  • 23. Supervised  Learning  Models   •  Regression  models   – Predict  credit  card   balance  of  customers   – Predict  the  number  of   'likes'  for  a  pos)ng   – Predict  peak  load  for   a  u)lity  given   weather  informa)on   iksinc@yahoo.com  
  • 24. Learning  Styles   •  Unsupervised  Learning   –  Training  data  comes  without  labels   –  The  goal  is  to  group  data  into  different  categories  based  on  similari)es   Grouped  Data   iksinc@yahoo.com  
  • 25. Unsupervised  Learning  Models   •  Segment/  cluster   customers  into   different  groups   •  Organize  a  collec)on   of  documents  based   on  their  content   •  Make   Recommenda)ons   for  products   iksinc@yahoo.com  
  • 26. Learning  Styles   •  Reinforcement  Learning   –  Training  data  comes  without  labels   –  The  learning  system  receives  feedback  from  its  opera)ng   environment  to  know  how  well  it  is  doing   –  The  goal  is  to  perform  be7er   iksinc@yahoo.com  
  • 27. Overview  of  Machine  Learning  Methods   iksinc@yahoo.com  
  • 28. Walk  Through  An  Example:  Flower   Classifica)on   •  Build  a  classifica)on   model  to  differen)ate   between  two  classes  of   flower   iksinc@yahoo.com  
  • 29. How  Do  We  Go  About  It?   •  Collect  a  large  number  of  both  types  of  flowers  with   the  help  of  an  expert   •  Measure  some  a7ributes  that  can  help  differen)ate   between  the  two  types  of  flowers.  Let  those   a7ributes  be  petal  area  and  sepal  area.     iksinc@yahoo.com  
  • 30. Sca7er  plot  of  100  examples  of  flowers   iksinc@yahoo.com  
  • 31. We  can  separate  the  flower  types  using  the  linear  boundary  shown   above.  The  parameters  of  the  line  represent  the  learned  classifica)on   model.   iksinc@yahoo.com  
  • 32. Another  possible  boundary.  This  boundary  cannot  be  expressed  via  an   equa)on.  However,  a  tree  structure  can  be  used  to  express  this  boundary.   Note,  this  boundary  does  be7er  predic)on  of  the  collected  data  iksinc@yahoo.com  
  • 33. Yet  another  possible  boundary.  This  boundary  does  predic)on  without  any   error.  Is  this  a  be7er  boundary?   iksinc@yahoo.com  
  • 34. Model  Complexity   •  There  are  tradeoffs  between    the  complexity  of    models  and     their    performance    in  the  field.  A  good  design  (model  choice)   weighs  these  tradeoffs.   •  A  good  design  should  avoid  overfimng.  How?   –  Divide  the  en)re  data  into  three  sets   •  Training  set  (about  70%  of  the  total  data).  Use  this  set  to  build  the  model   •  Test  set  (about  20%  of  the  total  data).  Use  this  set  to  es)mate  the  model   accuracy  auer  deployment   •  Valida)on  set  (remaining  10%  of  the  total  data).  Use  this  set  to  determine   the  appropriate  semngs  for  free  parameters  of  the  model.  May  not  be   required  in  some  cases.     iksinc@yahoo.com  
  • 35. Measuring  Model  Performance   •  True  Posi)ve:  Correctly  iden)fied  as  relevant   •  True  Nega)ve:  Correctly  iden)fied  as  not  relevant   •  False  Posi)ve:  Incorrectly  labeled  as  relevant   •  False  Nega)ve:  Incorrectly  labeled  as  not  relevant     Image:   True   Posi)ve   True    Nega)ve   Cat  vs.  No  Cat   False    Nega)ve   False    Posi)ve   iksinc@yahoo.com  
  • 36. Precision,  Recall,  and  Accuracy   •  Precision   –  Percentage  of  posi)ve  labels  that  are  correct   –  Precision  =  (#  true  posi)ves)  /  (#  true  posi)ves  +  #  false  posi)ves)   •  Recall   –  Percentage  of  posi)ve  examples  that  are  correctly  labeled   –  Recall  =  (#  true  posi)ves)  /  (#  true  posi)ves  +  #  false  nega)ves)   •  Accuracy   –  Percentage  of  correct  labels   –  Accuracy  =  (#  true  posi)ves  +  #  true  nega)ves)  /  (#  of  samples)   iksinc@yahoo.com  
  • 37. Sum-­‐of-­‐Squares  Error  for  Regression   Models   For  regression  model,  the  error  is  measured  by  taking  the  square  of  the   difference  between  the  predicted  output  value  and  the  target  value  for  each   training  (test)  example  and  adding  this  number  over  all  examples  as  shown   iksinc@yahoo.com  
  • 38. Bias  and  Variance   •  Bias:  expected  difference  between  model’s   predic)on  and  truth   •  Variance:  how  much  the  model  differs  among   training  sets   •  Model  Scenarios   –  High  Bias:  Model  makes  inaccurate  predic)ons  on  training   data   –  High  Variance:  Model  does  not  generalize  to  new  datasets   –  Low  Bias:  Model  makes  accurate  predic)ons  on  training   data   –  Low  Variance:  Model  generalizes  to  new  datasets   iksinc@yahoo.com  
  • 39. The  Guiding  Principle  for  Model   Selec)on:  Occam’s  Razor   iksinc@yahoo.com  
  • 40. Model  Building  Algorithms   •  Supervised  learning  algorithms   – Linear  methods   – k-­‐NN  classifiers   – Neural  networks   – Support  vector  machines   – Decision  trees   – Ensemble  methods   iksinc@yahoo.com  
  • 41. Illustra)on  of  k-­‐NN  Model   Predicted  label  of  test  example  with  1-­‐NN  model  :  Versicolor   Predicted  label  of  text  example  with  3-­‐NN  model:  Virginica   Test  example   iksinc@yahoo.com  
  • 42. Illustra)on  of  Decision  Tree  Model   Petal  width  <=  0.8   Setosa   Yes   Petal  length  <=  4.75   Versicolor   Virginica   Yes   No   No   The  decision  tree  is  automa)cally  generated  by  a  machine  learning  algorithm.   iksinc@yahoo.com  
  • 43. Model  Building  Algorithms   •  Unsupervised  learning   – k-­‐means  clustering   – Agglomera)ve  clustering   – Self  organiza)on  feature  maps   – Recommenda)on  system   iksinc@yahoo.com  
  • 44. K-­‐means  Clustering   K-m “by far the clusterin nowadays in industrial Choose  the  number  of   clusters,  k,  and  ini)al   cluster  centers  
  • 45. K-­‐means  Clustering   K-m “by far the clusterin nowadays in industrial K-means clustering 2 K-means clustering 2 K-means clustering 2 Assign  data  points  to   clusters  based  on   distance  to  cluster   centers  
  • 46. K-­‐means  Clustering   K-m “by far the clusterin nowadays in industrial K-means clustering 2 K-means clustering 2 K-means clustering 2 K-means clustering p (sum of square dis from data points to centers) minimize N n=1 ⇥xn cente 3 Update  cluster  centers   and  reassign  data   points.     K-means K-means clustering problem (sum of square distances from data points to cluster minimize N n=1 ⇥xn centern⇥ 2
  • 47. Illustra)on  of  Recommenda)on   System   iksinc@yahoo.com  
  • 49. Steps  Towards  a  Machine  Learning  Project   •  Collect  data   •  Explore  data  via  sca7er  plots,  histograms.   Remove  duplicates  and  data  records  with   missing  values   •  Check  for  dimensionality  reduc)on   •  Build  model  (itera)ve  process)   •  Transport/Integrate  with  an  applica)on   iksinc@yahoo.com  
  • 50. Machine  Learning  to  Deep  Learning   iksinc@yahoo.com  
  • 51. Machine  Learning  Limita)on   •  Machine  learning  methods  operate  on  manually   designed  features.     •  The  design  of  such  features  for  tasks  involving   computer  vision,  speech  understanding,  natural   language  processing  is  extremely  difficult.  This  puts  a   limit  on  the  performance  of  the  system.   iksinc@yahoo.com   Feature  Extractor   Trainable   Classifier  
  • 52. Processing  Sensory  Data  is  Hard   How  do  we  bridge  this  gap   between  the  pixels  and   meaning  via  machine   learning?  
  • 53. Sensory  Data  Processing  is   Challenging   So  why  not  build  integrated  learning  systems  that  perform  end-­‐to-­‐end   learning,  i.e.  learn  the  representa)on  as  well  as  classifica)on  from  raw   data  without  any  engineered  features.   Feature  Learner   Trainable   Classifier   An  approach  performing  end-­‐to-­‐end  learning,  typically  performed  through   a  series  of  successive  abstrac)ons,  is  in  a  nutshell  deep  learning  
  • 54. SegNet  is  a  deep  learning  architecture  for  pixel  wise  seman)c  segmenta)on   from  the  University  of  Cambridge.   An  example  of  deep  learning  Capability  
  • 55. Summary   •  We  have  just  skimmed  machine  learning  at  surface   •  Web  is  full  of  reading  resources  (free  books,  lecture   notes,  blogs,  videos)  to  dig  into  machine  learning   •  Several  open  source  souware  resources  (R,  Rapid   Miner,  and  Scikit-­‐learn  etc.)  to  learn  via   experimenta)on   •  Applica)ons  based  on  vision,  speech,  and  natural   language  processing  are  excellent  candidates  for   deep  learning   iksinc@yahoo.com