@koh_t
today’s menu
Machine Learning ?
Machine Learning ?
Machine Learning ?




             ,       ,
   ???
Machine Learning ?




   ...
Machine Learning ?




   ... !!
Machine Learning ?
Machine Learning ?




        = {       ,       ,   }


        ={    ,       ,           }
for an example...
Q.             ? (       )
for an example...
    Q.                        ? (   )

                                        …?



PC: he is ... ... ...

                   …

     id: Kan            id: poppo
 PC: he is Naoto Kan!
for another example...
Q.                        ?
for another example...
    Q.                         ?

                                   …?




PC: ... ...
PC: 1$ =      85 ± 0.25
many examples...
many examples...


…
many examples...


…
Quotes                                                    Daily Data




                                                                                   240
            130
            110
IBM

            90




                                                                                   230
            70
            200




                                                                                   220
Apple

            100




                                                                               E
            50




                                                                                   210
            35
            30
Microsoft

            25




                                                                                   200
            20




                                                                                                           13:00
            40 15




                                                                                   190
            30
Dell

            20
            10




                                                                                                           Hour
                    2005   2006       2007            2008   2009   2010

                                               Index



                                  (     )



                                                                           0             200   400   600          800   1000




                                                                           0             200   400   600          800   1000




                                                                           0             200   400   600          800   1000




                                                                           0             200   400   600          800   1000




                                                                           0             200   400   600          800   1000




                                                                           0             200   400   600          800   1000




                                                                           0             200   400   600          800   1000




                                                                           0             200   400   600          800   1000




                                                                           0             200   400   600          800   1000
1   m
1
                     n×m
            X∈X ⊂R

n
1   m
1
                     n×m
            X∈X ⊂R
            n   m     ?
n
many examples...
many examples...



 ”             ”
many examples...



 ”             ”

       OK
X   A,B




X       f(X)
X   A,B
     CX = max p(Ck |X)
               k




                                X       f(X)


f (X) = argmin ||Y − f (X)||F
           f
X   A,B
     CX = max p(Ck |X)
               k




                                X       f(X)


f (X) = argmin ||Y − f (X)||F
           f
my examples...
my examples...


i) 1
ii) 1
iii)    -5[V], -5 5[V]   , +5[V]
my examples...


i) 1
ii) 1
iii)    -5[V], -5 5[V]         , +5[V]


ii)                  iii)
                         OK?
my bachelor examples...

          Monthly Data             Daily Data




                             240
    250
    240




                             230
    230




                             220
    220
E




                         E
                             210
    210




                             200
    200




          June 15th                  13:00
    190




                             190
              Day                     Hour




                         …
my bachelor examples...

          Daily Data
                                         hourly Data
    240




                           225
    230
    220




                           220
E
    210




                       E
                           215
    200




            13:00




                           210
    190




                                 13:00       13:30     14:00



                           205
             Hour


                                             10 Sec




                                         …
my bachelor examples...
                                  …


AR:   x = (x(1), . . . , x(t))T ∈ X ⊂ Rt
      a = (a(1), . . . , a(t))T ∈ A ⊂ Rt
      x(t + 1) = a x + N (0, σ )
                    T              2




 0                    t t+1
my bachelor examples...
                                                           …


AR:   x = (x(1), . . . , x(t))T ∈ X ⊂ Rt
                                ARIMA Example


      a = (a(1), . . . , a(t))T ∈ A ⊂ Rt
      230



                    observed value


      x(t + 1) = a x + N (0, σ )
                    predicted value
                    T
                    2*SE           2
      225
      220
      215
      210
      205




 0          0   5      10        15      t t+1
                                        20      25   30   35

                                      Time
my bachelor examples...
i)               ˜
                 X                    Xr


ii) AR         &

X             ar = g(Xr )
              x(t + 1) = ar x + N (0, σ )
              ˜            T           2

              |˜(t + 1) − x(t)| → Ck
               x          ˜
         Xr
     ˜
     X
my bachelor examples...
i)               ˜
                 X                     Xr


ii) AR         &

X             ar = g(Xr )
              x(t + 1) = ar x + N (0, σ )
              ˜            T           2

              |˜(t + 1) − x(t)| → Ck
               x          ˜
         Xr
     ˜
     X




                                   …
my bachelor examples...

          Monthly Data             Daily Data




                             240
    250
    240




                             230
    230




                             220
    220




                         E
E




                             210
    210




                             200
    200




          June 15th                  13:00
    190




                             190
              Day                     Hour
my bachelor examples...
                   …


FFT:
K-SVD:
my bachelor examples...
                                                                                                                                                                                   …

 !"#$%
 &'()*                           FFT:                                             !"#$%
                                                                                  &'()*
K.TAKEUCHI                       k-SVD(GH<GI<'JKL) k-SVD(GH<GI<'JKL)
+,-(
                                 K-SVD:    K.TAKEUCHI

                                       1
                                                                                 +,-(
                                                                                   2
                                                                                                                                    1                                     2
                 1.0




                                                                 1.0




                                                                                                                 !0.214
./                                                                               ./                                           MN6OPQRST k U                                             MNOPQRS


                                                                                                                 !0.216




                                                                                                                                                        !0.215
                 0.5




                                                                 0.5




01                                                                               01                                           DVWQXY.                                                   UV6'<+D

                                                                                                                 !0.218
                 0.0




                                                                 0.0




                                                                                                                                                        !0.220
             E




                                                             E




                                                                                                             E




                                                                                                                                                    E
2301                                                                             2301



                                                                                                                 !0.220
.4                                                                               .4
                                                                                                                              ex)FFT Z[]^,weblet                                       TMNRWX
                 !0.5




                                                                 !0.5




                                                                                                                 !0.222




                                                                                                                                                        !0.225
567                                                                              567                             !0.224

                                                                                                                              _`Z[abD weblet Z                                          YZ[]'<
                 !1.0




                                                                 !1.0




                        0   20   40          60   80   100              0   20   40          60   80   100                5    10       15     20                5   10       15   20

89                                                                               89
                                                                                                                              RS
                                      Time                                            Time                                      Time                                  Time


k-NN                                   3                                         k-NN
                                                                                    4                                               3                                     4             Q_`XDaO
Local AR
                                                                                                                              k-SVD [cdDVWQe
                                                                                                                 !0.210




                                                                                 Local AR




                                                                                                                                                        !0.205
                                                                                                                                                                                        ex) fgh, ij
                 1.0




                                                                 1.0




k-SVD                                                                            k-SVD




                                                                                                                                                        !0.210
                                                                                                                              fghi
                 0.5




                                                                 0.5




                                                                                                                 !0.215




:;'<+                                                                            :;'<+



                                                                                                                                                        !0.215
                                                                                                             E




                                                                                                                                                    E
                 0.0




                                                                 0.0
             E




                                                             E




                                                                                                                 !0.220




5=>?                                                                             5=>?

                                                                                                                                                        !0.220
                 !0.5




                                                                 !0.5




                                                                                                                                                        !0.225
@A                                                                               @A
                                                                                                                 !0.225
                 !1.0




                                                                 !1.0




                                                                                 BCDEF
                                                                                                                          5    10       15     20                5   10       15   20

BCDEF                   0   20   40

                                      Time
                                             60   80   100              0   20   40

                                                                                      Time
                                                                                             60   80   100
                                                                                                                                Time                                  Time




                                                         FFT
                                                       FFT                                                                                   K-SVD
                                                                                                                                             Dictionary
my bachelor examples...
                                       K-SVD:
                                       i)                                                       D

                                            argmin ||X −                            2
                                                                                DZ||F     s.t. ∀i ||zi || ≤ C0
                                                         D,Z

                                       ii)                                            ˜
                                                                                      X         D
$%
)*

UCHI
                     k-SVD(GH<GI<'JKL)
                              1                                   2


                                                                                |˜(t − 1) − x(t)| k-SVD(GH<GI<'JKL)
                                                                                 x          ˜
                                                                                            !"#$%
                                                                                            &'()*
                                                                                                   → Ck
            !0.214




                                                                                MNOPQRST   K.TAKEUCHI
            !0.216




                                                             ×
                                                !0.215




                                                                                UV6'<+DPQRS
            !0.218




                                                                                       +,-(                                     k!SVD regression
                                                !0.220
        E




                                            E
            !0.220




                                                                                TMNRWX ./                                                                         MNOPQRSTUV
            !0.222




                                                !0.225




                                                                                       01                                                                         WX
            !0.224




                                                                                YZ[]'<+^SP

                                                                                                            200
                                                                                           2301
                                                                                           .4                                                                     k YDPQDZ[+
    D
                     5   10       15   20                5   10       15   20

                          Time                                Time



                              3                                   4             Q_`XDaObcde
                                                                                           567
                                                                                                                                                                  ]^-_`aObPQ
                                                                                                            150
                                                                                           89
                                                                                                                                                                  YcdVef
            !0.210




                                                                                                        E
                                                !0.205




                                                                                ex) fgh, ij, kl
                                                                                           k-NN
                                                                                           Local AR
                                                                                                                                                                  PQU l+1 RgXV
                                                !0.210
            !0.215




                                                                                           k-SVD
+
                                                                                                                                                                  X!_h 1-l Dijk
                                                                                                            100
                                                !0.215




                                                                                           :;'<+
        E




                                            E




                                                                                                                                                                  ma+<]^-n`
            !0.220




                                                !0.220




                                                                                           5=>?

                                                                                                                                                                  ObPQUopqrs
                                                !0.225




                                                                                           @A
                                                                                                            50
            !0.225




                                                                                                                                                                  VWXSTD l+1 Di
                                                                                                                  0   5   10         15            20   25   30


                                                                                           BCDEF                                      Time


F
                     5   10       15   20                5   10       15   20                                                       k=60,T=18

                          Time                                Time


                                                                                                                               k-SVD                              Utuvnwaxyz
my bachelor examples...
                                       K-SVD:
                                       i)                                                       D

                                            argmin ||X −                            2
                                                                                DZ||F     s.t. ∀i ||zi || ≤ C0
                                                         D,Z

                                       ii)                                            ˜
                                                                                      X         D
$%
)*

UCHI
                     k-SVD(GH<GI<'JKL)
                              1                                   2


                                                                                |˜(t − 1) − x(t)| k-SVD(GH<GI<'JKL)
                                                                                 x          ˜
                                                                                            !"#$%
                                                                                            &'()*
                                                                                                   → Ck
            !0.214




                                                                                MNOPQRST   K.TAKEUCHI
            !0.216




                                                             ×
                                                !0.215




                                                                                UV6'<+DPQRS
            !0.218




                                                                                       +,-(                                     k!SVD regression
                                                !0.220
        E




                                            E
            !0.220




                                                                                TMNRWX ./                                                                         MNOPQRSTUV
            !0.222




                                                !0.225




                                                                                       01                                                                         WX
            !0.224




                                                                                YZ[]'<+^SP

                                                                                                            200
                                                                                           2301
                                                                                           .4                                                                     k YDPQDZ[+
    D
                     5   10       15   20                5   10       15   20

                          Time                                Time



                              3                                   4             Q_`XDaObcde
                                                                                           567
                                                                                                                                                                  ]^-_`aObPQ
                                                                                                            150
                                                                                           89
                                                                                                                                                                  YcdVef
            !0.210




                                                                                                        E
                                                !0.205




                                                                                ex) fgh, ij, kl
                                                                                           k-NN
                                                                                           Local AR
                                                                                                                                                                  PQU l+1 RgXV
                                                !0.210
            !0.215




                                                                                           k-SVD
+
                                                                                                                                                                  X!_h 1-l Dijk
                                                                                                            100
                                                !0.215




                                                                                           :;'<+
        E




                                            E




                                                                                                                                                                  ma+<]^-n`
            !0.220




                                                !0.220




                                                                                           5=>?

                                                                                                                                                                  ObPQUopqrs
                                                !0.225




                                                                                           @A
                                                                                                            50
            !0.225




                                                                                                                                                                  VWXSTD l+1 Di
                                                                                                                  0   5   10         15            20   25   30


                                                                                           BCDEF                                      Time


F
                     5   10       15   20                5   10       15   20                                                       k=60,T=18

                          Time                                Time


                                                                                                                               k-SVD                              Utuvnwaxyz
my examples...
my examples...


K-SVD
my examples...


K-SVD
my examples...


K-SVD




                  cf: no free lunch theorem
@koh_t

slide

  • 1.
  • 2.
  • 3.
  • 4.
  • 5.
  • 6.
  • 7.
  • 8.
  • 9.
    Machine Learning ? = { , , } ={ , , }
  • 10.
  • 11.
    for an example... Q. ? ( ) …? PC: he is ... ... ... … id: Kan id: poppo PC: he is Naoto Kan!
  • 12.
  • 13.
    for another example... Q. ? …? PC: ... ... PC: 1$ = 85 ± 0.25
  • 14.
  • 15.
  • 16.
  • 21.
    Quotes Daily Data 240 130 110 IBM 90 230 70 200 220 Apple 100 E 50 210 35 30 Microsoft 25 200 20 13:00 40 15 190 30 Dell 20 10 Hour 2005 2006 2007 2008 2009 2010 Index ( ) 0 200 400 600 800 1000 0 200 400 600 800 1000 0 200 400 600 800 1000 0 200 400 600 800 1000 0 200 400 600 800 1000 0 200 400 600 800 1000 0 200 400 600 800 1000 0 200 400 600 800 1000 0 200 400 600 800 1000
  • 23.
    1 m 1 n×m X∈X ⊂R n
  • 24.
    1 m 1 n×m X∈X ⊂R n m ? n
  • 25.
  • 26.
  • 27.
  • 30.
    X A,B X f(X)
  • 31.
    X A,B CX = max p(Ck |X) k X f(X) f (X) = argmin ||Y − f (X)||F f
  • 32.
    X A,B CX = max p(Ck |X) k X f(X) f (X) = argmin ||Y − f (X)||F f
  • 34.
  • 35.
    my examples... i) 1 ii)1 iii) -5[V], -5 5[V] , +5[V]
  • 36.
    my examples... i) 1 ii)1 iii) -5[V], -5 5[V] , +5[V] ii) iii) OK?
  • 37.
    my bachelor examples... Monthly Data Daily Data 240 250 240 230 230 220 220 E E 210 210 200 200 June 15th 13:00 190 190 Day Hour …
  • 38.
    my bachelor examples... Daily Data hourly Data 240 225 230 220 220 E 210 E 215 200 13:00 210 190 13:00 13:30 14:00 205 Hour 10 Sec …
  • 39.
    my bachelor examples... … AR: x = (x(1), . . . , x(t))T ∈ X ⊂ Rt a = (a(1), . . . , a(t))T ∈ A ⊂ Rt x(t + 1) = a x + N (0, σ ) T 2 0 t t+1
  • 40.
    my bachelor examples... … AR: x = (x(1), . . . , x(t))T ∈ X ⊂ Rt ARIMA Example a = (a(1), . . . , a(t))T ∈ A ⊂ Rt 230 observed value x(t + 1) = a x + N (0, σ ) predicted value T 2*SE 2 225 220 215 210 205 0 0 5 10 15 t t+1 20 25 30 35 Time
  • 41.
    my bachelor examples... i) ˜ X Xr ii) AR & X ar = g(Xr ) x(t + 1) = ar x + N (0, σ ) ˜ T 2 |˜(t + 1) − x(t)| → Ck x ˜ Xr ˜ X
  • 42.
    my bachelor examples... i) ˜ X Xr ii) AR & X ar = g(Xr ) x(t + 1) = ar x + N (0, σ ) ˜ T 2 |˜(t + 1) − x(t)| → Ck x ˜ Xr ˜ X …
  • 43.
    my bachelor examples... Monthly Data Daily Data 240 250 240 230 230 220 220 E E 210 210 200 200 June 15th 13:00 190 190 Day Hour
  • 44.
    my bachelor examples... … FFT: K-SVD:
  • 45.
    my bachelor examples... … !"#$% &'()* FFT: !"#$% &'()* K.TAKEUCHI k-SVD(GH<GI<'JKL) k-SVD(GH<GI<'JKL) +,-( K-SVD: K.TAKEUCHI 1 +,-( 2 1 2 1.0 1.0 !0.214 ./ ./ MN6OPQRST k U MNOPQRS !0.216 !0.215 0.5 0.5 01 01 DVWQXY. UV6'<+D !0.218 0.0 0.0 !0.220 E E E E 2301 2301 !0.220 .4 .4 ex)FFT Z[]^,weblet TMNRWX !0.5 !0.5 !0.222 !0.225 567 567 !0.224 _`Z[abD weblet Z YZ[]'< !1.0 !1.0 0 20 40 60 80 100 0 20 40 60 80 100 5 10 15 20 5 10 15 20 89 89 RS Time Time Time Time k-NN 3 k-NN 4 3 4 Q_`XDaO Local AR k-SVD [cdDVWQe !0.210 Local AR !0.205 ex) fgh, ij 1.0 1.0 k-SVD k-SVD !0.210 fghi 0.5 0.5 !0.215 :;'<+ :;'<+ !0.215 E E 0.0 0.0 E E !0.220 5=>? 5=>? !0.220 !0.5 !0.5 !0.225 @A @A !0.225 !1.0 !1.0 BCDEF 5 10 15 20 5 10 15 20 BCDEF 0 20 40 Time 60 80 100 0 20 40 Time 60 80 100 Time Time FFT FFT K-SVD Dictionary
  • 46.
    my bachelor examples... K-SVD: i) D argmin ||X − 2 DZ||F s.t. ∀i ||zi || ≤ C0 D,Z ii) ˜ X D $% )* UCHI k-SVD(GH<GI<'JKL) 1 2 |˜(t − 1) − x(t)| k-SVD(GH<GI<'JKL) x ˜ !"#$% &'()* → Ck !0.214 MNOPQRST K.TAKEUCHI !0.216 × !0.215 UV6'<+DPQRS !0.218 +,-( k!SVD regression !0.220 E E !0.220 TMNRWX ./ MNOPQRSTUV !0.222 !0.225 01 WX !0.224 YZ[]'<+^SP 200 2301 .4 k YDPQDZ[+ D 5 10 15 20 5 10 15 20 Time Time 3 4 Q_`XDaObcde 567 ]^-_`aObPQ 150 89 YcdVef !0.210 E !0.205 ex) fgh, ij, kl k-NN Local AR PQU l+1 RgXV !0.210 !0.215 k-SVD + X!_h 1-l Dijk 100 !0.215 :;'<+ E E ma+<]^-n` !0.220 !0.220 5=>? ObPQUopqrs !0.225 @A 50 !0.225 VWXSTD l+1 Di 0 5 10 15 20 25 30 BCDEF Time F 5 10 15 20 5 10 15 20 k=60,T=18 Time Time k-SVD Utuvnwaxyz
  • 47.
    my bachelor examples... K-SVD: i) D argmin ||X − 2 DZ||F s.t. ∀i ||zi || ≤ C0 D,Z ii) ˜ X D $% )* UCHI k-SVD(GH<GI<'JKL) 1 2 |˜(t − 1) − x(t)| k-SVD(GH<GI<'JKL) x ˜ !"#$% &'()* → Ck !0.214 MNOPQRST K.TAKEUCHI !0.216 × !0.215 UV6'<+DPQRS !0.218 +,-( k!SVD regression !0.220 E E !0.220 TMNRWX ./ MNOPQRSTUV !0.222 !0.225 01 WX !0.224 YZ[]'<+^SP 200 2301 .4 k YDPQDZ[+ D 5 10 15 20 5 10 15 20 Time Time 3 4 Q_`XDaObcde 567 ]^-_`aObPQ 150 89 YcdVef !0.210 E !0.205 ex) fgh, ij, kl k-NN Local AR PQU l+1 RgXV !0.210 !0.215 k-SVD + X!_h 1-l Dijk 100 !0.215 :;'<+ E E ma+<]^-n` !0.220 !0.220 5=>? ObPQUopqrs !0.225 @A 50 !0.225 VWXSTD l+1 Di 0 5 10 15 20 25 30 BCDEF Time F 5 10 15 20 5 10 15 20 k=60,T=18 Time Time k-SVD Utuvnwaxyz
  • 48.
  • 49.
  • 50.
  • 51.
    my examples... K-SVD cf: no free lunch theorem
  • 52.