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機械学習導入1
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Masato Kamagata
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学生の時にゼミで使った資料です。 書籍の内容自体には、まだ触れていません。
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機械学習導入1
1.
機械学習導入 第1回 2018/4/20 加筆 2019/04/22
2.
1.はじめまして
3.
1. 統計的学習の基礎 第1回 前期は研究テーマを探しつつ、機械学習の勉強をすることにしました。 メインとして使う参考書は、『統計的学習の基礎』にしました。 (ちなみに巷ではカステラ本と呼ばれているらしいです...)
4.
1. 統計的学習の基礎 第1回 色合いがカステラっぽい...
5.
2.機械学習とは
6.
2.1. 機械学習とは 第1回 ■カステラ本でいうところの機械学習とは、、、 ⇒ 基本的に統計的学習理論のこと たぶん、基本的には統計的推測と同じ話だと思います。
7.
【参考】機械学習とは 第1回 cf.機械学習とは? ・ 古典的定義:明示的なプログラミングをせずに、コンピュータに学習能力を持たせる学問。 アーサー・リー・サミュエル(Arthur Lee
Samuel) ・ 近代の定義:タスクTを評価する指標Pが、経験Eを学習する度に改善すること。 トム・M・ミッチェル(Tom Michael Mitchell ) 𝑷 𝟏𝑬 𝟏 T タスク タスクを評価する指標 経験 改善! 𝑷 𝟐𝑬 𝟐 T タスク タスクを評価する指標 経験 改善! 𝑷 𝑵𝑬 𝑵 T タスク タスクを評価する指標 経験 改善! 図1.トム・M・ミッチェルの定義 学習1 学習2 学習N
8.
2.2. 機械学習の3つの手法 第1回 ・教師あり学習 ←
しばらくはこれの勉強します。 ・ 教師なし学習 ・ 強化学習
9.
2.3. 教師あり学習とは 第1回 教師あり学習とは、ざっくり言って、 「入力を用いて、出力を予測すること。」 𝑋 = 𝑥11
⋯ 𝑥 𝑝1 ⋮ ⋱ ⋮ 𝑥1𝑛 ⋯ 𝑥 𝑝𝑛 𝒇 𝑿 𝑌 入力 出力(予測) 𝑋をもとに𝑌を予測する関数 𝑓 これの作り方を一生懸命考える。
10.
3.統計的推測
11.
3.0. モチベーション 第1回 カステラ本に出てくる話は、統計的推測絡みがほとんどだと思います。 なので、この本で勉強する前に統計的推測ってなんだっけ? というところを復習しておけば、理解しやすくなるんじゃないかと… ここでは、ざっくりしたところをまとめました。
12.
3.1. 統計学と確率論の違い 第1回 ■統計学と確率論の違い 【確率論】 ・確率分布が既知で、それらに基づくいろいろな性質を考える。 ・実現値に対する興味:ない 【統計学】 ・確率分布は未知で、データを基に未知の確率分布について推測する。 ・実現値に対する興味:非常に重要
13.
3.2. 統計モデル 第1回 標本*𝑋の確率分布は未知であるが、その候補は考えることができる。 この候補と考えられる確率分布の集まりを、統計モデルという。 ※標本:観測値 𝑥
を実現値とする確率変数 𝑋 のこと。 真の確率分布P こんなのが考えられそう...
14.
3.2. 統計的推測 第1回 観測値(データ)を、ある未知の確率分布に従う確率変数の実現値とする。 この観測値を基に、未知の確率分布に対して、ある種の推測を行うことを統計的推測という。 P 𝜃1 ,
P 𝜃2 , … , P 𝜃 𝑀 統計モデル 𝑋1, 𝑋2, … , 𝑋 𝑝 標本空間 𝑥1, 𝑥2, … , 𝑥 𝑝 現実世界 データ(実現値) 真の確率分布P 推定した確率分布 𝑃 誤差の評価 確率変数
15.
参考文献 第1回 【1】Trevor Hasitie,Robert Tibshirani,Jerrome
Friedman:統計的学習の基礎 (2009) 【2】野田一雄,宮岡悦良:数理統計学の基礎(1992)
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