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SB2b Statistical Machine LearningHilary Term 2017
Mihaela van der Schaar and Seth FlaxmanGuest lecturer: Yee Whye Teh
Department of StatisticsOxford
Slides and other materials available at:http://www.oxford-man.ox.ac.uk/~mvanderschaar/home_
page/course_ml.html
Administrative details
Course Structure
MMath Part B & MSc in Applied Statistics
Lectures:Wednesdays 12:00-13:00, LG.01.Thursdays 16:00-17:00, LG.01.
MSc:4 problem sheets, discussed at the classes: weeks 2,4,6,7 (checkwebsite)
Part C:4 problem sheetsClass Tutors: Lloyd Elliott, Kevin Sharp, and Hyunjik KimPlease sign up for the classes on the sign up sheet!
Administrative details
Course Aims
1 Understand statistical fundamentals of machine learning, with a focus onsupervised learning (classification and regression) and empirical riskminimisation.
2 Understand difference between generative and discriminative learningframeworks.
3 Learn to identify and use appropriate methods and models for given dataand task.
4 Learn to use the relevant R or python packages to analyse data, interpretresults, and evaluate methods.
Administrative details
Syllabus I
Part I: Introduction to supervised learning (4 lectures)Empirical risk minimizationBias/variance, Generalization, Overfitting, Cross validationRegularizationLogistic regressionNeural networks
Part II: Classification and regression (3 lectures)Generative vs. Discriminative modelsK-nearest neighbours, Maximum Likelihood Estimation, Mixture modelsNaive Bayes, Decision trees, CARTSupport Vector MachinesRandom forest, Boostrap Aggregation (Bagging), Ensemble learningExpectation Maximization
Administrative details
Syllabus II
Part III: Theoretical frameworks
Statistical learning theory
Decision theory
Part IV: Further topics
Optimisation
Hidden Markov Models
Backward-forward algorithms
Reinforcement learning
Overview Statistical Machine Learning
What is Machine Learning?
http://gureckislab.org
Overview Statistical Machine Learning
What is Machine Learning?
Arthur Samuel, 1959Field of study that gives computers the ability to learn without being explicitlyprogrammed.
Tom Mitchell, 1997Any computer program that improves its performance at some task throughexperience.
Kevin Murphy, 2012
To develop methods that can automatically detect patterns in data, andthen to use the uncovered patterns to predict future data or other outcomesof interest.
Overview Statistical Machine Learning
What is Machine Learning?
Arthur Samuel, 1959Field of study that gives computers the ability to learn without being explicitlyprogrammed.
Tom Mitchell, 1997Any computer program that improves its performance at some task throughexperience.
Kevin Murphy, 2012
To develop methods that can automatically detect patterns in data, andthen to use the uncovered patterns to predict future data or other outcomesof interest.
Overview Statistical Machine Learning
What is Machine Learning?
Arthur Samuel, 1959Field of study that gives computers the ability to learn without being explicitlyprogrammed.
Tom Mitchell, 1997Any computer program that improves its performance at some task throughexperience.
Kevin Murphy, 2012
To develop methods that can automatically detect patterns in data, andthen to use the uncovered patterns to predict future data or other outcomesof interest.
Overview Statistical Machine Learning
What is Machine Learning?
data
InformationStructurePredictionDecisionsActions
Larry Page about DeepMind’s ML systems that can learn to play video games like humans
Overview Statistical Machine Learning
What is Machine Learning?
Machine Learning
statistics
computerscience
cognitivescience
psychology
mathematics
engineeringoperationsresearch
physics
biologygenetics
businessfinance
Overview Statistical Machine Learning
What is Data Science? Early years
John Tukey, The Future of Data Analysis, 1962
For a long time I have thought I was a statistician, interested in inferencesfrom the particular to the general. But as I have watched mathematicalstatistics evolve, I have had cause to wonder and to doubt. ... All in all I havecome to feel that my central interest is in data analysis, which I take to include,among other things: procedures for analyzing data, techniques for interpretingthe results of such procedures, ways of planning the gathering of data to makeits analysis easier, more precise or more accurate, and all the machinery andresults of (mathematical) statistics which apply to analyzing data
Four driving forces, according to Tukey
The formal theories of statisticsAccelerating developments in computers...The challenge, in many fields, of more and ever larger bodies of dataThe emphasis on quantification in an ever wider variety of disciplines
Overview Statistical Machine Learning
What is Data Science?
Bin Yu, Let us own Data Science, IMS Presidential Address, 2014StatisticsDomain/science knowledgeComputingCollaboration/teamworkCommunication to outsiders
David Donoho, 50 years of Data Science, 2015
“Greater Data Science”:Data Exploration and PreparationData Representation and TransformationComputing with DataData ModelingData Visualization and PresentationScience about Data Science
Overview Statistical Machine Learning
Statistics vs Machine Learning
Traditional Problems in Applied Statistics
Well formulated question that we would like to answer.Expensive data gathering and/or expensive computation.Create specially designed experiments to collect high quality data.
Information RevolutionImprovements in data processing and data storage.Powerful, cheap, easy data capturing.Lots of (low quality) data with potentially valuable information inside.
CS and Stats forced back together: unified framework of data,inferences, procedures, algorithms
statistics taking computation seriouslycomputing taking statistical risk seriously
Michael I. Jordan: On the Computational and Statistical Interface and "Big Data"Max Welling: Are Machine Learning and Statistics Complementary?
Overview Types of Machine Learning
Types of Machine Learning
Unsupervised learning
Extract key features of the “unlabelled” dataclustering, signal separation, density estimationGoal: representation, hypothesis generation, visualization
Supervised learning
Data contains “labels”: every example is an input-output pairclassification, regressionGoal: prediction on new examples
Overview Types of Machine Learning
Types of Machine Learning
Semi-supervised Learning
A database of examples, only a small subset of which are labelled.
Multi-task Learning
A database of examples, each of which has multiple labels corresponding todifferent prediction tasks.
Reinforcement Learning
An agent acting in an environment, given rewards for performing appropriateactions, learns to maximize their reward.
Overview Supervised Learning
Supervised Learning
Unsupervised learning:To “extract structure” and postulate hypotheses about data generatingprocess from “unlabelled” observations x1, . . . , xn.Visualize, summarize and compress data.
Supervised learning:In addition to the observations of X, we have access to their responsevariables / labels Y ∈ Y: we observe {(xi, yi)}n
i=1.Types of supervised learning:
Classification: discrete responses, e.g. Y = {+1,−1} or {1, . . . ,K}.Regression: a numerical value is observed and Y = R.
The goal is to accurately predict the response Y on new observations of X,i.e., to learn a function f : Rp → Y, such that f (X) will be close to the trueresponse Y.
Overview Supervised Learning
Applications of Machine Learning
spam filteringrecommendation
systemsfraud detection
self-driving carsimage recognition
stock market analysis
ImageNet: Computer Eyesight Gets a Lot More Accurate, Krizhevsky et al, 2012 New applications of ML: Machine Learning is Eating the World
Machine learning in practice
Spam detection
Observations X are text documentsLabels Y are spam = +1 and not spam = −1.How do we encode documents of different lengths as a vector X ∈ Rp?Given a set of labelled documents {(xi, yi)}n
i=1 how do we learn a function
f : Rp → Y
Many answers to both questions will be covered in this course: logisticregression, naive Bayes, neural networks, Support Vector Machines, etc.
Machine learning in practice
Image classification
Observations X are imagesLabels Y ∈ {0, 1, . . . , 9}Learn a function
f : Rp → Y
Machine learning in practice
Face recognition
Observations X are imagesLabels Y are a very large set of people: {Queen Elizabeth, Bill Gates,Justin Trudeau, Leonardo DiCaprio, etc.}How do we encode images as vectors X ∈ Rp?Given a set of labelled images {(xi, yi)}n
i=1 how do we learn a function
f : Rp → Y
Fundamentally harder or different than image classification?
Machine learning in practice
Face detection
Farfade, Saberian, and Li 2015 https://arxiv.org/pdf/1502.02766v3.pdf
Machine learning in practice
Face detection
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Farfade, Saberian, and Li 2015 https://arxiv.org/pdf/1502.02766v3.pdf
Observations X are images
What are the labels Y?
How should our function f work?
Machine learning in practice
Machine translation
Kyunghyun Cho https://devblogs.nvidia.com/parallelforall/introduction-neural-machine-translation-gpus-part-3/
Observations X are sentences in language A
Labels Y are sentences in language B
How should we encode X and Y numerically?
Is this regression or classification?
Machine learning in practice
Speech recognition
Dahl et al. 2012
Machine learning in practice
Self-driving cars
27 million connections and 250 thousand parametersdevblogs.nvidia.com/parallelforall/deep-learning-self-driving-cars/
Machine learning in practice
Product recommendation
Fully observe all user interactions on a website (what pages they view,what items they buy, what reviews they leave, etc.)What products should be recommended to them? On which websites?How can you phrase this as supervised learning?
Machine learning in practice Software
Software
RPython: scikit-learn, mlpy, TheanoWeka, mlpack, Torch, Shogun, TensorFlow...Matlab/Octave
Machine learning in practice Software
Machine learning advances in 2016 and challengesahead
2016:Free/open source software for deep learning: TensorFlow (Google),CNTK (Microsoft), PaddlePaddle (Baidu), MXNet (Amazon)Audio generationGoAdvances in machine translation (Google translate)
2017 and beyond:Increasing concern about, regulation of algorithmsTransparency / explainability in machine learningEffect of increasing automation of work on societyMedical advances?
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