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Exam Preparation and HW7 Introduction to Machine Learning 2020 Julian Mäder

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Page 1: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Exam Preparation and HW7Introduction to Machine Learning 2020

Julian Mäder

Page 2: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Schedule

- Exam 2019, Question 1- Exam 2019, Question 2- HW7 Questions 13, 14 and 15

Page 3: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Exam 2019, Question 1

Page 4: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Exam 2019, Question 1.1

Page 5: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Exam 2019, Question 1.1

Page 6: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Exam 2019, Question 1.1

Page 7: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Exam 2019, Question 1.1

Page 8: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Exam 2019, Question 1.2

Page 9: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Exam 2019, Question 1.2

Page 10: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Exam 2019, Question 1.2

First we reformulate the maximum likelihood estimate:

Page 11: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Exam 2019, Question 1.2

Next we look at our assumptions about the data:

Page 12: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Exam 2019, Question 1.2

Page 13: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Exam 2019, Question 1.2So let’s compare the maximum likelihood estimate to the weighted empirical risk:

Page 14: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Exam 2019, Question 1.3

Page 15: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Exam 2019, Question 1.3

...because is not differentiable!

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Exam 2019, Question 1.4

Page 17: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Exam 2019, Question 1.5

Page 18: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Recap Kernels

Perceptron:

Page 19: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7
Page 20: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Recap Kernels

Page 21: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7
Page 22: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Exam 2019, Question 2.1

⟶ See Kernel Nearest-Neighbor Algorithm, Yu et al. 2002⟶ Lecture Slides: Dimensionality Reduction ��, slides 6 - 13⟶ Lecture Slides: Kernels ��, slides 34 - 37

⟶ Lecture Slides: Dimensionality Reduction ��, slides 6 - 12

Page 23: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Exam 2019, Question 2.2

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Exam 2019, Question 2.2

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Exam 2019, Question 2.2

Page 26: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Kernel Definition

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Kernel Definition

Page 28: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Kernel Rules

Page 29: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Exam 2019, Question 2.3

Page 30: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Exam 2019, Question 2.3

Because c needs to be bigger than Zero!

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Exam 2019, Question 2.3

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Exam 2019, Question 2.4

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Exam 2019, Question 2.4

Page 34: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

Exam 2019, Question 2.4

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Exam 2019, Question 2.4

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Exam 2019, Question 2.5

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Exam 2019, Question 2.5

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Exam 2019, Question 2.6

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Expectation of a (discrete) Random Variable

HW7 Question 13-15: Important Tipps

Page 41: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

HW7 Question 13-15: Important Tipps

Page 42: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

HW7 Question 13

Page 43: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

HW7 Question 13

* Expectation ** Jensen’s Inequality

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HW7 Question 14

Page 45: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

HW7 Question 14

* Expectation ** Jensen’s Inequality

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HW7 Question 14

Page 47: Exam Preparation and HW7 - Learning & Adaptive Systems Group · Introduction to Machine Learning 2020 Julian Mäder. Schedule - Exam 2019, Question 1 - Exam 2019, Question 2 - HW7

HW7 Question 15

There is a more detailed explanation in the CS229 lecture notes (Part IX, The EM Algorithm) by Andrew Ng:(https://course.ccs.neu.edu/cs6220f16/sec3/assets/pdf/cs229-notes8.pdf)