EE-559 Deep learning 3.5. Gradient descent. François Fleuret Mon Feb 18 13:34:11 UTC 2019

Size: px
Start display at page:

Download "EE-559 Deep learning 3.5. Gradient descent. François Fleuret Mon Feb 18 13:34:11 UTC 2019"

Transcription

1 EE-559 Deep learning 3.5. Gradient descent François Fleuret Mon Feb 18 13:34:11 UTC 2019

2 We saw that training consists of finding the model parameters minimizing an empirical risk or loss, for instance the mean-squared error (MSE) (w, b) = 1 (f (x n; w, b) y n) 2. N n Other losses are more fitting for classification, certain regression problems, or density estimation. We will come back to this. François Fleuret EE-559 Deep learning / 3.5. Gradient descent 1 / 13

3 We saw that training consists of finding the model parameters minimizing an empirical risk or loss, for instance the mean-squared error (MSE) (w, b) = 1 (f (x n; w, b) y n) 2. N n Other losses are more fitting for classification, certain regression problems, or density estimation. We will come back to this. So far we minimized the loss either with an analytic solution for the MSE, or with ad hoc recipes for the empirical error rate (k-nn and perceptron). François Fleuret EE-559 Deep learning / 3.5. Gradient descent 1 / 13

4 There is generally no ad hoc method. The logistic regression for instance leads to the loss P w (Y = 1 X = x) = σ(w x + b), with σ(x) = e x (w, b) = n log σ(y n(w x n + b)) which cannot be minimized analytically. François Fleuret EE-559 Deep learning / 3.5. Gradient descent 2 / 13

5 There is generally no ad hoc method. The logistic regression for instance leads to the loss P w (Y = 1 X = x) = σ(w x + b), with σ(x) = e x (w, b) = n log σ(y n(w x n + b)) which cannot be minimized analytically. The general minimization method used in such a case is the gradient descent. François Fleuret EE-559 Deep learning / 3.5. Gradient descent 2 / 13

6 Given a functional f : R D R x f (x 1,..., x D ), its gradient is the mapping f : R D R D ( ) f f x (x),..., (x). x 1 x D François Fleuret EE-559 Deep learning / 3.5. Gradient descent 3 / 13

7 To minimize a functional : R D R the gradient descent uses local linear information to iteratively move toward a (local) minimum. François Fleuret EE-559 Deep learning / 3.5. Gradient descent 4 / 13

8 To minimize a functional : R D R the gradient descent uses local linear information to iteratively move toward a (local) minimum. For w 0 R D, consider an approximation of around w 0 w0 (w) = (w 0 ) + (w 0 ) T (w w 0 ) + 1 2η w w 0 2. Note that the chosen quadratic term does not depend on. François Fleuret EE-559 Deep learning / 3.5. Gradient descent 4 / 13

9 To minimize a functional : R D R the gradient descent uses local linear information to iteratively move toward a (local) minimum. For w 0 R D, consider an approximation of around w 0 w0 (w) = (w 0 ) + (w 0 ) T (w w 0 ) + 1 2η w w 0 2. Note that the chosen quadratic term does not depend on. We have which leads to w0 (w) = (w 0 ) + 1 η (w w 0), argmin w w0 (w) = w 0 η (w 0 ). François Fleuret EE-559 Deep learning / 3.5. Gradient descent 4 / 13

10 The resulting iterative rule, which goes to the minimum of the approximation at the current location, takes the form: w t+1 = w t η (w t), which corresponds intuitively to following the steepest descent. This [most of the time] eventually ends up in a local minimum, and the choices of w 0 and η are important. François Fleuret EE-559 Deep learning / 3.5. Gradient descent 5 / 13

11 η = w 0 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 6 / 13

12 η = w 1 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 6 / 13

13 η = w 2 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 6 / 13

14 η = w 3 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 6 / 13

15 η = w 4 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 6 / 13

16 η = w 5 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 6 / 13

17 η = w 6 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 6 / 13

18 η = w 7 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 6 / 13

19 η = w 8 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 6 / 13

20 η = w 9 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 6 / 13

21 η = w 10 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 6 / 13

22 η = w 11 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 6 / 13

23 η = w 0 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 7 / 13

24 η = w 1 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 7 / 13

25 η = w 2 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 7 / 13

26 η = w 3 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 7 / 13

27 η = w 4 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 7 / 13

28 η = w 5 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 7 / 13

29 η = w 6 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 7 / 13

30 η = w 7 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 7 / 13

31 η = w 8 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 7 / 13

32 η = w 9 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 7 / 13

33 η = w 10 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 7 / 13

34 η = w 11 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 7 / 13

35 η = 0.5 w 0 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 8 / 13

36 η = 0.5 w 1 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 8 / 13

37 η = 0.5 w 2 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 8 / 13

38 η = 0.5 w 3 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 8 / 13

39 η = 0.5 w 4 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 8 / 13

40 η = 0.5 w 5 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 8 / 13

41 η = 0.5 w 6 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 8 / 13

42 η = 0.5 w 7 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 8 / 13

43 η = 0.5 w 8 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 8 / 13

44 η = 0.5 w 9 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 8 / 13

45 η = 0.5 w 10 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 8 / 13

46 η = 0.5 w 11 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 8 / 13

47 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 9 / 13

48 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 9 / 13

49 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 9 / 13

50 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 9 / 13

51 We saw that the minimum of the logistic regression loss (w, b) = n log σ(y n(w x n + b)) does not have an analytic form. François Fleuret EE-559 Deep learning / 3.5. Gradient descent 10 / 13

52 We can derive d, b = n w d = n y n σ( y n(w x n + b)), }{{} u n x n,d y n σ( y n(w x n + b)), }{{} v n,d François Fleuret EE-559 Deep learning / 3.5. Gradient descent 11 / 13

53 We can derive d, b = n w d = n y n σ( y n(w x n + b)), }{{} u n x n,d y n σ( y n(w x n + b)), }{{} v n,d which can be implemented as def gradient(x, y, w, b): u = y * ( - y * (x.mv(w) + b)).sigmoid_() v = x * u.view(-1, 1) # Broadcasting return - v.sum(0), - u.sum() François Fleuret EE-559 Deep learning / 3.5. Gradient descent 11 / 13

54 We can derive d, b = n w d = n y n σ( y n(w x n + b)), }{{} u n x n,d y n σ( y n(w x n + b)), }{{} v n,d which can be implemented as def gradient(x, y, w, b): u = y * ( - y * (x.mv(w) + b)).sigmoid_() v = x * u.view(-1, 1) # Broadcasting return - v.sum(0), - u.sum() and the gradient descent as w, b = torch.empty(x.size(1)).normal_(), 0 eta = 1e-1 for k in range(nb_iterations): dw, db = gradient(x, y, w, b) w -= eta * dw b -= eta * db François Fleuret EE-559 Deep learning / 3.5. Gradient descent 11 / 13

55 oss Nb. of steps François Fleuret EE-559 Deep learning / 3.5. Gradient descent 12 / 13

56 With 100 training points and η = n = 0 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 13 / 13

57 With 100 training points and η = n = 10 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 13 / 13

58 With 100 training points and η = n = 10 2 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 13 / 13

59 With 100 training points and η = n = 10 3 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 13 / 13

60 With 100 training points and η = n = 10 4 François Fleuret EE-559 Deep learning / 3.5. Gradient descent 13 / 13

61 DA François Fleuret EE-559 Deep learning / 3.5. Gradient descent 13 / 13

62 The end

ECS171: Machine Learning

ECS171: Machine Learning ECS171: Machine Learning Lecture 4: Optimization (LFD 3.3, SGD) Cho-Jui Hsieh UC Davis Jan 22, 2018 Gradient descent Optimization Goal: find the minimizer of a function min f (w) w For now we assume f

More information

Introduction to Machine Learning. Regression. Computer Science, Tel-Aviv University,

Introduction to Machine Learning. Regression. Computer Science, Tel-Aviv University, 1 Introduction to Machine Learning Regression Computer Science, Tel-Aviv University, 2013-14 Classification Input: X Real valued, vectors over real. Discrete values (0,1,2,...) Other structures (e.g.,

More information

CS260: Machine Learning Algorithms

CS260: Machine Learning Algorithms CS260: Machine Learning Algorithms Lecture 4: Stochastic Gradient Descent Cho-Jui Hsieh UCLA Jan 16, 2019 Large-scale Problems Machine learning: usually minimizing the training loss min w { 1 N min w {

More information

Optimization and Gradient Descent

Optimization and Gradient Descent Optimization and Gradient Descent INFO-4604, Applied Machine Learning University of Colorado Boulder September 12, 2017 Prof. Michael Paul Prediction Functions Remember: a prediction function is the function

More information

EE-559 Deep learning LSTM and GRU

EE-559 Deep learning LSTM and GRU EE-559 Deep learning 11.2. LSTM and GRU François Fleuret https://fleuret.org/ee559/ Mon Feb 18 13:33:24 UTC 2019 ÉCOLE POLYTECHNIQUE FÉDÉRALE DE LAUSANNE The Long-Short Term Memory unit (LSTM) by Hochreiter

More information

Linear and logistic regression

Linear and logistic regression Linear and logistic regression Guillaume Obozinski Ecole des Ponts - ParisTech Master MVA Linear and logistic regression 1/22 Outline 1 Linear regression 2 Logistic regression 3 Fisher discriminant analysis

More information

TTIC 31230, Fundamentals of Deep Learning David McAllester, Winter Multiclass Logistic Regression. Multilayer Perceptrons (MLPs)

TTIC 31230, Fundamentals of Deep Learning David McAllester, Winter Multiclass Logistic Regression. Multilayer Perceptrons (MLPs) TTIC 31230, Fundamentals of Deep Learning David McAllester, Winter 2018 Multiclass Logistic Regression Multilayer Perceptrons (MLPs) Stochastic Gradient Descent (SGD) 1 Multiclass Classification We consider

More information

Advanced Machine Learning

Advanced Machine Learning Advanced Machine Learning Lecture 4: Deep Learning Essentials Pierre Geurts, Gilles Louppe, Louis Wehenkel 1 / 52 Outline Goal: explain and motivate the basic constructs of neural networks. From linear

More information

Neural Networks, Computation Graphs. CMSC 470 Marine Carpuat

Neural Networks, Computation Graphs. CMSC 470 Marine Carpuat Neural Networks, Computation Graphs CMSC 470 Marine Carpuat Binary Classification with a Multi-layer Perceptron φ A = 1 φ site = 1 φ located = 1 φ Maizuru = 1 φ, = 2 φ in = 1 φ Kyoto = 1 φ priest = 0 φ

More information

Neural Networks: Backpropagation

Neural Networks: Backpropagation Neural Networks: Backpropagation Machine Learning Fall 2017 Based on slides and material from Geoffrey Hinton, Richard Socher, Dan Roth, Yoav Goldberg, Shai Shalev-Shwartz and Shai Ben-David, and others

More information

CSE 417T: Introduction to Machine Learning. Lecture 11: Review. Henry Chai 10/02/18

CSE 417T: Introduction to Machine Learning. Lecture 11: Review. Henry Chai 10/02/18 CSE 417T: Introduction to Machine Learning Lecture 11: Review Henry Chai 10/02/18 Unknown Target Function!: # % Training data Formal Setup & = ( ), + ),, ( -, + - Learning Algorithm 2 Hypothesis Set H

More information

Machine Learning and Data Mining. Linear classification. Kalev Kask

Machine Learning and Data Mining. Linear classification. Kalev Kask Machine Learning and Data Mining Linear classification Kalev Kask Supervised learning Notation Features x Targets y Predictions ŷ = f(x ; q) Parameters q Program ( Learner ) Learning algorithm Change q

More information

Lecture 10. Neural networks and optimization. Machine Learning and Data Mining November Nando de Freitas UBC. Nonlinear Supervised Learning

Lecture 10. Neural networks and optimization. Machine Learning and Data Mining November Nando de Freitas UBC. Nonlinear Supervised Learning Lecture 0 Neural networks and optimization Machine Learning and Data Mining November 2009 UBC Gradient Searching for a good solution can be interpreted as looking for a minimum of some error (loss) function

More information

Overfitting, Bias / Variance Analysis

Overfitting, Bias / Variance Analysis Overfitting, Bias / Variance Analysis Professor Ameet Talwalkar Professor Ameet Talwalkar CS260 Machine Learning Algorithms February 8, 207 / 40 Outline Administration 2 Review of last lecture 3 Basic

More information

Linear Models for Classification

Linear Models for Classification Linear Models for Classification Oliver Schulte - CMPT 726 Bishop PRML Ch. 4 Classification: Hand-written Digit Recognition CHINE INTELLIGENCE, VOL. 24, NO. 24, APRIL 2002 x i = t i = (0, 0, 0, 1, 0, 0,

More information

Logistic Regression. Stochastic Gradient Descent

Logistic Regression. Stochastic Gradient Descent Tutorial 8 CPSC 340 Logistic Regression Stochastic Gradient Descent Logistic Regression Model A discriminative probabilistic model for classification e.g. spam filtering Let x R d be input and y { 1, 1}

More information

Lecture 14 : Online Learning, Stochastic Gradient Descent, Perceptron

Lecture 14 : Online Learning, Stochastic Gradient Descent, Perceptron CS446: Machine Learning, Fall 2017 Lecture 14 : Online Learning, Stochastic Gradient Descent, Perceptron Lecturer: Sanmi Koyejo Scribe: Ke Wang, Oct. 24th, 2017 Agenda Recap: SVM and Hinge loss, Representer

More information

Least Mean Squares Regression. Machine Learning Fall 2018

Least Mean Squares Regression. Machine Learning Fall 2018 Least Mean Squares Regression Machine Learning Fall 2018 1 Where are we? Least Squares Method for regression Examples The LMS objective Gradient descent Incremental/stochastic gradient descent Exercises

More information

ECS171: Machine Learning

ECS171: Machine Learning ECS171: Machine Learning Lecture 3: Linear Models I (LFD 3.2, 3.3) Cho-Jui Hsieh UC Davis Jan 17, 2018 Linear Regression (LFD 3.2) Regression Classification: Customer record Yes/No Regression: predicting

More information

Neural Network Training

Neural Network Training Neural Network Training Sargur Srihari Topics in Network Training 0. Neural network parameters Probabilistic problem formulation Specifying the activation and error functions for Regression Binary classification

More information

Serious limitations of (single-layer) perceptrons: Cannot learn non-linearly separable tasks. Cannot approximate (learn) non-linear functions

Serious limitations of (single-layer) perceptrons: Cannot learn non-linearly separable tasks. Cannot approximate (learn) non-linear functions BACK-PROPAGATION NETWORKS Serious limitations of (single-layer) perceptrons: Cannot learn non-linearly separable tasks Cannot approximate (learn) non-linear functions Difficult (if not impossible) to design

More information

FA Homework 2 Recitation 2

FA Homework 2 Recitation 2 FA17 10-701 Homework 2 Recitation 2 Logan Brooks,Matthew Oresky,Guoquan Zhao October 2, 2017 Logan Brooks,Matthew Oresky,Guoquan Zhao FA17 10-701 Homework 2 Recitation 2 October 2, 2017 1 / 15 Outline

More information

Linear classifiers: Overfitting and regularization

Linear classifiers: Overfitting and regularization Linear classifiers: Overfitting and regularization Emily Fox University of Washington January 25, 2017 Logistic regression recap 1 . Thus far, we focused on decision boundaries Score(x i ) = w 0 h 0 (x

More information

CSC 411: Lecture 04: Logistic Regression

CSC 411: Lecture 04: Logistic Regression CSC 411: Lecture 04: Logistic Regression Raquel Urtasun & Rich Zemel University of Toronto Sep 23, 2015 Urtasun & Zemel (UofT) CSC 411: 04-Prob Classif Sep 23, 2015 1 / 16 Today Key Concepts: Logistic

More information

STA141C: Big Data & High Performance Statistical Computing

STA141C: Big Data & High Performance Statistical Computing STA141C: Big Data & High Performance Statistical Computing Lecture 8: Optimization Cho-Jui Hsieh UC Davis May 9, 2017 Optimization Numerical Optimization Numerical Optimization: min X f (X ) Can be applied

More information

Iterative Reweighted Least Squares

Iterative Reweighted Least Squares Iterative Reweighted Least Squares Sargur. University at Buffalo, State University of ew York USA Topics in Linear Classification using Probabilistic Discriminative Models Generative vs Discriminative

More information

Neural networks III: The delta learning rule with semilinear activation function

Neural networks III: The delta learning rule with semilinear activation function Neural networks III: The delta learning rule with semilinear activation function The standard delta rule essentially implements gradient descent in sum-squared error for linear activation functions. We

More information

Answers Machine Learning Exercises 4

Answers Machine Learning Exercises 4 Answers Machine Learning Exercises 4 Tim van Erven November, 007 Exercises. The following Boolean functions take two Boolean features x and x as input. The features can take on the values and, where represents

More information

EE-559 Deep learning 1.6. Tensor internals

EE-559 Deep learning 1.6. Tensor internals EE-559 Deep learning 1.6. Tensor internals François Fleuret https://fleuret.org/ee559/ Tue Feb 26 15:45:36 UTC 2019 ÉCOLE POLYTECHNIQUE FÉDÉRALE DE LAUSANNE A tensor is a view of a [part of a] storage,

More information

Machine Learning Basics Lecture 2: Linear Classification. Princeton University COS 495 Instructor: Yingyu Liang

Machine Learning Basics Lecture 2: Linear Classification. Princeton University COS 495 Instructor: Yingyu Liang Machine Learning Basics Lecture 2: Linear Classification Princeton University COS 495 Instructor: Yingyu Liang Review: machine learning basics Math formulation Given training data x i, y i : 1 i n i.i.d.

More information

Machine Learning Linear Models

Machine Learning Linear Models Machine Learning Linear Models Outline II - Linear Models 1. Linear Regression (a) Linear regression: History (b) Linear regression with Least Squares (c) Matrix representation and Normal Equation Method

More information

Machine Learning. Linear Models. Fabio Vandin October 10, 2017

Machine Learning. Linear Models. Fabio Vandin October 10, 2017 Machine Learning Linear Models Fabio Vandin October 10, 2017 1 Linear Predictors and Affine Functions Consider X = R d Affine functions: L d = {h w,b : w R d, b R} where ( d ) h w,b (x) = w, x + b = w

More information

Machine Learning 4771

Machine Learning 4771 Machine Learning 4771 Instructor: Tony Jebara Topic 3 Additive Models and Linear Regression Sinusoids and Radial Basis Functions Classification Logistic Regression Gradient Descent Polynomial Basis Functions

More information

Lecture 7. Logistic Regression. Luigi Freda. ALCOR Lab DIAG University of Rome La Sapienza. December 11, 2016

Lecture 7. Logistic Regression. Luigi Freda. ALCOR Lab DIAG University of Rome La Sapienza. December 11, 2016 Lecture 7 Logistic Regression Luigi Freda ALCOR Lab DIAG University of Rome La Sapienza December 11, 2016 Luigi Freda ( La Sapienza University) Lecture 7 December 11, 2016 1 / 39 Outline 1 Intro Logistic

More information

ECE G: Special Topics in Signal Processing: Sparsity, Structure, and Inference

ECE G: Special Topics in Signal Processing: Sparsity, Structure, and Inference ECE 18-898G: Special Topics in Signal Processing: Sparsity, Structure, and Inference Neural Networks: A brief touch Yuejie Chi Department of Electrical and Computer Engineering Spring 2018 1/41 Outline

More information

Logistic Regression. Mohammad Emtiyaz Khan EPFL Oct 8, 2015

Logistic Regression. Mohammad Emtiyaz Khan EPFL Oct 8, 2015 Logistic Regression Mohammad Emtiyaz Khan EPFL Oct 8, 2015 Mohammad Emtiyaz Khan 2015 Classification with linear regression We can use y = 0 for C 1 and y = 1 for C 2 (or vice-versa), and simply use least-squares

More information

Introduction to Machine Learning (67577) Lecture 7

Introduction to Machine Learning (67577) Lecture 7 Introduction to Machine Learning (67577) Lecture 7 Shai Shalev-Shwartz School of CS and Engineering, The Hebrew University of Jerusalem Solving Convex Problems using SGD and RLM Shai Shalev-Shwartz (Hebrew

More information

Regression and Classification" with Linear Models" CMPSCI 383 Nov 15, 2011!

Regression and Classification with Linear Models CMPSCI 383 Nov 15, 2011! Regression and Classification" with Linear Models" CMPSCI 383 Nov 15, 2011! 1 Todayʼs topics" Learning from Examples: brief review! Univariate Linear Regression! Batch gradient descent! Stochastic gradient

More information

Error Functions & Linear Regression (2)

Error Functions & Linear Regression (2) Error Functions & Linear Regression (2) John Kelleher & Brian Mac Namee Machine Learning @ DIT Overview 1 Introduction Overview 2 Linear Classifiers Threshold Function Perceptron Learning Rule Training/Learning

More information

MLPR: Logistic Regression and Neural Networks

MLPR: Logistic Regression and Neural Networks MLPR: Logistic Regression and Neural Networks Machine Learning and Pattern Recognition Amos Storkey Amos Storkey MLPR: Logistic Regression and Neural Networks 1/28 Outline 1 Logistic Regression 2 Multi-layer

More information

Logistic Regression. COMP 527 Danushka Bollegala

Logistic Regression. COMP 527 Danushka Bollegala Logistic Regression COMP 527 Danushka Bollegala Binary Classification Given an instance x we must classify it to either positive (1) or negative (0) class We can use {1,-1} instead of {1,0} but we will

More information

Outline. MLPR: Logistic Regression and Neural Networks Machine Learning and Pattern Recognition. Which is the correct model? Recap.

Outline. MLPR: Logistic Regression and Neural Networks Machine Learning and Pattern Recognition. Which is the correct model? Recap. Outline MLPR: and Neural Networks Machine Learning and Pattern Recognition 2 Amos Storkey Amos Storkey MLPR: and Neural Networks /28 Recap Amos Storkey MLPR: and Neural Networks 2/28 Which is the correct

More information

Cheng Soon Ong & Christian Walder. Canberra February June 2018

Cheng Soon Ong & Christian Walder. Canberra February June 2018 Cheng Soon Ong & Christian Walder Research Group and College of Engineering and Computer Science Canberra February June 2018 Outlines Overview Introduction Linear Algebra Probability Linear Regression

More information

Machine Learning Basics Lecture 3: Perceptron. Princeton University COS 495 Instructor: Yingyu Liang

Machine Learning Basics Lecture 3: Perceptron. Princeton University COS 495 Instructor: Yingyu Liang Machine Learning Basics Lecture 3: Perceptron Princeton University COS 495 Instructor: Yingyu Liang Perceptron Overview Previous lectures: (Principle for loss function) MLE to derive loss Example: linear

More information

Engineering Part IIB: Module 4F10 Statistical Pattern Processing Lecture 5: Single Layer Perceptrons & Estimating Linear Classifiers

Engineering Part IIB: Module 4F10 Statistical Pattern Processing Lecture 5: Single Layer Perceptrons & Estimating Linear Classifiers Engineering Part IIB: Module 4F0 Statistical Pattern Processing Lecture 5: Single Layer Perceptrons & Estimating Linear Classifiers Phil Woodland: pcw@eng.cam.ac.uk Michaelmas 202 Engineering Part IIB:

More information

Linear Regression. Aarti Singh. Machine Learning / Sept 27, 2010

Linear Regression. Aarti Singh. Machine Learning / Sept 27, 2010 Linear Regression Aarti Singh Machine Learning 10-701/15-781 Sept 27, 2010 Discrete to Continuous Labels Classification Sports Science News Anemic cell Healthy cell Regression X = Document Y = Topic X

More information

1 Review of Winnow Algorithm

1 Review of Winnow Algorithm COS 511: Theoretical Machine Learning Lecturer: Rob Schapire Lecture # 17 Scribe: Xingyuan Fang, Ethan April 9th, 2013 1 Review of Winnow Algorithm We have studied Winnow algorithm in Algorithm 1. Algorithm

More information

EE-559 Deep learning 1.4. Tensor basics and linear regression. François Fleuret Mon Mar 18 20:04:34 UTC 2019

EE-559 Deep learning 1.4. Tensor basics and linear regression. François Fleuret   Mon Mar 18 20:04:34 UTC 2019 EE-559 Deep learning 1.4. Tensor basics and linear regression François Fleuret https://fleuret.org/ee559/ Mon Mar 18 20:04:34 UTC 2019 A tensor is a generalized matrix, a finite table of numerical values

More information

Introduction to Logistic Regression and Support Vector Machine

Introduction to Logistic Regression and Support Vector Machine Introduction to Logistic Regression and Support Vector Machine guest lecturer: Ming-Wei Chang CS 446 Fall, 2009 () / 25 Fall, 2009 / 25 Before we start () 2 / 25 Fall, 2009 2 / 25 Before we start Feel

More information

Multiclass Logistic Regression

Multiclass Logistic Regression Multiclass Logistic Regression Sargur. Srihari University at Buffalo, State University of ew York USA Machine Learning Srihari Topics in Linear Classification using Probabilistic Discriminative Models

More information

Neural Networks. Intro to AI Bert Huang Virginia Tech

Neural Networks. Intro to AI Bert Huang Virginia Tech Neural Networks Intro to AI Bert Huang Virginia Tech Outline Biological inspiration for artificial neural networks Linear vs. nonlinear functions Learning with neural networks: back propagation https://en.wikipedia.org/wiki/neuron#/media/file:chemical_synapse_schema_cropped.jpg

More information

Multilayer Perceptron = FeedForward Neural Network

Multilayer Perceptron = FeedForward Neural Network Multilayer Perceptron = FeedForward Neural Networ History Definition Classification = feedforward operation Learning = bacpropagation = local optimization in the space of weights Pattern Classification

More information

Linear Classification. CSE 6363 Machine Learning Vassilis Athitsos Computer Science and Engineering Department University of Texas at Arlington

Linear Classification. CSE 6363 Machine Learning Vassilis Athitsos Computer Science and Engineering Department University of Texas at Arlington Linear Classification CSE 6363 Machine Learning Vassilis Athitsos Computer Science and Engineering Department University of Texas at Arlington 1 Example of Linear Classification Red points: patterns belonging

More information

The Perceptron algorithm

The Perceptron algorithm The Perceptron algorithm Tirgul 3 November 2016 Agnostic PAC Learnability A hypothesis class H is agnostic PAC learnable if there exists a function m H : 0,1 2 N and a learning algorithm with the following

More information

Machine Learning 2017

Machine Learning 2017 Machine Learning 2017 Volker Roth Department of Mathematics & Computer Science University of Basel 21st March 2017 Volker Roth (University of Basel) Machine Learning 2017 21st March 2017 1 / 41 Section

More information

Discriminative Models

Discriminative Models No.5 Discriminative Models Hui Jiang Department of Electrical Engineering and Computer Science Lassonde School of Engineering York University, Toronto, Canada Outline Generative vs. Discriminative models

More information

Vasil Khalidov & Miles Hansard. C.M. Bishop s PRML: Chapter 5; Neural Networks

Vasil Khalidov & Miles Hansard. C.M. Bishop s PRML: Chapter 5; Neural Networks C.M. Bishop s PRML: Chapter 5; Neural Networks Introduction The aim is, as before, to find useful decompositions of the target variable; t(x) = y(x, w) + ɛ(x) (3.7) t(x n ) and x n are the observations,

More information

ECE521 Lectures 9 Fully Connected Neural Networks

ECE521 Lectures 9 Fully Connected Neural Networks ECE521 Lectures 9 Fully Connected Neural Networks Outline Multi-class classification Learning multi-layer neural networks 2 Measuring distance in probability space We learnt that the squared L2 distance

More information

Single layer NN. Neuron Model

Single layer NN. Neuron Model Single layer NN We consider the simple architecture consisting of just one neuron. Generalization to a single layer with more neurons as illustrated below is easy because: M M The output units are independent

More information

Machine Learning Basics Lecture 4: SVM I. Princeton University COS 495 Instructor: Yingyu Liang

Machine Learning Basics Lecture 4: SVM I. Princeton University COS 495 Instructor: Yingyu Liang Machine Learning Basics Lecture 4: SVM I Princeton University COS 495 Instructor: Yingyu Liang Review: machine learning basics Math formulation Given training data x i, y i : 1 i n i.i.d. from distribution

More information

EE-559 Deep learning Recurrent Neural Networks

EE-559 Deep learning Recurrent Neural Networks EE-559 Deep learning 11.1. Recurrent Neural Networks François Fleuret https://fleuret.org/ee559/ Sun Feb 24 20:33:31 UTC 2019 Inference from sequences François Fleuret EE-559 Deep learning / 11.1. Recurrent

More information

CSE446: non-parametric methods Spring 2017

CSE446: non-parametric methods Spring 2017 CSE446: non-parametric methods Spring 2017 Ali Farhadi Slides adapted from Carlos Guestrin and Luke Zettlemoyer Linear Regression: What can go wrong? What do we do if the bias is too strong? Might want

More information

Linear Models in Machine Learning

Linear Models in Machine Learning CS540 Intro to AI Linear Models in Machine Learning Lecturer: Xiaojin Zhu jerryzhu@cs.wisc.edu We briefly go over two linear models frequently used in machine learning: linear regression for, well, regression,

More information

Logistic Regression. Sargur N. Srihari. University at Buffalo, State University of New York USA

Logistic Regression. Sargur N. Srihari. University at Buffalo, State University of New York USA Logistic Regression Sargur N. University at Buffalo, State University of New York USA Topics in Linear Classification using Probabilistic Discriminative Models Generative vs Discriminative 1. Fixed basis

More information

April 9, Depto. de Ing. de Sistemas e Industrial Universidad Nacional de Colombia, Bogotá. Linear Classification Models. Fabio A. González Ph.D.

April 9, Depto. de Ing. de Sistemas e Industrial Universidad Nacional de Colombia, Bogotá. Linear Classification Models. Fabio A. González Ph.D. Depto. de Ing. de Sistemas e Industrial Universidad Nacional de Colombia, Bogotá April 9, 2018 Content 1 2 3 4 Outline 1 2 3 4 problems { C 1, y(x) threshold predict(x) = C 2, y(x) < threshold, with threshold

More information

Generative v. Discriminative classifiers Intuition

Generative v. Discriminative classifiers Intuition Logistic Regression Machine Learning 070/578 Carlos Guestrin Carnegie Mellon University September 24 th, 2007 Generative v. Discriminative classifiers Intuition Want to Learn: h:x a Y X features Y target

More information

Introduction to Neural Networks

Introduction to Neural Networks Introduction to Neural Networks Steve Renals Automatic Speech Recognition ASR Lecture 10 24 February 2014 ASR Lecture 10 Introduction to Neural Networks 1 Neural networks for speech recognition Introduction

More information

Logistic Regression Trained with Different Loss Functions. Discussion

Logistic Regression Trained with Different Loss Functions. Discussion Logistic Regression Trained with Different Loss Functions Discussion CS640 Notations We restrict our discussions to the binary case. g(z) = g (z) = g(z) z h w (x) = g(wx) = + e z = g(z)( g(z)) + e wx =

More information

(Feed-Forward) Neural Networks Dr. Hajira Jabeen, Prof. Jens Lehmann

(Feed-Forward) Neural Networks Dr. Hajira Jabeen, Prof. Jens Lehmann (Feed-Forward) Neural Networks 2016-12-06 Dr. Hajira Jabeen, Prof. Jens Lehmann Outline In the previous lectures we have learned about tensors and factorization methods. RESCAL is a bilinear model for

More information

CSC 411 Lecture 10: Neural Networks

CSC 411 Lecture 10: Neural Networks CSC 411 Lecture 10: Neural Networks Roger Grosse, Amir-massoud Farahmand, and Juan Carrasquilla University of Toronto UofT CSC 411: 10-Neural Networks 1 / 35 Inspiration: The Brain Our brain has 10 11

More information

CSE 250a. Assignment Noisy-OR model. Out: Tue Oct 26 Due: Tue Nov 2

CSE 250a. Assignment Noisy-OR model. Out: Tue Oct 26 Due: Tue Nov 2 CSE 250a. Assignment 4 Out: Tue Oct 26 Due: Tue Nov 2 4.1 Noisy-OR model X 1 X 2 X 3... X d Y For the belief network of binary random variables shown above, consider the noisy-or conditional probability

More information

Topic 3: Neural Networks

Topic 3: Neural Networks CS 4850/6850: Introduction to Machine Learning Fall 2018 Topic 3: Neural Networks Instructor: Daniel L. Pimentel-Alarcón c Copyright 2018 3.1 Introduction Neural networks are arguably the main reason why

More information

Machine Learning Lecture 7

Machine Learning Lecture 7 Course Outline Machine Learning Lecture 7 Fundamentals (2 weeks) Bayes Decision Theory Probability Density Estimation Statistical Learning Theory 23.05.2016 Discriminative Approaches (5 weeks) Linear Discriminant

More information

MLCC 2017 Regularization Networks I: Linear Models

MLCC 2017 Regularization Networks I: Linear Models MLCC 2017 Regularization Networks I: Linear Models Lorenzo Rosasco UNIGE-MIT-IIT June 27, 2017 About this class We introduce a class of learning algorithms based on Tikhonov regularization We study computational

More information

Machine Learning. Support Vector Machines. Fabio Vandin November 20, 2017

Machine Learning. Support Vector Machines. Fabio Vandin November 20, 2017 Machine Learning Support Vector Machines Fabio Vandin November 20, 2017 1 Classification and Margin Consider a classification problem with two classes: instance set X = R d label set Y = { 1, 1}. Training

More information

Pattern Recognition Prof. P. S. Sastry Department of Electronics and Communication Engineering Indian Institute of Science, Bangalore

Pattern Recognition Prof. P. S. Sastry Department of Electronics and Communication Engineering Indian Institute of Science, Bangalore Pattern Recognition Prof. P. S. Sastry Department of Electronics and Communication Engineering Indian Institute of Science, Bangalore Lecture - 27 Multilayer Feedforward Neural networks with Sigmoidal

More information

COMPUTATIONAL INTELLIGENCE (INTRODUCTION TO MACHINE LEARNING) SS16

COMPUTATIONAL INTELLIGENCE (INTRODUCTION TO MACHINE LEARNING) SS16 COMPUTATIONAL INTELLIGENCE (INTRODUCTION TO MACHINE LEARNING) SS6 Lecture 3: Classification with Logistic Regression Advanced optimization techniques Underfitting & Overfitting Model selection (Training-

More information

Linear models: the perceptron and closest centroid algorithms. D = {(x i,y i )} n i=1. x i 2 R d 9/3/13. Preliminaries. Chapter 1, 7.

Linear models: the perceptron and closest centroid algorithms. D = {(x i,y i )} n i=1. x i 2 R d 9/3/13. Preliminaries. Chapter 1, 7. Preliminaries Linear models: the perceptron and closest centroid algorithms Chapter 1, 7 Definition: The Euclidean dot product beteen to vectors is the expression d T x = i x i The dot product is also

More information

Logistic Regression & Neural Networks

Logistic Regression & Neural Networks Logistic Regression & Neural Networks CMSC 723 / LING 723 / INST 725 Marine Carpuat Slides credit: Graham Neubig, Jacob Eisenstein Logistic Regression Perceptron & Probabilities What if we want a probability

More information

Probabilistic Machine Learning. Industrial AI Lab.

Probabilistic Machine Learning. Industrial AI Lab. Probabilistic Machine Learning Industrial AI Lab. Probabilistic Linear Regression Outline Probabilistic Classification Probabilistic Clustering Probabilistic Dimension Reduction 2 Probabilistic Linear

More information

PMR5406 Redes Neurais e Lógica Fuzzy Aula 3 Single Layer Percetron

PMR5406 Redes Neurais e Lógica Fuzzy Aula 3 Single Layer Percetron PMR5406 Redes Neurais e Aula 3 Single Layer Percetron Baseado em: Neural Networks, Simon Haykin, Prentice-Hall, 2 nd edition Slides do curso por Elena Marchiori, Vrije Unviersity Architecture We consider

More information

Neural Networks: Backpropagation

Neural Networks: Backpropagation Neural Networks: Backpropagation Seung-Hoon Na 1 1 Department of Computer Science Chonbuk National University 2018.10.25 eung-hoon Na (Chonbuk National University) Neural Networks: Backpropagation 2018.10.25

More information

Probabilistic classification CE-717: Machine Learning Sharif University of Technology. M. Soleymani Fall 2016

Probabilistic classification CE-717: Machine Learning Sharif University of Technology. M. Soleymani Fall 2016 Probabilistic classification CE-717: Machine Learning Sharif University of Technology M. Soleymani Fall 2016 Topics Probabilistic approach Bayes decision theory Generative models Gaussian Bayes classifier

More information

Deep Learning book, by Ian Goodfellow, Yoshua Bengio and Aaron Courville

Deep Learning book, by Ian Goodfellow, Yoshua Bengio and Aaron Courville Deep Learning book, by Ian Goodfellow, Yoshua Bengio and Aaron Courville Chapter 6 :Deep Feedforward Networks Benoit Massé Dionyssos Kounades-Bastian Benoit Massé, Dionyssos Kounades-Bastian Deep Feedforward

More information

Last updated: Oct 22, 2012 LINEAR CLASSIFIERS. J. Elder CSE 4404/5327 Introduction to Machine Learning and Pattern Recognition

Last updated: Oct 22, 2012 LINEAR CLASSIFIERS. J. Elder CSE 4404/5327 Introduction to Machine Learning and Pattern Recognition Last updated: Oct 22, 2012 LINEAR CLASSIFIERS Problems 2 Please do Problem 8.3 in the textbook. We will discuss this in class. Classification: Problem Statement 3 In regression, we are modeling the relationship

More information

Gaussian and Linear Discriminant Analysis; Multiclass Classification

Gaussian and Linear Discriminant Analysis; Multiclass Classification Gaussian and Linear Discriminant Analysis; Multiclass Classification Professor Ameet Talwalkar Slide Credit: Professor Fei Sha Professor Ameet Talwalkar CS260 Machine Learning Algorithms October 13, 2015

More information

<Special Topics in VLSI> Learning for Deep Neural Networks (Back-propagation)

<Special Topics in VLSI> Learning for Deep Neural Networks (Back-propagation) Learning for Deep Neural Networks (Back-propagation) Outline Summary of Previous Standford Lecture Universal Approximation Theorem Inference vs Training Gradient Descent Back-Propagation

More information

Big Data Analytics. Lucas Rego Drumond

Big Data Analytics. Lucas Rego Drumond Big Data Analytics Lucas Rego Drumond Information Systems and Machine Learning Lab (ISMLL) Institute of Computer Science University of Hildesheim, Germany Predictive Models Predictive Models 1 / 34 Outline

More information

Support Vector Machines: Training with Stochastic Gradient Descent. Machine Learning Fall 2017

Support Vector Machines: Training with Stochastic Gradient Descent. Machine Learning Fall 2017 Support Vector Machines: Training with Stochastic Gradient Descent Machine Learning Fall 2017 1 Support vector machines Training by maximizing margin The SVM objective Solving the SVM optimization problem

More information

Discriminative Models

Discriminative Models No.5 Discriminative Models Hui Jiang Department of Electrical Engineering and Computer Science Lassonde School of Engineering York University, Toronto, Canada Outline Generative vs. Discriminative models

More information

CSC242: Intro to AI. Lecture 21

CSC242: Intro to AI. Lecture 21 CSC242: Intro to AI Lecture 21 Administrivia Project 4 (homeworks 18 & 19) due Mon Apr 16 11:59PM Posters Apr 24 and 26 You need an idea! You need to present it nicely on 2-wide by 4-high landscape pages

More information

SPSS, University of Texas at Arlington. Topics in Machine Learning-EE 5359 Neural Networks

SPSS, University of Texas at Arlington. Topics in Machine Learning-EE 5359 Neural Networks Topics in Machine Learning-EE 5359 Neural Networks 1 The Perceptron Output: A perceptron is a function that maps D-dimensional vectors to real numbers. For notational convenience, we add a zero-th dimension

More information

From perceptrons to word embeddings. Simon Šuster University of Groningen

From perceptrons to word embeddings. Simon Šuster University of Groningen From perceptrons to word embeddings Simon Šuster University of Groningen Outline A basic computational unit Weighting some input to produce an output: classification Perceptron Classify tweets Written

More information

Least Mean Squares Regression

Least Mean Squares Regression Least Mean Squares Regression Machine Learning Spring 2018 The slides are mainly from Vivek Srikumar 1 Lecture Overview Linear classifiers What functions do linear classifiers express? Least Squares Method

More information

Machine Learning for NLP

Machine Learning for NLP Machine Learning for NLP Linear Models Joakim Nivre Uppsala University Department of Linguistics and Philology Slides adapted from Ryan McDonald, Google Research Machine Learning for NLP 1(26) Outline

More information

GRADIENT DESCENT AND LOCAL MINIMA

GRADIENT DESCENT AND LOCAL MINIMA GRADIENT DESCENT AND LOCAL MINIMA 25 20 5 15 10 3 2 1 1 2 5 2 2 4 5 5 10 Suppose for both functions above, gradient descent is started at the point marked red. It will walk downhill as far as possible,

More information

CS229 Supplemental Lecture notes

CS229 Supplemental Lecture notes CS229 Supplemental Lecture notes John Duchi Binary classification In binary classification problems, the target y can take on at only two values. In this set of notes, we show how to model this problem

More information

A summary of Deep Learning without Poor Local Minima

A summary of Deep Learning without Poor Local Minima A summary of Deep Learning without Poor Local Minima by Kenji Kawaguchi MIT oral presentation at NIPS 2016 Learning Supervised (or Predictive) learning Learn a mapping from inputs x to outputs y, given

More information

Neural Networks Lecturer: J. Matas Authors: J. Matas, B. Flach, O. Drbohlav

Neural Networks Lecturer: J. Matas Authors: J. Matas, B. Flach, O. Drbohlav Neural Networks 30.11.2015 Lecturer: J. Matas Authors: J. Matas, B. Flach, O. Drbohlav 1 Talk Outline Perceptron Combining neurons to a network Neural network, processing input to an output Learning Cost

More information

Reading Group on Deep Learning Session 1

Reading Group on Deep Learning Session 1 Reading Group on Deep Learning Session 1 Stephane Lathuiliere & Pablo Mesejo 2 June 2016 1/31 Contents Introduction to Artificial Neural Networks to understand, and to be able to efficiently use, the popular

More information