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1 CS 145 Discussion 2

2 Reminders HW1 out, due 10/19/2017 (Thursday) Group formations for course project due today (1 pt) Join Piazza (

3 Overview Linear Regression Z Score Normalization Multidimensional Newton s Method Decision Tree Twitter Crawler Likelihood

4 Linear Regression Linear model to predict value of a variable y using features x Least Square Estimation Closed form solution

5 A ball is rolled down a hallway and its position is recorded at five different times. Use the table shown below to calculate Weights Predicted position at each given time and at time 12 seconds

6 Step 1: Calculate Weights What are X and Y variables? What are the parameters for our problem? Calculating parameters

7 Step 1: Calculate Weights What are X and Y variables? Time (X 1 ) and Position(Y) What are the parameters for our problem? መβ 1 for time and መβ 0 for intercept Calculating parameters

8 X = y = X T X =? X T X 1 =? X T y =? መβ = X T X 1 X T y =? መβ 0 =? መβ 1 =?

9 X = y = X T X = = X T X 1 =? X T y =? መβ = X T X 1 X T y =? መβ 0 =? መβ 1 =?

10 X = y = X T X = = X T X 1 = X T y =? መβ = X T X 1 X T y =? መβ 0 =? መβ 1 =?

11 X = y = X T X = = X T X 1 = መβ = X T X 1 X T y X T y = = =? መβ 0 =? መβ 1 =?

12 X = y = X T X = = X T X 1 = X T y = = መβ = X T X 1 X T y = = መβ 0 = መβ 1 = 2.378

13 Step 2: Predict positions Plug time values into linear regression equation (Position) = (Time) Predicted value at time = 12 secs Position = * = Matrix form to predict all other positions y = X መβ

14 Step 2: Predict positions Plug time values into linear regression equation (Position) = (Time) Matrix form to predict all other positions y = X መβ y = =

15 Plot

16 Z Score Normalization Why normalize features? Different feature ranges such as [-1, 1] and [-100, 100] may negatively affect algorithm performance Small change in bigger range can affect more than huge change in smaller range Z Score (Standard Score) z ij = x ij μ j σ j z ij is the standard score for feature j of data point i x ij is the value of feature j of data point i μ j and σ j are mean and standard deviation of feature j

17 Normalize feature Distance Compute Mean μ dist = 1 σ N i=1 N x i.dist =? Computer Standard Deviation σ dist = N (xi.dist μ i=1 dist ) 2 N 1 =?

18 Normalize feature Distance Compute Mean μ dist = 1 σ N i=1 N x i.dist = Computer Standard Deviation σ dist = N (xi.dist μ i=1 dist ) 2 N 1 =? =

19 Normalize feature Distance Compute Mean μ dist = 1 σ N i=1 N x i.dist = Computer Standard Deviation σ dist = = N (xi.dist μ i=1 dist ) 2 = N ( ) 2 +( ) 2 +( ) 2 +( ) 2 4 =

20 μ dist = σ dist = Compute standard scores z virgo.dist = x virgo.dist μ dist σ dist =? z ursa.dist = x ursa.dist μ dist σ dist =? z corona.dist = x corona.dist μ dist σ dist =? z bootes.dist = x bootes.dist μ dist σ dist =? Similarly, other features like velocity can be standardized

21 μ dist = σ dist = Compute standard scores z virgo.dist = x virgo.dist μ dist σ dist = = z ursa.dist = x ursa.dist μ dist = σ dist z corona.dist = x corona.dist μ dist = σ dist z bootes.dist = x bootes.dist μ dist = σ dist = = = Similarly, other features like velocity can be standardized

22 Multidimensional Newton s Method x (0) = [3, 1, 0] f x 1, x 2, x 3 = x x x 1 x x 2 2x 3 4 What is f(x (0) )?

23 Multidimensional Newton s Method x (0) = [3, 1, 0] f x 1, x 2, x 3 = x x x 1 x x 2 2x 3 4 What is f(x (0) )? = 95

24 Multidimensional Newton s Method x (0) = [3, 1, 0] f x 1, x 2, x 3 = x x x 1 x x 2 2x 3 4 What is f(x (0) )? = 95 What is f x?

25 Multidimensional Newton s Method x (0) = [3, 1, 0] f x 1, x 2, x 3 = x x x 1 x x 2 2x 3 4 What is f(x (0) )? = 95 What is f x? f x 1 = 2 x x (x 1 x 3 ) f x 2 = 20 x x x 2 2 x 3 3 f x 2 = 10 x 1 x x 2 2 x 3 3

26 Multidimensional Newton s Method What is f x? f x 1 = 2 x x (x 1 x 3 ) f x 2 = 20 x x x 2 2 x 3 3 f x 2 = 10 x 1 x x 2 2 x 3 3 What is F(x)?

27 Multidimensional Newton s Method What is f x? f x 1 = 2 x x (x 1 x 3 ) f x 2 = 20 x x x 2 2 x 3 3 f x 2 = 10 x 1 x x 2 2 x 3 3 What is F(x)? x 2 2 x x 2 2 x x 2 2 x x 2 2 x 3

28 Multidimensional Newton s Method What is F x? x 2 2 x x 2 2 x x 2 2 x x 2 2 x 2 3 What is f x (0)?

29 Multidimensional Newton s Method x (0) = [3, 1, 0] What is f x? f x 1 = 2 x x (x 1 x 3 ) f x 2 = 20 x x x 2 2 x 3 3 f x 2 = 10 x 1 x x 2 2 x 3 What is f x (0)?

30 Multidimensional Newton s Method x (0) = [3, 1, 0] What is f x? f x 1 = 2 x x (x 1 x 3 ) f x 2 = 20 x x x 2 2 x 3 3 f x 2 = 10 x 1 x x 2 2 x 3 What is f x (0)? 16, 144, 22

31 Multidimensional Newton s Method What is f x (0)? 16, 144, 22 What is F x (0)?

32 Multidimensional Newton s Method x (0) = [3, 1, 0] What is F x? x 2 2 x x 2 2 x x 2 2 x x 2 2 x 3 What is F x (0)?

33 Multidimensional Newton s Method x (0) = [3, 1, 0] What is F x? x 2 2 x x 2 2 x x 2 2 x x 2 2 x 3 What is F x (0)?

34 Multidimensional Newton s Method What is F x 0 1? What is f x (0)? 16, 144, 22 What is F x 0 1 f x 0?

35 Multidimensional Newton s Method What is F x 0 1? What is f x (0)? 16, 144, 22 What is F x 0 1 f x 0? , , 2.291

36 Multidimensional Newton s Method 1. Guess x (0) 2. Get f x 3. Get F(x) 4. n = 0 5. Calculate f x (n) 6. Calculate F x (n) 7. Calculate F x n 1 8. x (n+1) = x (n) F x n 1 f x n 9. n = n + 1

37 Multidimensional Newton s Method 1. Guess x (0) 2. Get f x 3. Get F(x) 4. n = 0 5. Calculate f x (n) 6. Calculate F x (n) 7. Calculate F x n 1 8. x (n+1) = x (n) F x n 1 f x n 9. n = n + 1

38 Weather Data: Play or not Play? Outlook Temperature Humidity Windy Play? sunny hot high false No sunny hot high true No overcast hot high false Yes rain mild high false Yes rain cool normal false Yes rain cool normal true No overcast cool normal true Yes sunny mild high false No sunny cool normal false Yes rain mild normal false Yes sunny mild normal true Yes overcast mild high true Yes overcast hot normal false Yes rain mild high true No Note: Outlook is the Forecast, no relation to Microsoft program 38

39 Example Tree for Play? Outlook sunny overcast rain Humidity Yes Windy high normal false true No Yes No Yes 39

40 Choosing the Splitting Attribute At each node, available attributes are evaluated on the basis of separating the classes of the training examples. A Goodness function is used for this purpose. Typical goodness functions: information gain (ID3/C4.5) information gain ratio gini index 40

41 Which attribute to select? 41

42 A criterion for attribute selection Which is the best attribute? The one which will result in the smallest tree Heuristic: choose the attribute that produces the purest nodes Popular impurity criterion: information gain Information gain increases with the average purity of the subsets that an attribute produces Strategy: choose attribute that results in greatest information gain 42

43 Entropy of a split Information in a split with x items of one class, y items of the second class info([x, y]) entropy( x x y, x y ) y x x y log( x x y ) x y y log( x y y ) 43

44 Example: attribute Outlook Outlook = Sunny : 2 and 3 split info([2,3] ) entropy(2/ 5,3/5) 2 2 log( ) log( ) bits 44

45 Outlook = Overcast Outlook = Overcast : 4/0 split info([4,0] ) entropy(1,0) 1log(1) 0log(0) 0 bits Note: log(0) is not defined, but we evaluate 0*log(0) as zero 45

46 Outlook = Rainy Outlook = Rainy : info([3,2] ) entropy(3/ 5,2/5) 3 3 log( ) log( ) bits 46

47 Expected Information Expected information for attribute: info([3,2],[4,0],[3,2]) (5/14) (4/14) 0 (5/14) bits 47

48 Computing the information gain Information gain: (information before split) (information after split) gain(" Outlook") info([9,5]) - info([2,3],[4,0],[3,2]) bits Information gain for attributes from weather data: 48 gain(" Outlook") gain(" Temperature") gain(" Humidity") gain(" Windy") bits bits bits bits

49 Continuing to split gain(" Temperature") 0.571bits gain(" Humidity") 0.971bits gain(" Windy") bits 49

50 The final decision tree Note: not all leaves need to be pure; sometimes identical instances have different classes Splitting stops when data can t be split any further 50

51 Twitter API

52 python Get python (Anaconda recommended) Get an IDE (PyCharm) Set PyCharm interpreter to Anaconda File Settings Project: <name> Python Interpreter

53 python

54 python Get python (Anaconda recommended) Get an IDE (PyCharm) Set PyCharm interpreter to Anaconda File Settings Project: <name> Python Interpreter Make sure command line python and pip are pointing to Anaconda

55

56 python-twitter pip install tweepy

57 Twitter Sign-up (must add phone number) Register an app Create New App

58

59 Twitter Sign-up Register an app Create New App Get the keys and access tokens Keys and Access Tokens tab Create my access token

60

61

62

63

64 Twitter Rate limits Searching 24 hours x 4 15-minute increments x 450 requests per 15-minute increments = 43,200 requests per day Streaming 1%?

65 Likelihood Is likelihood a density or probability?

66 Likelihood Is likelihood a density or probability? No, it is the multiplication of densities

67 Likelihood Is likelihood a density or probability? No, it is the multiplication of densities Densities often < 1 Multiplication approaches epsilon (smallest non-zero positive value any language can handle) exponentially Likelihood used in gradient ascent if complex function partial derivative can get messy

68 Likelihood Solution?

69 Likelihood Solution? Take the log

70 Likelihood Solution? Take the log log x y = log x + log y Approaches ± linearly Easier to take derivative Density > 1 Log-likelihood > 1 Density < 1 Log-likelihood < 0

71

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