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1 Machine Learning Maria Florina Balcan Machine Learning Department Carnegie Mellon University 02/10/2016 Today: Artificial neural networks Backpropagation Reading: Mitchell: Chapter 4 Bishop: Chapter 5 Slide courtesy: Tom Mitchell
2 Artificial Neural Network (ANN) Biological systems built of very complex webs of interconnected neurons. Highly connected to other neurons, and performs computations by combining signals from other neurons. Outputs of these computations may be transmitted to one or more other neurons. Artificial Neural Networks built out of a densely interconnected set of simple units (e.g., sigmoid units). Each unit takes real-valued inputs (possibly the outputs of other units) and produces a real-valued output (which may become input to many other units).
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4 ALVINN [Pomerleau 1993]
5 Artificial Neural Networks to learn f: X Y f w typically a non-linear function, f w : X Y X feature space: (vector of) continuous and/or discrete vars Y ouput space: (vector of) continuous and/or discrete vars f w network of basic units Learning algorithm: given x d, t d d D, train weights w of all units to minimize sum of squared errors of predicted network outputs. Find parameters w to minimize f w x d t d 2 d D Use gradient descent!
6 What type of units should we use? Classifier is a multilayer network of units. Each unit takes some inputs and produces one output. Output of one unit can be the input of another. Input layer 1 Hidden layer Output layer
7 Multilayer network of Linear units? Advantage: we know how to do gradient descent on linear units Input layer Hidden layer Output layer x 0 = 1 w 0,2 w 0,1 w 1,1 v 1 = w 1 x w 3,1 x 1 w 1,2 w 2,1 w 3,2 z = w 3 v x 2 w 2,2 v 2 = w 2 x Problem: linear of linear is just linear. z = w 3,1 w 1 x + w 3,2 w 2 x = w 3,1 w 1 + w 3,2 w 2 x = linear
8 Multilayer network of Perceptron units? Advantage: Can produce highly non-linear decision boundaries! Input layer Hidden layer Output layer x 0 = 1 w 0,2 w 0,1 w 1,1 v 1 = (w 1 x) w 3,1 x 1 w 1,2 w 2,1 w 3,2 z = (w 3 v) x 2 w 2,2 v 2 = (w 2 x) Threshold function: x = 1 if x is positive, 0 if x is negative. Problem: discontinuous threshold is not differentiable. Can t do gradient descent.
9 Multilayer network of sigmoid units Advantage: Can produce highly non-linear decision boundaries! Sigmoid is differentiable, so can use gradient descent Input layer Hidden layer Output layer x 0 = 1 w 0,2 x 1 w 1,2 w 0,1 w 1,1 w 2,1 v 1 = σ(w 1 x) w 3,1 w 3,2 z = σ(w 3 v) x 2 w 2,2 v 2 = σ(w 2 x) σ x = e x = Very useful in practice!
10 The Sigmoid Unit σ is the sigmoid function; σ x = Nice property: dσ x dx = σ x 1 σ x 1 1+e x We can derive gradient descent rules to train One sigmoid unit Multilayer networks of sigmoid units Backpropagation
11 Gradient Descent to Minimize Squared Error Goal: Given x d, t d d D find w to minimize E D w = 1 2 d D f w x d t d 2 Batch mode Gradient Descent: Do until satisfied 1. Compute the gradient E D [w] 2. w w η E D [w] Incremental (stochastic) Gradient Descent: Do until satisfied For each training example d in D E w E E E,,, w 0 w 1 w n 1. Compute the gradient E d [w] 2. w w η E d [w] E d w 1 2 t d o d 2 Note: Incremental Gradient Descent can approximate Batch Gradient Descent arbitrarily closely if η made small enough
12 Gradient Descent for the Sigmoid Unit Given x d, t d d D find w to minimize o d t d 2 d D o d = observed unit output for x d o d = σ(net d ); net d = w i x i,d i E w i = = w i 2 d D d D t d o d 2 2 t d o d w i = 1 2 w i t d o d 2 d D t d o d o d net d = t d o d net d w i d D = t d o d o d w i d D But we know: o d net d = σ net d net d = o d 1 o d and net d w i = w x d w i = x i,d So: E w i = d D t d o d o d 1 o d x i,d
13 Gradient Descent for the Sigmoid Unit Given x d, t d d D find w to minimize o d t d 2 d D o d = observed unit output for x d o d = σ(net d ); net d = w i x i,d i E w i = d D t d o d o d 1 o d x i,d E w i = d D δ d error term t d o d multiplied by o d 1 o d that comes from the derivative of the sigmoid function δ d x i,d Update rule: w w η E[w]
14 Gradient Descent for Multilayer Networks Given x d, t d d D find w to minimize 1 2 d D k Outputs o k,d t kd 2
15 Backpropagation Algorithm Incremental/stochastic gradient descent Initialize all weights to small random numbers. Until satisfied, Do: For each training example (x, t) do: 1. Input the training example to the network and compute the network outputs 2. For each output unit k: 3. For each hidden unit h: δ k o k (1 o k )(t k o k ) δ h o h 1 o h w h,k δ k k outputs k h o = observed unit output t = target output x = input x i,j = ith input to jth unit w ij = wt from i to j 4. Update each network weight w i,j w i,j w i,j + Δw i,j where Δw i,j = ηδ j x i,j
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17 Validation/generalization error first decreases, then increases. Weights tuned to fit the idiosyncrasies of the training examples that are not representative of the general distribution. Stop when lowest error over validation set. Not always obvious when lowest error over validation set has been reached.
18 Dealing with Overfitting Our learning algorithm involves a parameter n=number of gradient descent iterations How do we choose n to optimize future error? Separate available data into training and validation set Use training to perform gradient descent n number of iterations that optimizes validation set error
19 K-Fold Cross Validation Idea: train multiple times, leaving out a disjoint subset of data each time for test. Average the test set accuracies. Partition data into K disjoint subsets For k=1 to K end testdata = kth subset h classifier trained* on all data except for testdata accuracy(k) = accuracy of h on testdata FinalAccuracy = mean of the K recorded testset accuracies * might withhold some of this to choose number of gradient decent steps
20 Leave-One-Out Cross Validation This is just k-fold cross validation leaving out one example each iteration Partition data into K disjoint subsets, each containing one example For k=1 to K testdata = kth subset h classifier trained* on all data except for testdata accuracy(k) = accuracy of h on testdata end FinalAccuracy = mean of the K recorded testset accuracies * might withhold some of this to choose number of gradient decent steps
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22 Expressive Capabilities of ANNs Boolean functions: Every Boolean function can be represented by a network with a single hidden layer But might require exponential (in number of inputs) hidden units Continuous functions: Every bounded continuous function can be approximated with arbitrarily small error, by network with one hidden layer [Cybenko 1989; Hornik et al. 1989] Any function can be approximated to arbitrarily accuracy by a network with two hidden layers [Cybenko 1988]
23 Representing Simple Boolean Functions Inputs x i {0,1} Or function x i1 x i2 x ik And function x i1 x i2 x ik And with negations x i1 x i 2 x ik x 0 = 1 x 0 = 1 x 0 = 1 x 1 x x 1 x k x 1 x t x n x n x n w i = 1 if i is an i j w i = 0 otherwise w i = 1 if i is an i j w i = 0 otherwise w i = 1 if i is i j not negated w i = 1 if i is i j negated w i = 0 otherwise t = # not negated
24 General Boolean functions Every Boolean function can be represented by a network with a single hidden layer; might require exponential # of hidden units Can write any Boolean function as a truth table: View as OR of ANDs, with one AND for each positive entry. x1x 2x 3 x1x 2 x 3 x 1 x 2 x 3 x 1 x 2 x 3 Then combine AND and OR networks into a 2-layer network.
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27 Artificial Neural Networks: Summary Highly non-linear regression/classification Vector valued inputs and outputs Potentially millions of parameters to estimate Actively used to model distributed comptutation in the brain Hidden layers learn intermediate representations Stochastic gradient descent, local minima problems Overfitting and how to deal with it.
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