diff --git "a/CS_441_2023_Spring_February_02,_2023.vtt" "b/CS_441_2023_Spring_February_02,_2023.vtt" new file mode 100644--- /dev/null +++ "b/CS_441_2023_Spring_February_02,_2023.vtt" @@ -0,0 +1,5792 @@ +WEBVTT Kind: captions; Language: en-US + +NOTE +Created on 2024-02-07T20:53:55.0930204Z by ClassTranscribe + +00:01:12.090 --> 00:01:13.230 +Alright, good morning everybody. + +00:01:15.530 --> 00:01:20.650 +So I saw in response to the feedback, I + +00:01:20.650 --> 00:01:22.790 +got some feedback on the course and. + +00:01:23.690 --> 00:01:26.200 +Overall, there's of course a mix of + +00:01:26.200 --> 00:01:28.650 +responses, but some on average people + +00:01:28.650 --> 00:01:30.810 +feel like it's moving a little fast and + +00:01:30.810 --> 00:01:33.040 +we're and also it's challenging. + +00:01:33.980 --> 00:01:37.350 +So I wanted to take some time to like + +00:01:37.350 --> 00:01:39.430 +consolidate and to talk about some of + +00:01:39.430 --> 00:01:40.890 +the most important points. + +00:01:41.790 --> 00:01:45.160 +That we've covered so far, and then so + +00:01:45.160 --> 00:01:46.930 +I'll do that for the first half of the + +00:01:46.930 --> 00:01:49.280 +lecture, and then I'm also going to go + +00:01:49.280 --> 00:01:53.105 +through a detailed example using code + +00:01:53.105 --> 00:01:55.200 +to solve a particular problem. + +00:01:59.460 --> 00:02:00.000 +So. + +00:02:00.690 --> 00:02:01.340 +Let me see. + +00:02:04.270 --> 00:02:04.800 +All right. + +00:02:06.140 --> 00:02:09.360 +So this is a mostly the same as a slide + +00:02:09.360 --> 00:02:10.750 +that I showed in the intro. + +00:02:10.750 --> 00:02:12.750 +This is machine learning in general. + +00:02:12.750 --> 00:02:15.800 +You've got some raw features and so far + +00:02:15.800 --> 00:02:17.430 +we've COVID cases where we have + +00:02:17.430 --> 00:02:20.190 +discrete and continuous values and also + +00:02:20.190 --> 00:02:21.780 +some simple images in terms of the + +00:02:21.780 --> 00:02:22.670 +amnesty characters. + +00:02:23.600 --> 00:02:25.590 +And we have some kind of. + +00:02:25.590 --> 00:02:28.000 +Sometimes we process those features in + +00:02:28.000 --> 00:02:29.740 +some way we have like what's called an + +00:02:29.740 --> 00:02:31.970 +encoder or we have feature transforms. + +00:02:32.790 --> 00:02:34.290 +We've only gotten into that a little + +00:02:34.290 --> 00:02:34.500 +bit. + +00:02:35.210 --> 00:02:38.410 +In terms of the decision trees, which + +00:02:38.410 --> 00:02:39.670 +you can view as a kind of feature + +00:02:39.670 --> 00:02:40.530 +transformation. + +00:02:41.290 --> 00:02:43.440 +And feature selection using one the + +00:02:43.440 --> 00:02:44.350 +district regression. + +00:02:44.980 --> 00:02:47.030 +So the job of the encoder is to take + +00:02:47.030 --> 00:02:48.690 +your raw features and turn them into + +00:02:48.690 --> 00:02:50.570 +something that's more easily. + +00:02:51.340 --> 00:02:53.270 +That more easily yields a predictor. + +00:02:54.580 --> 00:02:56.180 +Then you have decoder, the thing that + +00:02:56.180 --> 00:02:58.290 +predicts from your encoded features, + +00:02:58.290 --> 00:03:00.510 +and we've covered pretty much all the + +00:03:00.510 --> 00:03:02.550 +methods here except for SVM, which + +00:03:02.550 --> 00:03:04.910 +we're doing next week. + +00:03:05.830 --> 00:03:08.110 +And so we've got a linear aggressor, a + +00:03:08.110 --> 00:03:09.952 +logistic regressor, nearest neighbor + +00:03:09.952 --> 00:03:11.430 +and probabilistic models. + +00:03:11.430 --> 00:03:13.035 +Now there's lots of different kinds of + +00:03:13.035 --> 00:03:13.650 +probabilistic models. + +00:03:13.650 --> 00:03:15.930 +We only talked about a couple of one of + +00:03:15.930 --> 00:03:17.420 +them nibs. + +00:03:18.750 --> 00:03:20.350 +But still, we've touched on this. + +00:03:21.360 --> 00:03:22.690 +And then you have a prediction and + +00:03:22.690 --> 00:03:24.047 +there's lots of different things you + +00:03:24.047 --> 00:03:24.585 +can predict. + +00:03:24.585 --> 00:03:26.480 +You can predict a category or a + +00:03:26.480 --> 00:03:28.050 +continuous value, which is what we've + +00:03:28.050 --> 00:03:29.205 +talked about South far. + +00:03:29.205 --> 00:03:31.420 +You could also be generating clusters + +00:03:31.420 --> 00:03:35.595 +or pixel labels or poses or other kinds + +00:03:35.595 --> 00:03:36.460 +of predictions. + +00:03:37.600 --> 00:03:40.275 +And in training, you've got some data + +00:03:40.275 --> 00:03:42.280 +and target labels, and you're trying to + +00:03:42.280 --> 00:03:44.060 +update the models of your parameters to + +00:03:44.060 --> 00:03:46.200 +get the best prediction possible, where + +00:03:46.200 --> 00:03:48.434 +you want to really not only maximize + +00:03:48.434 --> 00:03:50.619 +your prediction on the training data, + +00:03:50.620 --> 00:03:52.970 +but also to maximize your expected or + +00:03:52.970 --> 00:03:55.520 +minimize your expected error on the + +00:03:55.520 --> 00:03:56.170 +test data. + +00:03:59.950 --> 00:04:02.520 +So one important part of machine + +00:04:02.520 --> 00:04:04.255 +learning is learning a model. + +00:04:04.255 --> 00:04:04.650 +So. + +00:04:05.430 --> 00:04:08.385 +Here this is like this kind of. + +00:04:08.385 --> 00:04:10.610 +This function, in one form or another + +00:04:10.610 --> 00:04:12.140 +will be part of every machine learning + +00:04:12.140 --> 00:04:14.180 +algorithm where you're trying to. + +00:04:14.180 --> 00:04:17.720 +You have some model F of X Theta. + +00:04:18.360 --> 00:04:20.500 +Where X is the raw features. + +00:04:21.890 --> 00:04:23.600 +Beta are the parameters that you're + +00:04:23.600 --> 00:04:25.440 +trying to optimize that you're going to + +00:04:25.440 --> 00:04:26.840 +optimize to fit your model. + +00:04:27.940 --> 00:04:31.080 +And why is the prediction that you're + +00:04:31.080 --> 00:04:31.750 +trying to make? + +00:04:31.750 --> 00:04:33.359 +So you're given. + +00:04:33.360 --> 00:04:35.260 +In supervised learning you're given + +00:04:35.260 --> 00:04:40.100 +pairs XY of some features and labels. + +00:04:40.990 --> 00:04:42.430 +And then you're trying to solve for + +00:04:42.430 --> 00:04:45.570 +parameters that minimizes your loss, + +00:04:45.570 --> 00:04:49.909 +and your loss is a is like A is a + +00:04:49.910 --> 00:04:51.628 +objective function that you're trying + +00:04:51.628 --> 00:04:54.130 +to reduce, and it usually has two + +00:04:54.130 --> 00:04:54.860 +components. + +00:04:54.860 --> 00:04:56.550 +1 component is that you want your + +00:04:56.550 --> 00:04:59.140 +predictions on the training data to be + +00:04:59.140 --> 00:05:00.490 +as good as possible. + +00:05:00.490 --> 00:05:03.066 +For example, you might say that you + +00:05:03.066 --> 00:05:05.525 +want to maximize the probability of + +00:05:05.525 --> 00:05:07.210 +your labels given your features. + +00:05:07.840 --> 00:05:10.930 +Or, equivalently, you want to minimize + +00:05:10.930 --> 00:05:12.795 +the negative sum of log likelihood of + +00:05:12.795 --> 00:05:14.450 +your labels given your features. + +00:05:14.450 --> 00:05:16.762 +This is the same as maximizing the + +00:05:16.762 --> 00:05:17.650 +likelihood of the labels. + +00:05:18.280 --> 00:05:22.360 +But we often want to minimize things, + +00:05:22.360 --> 00:05:24.679 +so negative log is. + +00:05:24.680 --> 00:05:26.581 +Minimizing the negative log is the same + +00:05:26.581 --> 00:05:30.056 +as maximizing the log and taking the + +00:05:30.056 --> 00:05:30.369 +log. + +00:05:30.369 --> 00:05:33.500 +The Max of the log is the same as the + +00:05:33.500 --> 00:05:35.040 +Max of the value. + +00:05:35.850 --> 00:05:37.510 +And this form tends to be easier to + +00:05:37.510 --> 00:05:38.030 +optimize. + +00:05:40.730 --> 00:05:41.730 +The second term. + +00:05:41.730 --> 00:05:43.720 +So we want to maximize the likelihood + +00:05:43.720 --> 00:05:45.590 +of the labels given the data, but we + +00:05:45.590 --> 00:05:49.000 +also want to have some likely. + +00:05:49.000 --> 00:05:51.750 +We often want to impose some kinds of + +00:05:51.750 --> 00:05:53.450 +constraints or some kinds of + +00:05:53.450 --> 00:05:56.020 +preferences for the parameters of our + +00:05:56.020 --> 00:05:56.450 +model. + +00:05:57.210 --> 00:05:58.240 +So. + +00:05:58.430 --> 00:05:59.010 +And. + +00:06:00.730 --> 00:06:02.549 +So a common thing is that we want to + +00:06:02.550 --> 00:06:04.449 +say that the sum of the parameters we + +00:06:04.449 --> 00:06:06.119 +want to minimize the sum of the + +00:06:06.120 --> 00:06:07.465 +parameter squared, or we want to + +00:06:07.465 --> 00:06:09.148 +minimize the sum of the absolute values + +00:06:09.148 --> 00:06:10.282 +of the parameters. + +00:06:10.282 --> 00:06:11.815 +So this is called regularization. + +00:06:11.815 --> 00:06:13.565 +Or if you have a probabilistic model, + +00:06:13.565 --> 00:06:16.490 +that might be in the form of a prior on + +00:06:16.490 --> 00:06:19.200 +the statistics that you're estimating. + +00:06:20.910 --> 00:06:22.850 +So the regularization and priors + +00:06:22.850 --> 00:06:24.720 +indicate some kind of preference for a + +00:06:24.720 --> 00:06:26.110 +particular solutions. + +00:06:26.940 --> 00:06:28.700 +And they tend to improve + +00:06:28.700 --> 00:06:29.330 +generalization. + +00:06:29.330 --> 00:06:31.700 +And in some cases they're necessary to + +00:06:31.700 --> 00:06:33.520 +obtain a unique solution. + +00:06:33.520 --> 00:06:35.430 +Like there might be many linear models + +00:06:35.430 --> 00:06:37.510 +that can separate your one class from + +00:06:37.510 --> 00:06:40.380 +another, and without regularization you + +00:06:40.380 --> 00:06:41.820 +have no way of choosing among those + +00:06:41.820 --> 00:06:42.510 +different models. + +00:06:42.510 --> 00:06:45.660 +The regularization specifies a + +00:06:45.660 --> 00:06:46.720 +particular solution. + +00:06:48.250 --> 00:06:50.690 +And this is it's more important the + +00:06:50.690 --> 00:06:52.040 +less data you have. + +00:06:52.950 --> 00:06:55.450 +Or the more features or larger your + +00:06:55.450 --> 00:06:56.060 +problem is. + +00:07:00.900 --> 00:07:03.240 +Once we've once we've trained a model, + +00:07:03.240 --> 00:07:05.020 +then we want to do prediction using + +00:07:05.020 --> 00:07:06.033 +that model. + +00:07:06.033 --> 00:07:08.300 +So in prediction we're given some new + +00:07:08.300 --> 00:07:09.200 +set of features. + +00:07:09.860 --> 00:07:10.980 +It will be the same. + +00:07:10.980 --> 00:07:14.216 +So in training we might have seen 500 + +00:07:14.216 --> 00:07:16.870 +examples, and for each of those + +00:07:16.870 --> 00:07:19.191 +examples 10 features and some label + +00:07:19.191 --> 00:07:20.716 +you're trying to predict. + +00:07:20.716 --> 00:07:23.480 +So in testing you'll have a set of + +00:07:23.480 --> 00:07:25.860 +testing examples, and each one will + +00:07:25.860 --> 00:07:27.272 +also have the same number of features. + +00:07:27.272 --> 00:07:29.028 +So it might have 10 features as well, + +00:07:29.028 --> 00:07:30.771 +and you're trying to predict the same + +00:07:30.771 --> 00:07:31.019 +label. + +00:07:31.020 --> 00:07:32.810 +But in testing you don't give the model + +00:07:32.810 --> 00:07:34.265 +your label, you're trying to output the + +00:07:34.265 --> 00:07:34.510 +label. + +00:07:35.550 --> 00:07:37.990 +So in testing, we're given some test + +00:07:37.990 --> 00:07:42.687 +sample with input features XT and if + +00:07:42.687 --> 00:07:44.084 +we're doing a regression, then we're + +00:07:44.084 --> 00:07:45.474 +trying to output yet directly. + +00:07:45.474 --> 00:07:48.050 +So we're trying to say, predict the + +00:07:48.050 --> 00:07:49.830 +stock price or temperature or something + +00:07:49.830 --> 00:07:50.520 +like that. + +00:07:50.520 --> 00:07:52.334 +If we're doing classification, we're + +00:07:52.334 --> 00:07:54.210 +trying to output the likelihood of a + +00:07:54.210 --> 00:07:56.065 +particular category or the most likely + +00:07:56.065 --> 00:07:56.470 +category. + +00:08:03.280 --> 00:08:03.780 +And. + +00:08:04.810 --> 00:08:08.590 +So then there's a so if we're trying to + +00:08:08.590 --> 00:08:10.490 +develop a machine learning algorithm. + +00:08:11.240 --> 00:08:13.780 +Then we go through this model + +00:08:13.780 --> 00:08:15.213 +evaluation process. + +00:08:15.213 --> 00:08:18.660 +So the first step is that we need to + +00:08:18.660 --> 00:08:19.930 +collect some data. + +00:08:19.930 --> 00:08:21.848 +So if we're creating a new problem, + +00:08:21.848 --> 00:08:25.900 +then we might need to capture capture + +00:08:25.900 --> 00:08:28.940 +images or record observations or + +00:08:28.940 --> 00:08:30.950 +download information from the Internet, + +00:08:30.950 --> 00:08:31.930 +or whatever. + +00:08:31.930 --> 00:08:33.688 +One way or another, you need to get + +00:08:33.688 --> 00:08:34.092 +some data. + +00:08:34.092 --> 00:08:36.232 +You need to get labels for that data. + +00:08:36.232 --> 00:08:37.550 +So it might include. + +00:08:37.550 --> 00:08:38.970 +You might need to do some manual + +00:08:38.970 --> 00:08:39.494 +annotation. + +00:08:39.494 --> 00:08:41.590 +You might need to. + +00:08:41.650 --> 00:08:44.080 +Crowd source or use platforms to get + +00:08:44.080 --> 00:08:44.820 +the labels. + +00:08:44.820 --> 00:08:46.760 +At the end of this you'll have a whole + +00:08:46.760 --> 00:08:49.708 +set of samples X&Y where X are the are + +00:08:49.708 --> 00:08:51.355 +the features that you want to use to + +00:08:51.355 --> 00:08:53.070 +make a prediction and why are the + +00:08:53.070 --> 00:08:54.625 +predictions that you want to make. + +00:08:54.625 --> 00:08:57.442 +And then you split that data into a + +00:08:57.442 --> 00:09:00.190 +training and validation and a test set + +00:09:00.190 --> 00:09:01.630 +where you're going to use the training + +00:09:01.630 --> 00:09:03.175 +set to optimize parameters, validation + +00:09:03.175 --> 00:09:06.130 +set to choose your best model and + +00:09:06.130 --> 00:09:08.070 +testing for your final evaluation and + +00:09:08.070 --> 00:09:08.680 +performance. + +00:09:10.180 --> 00:09:12.330 +So once you have the data, you might + +00:09:12.330 --> 00:09:14.134 +spend some time inspecting the features + +00:09:14.134 --> 00:09:16.605 +and trying to understand the problem a + +00:09:16.605 --> 00:09:17.203 +little bit better. + +00:09:17.203 --> 00:09:19.570 +Trying to look at do some little test + +00:09:19.570 --> 00:09:23.960 +to see how like baselines work and how + +00:09:23.960 --> 00:09:27.320 +certain features predict the label. + +00:09:28.410 --> 00:09:29.600 +And then you'll decide on some + +00:09:29.600 --> 00:09:31.190 +candidate models and parameters. + +00:09:31.870 --> 00:09:34.610 +Then for each candidate you would train + +00:09:34.610 --> 00:09:36.970 +the parameters using the train set. + +00:09:37.720 --> 00:09:39.970 +And you'll evaluate your trained model + +00:09:39.970 --> 00:09:41.170 +on the validation set. + +00:09:41.910 --> 00:09:43.870 +And then you choose the best model + +00:09:43.870 --> 00:09:45.630 +based on your validation performance. + +00:09:46.470 --> 00:09:48.800 +And then you evaluate it on the test + +00:09:48.800 --> 00:09:49.040 +set. + +00:09:50.320 --> 00:09:54.160 +And sometimes, very often you have like + +00:09:54.160 --> 00:09:55.320 +a tree and vowel test set. + +00:09:55.320 --> 00:09:56.920 +But an alternative is that you could do + +00:09:56.920 --> 00:09:59.320 +cross validation, which I'll show an + +00:09:59.320 --> 00:10:02.000 +example of, where you just split your + +00:10:02.000 --> 00:10:05.305 +whole set into 10 parts and each time + +00:10:05.305 --> 00:10:07.423 +you train on 9 parts and test on the + +00:10:07.423 --> 00:10:08.130 +10th part. + +00:10:08.130 --> 00:10:09.430 +That becomes. + +00:10:09.430 --> 00:10:11.410 +If you have like a very limited amount + +00:10:11.410 --> 00:10:13.070 +of data then that can help you make the + +00:10:13.070 --> 00:10:14.360 +best use of your limited data. + +00:10:16.340 --> 00:10:18.040 +So typically when you're evaluating the + +00:10:18.040 --> 00:10:19.500 +performance, you're going to measure + +00:10:19.500 --> 00:10:21.370 +like the error, the accuracy like root + +00:10:21.370 --> 00:10:23.250 +mean squared error or accuracy, or the + +00:10:23.250 --> 00:10:24.810 +amount of variance you can explain. + +00:10:26.070 --> 00:10:27.130 +Or you could be doing. + +00:10:27.130 --> 00:10:28.555 +If you're doing like a retrieval task, + +00:10:28.555 --> 00:10:30.190 +you might do precision recall. + +00:10:30.190 --> 00:10:31.600 +So there's a variety of metrics that + +00:10:31.600 --> 00:10:32.510 +depend on the problem. + +00:10:36.890 --> 00:10:37.390 +So. + +00:10:38.160 --> 00:10:39.730 +When we're trying to think about like + +00:10:39.730 --> 00:10:41.530 +these mill algorithms, there's actually + +00:10:41.530 --> 00:10:43.400 +a lot of different things that we + +00:10:43.400 --> 00:10:44.170 +should consider. + +00:10:45.300 --> 00:10:48.187 +One of them is like, what is the model? + +00:10:48.187 --> 00:10:50.330 +What kinds of things can it represent? + +00:10:50.330 --> 00:10:52.139 +For example, in a linear model and a + +00:10:52.140 --> 00:10:55.350 +classifier model, it means that all the + +00:10:55.350 --> 00:10:57.382 +data that's on one side of the + +00:10:57.382 --> 00:10:58.893 +hyperplane is going to be assigned to + +00:10:58.893 --> 00:11:00.619 +one class, and all the data on the + +00:11:00.620 --> 00:11:02.066 +other side of the hyperplane will be + +00:11:02.066 --> 00:11:04.210 +assigned to another class, where for + +00:11:04.210 --> 00:11:06.610 +nearest neighbor you can have much more + +00:11:06.610 --> 00:11:08.150 +flexible decision boundaries. + +00:11:10.010 --> 00:11:11.270 +You can also think about. + +00:11:11.270 --> 00:11:13.440 +Maybe the model implies that some kinds + +00:11:13.440 --> 00:11:16.160 +of functions are preferred over others. + +00:11:18.810 --> 00:11:20.470 +You think about like what is your + +00:11:20.470 --> 00:11:21.187 +objective function? + +00:11:21.187 --> 00:11:22.870 +So what is it that you're trying to + +00:11:22.870 --> 00:11:25.100 +minimize, and what kinds of like values + +00:11:25.100 --> 00:11:26.060 +does that imply? + +00:11:26.060 --> 00:11:26.960 +So do you prefer? + +00:11:26.960 --> 00:11:27.890 +Does it mean? + +00:11:27.890 --> 00:11:29.840 +Does your regularization, for example, + +00:11:29.840 --> 00:11:32.620 +mean that you prefer that you're using + +00:11:32.620 --> 00:11:34.230 +a few features or that you have low + +00:11:34.230 --> 00:11:35.520 +weight on a lot of features? + +00:11:36.270 --> 00:11:39.126 +Are you trying to minimize a likelihood + +00:11:39.126 --> 00:11:42.190 +or maximize the likelihood, or are you + +00:11:42.190 --> 00:11:45.250 +trying to just get high enough + +00:11:45.250 --> 00:11:46.899 +confidence on each example to get + +00:11:46.900 --> 00:11:47.610 +things correct? + +00:11:49.430 --> 00:11:50.850 +And it's important to note that the + +00:11:50.850 --> 00:11:53.080 +objective function often does not match + +00:11:53.080 --> 00:11:54.290 +your final evaluation. + +00:11:54.290 --> 00:11:57.590 +So nobody really trains a model to + +00:11:57.590 --> 00:12:00.170 +minimize the classification error, even + +00:12:00.170 --> 00:12:01.960 +though they often evaluate based on + +00:12:01.960 --> 00:12:03.000 +classification error. + +00:12:03.940 --> 00:12:06.576 +And there's two reasons for that. + +00:12:06.576 --> 00:12:09.388 +So one reason is that it's really hard + +00:12:09.388 --> 00:12:11.550 +to minimize classification error over + +00:12:11.550 --> 00:12:13.510 +training set, because a small change in + +00:12:13.510 --> 00:12:15.000 +parameters may not change your + +00:12:15.000 --> 00:12:15.680 +classification error. + +00:12:15.680 --> 00:12:18.200 +So it's hard to for an optimization + +00:12:18.200 --> 00:12:19.850 +algorithm to figure out how it should + +00:12:19.850 --> 00:12:21.400 +change to minimize that error. + +00:12:22.430 --> 00:12:25.823 +The second reason is that there might + +00:12:25.823 --> 00:12:27.730 +be many different models that can have + +00:12:27.730 --> 00:12:29.620 +similar classification error, the same + +00:12:29.620 --> 00:12:31.980 +classification error, and so you need + +00:12:31.980 --> 00:12:33.560 +some way of choosing among them. + +00:12:33.560 --> 00:12:35.670 +So many algorithms, many times the + +00:12:35.670 --> 00:12:37.422 +objective function will also say that + +00:12:37.422 --> 00:12:39.160 +you want to be very confident about + +00:12:39.160 --> 00:12:41.274 +your examples, not only that, you want + +00:12:41.274 --> 00:12:42.010 +to be correct. + +00:12:45.380 --> 00:12:47.140 +The third thing is that you would think + +00:12:47.140 --> 00:12:50.070 +about how you can optimize the model. + +00:12:50.070 --> 00:12:51.610 +So does it. + +00:12:51.680 --> 00:12:56.200 +For example for like logistic + +00:12:56.200 --> 00:12:56.880 +regression. + +00:12:58.760 --> 00:13:01.480 +You're able to reach a global optimum. + +00:13:01.480 --> 00:13:04.220 +It's a convex problem so that you're + +00:13:04.220 --> 00:13:06.290 +going to find the best solution, where + +00:13:06.290 --> 00:13:08.020 +for something a neural network it may + +00:13:08.020 --> 00:13:09.742 +not be possible to get the best + +00:13:09.742 --> 00:13:11.000 +solution, but you can usually get a + +00:13:11.000 --> 00:13:11.860 +pretty good solution. + +00:13:12.680 --> 00:13:14.430 +You also will think about like how long + +00:13:14.430 --> 00:13:17.260 +does it take to train and how does that + +00:13:17.260 --> 00:13:18.709 +depend on the number of examples and + +00:13:18.709 --> 00:13:19.950 +the number of features. + +00:13:19.950 --> 00:13:22.010 +So if you're later we'll talk about + +00:13:22.010 --> 00:13:25.260 +SVMS and Kernelized SVM is one of the + +00:13:25.260 --> 00:13:27.560 +problems, is that it's the training is + +00:13:27.560 --> 00:13:29.761 +quadratic in the number of examples, so + +00:13:29.761 --> 00:13:32.600 +it becomes a pretty expensive, at least + +00:13:32.600 --> 00:13:34.976 +according to the earlier optimization + +00:13:34.976 --> 00:13:35.582 +algorithms. + +00:13:35.582 --> 00:13:38.120 +So some algorithms can be used with a + +00:13:38.120 --> 00:13:39.710 +lot of examples, but some are just too + +00:13:39.710 --> 00:13:40.370 +expensive. + +00:13:40.440 --> 00:13:40.880 +Yeah. + +00:13:43.520 --> 00:13:47.060 +So the objective function is your, it's + +00:13:47.060 --> 00:13:48.120 +your loss essentially. + +00:13:48.120 --> 00:13:50.470 +So it usually has that data term where + +00:13:50.470 --> 00:13:51.540 +you're trying to maximize the + +00:13:51.540 --> 00:13:52.910 +likelihood of the data or the labels + +00:13:52.910 --> 00:13:53.960 +given the data. + +00:13:53.960 --> 00:13:56.075 +And it has some regularization term + +00:13:56.075 --> 00:13:58.130 +that says that you prefer some models + +00:13:58.130 --> 00:13:58.670 +over others. + +00:14:05.090 --> 00:14:07.890 +So yeah, feel free to please do ask as + +00:14:07.890 --> 00:14:11.140 +many questions as pop into your mind. + +00:14:11.140 --> 00:14:13.010 +I'm happy to answer them and I want to + +00:14:13.010 --> 00:14:14.992 +make sure, hopefully at the end of this + +00:14:14.992 --> 00:14:17.670 +lecture, or if it's or if you like + +00:14:17.670 --> 00:14:18.630 +further review the lecture. + +00:14:18.630 --> 00:14:20.345 +Again, I hope that all of this stuff is + +00:14:20.345 --> 00:14:22.340 +like really clear, and if it's not, + +00:14:22.340 --> 00:14:26.847 +just don't feel don't be afraid to ask + +00:14:26.847 --> 00:14:28.680 +questions in office hours or after + +00:14:28.680 --> 00:14:29.660 +class or whatever. + +00:14:31.920 --> 00:14:34.065 +So then finally, how does the + +00:14:34.065 --> 00:14:34.670 +prediction work? + +00:14:34.670 --> 00:14:36.340 +So then you want to think about like + +00:14:36.340 --> 00:14:37.740 +can I make a prediction really quickly? + +00:14:37.740 --> 00:14:39.730 +So like for a nearest neighbor it's not + +00:14:39.730 --> 00:14:41.579 +necessarily so quick, but for the + +00:14:41.580 --> 00:14:43.050 +linear models it's pretty fast. + +00:14:44.750 --> 00:14:46.580 +Can I find the most likely prediction + +00:14:46.580 --> 00:14:48.260 +according to my model? + +00:14:48.260 --> 00:14:50.390 +So sometimes even after you've + +00:14:50.390 --> 00:14:53.790 +optimized your model, you don't have a + +00:14:53.790 --> 00:14:55.530 +guarantee that you can generate the + +00:14:55.530 --> 00:14:57.410 +best solution for a new sample. + +00:14:57.410 --> 00:14:59.930 +So for example with these image + +00:14:59.930 --> 00:15:02.090 +generation algorithms even though. + +00:15:02.890 --> 00:15:05.060 +Even after you optimize your model + +00:15:05.060 --> 00:15:08.150 +given some phrase, you're not + +00:15:08.150 --> 00:15:09.720 +necessarily going to generate the most + +00:15:09.720 --> 00:15:11.630 +likely image given that phrase. + +00:15:11.630 --> 00:15:13.710 +You'll just generate like an image that + +00:15:13.710 --> 00:15:16.199 +is like consistent with the phrase + +00:15:16.200 --> 00:15:18.010 +according to some scoring function. + +00:15:18.010 --> 00:15:20.810 +So not all models can even be perfectly + +00:15:20.810 --> 00:15:22.040 +optimized for prediction. + +00:15:23.100 --> 00:15:25.110 +And then finally, does my algorithm + +00:15:25.110 --> 00:15:27.180 +output confidence as well as + +00:15:27.180 --> 00:15:27.710 +prediction? + +00:15:27.710 --> 00:15:30.770 +Usually it's helpful if your model not + +00:15:30.770 --> 00:15:32.193 +only gives you an answer, but also + +00:15:32.193 --> 00:15:33.930 +gives you a confidence in how to write + +00:15:33.930 --> 00:15:34.790 +that answer is. + +00:15:35.420 --> 00:15:37.580 +And it's nice if that confidence is + +00:15:37.580 --> 00:15:38.030 +accurate. + +00:15:39.240 --> 00:15:41.580 +Meaning that if it says that you've got + +00:15:41.580 --> 00:15:44.000 +like a 99% chance of being correct, + +00:15:44.000 --> 00:15:46.250 +then hopefully 99 out of 100 times + +00:15:46.250 --> 00:15:48.640 +you'll be correct in that situation. + +00:15:55.440 --> 00:15:57.234 +So we looked at. + +00:15:57.234 --> 00:15:59.300 +We looked at several different + +00:15:59.300 --> 00:16:00.870 +classification algorithms. + +00:16:01.560 --> 00:16:04.440 +And so here they're all compared + +00:16:04.440 --> 00:16:05.890 +side-by-side according to some + +00:16:05.890 --> 00:16:06.290 +criteria. + +00:16:06.290 --> 00:16:08.130 +So we can think about like what type of + +00:16:08.130 --> 00:16:10.290 +algorithm it is it a nearest neighbor + +00:16:10.290 --> 00:16:12.480 +is instance based, and that the + +00:16:12.480 --> 00:16:14.120 +parameters are the instances + +00:16:14.120 --> 00:16:14.740 +themselves. + +00:16:14.740 --> 00:16:17.870 +There's additional like linear model or + +00:16:17.870 --> 00:16:19.450 +something that's parametric that you're + +00:16:19.450 --> 00:16:20.590 +trying to fit to your data. + +00:16:22.150 --> 00:16:24.170 +Naive Bayes is probabilistic is + +00:16:24.170 --> 00:16:26.060 +logistic regression, but. + +00:16:26.910 --> 00:16:29.090 +Naive Bayes, you're maximizing the + +00:16:29.090 --> 00:16:31.210 +likelihood of your features given the + +00:16:31.210 --> 00:16:33.020 +data or your features, and I mean + +00:16:33.020 --> 00:16:34.270 +sorry, you're maximizing likelihood of + +00:16:34.270 --> 00:16:35.720 +your features and the label. + +00:16:36.600 --> 00:16:37.230 + + +00:16:38.790 --> 00:16:40.800 +Under the assumption that your features + +00:16:40.800 --> 00:16:42.610 +are independent given the label. + +00:16:43.450 --> 00:16:45.450 +Where in logistic regression you're + +00:16:45.450 --> 00:16:47.695 +directly maximizing the likelihood of + +00:16:47.695 --> 00:16:48.970 +the label given the data. + +00:16:51.820 --> 00:16:53.880 +They both often end up being linear + +00:16:53.880 --> 00:16:55.750 +models, but you're modeling different + +00:16:55.750 --> 00:16:57.659 +things in these two in these two + +00:16:57.660 --> 00:16:58.170 +settings. + +00:16:58.790 --> 00:17:01.880 +And in logistic regression, the model + +00:17:01.880 --> 00:17:04.460 +the linear part, so it's, I just wrote + +00:17:04.460 --> 00:17:05.890 +logistic regression, but often we're + +00:17:05.890 --> 00:17:07.176 +doing linear logistic regression. + +00:17:07.176 --> 00:17:09.490 +The linear part is that we're seeing + +00:17:09.490 --> 00:17:11.993 +that this logic function is linear. + +00:17:11.993 --> 00:17:15.896 +The log ratio of the probability of the + +00:17:15.896 --> 00:17:19.830 +of label equals one given the features + +00:17:19.830 --> 00:17:21.460 +over probability of label equals zero + +00:17:21.460 --> 00:17:22.319 +given the features. + +00:17:22.319 --> 00:17:24.323 +That thing is the linear thing that + +00:17:24.323 --> 00:17:24.970 +we're fitting. + +00:17:27.290 --> 00:17:28.700 +And then we talked about decision + +00:17:28.700 --> 00:17:29.350 +trees. + +00:17:29.350 --> 00:17:31.706 +I would also say that's a kind of a + +00:17:31.706 --> 00:17:33.040 +probabilistic function in the sense + +00:17:33.040 --> 00:17:35.555 +that we're choosing our splits to + +00:17:35.555 --> 00:17:38.700 +maximize the mutual information or to, + +00:17:38.700 --> 00:17:41.200 +sorry, to maximize the information gain + +00:17:41.200 --> 00:17:44.870 +to minimize the conditional entropy. + +00:17:44.870 --> 00:17:47.780 +And that's like a probabilistic basis + +00:17:47.780 --> 00:17:49.400 +for the optimization. + +00:17:50.080 --> 00:17:51.810 +And then at the end of the prediction, + +00:17:51.810 --> 00:17:53.560 +you would typically be estimating the + +00:17:53.560 --> 00:17:55.330 +probability of each label given the + +00:17:55.330 --> 00:17:57.170 +data that has fallen into some leaf + +00:17:57.170 --> 00:17:57.430 +node. + +00:17:59.490 --> 00:18:01.024 +But that has quite different rules than + +00:18:01.024 --> 00:18:01.460 +the other. + +00:18:01.460 --> 00:18:03.260 +So nearest neighbor is just going to be + +00:18:03.260 --> 00:18:05.189 +like finding the sample that has the + +00:18:05.190 --> 00:18:06.750 +closest distance. + +00:18:06.750 --> 00:18:08.422 +Naive Bayes and logistic regression + +00:18:08.422 --> 00:18:11.363 +will be these probability functions + +00:18:11.363 --> 00:18:13.540 +that will tend to give you like linear + +00:18:13.540 --> 00:18:14.485 +classifiers. + +00:18:14.485 --> 00:18:17.480 +And Decision Tree has these conjunctive + +00:18:17.480 --> 00:18:19.840 +rules that you say if this feature is + +00:18:19.840 --> 00:18:22.249 +greater than this value then you go + +00:18:22.249 --> 00:18:22.615 +this way. + +00:18:22.615 --> 00:18:23.955 +And then if this other thing happens + +00:18:23.955 --> 00:18:26.090 +then you go another way and then at the + +00:18:26.090 --> 00:18:29.350 +end you can express that as a series of + +00:18:29.350 --> 00:18:29.700 +rules. + +00:18:29.750 --> 00:18:31.425 +Where you have a bunch of and + +00:18:31.425 --> 00:18:32.850 +conditions, and if all of those + +00:18:32.850 --> 00:18:34.220 +conditions are met, then you make a + +00:18:34.220 --> 00:18:35.290 +particular prediction. + +00:18:38.370 --> 00:18:40.150 +So these algorithms have different + +00:18:40.150 --> 00:18:42.480 +strengths, like nearest neighbor has + +00:18:42.480 --> 00:18:45.547 +low bias, so that means that you can + +00:18:45.547 --> 00:18:47.340 +almost always get perfect training + +00:18:47.340 --> 00:18:47.970 +accuracy. + +00:18:47.970 --> 00:18:49.706 +You can fit like almost anything with + +00:18:49.706 --> 00:18:50.279 +nearest neighbor. + +00:18:52.310 --> 00:18:54.725 +On the other hand, I guess I didn't put + +00:18:54.725 --> 00:18:56.640 +it here, but limitation is that it has + +00:18:56.640 --> 00:18:57.300 +high variance. + +00:18:58.000 --> 00:18:59.650 +You might get very different prediction + +00:18:59.650 --> 00:19:01.590 +functions if you resample your data. + +00:19:03.390 --> 00:19:05.150 +It has no training time. + +00:19:06.230 --> 00:19:08.200 +It's very widely applicable and it's + +00:19:08.200 --> 00:19:08.900 +very simple. + +00:19:09.690 --> 00:19:12.110 +Another limitation is that it can take + +00:19:12.110 --> 00:19:13.780 +a long time to do inference, but if you + +00:19:13.780 --> 00:19:15.642 +use approximate nearest neighbor + +00:19:15.642 --> 00:19:17.790 +inference, which we'll talk about + +00:19:17.790 --> 00:19:21.230 +later, then it can be like relatively + +00:19:21.230 --> 00:19:21.608 +fast. + +00:19:21.608 --> 00:19:23.881 +You can do approximate nearest neighbor + +00:19:23.881 --> 00:19:26.600 +in log N time, where N is the number of + +00:19:26.600 --> 00:19:29.310 +training samples, where so far we're + +00:19:29.310 --> 00:19:31.470 +just doing brute force, which is linear + +00:19:31.470 --> 00:19:32.460 +in the number of samples. + +00:19:34.620 --> 00:19:35.770 +Naive bayes. + +00:19:35.770 --> 00:19:37.980 +The strengths are that you can estimate + +00:19:37.980 --> 00:19:39.950 +these parameters reasonably well from + +00:19:39.950 --> 00:19:40.680 +limited data. + +00:19:41.690 --> 00:19:43.000 +It's also pretty simple. + +00:19:43.000 --> 00:19:45.380 +It's fast to train, and the downside is + +00:19:45.380 --> 00:19:48.030 +that as limited modeling power, so even + +00:19:48.030 --> 00:19:49.876 +on the training set you often won't get + +00:19:49.876 --> 00:19:52.049 +0 error or even close to 0 error. + +00:19:53.520 --> 00:19:55.290 +Logistic regression is really powerful + +00:19:55.290 --> 00:19:57.250 +in high dimensions, so remember that + +00:19:57.250 --> 00:19:59.050 +even though it's a linear classifier, + +00:19:59.050 --> 00:20:01.400 +which feels like it can't do much in + +00:20:01.400 --> 00:20:04.830 +terms of separation in high dimensions, + +00:20:04.830 --> 00:20:05.530 +you can. + +00:20:05.530 --> 00:20:07.330 +These classifiers are actually very + +00:20:07.330 --> 00:20:07.850 +powerful. + +00:20:08.510 --> 00:20:10.710 +If you have 1000 dimensional feature. + +00:20:11.330 --> 00:20:13.930 +And you have 1000 data points, then you + +00:20:13.930 --> 00:20:16.094 +can assign those data points arbitrary + +00:20:16.094 --> 00:20:18.210 +labels, arbitrary binary labels, and + +00:20:18.210 --> 00:20:19.590 +still get a perfect classifier. + +00:20:19.590 --> 00:20:21.770 +You're guaranteed a perfect classifier + +00:20:21.770 --> 00:20:23.050 +in terms of the training data. + +00:20:23.860 --> 00:20:26.740 +Now, that power power is always a + +00:20:26.740 --> 00:20:27.750 +double edged sword. + +00:20:27.750 --> 00:20:29.740 +You, if you have a powerful classifier, + +00:20:29.740 --> 00:20:32.040 +means you can fit your training data + +00:20:32.040 --> 00:20:34.140 +really well, but it also means that + +00:20:34.140 --> 00:20:35.850 +you're more susceptible to overfitting + +00:20:35.850 --> 00:20:37.510 +your training data, which means that + +00:20:37.510 --> 00:20:38.510 +you perform well. + +00:20:39.460 --> 00:20:41.160 +And the training data, but your test + +00:20:41.160 --> 00:20:43.170 +performance is not so good, you get + +00:20:43.170 --> 00:20:43.940 +higher test error. + +00:20:45.780 --> 00:20:47.830 +It's also widely applicable. + +00:20:47.830 --> 00:20:50.480 +It produces good confidence estimates, + +00:20:50.480 --> 00:20:52.130 +so that can be helpful if you want to + +00:20:52.130 --> 00:20:54.170 +know whether the prediction is correct. + +00:20:54.780 --> 00:20:56.640 +And it gives you fast prediction + +00:20:56.640 --> 00:20:57.840 +because it's the linear model. + +00:20:59.470 --> 00:21:01.470 +Similar to nearest neighbor has a + +00:21:01.470 --> 00:21:03.380 +limitation that it relies on good input + +00:21:03.380 --> 00:21:04.330 +features. + +00:21:04.330 --> 00:21:05.730 +So nearest neighbor if you have a + +00:21:05.730 --> 00:21:06.160 +simple. + +00:21:07.240 --> 00:21:10.040 +If you have a simple distance function + +00:21:10.040 --> 00:21:13.660 +like Euclidian distance, that assumes + +00:21:13.660 --> 00:21:15.665 +that all your features are scaled so + +00:21:15.665 --> 00:21:17.110 +that there are like comparable scales + +00:21:17.110 --> 00:21:18.930 +to each other, and that they're all + +00:21:18.930 --> 00:21:19.540 +predictive. + +00:21:20.400 --> 00:21:22.310 +Nearest logistic regression doesn't + +00:21:22.310 --> 00:21:23.970 +make assumptions that strong. + +00:21:23.970 --> 00:21:25.799 +It can kind of choose which features to + +00:21:25.800 --> 00:21:27.420 +use and it can rescale them + +00:21:27.420 --> 00:21:29.790 +essentially, but it does. + +00:21:29.790 --> 00:21:33.230 +But it's not able to model like joint + +00:21:33.230 --> 00:21:35.425 +combinations of features, so the + +00:21:35.425 --> 00:21:37.360 +features should be individually useful. + +00:21:39.270 --> 00:21:41.340 +And then finally, decision trees are + +00:21:41.340 --> 00:21:42.930 +good because they can provide an + +00:21:42.930 --> 00:21:44.600 +explainable decision function. + +00:21:44.600 --> 00:21:47.040 +You get these nice rules that are easy + +00:21:47.040 --> 00:21:47.750 +to communicate. + +00:21:48.360 --> 00:21:49.740 +It's also widely applicable. + +00:21:49.740 --> 00:21:51.400 +You can use that on continuous discrete + +00:21:51.400 --> 00:21:52.040 +data. + +00:21:52.040 --> 00:21:54.162 +You don't need to scale the features. + +00:21:54.162 --> 00:21:55.740 +It's like it doesn't really matter if + +00:21:55.740 --> 00:21:57.930 +you multiply the features by 10, it + +00:21:57.930 --> 00:21:59.230 +just means that you'd be choosing a + +00:21:59.230 --> 00:22:00.790 +threshold that's 10 times bigger. + +00:22:01.820 --> 00:22:03.510 +And you can deal with a mix of discrete + +00:22:03.510 --> 00:22:05.720 +and continuous variables. + +00:22:05.720 --> 00:22:07.380 +The downside is that. + +00:22:08.330 --> 00:22:11.780 +One tree by itself either tends to + +00:22:11.780 --> 00:22:14.170 +generalize poorly, meaning like you + +00:22:14.170 --> 00:22:15.870 +train a full tree and you do perfect + +00:22:15.870 --> 00:22:18.140 +training, but you get bad test error. + +00:22:18.770 --> 00:22:20.240 +Or you tend to underfit the data. + +00:22:20.240 --> 00:22:21.910 +If you train a short tree then you + +00:22:21.910 --> 00:22:23.510 +don't get very good training or test + +00:22:23.510 --> 00:22:23.770 +error. + +00:22:24.650 --> 00:22:26.920 +And so a single tree by itself is not + +00:22:26.920 --> 00:22:28.160 +usually the best predictor. + +00:22:31.530 --> 00:22:34.085 +So there's just like you can also think + +00:22:34.085 --> 00:22:35.530 +about these methods, I won't talk + +00:22:35.530 --> 00:22:37.366 +through this whole slide, but you can + +00:22:37.366 --> 00:22:39.290 +also think about the methods in terms + +00:22:39.290 --> 00:22:42.130 +of like the learning objectives, the + +00:22:42.130 --> 00:22:44.556 +training, like how you optimize those + +00:22:44.556 --> 00:22:46.350 +learning objectives and then the + +00:22:46.350 --> 00:22:47.840 +inference, how you make your final + +00:22:47.840 --> 00:22:48.430 +prediction. + +00:22:49.040 --> 00:22:52.460 +And so here I also included linear + +00:22:52.460 --> 00:22:54.870 +SVMS, which we'll talk about next week, + +00:22:54.870 --> 00:22:57.590 +but you can see for example that. + +00:22:59.260 --> 00:23:01.730 +That these in terms of inference, + +00:23:01.730 --> 00:23:04.200 +linear SVM, logistic regression, Naive + +00:23:04.200 --> 00:23:06.790 +Bayes are all linear models, at least + +00:23:06.790 --> 00:23:08.230 +in the case where you're dealing with + +00:23:08.230 --> 00:23:11.190 +discrete variables or Gaussians for 9 + +00:23:11.190 --> 00:23:11.630 +days. + +00:23:11.630 --> 00:23:13.948 +But they have different ways, they have + +00:23:13.948 --> 00:23:15.695 +different learning objectives and then + +00:23:15.695 --> 00:23:17.000 +different ways of doing the training. + +00:23:22.330 --> 00:23:24.790 +And then question go ahead. + +00:23:36.030 --> 00:23:37.450 +Yeah. + +00:23:37.450 --> 00:23:39.810 +Thank you for the clarification, so. + +00:23:40.710 --> 00:23:42.850 +So what I mean by that it doesn't + +00:23:42.850 --> 00:23:46.110 +require feature scaling is that if you + +00:23:46.110 --> 00:23:47.909 +could have one feature that ranges from + +00:23:47.910 --> 00:23:50.495 +like zero to 1000 and another feature + +00:23:50.495 --> 00:23:52.160 +that ranges from zero to 1. + +00:23:52.960 --> 00:23:56.090 +And decision trees are perfectly fine + +00:23:56.090 --> 00:23:57.770 +with that, because it can like freely + +00:23:57.770 --> 00:23:59.390 +choose the threshold and stuff. + +00:23:59.390 --> 00:24:01.450 +And if you multiply 1 feature value by + +00:24:01.450 --> 00:24:03.700 +50, it doesn't really change the + +00:24:03.700 --> 00:24:05.643 +function, it can still choose like + +00:24:05.643 --> 00:24:07.300 +threshold that's 50 times larger. + +00:24:08.050 --> 00:24:10.220 +Where nearest neighbor, for example, if + +00:24:10.220 --> 00:24:13.084 +one feature ranges from zero to 1001 + +00:24:13.084 --> 00:24:15.880 +ranges from zero to 1, then it's not + +00:24:15.880 --> 00:24:17.673 +going to care at all about the zero to + +00:24:17.673 --> 00:24:19.270 +1 feature because like that difference + +00:24:19.270 --> 00:24:21.790 +of like 200 on the scale of zero to + +00:24:21.790 --> 00:24:23.738 +1000 is going to overwhelm completely a + +00:24:23.738 --> 00:24:26.290 +difference of 1 on the 0 to one + +00:24:26.290 --> 00:24:26.609 +feature. + +00:24:35.130 --> 00:24:36.275 +Right, it doesn't. + +00:24:36.275 --> 00:24:37.910 +It's not influenced. + +00:24:37.910 --> 00:24:40.040 +I guess it's not influenced by the + +00:24:40.040 --> 00:24:41.370 +variance of the features, yeah. + +00:24:46.320 --> 00:24:49.130 +So I don't need to read talk through + +00:24:49.130 --> 00:24:51.260 +all of this because even for + +00:24:51.260 --> 00:24:53.480 +aggression, most of these algorithms + +00:24:53.480 --> 00:24:55.219 +are the same and they have the same + +00:24:55.220 --> 00:24:56.710 +strengths and the same weaknesses. + +00:24:57.500 --> 00:24:59.630 +The only difference between regression + +00:24:59.630 --> 00:25:01.310 +and classification is that you tend to + +00:25:01.310 --> 00:25:03.235 +have a different loss function where + +00:25:03.235 --> 00:25:04.820 +you because you're trying to predict a + +00:25:04.820 --> 00:25:06.790 +continuous value instead of predicting + +00:25:06.790 --> 00:25:09.590 +a likelihood of a categorical value, or + +00:25:09.590 --> 00:25:11.240 +trying to just output the categorical + +00:25:11.240 --> 00:25:12.000 +value directly. + +00:25:14.330 --> 00:25:17.450 +Linear regression though is A1 new + +00:25:17.450 --> 00:25:18.290 +algorithm here. + +00:25:18.980 --> 00:25:21.923 +So in linear regression, you're trying + +00:25:21.923 --> 00:25:24.585 +to fit the data, so you're not trying + +00:25:24.585 --> 00:25:24.940 +to. + +00:25:26.480 --> 00:25:28.396 +Fit like a probability model like + +00:25:28.396 --> 00:25:29.590 +linear logistic regression. + +00:25:29.590 --> 00:25:31.860 +You're just trying to directly fit the + +00:25:31.860 --> 00:25:33.680 +prediction given the data, and so you + +00:25:33.680 --> 00:25:35.575 +have like a linear function like W + +00:25:35.575 --> 00:25:37.960 +transpose X or West transpose X + B. + +00:25:37.960 --> 00:25:41.120 +That should ideally output output Y + +00:25:41.120 --> 00:25:41.710 +directly. + +00:25:43.830 --> 00:25:45.670 +Similar to linear to logistic + +00:25:45.670 --> 00:25:47.030 +regression, though it's powerful and + +00:25:47.030 --> 00:25:48.220 +high dimensions, it's widely + +00:25:48.220 --> 00:25:48.820 +applicable. + +00:25:48.820 --> 00:25:50.650 +You get fast prediction. + +00:25:50.650 --> 00:25:52.770 +Also, it can be useful to interpret the + +00:25:52.770 --> 00:25:54.300 +coefficients to say like what the + +00:25:54.300 --> 00:25:56.040 +correlations are of the features with + +00:25:56.040 --> 00:25:58.110 +your prediction, or to see which + +00:25:58.110 --> 00:25:59.900 +features are more predictive than + +00:25:59.900 --> 00:26:00.300 +others. + +00:26:01.410 --> 00:26:03.440 +And similar to logistic regression, it + +00:26:03.440 --> 00:26:06.140 +relies to some extent on good features. + +00:26:06.140 --> 00:26:07.720 +In fact, I would say even more. + +00:26:08.320 --> 00:26:12.220 +Because this is assuming that Y is + +00:26:12.220 --> 00:26:15.040 +going to be a linear function of X and + +00:26:15.040 --> 00:26:17.130 +West, which is in a way a stronger + +00:26:17.130 --> 00:26:18.140 +assumption than that. + +00:26:18.140 --> 00:26:20.670 +Like a binary classification will be a + +00:26:20.670 --> 00:26:21.870 +linear function of the features. + +00:26:23.360 --> 00:26:24.940 +So you often have to do some kind of + +00:26:24.940 --> 00:26:26.950 +feature transformations to make it work + +00:26:26.950 --> 00:26:27.220 +well. + +00:26:28.520 --> 00:26:28.960 +Question. + +00:26:40.800 --> 00:26:43.402 +So naive bayes. + +00:26:43.402 --> 00:26:46.295 +The example I gave was a semi semi + +00:26:46.295 --> 00:26:48.850 +Naive Bayes algorithm for classifying + +00:26:48.850 --> 00:26:50.650 +faces and cars. + +00:26:50.650 --> 00:26:52.618 +So there they took groups of features + +00:26:52.618 --> 00:26:54.190 +and modeled the probabilities of small + +00:26:54.190 --> 00:26:55.720 +groups of features and then took the + +00:26:55.720 --> 00:26:57.090 +product of those to give you your + +00:26:57.090 --> 00:26:58.190 +probabilistic model. + +00:26:58.190 --> 00:27:01.770 +I also would use like Naive Bayes if + +00:27:01.770 --> 00:27:03.719 +I'm trying to do like color like + +00:27:03.720 --> 00:27:05.600 +segmentation based on color and I need + +00:27:05.600 --> 00:27:08.000 +to estimate the probability of color + +00:27:08.000 --> 00:27:09.490 +given that it's in one region versus + +00:27:09.490 --> 00:27:11.470 +another, I might assume that. + +00:27:11.530 --> 00:27:15.320 +By that, my color features like the hue + +00:27:15.320 --> 00:27:17.920 +versus intensity for example, are + +00:27:17.920 --> 00:27:19.380 +independent given the region that it + +00:27:19.380 --> 00:27:22.260 +came from and so use that as part of my + +00:27:22.260 --> 00:27:23.760 +probabilistic model for doing the + +00:27:23.760 --> 00:27:24.670 +segmentation. + +00:27:25.880 --> 00:27:30.940 +Logistic regression you would like any + +00:27:30.940 --> 00:27:32.610 +neural network is doing logistic + +00:27:32.610 --> 00:27:35.807 +regression in the last layer. + +00:27:35.807 --> 00:27:38.703 +So most things are using logistic + +00:27:38.703 --> 00:27:40.770 +regression now as part of it. + +00:27:40.770 --> 00:27:42.775 +So you can view like the early layers + +00:27:42.775 --> 00:27:44.674 +as feature learning and the last layer + +00:27:44.674 --> 00:27:45.519 +is logistic regression. + +00:27:46.490 --> 00:27:49.250 +And then decision trees are. + +00:27:50.660 --> 00:27:52.200 +We'll see an example. + +00:27:52.200 --> 00:27:53.670 +It's used in the example I'm going to + +00:27:53.670 --> 00:27:55.723 +give, but like medical analysis is a is + +00:27:55.723 --> 00:27:57.680 +a good one because you often want some + +00:27:57.680 --> 00:28:00.631 +interpretable function as well as some + +00:28:00.631 --> 00:28:01.620 +good prediction. + +00:28:03.820 --> 00:28:04.090 +Yep. + +00:28:09.200 --> 00:28:11.450 +All right, so one of the one of the key + +00:28:11.450 --> 00:28:15.360 +concepts is like how performance varies + +00:28:15.360 --> 00:28:17.230 +with the number of training samples. + +00:28:17.230 --> 00:28:20.080 +So as you get more training data, you + +00:28:20.080 --> 00:28:21.670 +should be able to fit a more accurate + +00:28:21.670 --> 00:28:22.120 +model. + +00:28:23.310 --> 00:28:25.600 +And so you would expect that your test + +00:28:25.600 --> 00:28:27.746 +error should decrease as you get more + +00:28:27.746 --> 00:28:29.760 +training samples, because if you have + +00:28:29.760 --> 00:28:33.640 +only like 1 training sample, then you + +00:28:33.640 --> 00:28:34.700 +don't know if that's like really + +00:28:34.700 --> 00:28:36.420 +representative, if it's covering all + +00:28:36.420 --> 00:28:37.195 +the different cases. + +00:28:37.195 --> 00:28:39.263 +As you get more and more training + +00:28:39.263 --> 00:28:41.020 +samples, you can fit more complex + +00:28:41.020 --> 00:28:43.858 +models and you can be more assured that + +00:28:43.858 --> 00:28:46.110 +the training samples that you've seen + +00:28:46.110 --> 00:28:47.850 +fully represent the distribution that + +00:28:47.850 --> 00:28:48.710 +you'll see in testing. + +00:28:50.040 --> 00:28:52.040 +But as you get more training, it + +00:28:52.040 --> 00:28:53.700 +becomes harder to fit the training + +00:28:53.700 --> 00:28:54.060 +data. + +00:28:54.920 --> 00:28:57.655 +So maybe a linear model can perfectly + +00:28:57.655 --> 00:29:00.340 +classify like 500 examples, but it + +00:29:00.340 --> 00:29:02.350 +can't perfectly classify 500 million + +00:29:02.350 --> 00:29:04.900 +examples, even if they're even in the + +00:29:04.900 --> 00:29:05.430 +training set. + +00:29:07.110 --> 00:29:10.420 +As you get more data, these will test + +00:29:10.420 --> 00:29:12.630 +and the training error will converge. + +00:29:13.380 --> 00:29:15.100 +And if they're coming from exactly the + +00:29:15.100 --> 00:29:16.540 +same distribution, then they'll + +00:29:16.540 --> 00:29:18.500 +converge to exactly the same value. + +00:29:19.680 --> 00:29:21.030 +Only if they come from different + +00:29:21.030 --> 00:29:22.790 +distributions would you possibly have a + +00:29:22.790 --> 00:29:24.250 +gap if you have infinite training + +00:29:24.250 --> 00:29:24.720 +samples. + +00:29:25.330 --> 00:29:27.133 +So we have these concepts of the test + +00:29:27.133 --> 00:29:27.411 +error. + +00:29:27.411 --> 00:29:29.253 +So that's the error on some samples + +00:29:29.253 --> 00:29:31.420 +that are not used for training that are + +00:29:31.420 --> 00:29:34.360 +randomly sampled from your distribution + +00:29:34.360 --> 00:29:35.020 +of data. + +00:29:35.020 --> 00:29:38.744 +The training error is the error on your + +00:29:38.744 --> 00:29:41.240 +training set that is used to optimize + +00:29:41.240 --> 00:29:43.458 +your model, and the generalization + +00:29:43.458 --> 00:29:46.803 +error is the gap between the test and + +00:29:46.803 --> 00:29:49.237 +the training error, so that the + +00:29:49.237 --> 00:29:51.672 +generalization error is your error due + +00:29:51.672 --> 00:29:55.386 +to due to like an imperfect model due + +00:29:55.386 --> 00:29:55.679 +to. + +00:29:55.750 --> 00:29:57.280 +To limited training samples. + +00:30:04.950 --> 00:30:05.650 +Question. + +00:30:07.940 --> 00:30:09.675 +So there's test error. + +00:30:09.675 --> 00:30:12.620 +So that's the I'll start with training. + +00:30:12.620 --> 00:30:14.070 +OK, so first there's training error. + +00:30:14.810 --> 00:30:17.610 +So training error is you fit, you fit a + +00:30:17.610 --> 00:30:19.010 +model on a training set, and then + +00:30:19.010 --> 00:30:20.540 +you're evaluating the error on the same + +00:30:20.540 --> 00:30:21.230 +training set. + +00:30:22.490 --> 00:30:24.620 +So if your model is really powerful, + +00:30:24.620 --> 00:30:27.282 +that training error might be 0, But if + +00:30:27.282 --> 00:30:29.220 +it's if it's more limited, like Naive + +00:30:29.220 --> 00:30:32.090 +Bayes, you'll often have nonzero error. + +00:30:32.950 --> 00:30:35.652 +And you since your loss is, since you + +00:30:35.652 --> 00:30:36.384 +have some. + +00:30:36.384 --> 00:30:38.580 +If you're optimizing a loss like the + +00:30:38.580 --> 00:30:41.160 +probability, then there's always room + +00:30:41.160 --> 00:30:42.870 +to improve that loss, so you'll always + +00:30:42.870 --> 00:30:45.430 +have like non like some loss on your + +00:30:45.430 --> 00:30:45.890 +training set. + +00:30:47.970 --> 00:30:50.120 +The test error is if you take that same + +00:30:50.120 --> 00:30:52.770 +model, but now you evaluate it on other + +00:30:52.770 --> 00:30:54.516 +samples from the distribution, other + +00:30:54.516 --> 00:30:56.040 +test samples, and you compute an + +00:30:56.040 --> 00:30:56.835 +expected error. + +00:30:56.835 --> 00:30:59.264 +The average error over those test + +00:30:59.264 --> 00:31:01.172 +samples, your test error. + +00:31:01.172 --> 00:31:03.330 +You always expect your test error to be + +00:31:03.330 --> 00:31:04.480 +higher than your training error. + +00:31:05.130 --> 00:31:06.400 +Because you're. + +00:31:06.490 --> 00:31:07.000 +Time. + +00:31:07.860 --> 00:31:10.140 +Because your test error was not used to + +00:31:10.140 --> 00:31:11.530 +optimize your model, but your training + +00:31:11.530 --> 00:31:12.000 +error was. + +00:31:13.140 --> 00:31:15.260 +In that gap between the test air and + +00:31:15.260 --> 00:31:16.260 +the training error is the + +00:31:16.260 --> 00:31:17.320 +generalization error. + +00:31:18.050 --> 00:31:20.560 +So that's how that's the error due to + +00:31:20.560 --> 00:31:23.680 +the challenge of making predictions + +00:31:23.680 --> 00:31:25.330 +about new samples that were not made in + +00:31:25.330 --> 00:31:25.710 +training. + +00:31:26.340 --> 00:31:27.510 +That were not seen in training. + +00:31:29.880 --> 00:31:30.260 +Question. + +00:31:33.240 --> 00:31:35.950 +So overfit means that. + +00:31:35.950 --> 00:31:37.920 +So this isn't the ideal plot for + +00:31:37.920 --> 00:31:38.610 +overfitting, but. + +00:31:39.500 --> 00:31:41.520 +Overfitting is that as your model gets + +00:31:41.520 --> 00:31:43.600 +more complicated, your training error + +00:31:43.600 --> 00:31:45.115 +will always should always go down. + +00:31:45.115 --> 00:31:48.510 +You would expect it to go down if you. + +00:31:49.070 --> 00:31:52.200 +If you, for example were to keep adding + +00:31:52.200 --> 00:31:55.040 +features to your model, then the same + +00:31:55.040 --> 00:31:57.030 +model should keep getting better on + +00:31:57.030 --> 00:31:58.550 +your training set because you've got + +00:31:58.550 --> 00:32:00.235 +more features with which to fit your + +00:32:00.235 --> 00:32:00.810 +training data. + +00:32:02.050 --> 00:32:04.430 +And maybe for a while your test error + +00:32:04.430 --> 00:32:06.320 +will also go down because you genuinely + +00:32:06.320 --> 00:32:07.350 +get a better predictor. + +00:32:08.190 --> 00:32:10.200 +But then at some point, as you continue + +00:32:10.200 --> 00:32:12.500 +to increase the complexity, the test + +00:32:12.500 --> 00:32:13.880 +error will start going up. + +00:32:13.880 --> 00:32:15.260 +Even though the training error keeps + +00:32:15.260 --> 00:32:17.540 +going down, the test error goes up, and + +00:32:17.540 --> 00:32:18.690 +that's the point at which you've + +00:32:18.690 --> 00:32:19.180 +overfit. + +00:32:19.920 --> 00:32:21.604 +So you can't. + +00:32:21.604 --> 00:32:22.165 +Really. + +00:32:22.165 --> 00:32:24.600 +Common, really common conceptual + +00:32:24.600 --> 00:32:27.500 +mistake that people make is to think + +00:32:27.500 --> 00:32:29.670 +that once you're training error is 0, + +00:32:29.670 --> 00:32:30.890 +then you've overfit. + +00:32:30.890 --> 00:32:32.060 +That's not overfitting. + +00:32:32.060 --> 00:32:32.515 +You can't. + +00:32:32.515 --> 00:32:33.930 +You can't look at your training error + +00:32:33.930 --> 00:32:35.789 +by itself to say that you've overfit. + +00:32:36.560 --> 00:32:38.430 +Overfitting is when your test error + +00:32:38.430 --> 00:32:40.480 +starts to go up after increasing the + +00:32:40.480 --> 00:32:41.190 +complexity. + +00:32:43.380 --> 00:32:44.950 +So in your homework 2. + +00:32:45.850 --> 00:32:47.778 +Trees are like a really good way to + +00:32:47.778 --> 00:32:49.235 +look at overfitting because the + +00:32:49.235 --> 00:32:51.280 +complexity is like the depth of the + +00:32:51.280 --> 00:32:52.983 +tree or the number of nodes in the + +00:32:52.983 --> 00:32:53.329 +tree. + +00:32:53.330 --> 00:32:56.530 +So in your in your homework two, you're + +00:32:56.530 --> 00:32:58.930 +going to look at overfitting and how + +00:32:58.930 --> 00:33:01.170 +the training and test error varies as + +00:33:01.170 --> 00:33:02.510 +you increase the complexity of your + +00:33:02.510 --> 00:33:03.080 +classifiers. + +00:33:04.230 --> 00:33:04.550 +Question. + +00:33:09.440 --> 00:33:09.880 +Right. + +00:33:09.880 --> 00:33:10.820 +Yeah, that's a good point. + +00:33:10.820 --> 00:33:13.380 +So increasing the sample size does not + +00:33:13.380 --> 00:33:15.610 +Causeway overfitting, but you will + +00:33:15.610 --> 00:33:21.280 +always get, you should expect to get a + +00:33:21.280 --> 00:33:24.070 +better fit to the true model, a closer + +00:33:24.070 --> 00:33:25.450 +fit to the true model as you increase + +00:33:25.450 --> 00:33:26.340 +the training size. + +00:33:26.340 --> 00:33:28.550 +The reason that I say I keep on saying + +00:33:28.550 --> 00:33:31.860 +expect and what that means is that if + +00:33:31.860 --> 00:33:34.416 +you were to resample this problem, like + +00:33:34.416 --> 00:33:36.430 +resample your data over and over again. + +00:33:36.590 --> 00:33:39.152 +Than on average this will happen, but + +00:33:39.152 --> 00:33:41.289 +in any particular scenario you can get + +00:33:41.290 --> 00:33:41.840 +unlucky. + +00:33:41.840 --> 00:33:44.270 +You could add like 5 training examples + +00:33:44.270 --> 00:33:46.490 +and they're really non representative + +00:33:46.490 --> 00:33:48.620 +by chance and they cause your model to + +00:33:48.620 --> 00:33:49.500 +get worse. + +00:33:49.500 --> 00:33:51.080 +So there's no guarantees. + +00:33:51.080 --> 00:33:53.365 +But you can say more easily what will + +00:33:53.365 --> 00:33:55.980 +happen in expectation, which means on + +00:33:55.980 --> 00:33:58.420 +average under the same kinds of + +00:33:58.420 --> 00:33:59.100 +situations. + +00:34:06.160 --> 00:34:10.527 +Alright, so I want to so a lot of a lot + +00:34:10.527 --> 00:34:13.120 +of people said that these a lot of + +00:34:13.120 --> 00:34:14.729 +respondents to the survey said that. + +00:34:16.090 --> 00:34:17.850 +Even when these concepts feel like they + +00:34:17.850 --> 00:34:20.910 +make sense abstractly or theoretically, + +00:34:20.910 --> 00:34:22.540 +it's not that easy to understand. + +00:34:22.540 --> 00:34:23.749 +How do you actually put it into + +00:34:23.750 --> 00:34:25.660 +practice and turn it into code? + +00:34:25.660 --> 00:34:27.750 +So I want to work through a particular + +00:34:27.750 --> 00:34:29.200 +example in some detail. + +00:34:30.090 --> 00:34:33.490 +And the example I choose is this + +00:34:33.490 --> 00:34:35.550 +Wisconsin breast cancer data set. + +00:34:36.450 --> 00:34:38.290 +So this data set was collected in the + +00:34:38.290 --> 00:34:39.360 +early 90s. + +00:34:40.440 --> 00:34:44.650 +The motivation is that is that doctors + +00:34:44.650 --> 00:34:46.800 +wanted to use this tool, called fine + +00:34:46.800 --> 00:34:50.410 +needle aspirates to diagnose whether a + +00:34:50.410 --> 00:34:52.660 +tumor is malignant or benign. + +00:34:53.900 --> 00:34:54.900 +And doctors. + +00:34:54.900 --> 00:34:57.040 +In some medical papers, doctors + +00:34:57.040 --> 00:35:01.360 +reported a 94% accuracy in making this + +00:35:01.360 --> 00:35:02.540 +diagnosis. + +00:35:02.540 --> 00:35:06.560 +But the authors of this study, the + +00:35:06.560 --> 00:35:08.520 +first author, is a medical doctor + +00:35:08.520 --> 00:35:08.980 +himself. + +00:35:11.150 --> 00:35:12.490 +Have like 2 concerns. + +00:35:12.490 --> 00:35:14.210 +One is that they want to see if you can + +00:35:14.210 --> 00:35:15.327 +get a better accuracy. + +00:35:15.327 --> 00:35:17.983 +They want two or three, maybe they want + +00:35:17.983 --> 00:35:19.560 +to reduce the amount of expertise + +00:35:19.560 --> 00:35:21.160 +that's needed in order to make a good + +00:35:21.160 --> 00:35:21.925 +diagnosis. + +00:35:21.925 --> 00:35:24.080 +And third, they suspect that these + +00:35:24.080 --> 00:35:26.620 +reports may be biased because there's a + +00:35:26.620 --> 00:35:29.065 +they note that there tends to be like a + +00:35:29.065 --> 00:35:30.900 +bias towards positive results that are. + +00:35:30.900 --> 00:35:34.638 +I mean, yeah, there tends to be a bias + +00:35:34.638 --> 00:35:36.879 +towards positive results and reports, + +00:35:36.880 --> 00:35:37.130 +right? + +00:35:37.990 --> 00:35:40.140 +People are more likely to report + +00:35:40.140 --> 00:35:41.436 +something if they think it's good, then + +00:35:41.436 --> 00:35:43.240 +if they get a disappointing outcome. + +00:35:44.810 --> 00:35:47.190 +So they want to create computer based + +00:35:47.190 --> 00:35:49.250 +tests that are less objective and + +00:35:49.250 --> 00:35:51.270 +provide an effective diagnostic tool. + +00:35:52.830 --> 00:35:55.350 +So they collected data from 569 + +00:35:55.350 --> 00:35:58.660 +patients and then for developing the + +00:35:58.660 --> 00:36:00.584 +algorithm and doing their first tests + +00:36:00.584 --> 00:36:02.525 +and then they collected an additional + +00:36:02.525 --> 00:36:03.250 +54. + +00:36:03.960 --> 00:36:06.570 +Data from another 54 patients for their + +00:36:06.570 --> 00:36:07.290 +final tests. + +00:36:08.850 --> 00:36:13.080 +And so you can it's like important to + +00:36:13.080 --> 00:36:16.090 +understand like how painstaking this + +00:36:16.090 --> 00:36:18.340 +process is of collecting data. + +00:36:18.340 --> 00:36:18.740 +So. + +00:36:19.470 --> 00:36:21.620 +These are these are real people who + +00:36:21.620 --> 00:36:24.350 +have tumors and they take medical + +00:36:24.350 --> 00:36:26.660 +images of them and then they have some + +00:36:26.660 --> 00:36:28.730 +interface where somebody can go in and + +00:36:28.730 --> 00:36:31.176 +outline several of the cells, many of + +00:36:31.176 --> 00:36:32.530 +the cells that were detected. + +00:36:33.930 --> 00:36:35.836 +And then they have a. + +00:36:35.836 --> 00:36:38.220 +Then they do like an automated analysis + +00:36:38.220 --> 00:36:40.060 +of those outlines to compute different + +00:36:40.060 --> 00:36:42.100 +features, like how what is the radius + +00:36:42.100 --> 00:36:43.853 +of the cells and what's the area of the + +00:36:43.853 --> 00:36:45.250 +cells and what's the compactness. + +00:36:46.420 --> 00:36:47.350 +And then? + +00:36:47.450 --> 00:36:48.110 + + +00:36:48.860 --> 00:36:51.460 +As the final features, they look at + +00:36:51.460 --> 00:36:53.790 +these characteristics of the cells. + +00:36:53.790 --> 00:36:54.810 +They look at the average + +00:36:54.810 --> 00:36:57.162 +characteristic, the characteristic of + +00:36:57.162 --> 00:36:59.620 +the largest cell, the worst cell. + +00:37:00.340 --> 00:37:04.030 +And the and then the standard deviation + +00:37:04.030 --> 00:37:05.340 +of these characteristics. + +00:37:05.340 --> 00:37:06.730 +So they're looking at trying to look at + +00:37:06.730 --> 00:37:09.250 +like the distribution of these shape + +00:37:09.250 --> 00:37:11.680 +properties of the cells in order to + +00:37:11.680 --> 00:37:13.410 +determine if the cancerous cells are + +00:37:13.410 --> 00:37:14.390 +malignant or benign. + +00:37:15.880 --> 00:37:18.820 +So it's a pretty involved process to + +00:37:18.820 --> 00:37:19.620 +collect that data. + +00:37:22.080 --> 00:37:22.420 + + +00:38:00.720 --> 00:38:01.480 +Right. + +00:38:01.480 --> 00:38:04.120 +So what you would do? + +00:38:04.120 --> 00:38:08.160 +And if you go for any kinds of tests, + +00:38:08.160 --> 00:38:10.000 +you'll probably experience this to some + +00:38:10.000 --> 00:38:10.320 +extent. + +00:38:11.820 --> 00:38:13.870 +Like often, somebody will go, a + +00:38:13.870 --> 00:38:16.093 +technician will go in, they see some + +00:38:16.093 --> 00:38:17.710 +image, they take different measurements + +00:38:17.710 --> 00:38:18.350 +on the image. + +00:38:19.090 --> 00:38:22.410 +And then they can say then they may run + +00:38:22.410 --> 00:38:24.765 +this like through some data analysis, + +00:38:24.765 --> 00:38:27.650 +and either either they have rules in + +00:38:27.650 --> 00:38:29.640 +their head for like what are acceptable + +00:38:29.640 --> 00:38:32.715 +variations, or they run it through some + +00:38:32.715 --> 00:38:36.760 +analysis and they'll say, they might + +00:38:36.760 --> 00:38:39.110 +tell you have no cause for concern, or + +00:38:39.110 --> 00:38:41.474 +there's like some cause for concern, or + +00:38:41.474 --> 00:38:43.350 +like there's great cause for concern. + +00:38:44.140 --> 00:38:45.510 +But if you have an algorithm that it + +00:38:45.510 --> 00:38:47.100 +might tell you, in this case, for + +00:38:47.100 --> 00:38:49.630 +example, what's the probability that + +00:38:49.630 --> 00:38:51.850 +these cells are malignant versus + +00:38:51.850 --> 00:38:52.980 +benign? + +00:38:52.980 --> 00:38:55.595 +And then you might say, if there's a + +00:38:55.595 --> 00:38:57.730 +30% chance that it's malignant, then + +00:38:57.730 --> 00:38:59.210 +I'm going to recommend a biopsy. + +00:38:59.210 --> 00:39:02.160 +So you want to have some confidence + +00:39:02.160 --> 00:39:03.140 +with your prediction. + +00:39:04.210 --> 00:39:05.360 +So in this. + +00:39:06.760 --> 00:39:08.392 +In our analysis, we're not going to + +00:39:08.392 --> 00:39:11.020 +look at the confidences too much for + +00:39:11.020 --> 00:39:12.010 +simplicity. + +00:39:12.010 --> 00:39:15.457 +But in the study they also will look, + +00:39:15.457 --> 00:39:18.340 +they also look at the like specificity, + +00:39:18.340 --> 00:39:20.560 +like how often can you do you + +00:39:20.560 --> 00:39:22.406 +misdiagnose one way or the other and + +00:39:22.406 --> 00:39:24.155 +they can use the confidence as part of + +00:39:24.155 --> 00:39:24.860 +the recommendation. + +00:39:30.410 --> 00:39:35.273 +Alright, so I'm going to go into this + +00:39:35.273 --> 00:39:37.140 +and I think now is a good time to take + +00:39:37.140 --> 00:39:38.050 +a minute or two. + +00:39:38.050 --> 00:39:39.515 +You can think about this problem, how + +00:39:39.515 --> 00:39:40.250 +you would solve it. + +00:39:40.250 --> 00:39:42.130 +You've got 30 features, continuous + +00:39:42.130 --> 00:39:43.510 +features, and you're trying to predict + +00:39:43.510 --> 00:39:44.450 +malignant or benign. + +00:39:45.150 --> 00:39:48.480 +And also feel free to stretch your it. + +00:39:48.480 --> 00:39:51.920 +You need to prepare your mind for the + +00:39:51.920 --> 00:39:52.410 +next half. + +00:40:20.140 --> 00:40:20.570 +Question. + +00:40:36.560 --> 00:40:39.556 +Decision trees for example does that + +00:40:39.556 --> 00:40:42.250 +and neural networks will also do that. + +00:40:42.250 --> 00:40:44.940 +Or kernelized SVMS and nearest + +00:40:44.940 --> 00:40:45.374 +neighbor. + +00:40:45.374 --> 00:40:47.950 +They all they all depend jointly on the + +00:40:47.950 --> 00:40:48.560 +features. + +00:40:51.930 --> 00:40:52.700 +How does what? + +00:40:56.030 --> 00:40:58.985 +I guess because the distance is. + +00:40:58.985 --> 00:41:01.517 +That's a good point, yeah. + +00:41:01.517 --> 00:41:04.160 +The K&NI guess, it depends jointly on + +00:41:04.160 --> 00:41:05.790 +them, but it's independently + +00:41:05.790 --> 00:41:07.020 +considering those features. + +00:41:07.020 --> 00:41:08.180 +That's right, yeah. + +00:41:20.030 --> 00:41:23.680 +But it's nice if it's often hard to + +00:41:23.680 --> 00:41:25.810 +know what's relevant, and so it's nice. + +00:41:25.810 --> 00:41:27.510 +The ideal is that you can just collect + +00:41:27.510 --> 00:41:28.840 +a lot of things that you think might be + +00:41:28.840 --> 00:41:30.950 +relevant and feed it into the algorithm + +00:41:30.950 --> 00:41:34.578 +and not have to manually like manually + +00:41:34.578 --> 00:41:36.640 +like prune it and out. + +00:41:42.050 --> 00:41:45.256 +Yeah, so one is robust to irrelevant + +00:41:45.256 --> 00:41:47.780 +features, but if you do L2, it's not so + +00:41:47.780 --> 00:41:49.340 +robust to irrelevant features. + +00:41:49.340 --> 00:41:50.900 +So that's like another property of the + +00:41:50.900 --> 00:41:52.160 +algorithm is whether it has that + +00:41:52.160 --> 00:41:52.660 +robustness. + +00:41:57.120 --> 00:41:59.780 +Alright, so let me zoom in a little + +00:41:59.780 --> 00:42:00.280 +bit. + +00:42:03.050 --> 00:42:04.260 +I guess over here. + +00:42:10.690 --> 00:42:13.660 +So we've got this data set. + +00:42:13.660 --> 00:42:15.710 +Fortunately, in this case, I can load + +00:42:15.710 --> 00:42:17.900 +the data set from sklearn datasets. + +00:42:19.720 --> 00:42:22.300 +So here I have the initialization code + +00:42:22.300 --> 00:42:22.965 +and your homework. + +00:42:22.965 --> 00:42:24.790 +I provided this code to you as well + +00:42:24.790 --> 00:42:26.670 +that initially like loads the data and + +00:42:26.670 --> 00:42:28.480 +splits it up into different datasets. + +00:42:29.440 --> 00:42:32.010 +But here I've just got my libraries + +00:42:32.010 --> 00:42:33.470 +that I'm going to use. + +00:42:33.470 --> 00:42:37.960 +I load the data I this data comes in + +00:42:37.960 --> 00:42:39.260 +like a particular structure. + +00:42:39.260 --> 00:42:40.930 +So I take out the features which are + +00:42:40.930 --> 00:42:43.740 +capital X, the predictions which are Y. + +00:42:44.490 --> 00:42:45.940 +And it also gives me names of the + +00:42:45.940 --> 00:42:49.120 +features and names of the predictions + +00:42:49.120 --> 00:42:50.690 +which are good for visualization. + +00:42:51.740 --> 00:42:53.330 +So if I run this, it's going to start + +00:42:53.330 --> 00:42:55.328 +an instance on collabs and then it's + +00:42:55.328 --> 00:42:57.366 +going to download the data and print + +00:42:57.366 --> 00:42:59.900 +out the shape and the shape of Y. + +00:42:59.900 --> 00:43:02.950 +So I often like I print a lot of shapes + +00:43:02.950 --> 00:43:05.130 +of variables when I'm doing stuff + +00:43:05.130 --> 00:43:07.880 +because it helps me to make sure I + +00:43:07.880 --> 00:43:09.230 +understand exactly what I loaded. + +00:43:09.230 --> 00:43:11.679 +Like if I print out the shape and it's + +00:43:11.679 --> 00:43:14.006 +if the shape of X is 1 by something + +00:43:14.006 --> 00:43:15.660 +then I would be like maybe I took the + +00:43:15.660 --> 00:43:18.160 +wrong like values from this data + +00:43:18.160 --> 00:43:18.630 +structure. + +00:43:19.760 --> 00:43:23.580 +Alright, so I've got 569 data points. + +00:43:23.580 --> 00:43:26.950 +So remember that there were 569 samples + +00:43:26.950 --> 00:43:28.790 +that were drawn at first that were used + +00:43:28.790 --> 00:43:30.350 +for their training and algorithm + +00:43:30.350 --> 00:43:32.680 +development, and then another like 56 + +00:43:32.680 --> 00:43:34.340 +or something that we use for testing. + +00:43:34.340 --> 00:43:36.380 +The 56 are not released, they're not + +00:43:36.380 --> 00:43:37.170 +part of this data set. + +00:43:38.230 --> 00:43:40.150 +And then there's 30 features, there's + +00:43:40.150 --> 00:43:41.300 +10 characteristics. + +00:43:41.970 --> 00:43:44.560 +That correspond to the like the worst + +00:43:44.560 --> 00:43:46.230 +case, the average case and the steering + +00:43:46.230 --> 00:43:46.760 +deviation. + +00:43:47.470 --> 00:43:50.034 +And I've got 569 labels, so number of + +00:43:50.034 --> 00:43:52.010 +labels equals number of data points, so + +00:43:52.010 --> 00:43:52.500 +that's good. + +00:43:54.430 --> 00:43:56.433 +Now I can print out. + +00:43:56.433 --> 00:43:58.960 +I usually will also like print out some + +00:43:58.960 --> 00:44:00.940 +examples just to make sure that there's + +00:44:00.940 --> 00:44:01.585 +nothing weird here. + +00:44:01.585 --> 00:44:04.125 +I don't have any nins or anything like + +00:44:04.125 --> 00:44:04.330 +that. + +00:44:05.190 --> 00:44:06.620 +So here are the different feature + +00:44:06.620 --> 00:44:08.060 +names. + +00:44:08.060 --> 00:44:11.080 +Here's I chose a few random example + +00:44:11.080 --> 00:44:11.760 +indices. + +00:44:12.430 --> 00:44:14.980 +And I can see, I can see some of the + +00:44:14.980 --> 00:44:15.740 +feature values. + +00:44:15.740 --> 00:44:18.530 +So there's no NANS or Memphis or + +00:44:18.530 --> 00:44:19.570 +anything like that in there. + +00:44:19.570 --> 00:44:20.400 +That's good. + +00:44:20.400 --> 00:44:22.320 +Also I can notice like. + +00:44:23.030 --> 00:44:25.974 +Some of some of their values are like + +00:44:25.974 --> 00:44:30.416 +1.2 E 2 or 11 E 3, so this is like + +00:44:30.416 --> 00:44:32.080 +1000, while some other ones are really + +00:44:32.080 --> 00:44:36.134 +small, like 1188 E -, 1. + +00:44:36.134 --> 00:44:37.910 +So that's something to consider. + +00:44:37.910 --> 00:44:39.340 +There's a pretty big range of the + +00:44:39.340 --> 00:44:40.230 +feature values here. + +00:44:43.520 --> 00:44:45.600 +So then another thing I'll do early is + +00:44:45.600 --> 00:44:48.050 +say how common is each class, because + +00:44:48.050 --> 00:44:50.120 +if like 99% of the examples are in one + +00:44:50.120 --> 00:44:51.745 +class, that's something I need to keep + +00:44:51.745 --> 00:44:53.840 +in mind versus a 5050 split. + +00:44:55.290 --> 00:44:56.650 +So in this case. + +00:44:56.750 --> 00:44:57.360 + + +00:44:58.700 --> 00:45:02.810 +37% of the examples have Class 0 and + +00:45:02.810 --> 00:45:04.600 +63% have Class 1. + +00:45:05.630 --> 00:45:10.190 +And if I think I printed the label + +00:45:10.190 --> 00:45:12.105 +names, yeah, so the label names. + +00:45:12.105 --> 00:45:14.750 +So 0 means malignant and one means + +00:45:14.750 --> 00:45:15.260 +benign. + +00:45:15.940 --> 00:45:20.190 +So in this sample, 37% are malignant + +00:45:20.190 --> 00:45:21.940 +and 63% are benign. + +00:45:24.410 --> 00:45:26.060 +Now I'm going to create a training and + +00:45:26.060 --> 00:45:27.160 +validation set. + +00:45:27.160 --> 00:45:29.410 +So I define the number of training + +00:45:29.410 --> 00:45:31.720 +samples 469. + +00:45:32.650 --> 00:45:35.845 +I use a random seed and that's because + +00:45:35.845 --> 00:45:38.360 +it might be that the training samples + +00:45:38.360 --> 00:45:40.141 +are stored in some structured way. + +00:45:40.141 --> 00:45:42.125 +Maybe they put all the examples with + +00:45:42.125 --> 00:45:44.260 +zero first, label zero first and then + +00:45:44.260 --> 00:45:45.280 +label one. + +00:45:45.280 --> 00:45:47.629 +Or maybe they were structured in some + +00:45:47.630 --> 00:45:49.910 +other way and I want it to be random, + +00:45:49.910 --> 00:45:51.800 +so randomness is not something you can + +00:45:51.800 --> 00:45:52.720 +leave to chance. + +00:45:52.720 --> 00:45:56.250 +You need to use some permutation to + +00:45:56.250 --> 00:45:58.450 +make sure that you get a random sample + +00:45:58.450 --> 00:45:59.040 +of the data. + +00:46:00.580 --> 00:46:03.319 +So I do a random permutation of the + +00:46:03.320 --> 00:46:05.840 +same length as the number of indices. + +00:46:05.840 --> 00:46:08.280 +I set a seed here because I just wanted + +00:46:08.280 --> 00:46:10.010 +this to be repeatable for the purpose + +00:46:10.010 --> 00:46:11.890 +of the class, and actually it's a good + +00:46:11.890 --> 00:46:14.310 +idea to set a seed anyway so that. + +00:46:16.450 --> 00:46:18.540 +Because takes out one source of + +00:46:18.540 --> 00:46:20.210 +variance for your debugging. + +00:46:21.980 --> 00:46:24.145 +So I split it into a training set. + +00:46:24.145 --> 00:46:25.770 +I took the first untrained. + +00:46:26.750 --> 00:46:29.290 +It's my X train and Y train and then I + +00:46:29.290 --> 00:46:32.420 +took all the rest as my X value, Y Val + +00:46:32.420 --> 00:46:34.410 +and by the 1st examples I mean the + +00:46:34.410 --> 00:46:36.060 +first ones that in this random + +00:46:36.060 --> 00:46:37.130 +permutation list. + +00:46:38.330 --> 00:46:41.580 +Now X train and Y train have. + +00:46:42.020 --> 00:46:47.790 +I have 469 examples so 469 by 30. + +00:46:48.680 --> 00:46:51.575 +And X value Y Val which is the second + +00:46:51.575 --> 00:46:53.310 +one has 100 examples. + +00:46:55.420 --> 00:46:58.375 +Sometimes the first thing I'll do is + +00:46:58.375 --> 00:47:01.360 +like a simple classifier just to see is + +00:47:01.360 --> 00:47:02.390 +this problem trivial. + +00:47:02.390 --> 00:47:04.125 +If I get like 0 error right away, then + +00:47:04.125 --> 00:47:06.780 +I can just like stop spend time on it. + +00:47:07.630 --> 00:47:10.909 +So I made a nearest neighbor + +00:47:10.910 --> 00:47:11.620 +classifier. + +00:47:11.620 --> 00:47:13.390 +So I have nearest neighbor. + +00:47:13.390 --> 00:47:15.600 +X train and Y train are fed in as well + +00:47:15.600 --> 00:47:16.340 +as X test. + +00:47:17.640 --> 00:47:21.470 +Pre initialize my predictions, so I do + +00:47:21.470 --> 00:47:23.560 +initialize it with zeros. + +00:47:23.560 --> 00:47:25.990 +For each test sample, I take the + +00:47:25.990 --> 00:47:27.540 +difference from the test sample and all + +00:47:27.540 --> 00:47:29.140 +the training samples. + +00:47:29.140 --> 00:47:30.940 +Under the hood, Numpy we'll do like + +00:47:30.940 --> 00:47:32.800 +broadcasting, which means it will copy + +00:47:32.800 --> 00:47:36.085 +this as necessary so that the X test + +00:47:36.085 --> 00:47:38.669 +will be a 1 by 30 and it will copy it + +00:47:38.669 --> 00:47:42.560 +so that it becomes a 469 by 30. + +00:47:43.860 --> 00:47:45.139 +Then I take the difference. + +00:47:45.140 --> 00:47:46.330 +It will be the difference of each + +00:47:46.330 --> 00:47:49.270 +element of the features and samples. + +00:47:49.960 --> 00:47:51.840 +Square it will be the square of each + +00:47:51.840 --> 00:47:54.660 +element and then I sum over axis one + +00:47:54.660 --> 00:47:55.920 +which is the 2nd axis. + +00:47:55.920 --> 00:47:57.210 +Zero is the first axis. + +00:47:58.110 --> 00:47:59.790 +So this will be the sum squared + +00:47:59.790 --> 00:48:00.830 +distance of the features. + +00:48:01.890 --> 00:48:02.770 +Euclidean distance. + +00:48:02.770 --> 00:48:04.390 +You would also take the square root, + +00:48:04.390 --> 00:48:05.857 +but I don't need to take the square + +00:48:05.857 --> 00:48:09.008 +root because the minimum of the square + +00:48:09.008 --> 00:48:11.104 +of a value is the same as the minimum + +00:48:11.104 --> 00:48:13.251 +of the square of the square of the + +00:48:13.251 --> 00:48:13.519 +value. + +00:48:13.680 --> 00:48:13.890 +Right. + +00:48:16.060 --> 00:48:19.780 +J is the argument distance, so I say J + +00:48:19.780 --> 00:48:21.495 +equals the argument and this distance. + +00:48:21.495 --> 00:48:23.130 +So this will give me the index that had + +00:48:23.130 --> 00:48:24.010 +the minimum distance. + +00:48:24.700 --> 00:48:26.420 +If I needed more than one, I could use + +00:48:26.420 --> 00:48:29.500 +argsort and then take like the first K + +00:48:29.500 --> 00:48:30.050 +indices. + +00:48:31.000 --> 00:48:33.386 +I assign the test to the training to + +00:48:33.386 --> 00:48:34.720 +the training sample that had the + +00:48:34.720 --> 00:48:36.500 +minimum distance and I returned it. + +00:48:36.500 --> 00:48:39.240 +So nearest neighbor is pretty simple. + +00:48:40.800 --> 00:48:43.980 +This like if you're a proficient coder, + +00:48:43.980 --> 00:48:46.410 +it's like a two minutes or whatever to + +00:48:46.410 --> 00:48:46.790 +decode it. + +00:48:48.690 --> 00:48:52.140 +Then I'm going to test it, so I then do + +00:48:52.140 --> 00:48:54.050 +the prediction on the validation set. + +00:48:54.050 --> 00:48:55.230 +Remember, nearest neighbor has no + +00:48:55.230 --> 00:48:56.870 +training, so I have no training code + +00:48:56.870 --> 00:48:58.105 +here, it's just really a prediction + +00:48:58.105 --> 00:48:58.430 +code. + +00:48:59.450 --> 00:49:02.320 +And now compute my average accuracy, + +00:49:02.320 --> 00:49:05.309 +which is why is the number of times the + +00:49:05.310 --> 00:49:08.500 +mean times that the validation label is + +00:49:08.500 --> 00:49:09.760 +equal to the prediction label. + +00:49:10.710 --> 00:49:12.230 +And then the error is 1 minus the + +00:49:12.230 --> 00:49:13.490 +accuracy, right? + +00:49:13.490 --> 00:49:14.040 +So let's run it. + +00:49:16.480 --> 00:49:21.550 +All right, so I got an error of 8% now. + +00:49:23.090 --> 00:49:24.060 +I could quit here. + +00:49:24.060 --> 00:49:26.840 +I could be like, OK, I'm done 8%, but I + +00:49:26.840 --> 00:49:28.150 +shouldn't really be satisfied with + +00:49:28.150 --> 00:49:29.080 +this, right? + +00:49:29.080 --> 00:49:32.400 +So the remember that in the study they + +00:49:32.400 --> 00:49:34.105 +said that doctors were reporting that + +00:49:34.105 --> 00:49:37.380 +they can get like 6% error, they had + +00:49:37.380 --> 00:49:38.810 +94% accuracy. + +00:49:39.530 --> 00:49:41.906 +And since I'm a machine learning + +00:49:41.906 --> 00:49:43.940 +machine learning engineer, I'm armed + +00:49:43.940 --> 00:49:44.800 +with data. + +00:49:44.800 --> 00:49:47.250 +I should be able to outperform a + +00:49:47.250 --> 00:49:49.190 +medical Doctor Who has years of + +00:49:49.190 --> 00:49:51.960 +experience on the same problem. + +00:49:54.860 --> 00:49:56.800 +Right, so all of his wits and + +00:49:56.800 --> 00:49:58.420 +experience is just bringing a knife to + +00:49:58.420 --> 00:49:59.300 +a gunfight. + +00:50:01.760 --> 00:50:02.410 +I'm just kidding. + +00:50:03.810 --> 00:50:05.670 +But seriously, like, I can probably do + +00:50:05.670 --> 00:50:06.130 +better, right? + +00:50:06.130 --> 00:50:07.190 +It's just my first attempt. + +00:50:07.900 --> 00:50:09.530 +So let's look at the data a little bit + +00:50:09.530 --> 00:50:11.440 +better, a little more in depth. + +00:50:12.340 --> 00:50:13.610 +So remember that one thing we noticed + +00:50:13.610 --> 00:50:15.145 +is that it looked like some feature + +00:50:15.145 --> 00:50:16.895 +values were a lot larger than other + +00:50:16.895 --> 00:50:18.540 +values, and nearest neighbor is not + +00:50:18.540 --> 00:50:19.716 +very robust to that. + +00:50:19.716 --> 00:50:22.830 +It might be like emphasizing the large + +00:50:22.830 --> 00:50:24.620 +values much more, which might not be + +00:50:24.620 --> 00:50:25.840 +the most important features. + +00:50:26.490 --> 00:50:28.390 +So here I have a print statement. + +00:50:28.390 --> 00:50:30.210 +The only thing fancy is that I use some + +00:50:30.210 --> 00:50:32.900 +spacing thing to make it like evenly + +00:50:32.900 --> 00:50:33.420 +spaced. + +00:50:34.040 --> 00:50:35.828 +And I'm printing the means of the + +00:50:35.828 --> 00:50:37.330 +features, the standard deviations of + +00:50:37.330 --> 00:50:39.710 +the features, the means of the features + +00:50:39.710 --> 00:50:42.413 +where y = 1 zero, and the means of the + +00:50:42.413 --> 00:50:43.599 +features were y = 1. + +00:50:44.340 --> 00:50:46.250 +So that can kind of tell me a couple + +00:50:46.250 --> 00:50:46.580 +things. + +00:50:46.580 --> 00:50:48.100 +One is like what is the scale that + +00:50:48.100 --> 00:50:49.530 +features by looking at the steering + +00:50:49.530 --> 00:50:50.310 +deviation and the mean. + +00:50:51.170 --> 00:50:54.050 +Also, are the features like predictive + +00:50:54.050 --> 00:50:54.338 +or not? + +00:50:54.338 --> 00:50:56.315 +If I have a good spread of the means of + +00:50:56.315 --> 00:50:59.095 +the two features, I mean of the of y = + +00:50:59.095 --> 00:51:01.749 +0 and y = 1, then it's predictive. + +00:51:01.750 --> 00:51:03.600 +But if I have a small spread compared + +00:51:03.600 --> 00:51:05.530 +to the steering deviation then it's not + +00:51:05.530 --> 00:51:06.240 +very predictive. + +00:51:07.350 --> 00:51:10.150 +Right, so for example, this feature + +00:51:10.150 --> 00:51:11.824 +here means smoothness. + +00:51:11.824 --> 00:51:15.584 +Mean is 1, standard deviation is 01, + +00:51:15.584 --> 00:51:19.947 +the mean of zero is 1, the mean of one + +00:51:19.947 --> 00:51:20.690 +is 09. + +00:51:20.690 --> 00:51:22.770 +And you know with three digits there + +00:51:22.770 --> 00:51:24.305 +might be look even closer. + +00:51:24.305 --> 00:51:26.092 +So obviously smoothness means + +00:51:26.092 --> 00:51:28.430 +smoothness is not a very good feature, + +00:51:28.430 --> 00:51:31.340 +it's not very predictive of the label. + +00:51:32.120 --> 00:51:35.050 +Where if I look at something like. + +00:51:35.140 --> 00:51:35.930 + + +00:51:37.780 --> 00:51:40.240 +If I look at something like this, just + +00:51:40.240 --> 00:51:42.125 +take the first one, the difference of + +00:51:42.125 --> 00:51:43.730 +the means is more than one steering + +00:51:43.730 --> 00:51:47.620 +deviation of the feature, and so mean + +00:51:47.620 --> 00:51:49.420 +radius is like fairly predictive. + +00:51:51.210 --> 00:51:53.395 +But the thing my take home from this is + +00:51:53.395 --> 00:51:56.480 +that some features have means and + +00:51:56.480 --> 00:51:58.950 +standard deviations that are sub one + +00:51:58.950 --> 00:51:59.730 +less than one. + +00:52:00.400 --> 00:52:03.340 +And others are in the hundreds, so not + +00:52:03.340 --> 00:52:04.540 +that's not good. + +00:52:04.540 --> 00:52:05.700 +So I want to do some kind of + +00:52:05.700 --> 00:52:06.590 +normalization. + +00:52:09.520 --> 00:52:11.857 +So I'm going to normalize by the mean + +00:52:11.857 --> 00:52:13.820 +and steering deviation, which means + +00:52:13.820 --> 00:52:16.537 +that I subtract the mean and divide by + +00:52:16.537 --> 00:52:17.880 +the standard deviation. + +00:52:17.880 --> 00:52:20.040 +Importantly, you want to compute the + +00:52:20.040 --> 00:52:22.138 +mean and the standard deviation once on + +00:52:22.138 --> 00:52:23.880 +the training set and then apply the + +00:52:23.880 --> 00:52:25.531 +same normalization to the training and + +00:52:25.531 --> 00:52:26.566 +the validation set. + +00:52:26.566 --> 00:52:28.580 +So you can't provide different + +00:52:28.580 --> 00:52:31.620 +normalizations to different sets, or + +00:52:31.620 --> 00:52:33.080 +else you're going to your features will + +00:52:33.080 --> 00:52:35.030 +not be comparable and you'll it's a + +00:52:35.030 --> 00:52:35.640 +bug. + +00:52:35.640 --> 00:52:37.360 +It's so it won't work. + +00:52:38.650 --> 00:52:40.240 +OK, so I compute the mean compute + +00:52:40.240 --> 00:52:41.720 +steering, aviation take the difference, + +00:52:41.720 --> 00:52:43.160 +divide by zero and aviation do the same + +00:52:43.160 --> 00:52:44.220 +thing on my valve set. + +00:52:44.990 --> 00:52:46.430 +And there's nothing to print here, but + +00:52:46.430 --> 00:52:47.430 +I need to run it. + +00:52:47.430 --> 00:52:48.000 +Whoops. + +00:52:51.250 --> 00:52:52.380 +All right, so now I'm going to repeat + +00:52:52.380 --> 00:52:53.150 +my nearest neighbor. + +00:52:53.920 --> 00:52:54.866 +OK, 4%. + +00:52:54.866 --> 00:52:57.336 +So there was a lot better before I got + +00:52:57.336 --> 00:53:01.206 +12%, I think 8%, yeah, so before I got + +00:53:01.206 --> 00:53:01.500 +8%. + +00:53:02.130 --> 00:53:03.200 +Now it's 4%. + +00:53:04.050 --> 00:53:04.720 +So that's good. + +00:53:05.380 --> 00:53:07.040 +But I still don't know if like nearest + +00:53:07.040 --> 00:53:07.850 +neighbor is the best. + +00:53:07.850 --> 00:53:09.240 +So I shouldn't just try like 1 + +00:53:09.240 --> 00:53:11.140 +algorithm and then assume that's the + +00:53:11.140 --> 00:53:11.910 +best I should get. + +00:53:11.910 --> 00:53:14.620 +I should try other algorithms and try + +00:53:14.620 --> 00:53:16.280 +to see if I can improve things further. + +00:53:17.510 --> 00:53:18.110 +Question. + +00:53:24.670 --> 00:53:25.550 +So the yes. + +00:53:25.550 --> 00:53:26.940 +So the question is why did the error + +00:53:26.940 --> 00:53:28.170 +rate get better? + +00:53:28.170 --> 00:53:30.950 +And I think it's because under the + +00:53:30.950 --> 00:53:33.920 +original features, these features like + +00:53:33.920 --> 00:53:38.000 +mean area that have a huge range are + +00:53:38.000 --> 00:53:40.690 +going to dominate the distances. + +00:53:40.690 --> 00:53:42.420 +All of these features concavity, + +00:53:42.420 --> 00:53:45.470 +compactness, concave point, symmetry at + +00:53:45.470 --> 00:53:48.730 +mostly we'll add a distance of .1 or + +00:53:48.730 --> 00:53:51.010 +something like that where this mean + +00:53:51.010 --> 00:53:53.887 +area is going to tend to add distances + +00:53:53.887 --> 00:53:54.430 +of. + +00:53:54.490 --> 00:53:54.960 +Hundreds. + +00:53:55.580 --> 00:53:58.620 +And so if I don't normalize it, that + +00:53:58.620 --> 00:54:00.100 +means that essentially I'm seeing the + +00:54:00.100 --> 00:54:01.728 +bigger the feature values, the more + +00:54:01.728 --> 00:54:02.990 +important they are, or the more + +00:54:02.990 --> 00:54:04.307 +variants and the feature values, the + +00:54:04.307 --> 00:54:05.049 +more important they are. + +00:54:05.670 --> 00:54:07.340 +And that's not based on any like + +00:54:07.340 --> 00:54:08.480 +knowledge of the problem. + +00:54:08.480 --> 00:54:09.970 +That was just because that's how the + +00:54:09.970 --> 00:54:10.720 +data turned out. + +00:54:10.720 --> 00:54:12.560 +And so I don't really trust that kind + +00:54:12.560 --> 00:54:14.210 +of decision. + +00:54:16.270 --> 00:54:16.650 +Go ahead. + +00:54:18.070 --> 00:54:18.350 +OK. + +00:54:19.290 --> 00:54:20.240 +You had a question? + +00:54:29.700 --> 00:54:32.490 +So I compute the mean and this is + +00:54:32.490 --> 00:54:34.615 +computing the mean over the first axis. + +00:54:34.615 --> 00:54:36.640 +So it means that for every feature + +00:54:36.640 --> 00:54:38.700 +value I compute the mean over all the + +00:54:38.700 --> 00:54:39.320 +examples. + +00:54:40.110 --> 00:54:42.680 +Of the training features XTR. + +00:54:43.450 --> 00:54:45.560 +So I computed the mean, the expectation + +00:54:45.560 --> 00:54:49.370 +or the arithmetic average of each + +00:54:49.370 --> 00:54:50.010 +feature. + +00:54:50.990 --> 00:54:53.330 +Over all the training samples, and then + +00:54:53.330 --> 00:54:56.500 +I compute this stern deviation of each + +00:54:56.500 --> 00:54:58.140 +feature over all the examples. + +00:54:58.140 --> 00:54:58.960 +So that's the. + +00:55:00.570 --> 00:55:00.940 +Right. + +00:55:03.150 --> 00:55:07.200 +So remember that X train has this shape + +00:55:07.200 --> 00:55:11.920 +469 by 30, so if I go down the first + +00:55:11.920 --> 00:55:14.480 +axis then I'm changing the example. + +00:55:14.480 --> 00:55:17.330 +So 0123 et cetera are different + +00:55:17.330 --> 00:55:18.100 +examples. + +00:55:18.100 --> 00:55:20.363 +And if I go down the second axis then + +00:55:20.363 --> 00:55:22.470 +I'm going into different feature + +00:55:22.470 --> 00:55:22.960 +columns. + +00:55:23.680 --> 00:55:25.760 +And so I want to take the mean over the + +00:55:25.760 --> 00:55:27.524 +examples for each feature. + +00:55:27.524 --> 00:55:30.113 +And so I say access equals zero for the + +00:55:30.113 --> 00:55:31.870 +mean to take the mean over samples. + +00:55:31.870 --> 00:55:34.774 +Otherwise I'll end up with a 1 by 30 + +00:55:34.774 --> 00:55:38.480 +where I mean with a 469 by 1 where I've + +00:55:38.480 --> 00:55:39.850 +taken the average feature for each + +00:55:39.850 --> 00:55:40.380 +example. + +00:55:46.980 --> 00:55:49.390 +So if I say X is equals zero, it means + +00:55:49.390 --> 00:55:51.000 +it will take the mean over all the + +00:55:51.000 --> 00:55:52.400 +remaining dimensions. + +00:55:52.750 --> 00:55:53.320 +And. + +00:55:54.040 --> 00:55:55.590 +Averaging over the first dimension. + +00:56:02.380 --> 00:56:04.870 +So then this will be a 30 dimensional + +00:56:04.870 --> 00:56:06.080 +vector X MU. + +00:56:07.050 --> 00:56:11.230 +It will be the mean of each feature + +00:56:11.230 --> 00:56:12.060 +over the samples. + +00:56:12.930 --> 00:56:14.540 +And this is also a 30 dimensional + +00:56:14.540 --> 00:56:15.880 +vector standard deviation. + +00:56:17.170 --> 00:56:19.300 +And then I'm subtracting off the mean + +00:56:19.300 --> 00:56:21.185 +and dividing by the standard deviation. + +00:56:21.185 --> 00:56:24.150 +And Numpy is nice that even though X + +00:56:24.150 --> 00:56:28.355 +train is 469 by 30 and X mu is 30, is + +00:56:28.355 --> 00:56:28.840 +30. + +00:56:29.030 --> 00:56:32.370 +Numpy is smart, and it says you're + +00:56:32.370 --> 00:56:35.390 +doing a 469 by 30 -, A thirty. + +00:56:35.390 --> 00:56:39.060 +So I need to copy that 3469 times to + +00:56:39.060 --> 00:56:39.810 +take the difference. + +00:56:41.550 --> 00:56:42.790 +And same for the divide. + +00:56:42.790 --> 00:56:44.990 +This is an element wise divide so it's + +00:56:44.990 --> 00:56:45.800 +important to know. + +00:56:46.500 --> 00:56:48.340 +There you can have like a matrix + +00:56:48.340 --> 00:56:50.710 +multiplication or matrix inverse or you + +00:56:50.710 --> 00:56:53.006 +can have an element wise multiplication + +00:56:53.006 --> 00:56:53.759 +or inverse. + +00:56:54.570 --> 00:56:57.070 +Usually like the simple operators are + +00:56:57.070 --> 00:56:58.320 +element wise in Python. + +00:56:58.970 --> 00:57:01.485 +So this means that for every element of + +00:57:01.485 --> 00:57:04.796 +this matrix, I'm going to divide by the + +00:57:04.796 --> 00:57:06.940 +standard deviation the corresponding + +00:57:06.940 --> 00:57:07.680 +standard deviation. + +00:57:09.390 --> 00:57:10.690 +And then I do the same thing for the + +00:57:10.690 --> 00:57:11.640 +validation set. + +00:57:11.640 --> 00:57:12.960 +And what was your question? + +00:57:22.780 --> 00:57:23.490 +Yeah. + +00:57:32.420 --> 00:57:37.550 +So L1 used L1 regularization for linear + +00:57:37.550 --> 00:57:40.183 +logistic regression and that will that + +00:57:40.183 --> 00:57:43.110 +will like put that will like select + +00:57:43.110 --> 00:57:44.030 +features for. + +00:57:44.030 --> 00:57:46.110 +You could also use L1 nearest neighbor + +00:57:46.110 --> 00:57:47.720 +distance which would be less sensitive + +00:57:47.720 --> 00:57:48.110 +to this. + +00:57:49.700 --> 00:57:52.150 +But with this range of like .1 versus + +00:57:52.150 --> 00:57:54.590 +like 500, it will still be that the + +00:57:54.590 --> 00:57:55.820 +larger features will dominate. + +00:57:57.180 --> 00:57:57.430 +Yep. + +00:57:59.850 --> 00:58:03.560 +All right, so after I normalized, now + +00:58:03.560 --> 00:58:06.550 +note that I'm passing in X train N, + +00:58:06.550 --> 00:58:08.670 +which is for stands for norm for me. + +00:58:09.450 --> 00:58:10.380 +In X Val north. + +00:58:10.380 --> 00:58:12.240 +Now I get lower error. + +00:58:12.830 --> 00:58:14.220 +Alright, so now let's try a different + +00:58:14.220 --> 00:58:14.885 +classifier. + +00:58:14.885 --> 00:58:17.340 +Let's do Naive Bayes, and I'm going to + +00:58:17.340 --> 00:58:21.055 +assume that each feature value given + +00:58:21.055 --> 00:58:23.399 +the class is a Gaussian. + +00:58:23.399 --> 00:58:27.480 +So given that y = 0, Y equals one. + +00:58:27.480 --> 00:58:30.232 +Then my probability of the feature is a + +00:58:30.232 --> 00:58:31.770 +Gaussian with some mean and some + +00:58:31.770 --> 00:58:32.680 +standard deviation. + +00:58:33.410 --> 00:58:35.640 +Now for nibs I need a training and + +00:58:35.640 --> 00:58:36.610 +prediction function. + +00:58:37.590 --> 00:58:40.560 +So I'm going to pass in my training + +00:58:40.560 --> 00:58:41.430 +data X&Y. + +00:58:42.300 --> 00:58:44.760 +App says some like I'm going to use + +00:58:44.760 --> 00:58:46.864 +that as like a prior to add it to the + +00:58:46.864 --> 00:58:48.390 +variance so that even if my feature + +00:58:48.390 --> 00:58:50.340 +value has no variance in training, I'm + +00:58:50.340 --> 00:58:52.175 +going to have some minimal variance so + +00:58:52.175 --> 00:58:54.450 +that I don't have like a divide by zero + +00:58:54.450 --> 00:58:56.610 +essentially where I'm not like over + +00:58:56.610 --> 00:59:00.600 +relying on the variance that I observe. + +00:59:02.080 --> 00:59:03.960 +All right, so initialize my MU and my + +00:59:03.960 --> 00:59:06.988 +Sigma to be the number of features by + +00:59:06.988 --> 00:59:08.880 +two, and the two is because there's two + +00:59:08.880 --> 00:59:10.360 +classes, so I'm going to estimate this + +00:59:10.360 --> 00:59:10.960 +for each class. + +00:59:12.250 --> 00:59:14.988 +I compute my probability of the label + +00:59:14.988 --> 00:59:17.870 +to be just the mean of y = 0. + +00:59:17.870 --> 00:59:19.180 +So this is a probability that the label + +00:59:19.180 --> 00:59:20.000 +is equal to 0. + +00:59:21.530 --> 00:59:23.820 +And then for each feature so range, + +00:59:23.820 --> 00:59:25.650 +you'll be 0 to the number of features. + +00:59:26.510 --> 00:59:30.100 +I compute the mean over the cases where + +00:59:30.100 --> 00:59:31.330 +the label equals 0. + +00:59:32.660 --> 00:59:34.770 +And the mean over the case where the + +00:59:34.770 --> 00:59:36.450 +labels equals one. + +00:59:36.450 --> 00:59:37.990 +And I could do this as like a + +00:59:37.990 --> 00:59:40.260 +vectorized operation like over an axis, + +00:59:40.260 --> 00:59:41.970 +but for clarity I did it this way. + +00:59:42.700 --> 00:59:43.350 +With the four loop. + +00:59:45.040 --> 00:59:47.990 +Compute their stern deviation where y = + +00:59:47.990 --> 00:59:50.827 +0 and the stereo deviation where y = 1 + +00:59:50.827 --> 00:59:52.520 +and again like this epsilon will be + +00:59:52.520 --> 00:59:55.600 +some small number that will just like + +00:59:55.600 --> 00:59:57.260 +make sure that my variance isn't zero. + +00:59:57.260 --> 00:59:59.810 +Or like says that like I think there + +00:59:59.810 --> 01:00:01.030 +might be a little bit more variance + +01:00:01.030 --> 01:00:01.740 +than I observe. + +01:00:03.080 --> 01:00:03.600 +And. + +01:00:04.420 --> 01:00:05.090 +That's it. + +01:00:05.090 --> 01:00:07.570 +So then I'll return my mean steering + +01:00:07.570 --> 01:00:09.150 +deviation and the probability of the + +01:00:09.150 --> 01:00:10.010 +label question. + +01:00:12.500 --> 01:00:12.760 +Sorry. + +01:00:21.950 --> 01:00:24.952 +Because X shape one, so X shape zero is + +01:00:24.952 --> 01:00:26.505 +the number of samples and X shape one + +01:00:26.505 --> 01:00:27.840 +is the number of features. + +01:00:27.840 --> 01:00:30.810 +And there's a mean for every mean + +01:00:30.810 --> 01:00:33.273 +estimate for every feature, not for + +01:00:33.273 --> 01:00:34.050 +every sample. + +01:00:35.780 --> 01:00:37.840 +So this will be a number of features by + +01:00:37.840 --> 01:00:38.230 +two. + +01:00:43.510 --> 01:00:44.720 +Alright, and then I'm going to do + +01:00:44.720 --> 01:00:45.380 +prediction. + +01:00:45.380 --> 01:00:48.200 +So now I'll write my prediction code. + +01:00:48.200 --> 01:00:50.080 +I now need to pass in the thing that I + +01:00:50.080 --> 01:00:50.930 +want to predict for. + +01:00:51.620 --> 01:00:53.720 +That means in the steering deviations + +01:00:53.720 --> 01:00:55.840 +and the P0 that I estimated from my + +01:00:55.840 --> 01:00:56.670 +training function. + +01:00:57.640 --> 01:01:00.450 +And I'm going to compute the log + +01:01:00.450 --> 01:01:04.460 +probability of X given of X&Y, not the + +01:01:04.460 --> 01:01:05.390 +probability of X&Y. + +01:01:06.130 --> 01:01:07.889 +And the reason for that is that if I + +01:01:07.890 --> 01:01:09.960 +multiply a lot of small probabilities + +01:01:09.960 --> 01:01:11.706 +together then I get a really small + +01:01:11.706 --> 01:01:11.972 +number. + +01:01:11.972 --> 01:01:13.955 +And if I have a lot of features like + +01:01:13.955 --> 01:01:16.418 +you do for MNIST for example, then that + +01:01:16.418 --> 01:01:18.470 +small number will eventually become + +01:01:18.470 --> 01:01:21.820 +zero and like in terms of floating + +01:01:21.820 --> 01:01:23.889 +point operations or it will become like + +01:01:23.890 --> 01:01:26.470 +unwieldly small. + +01:01:26.470 --> 01:01:28.160 +So you want to compute the log + +01:01:28.160 --> 01:01:29.460 +probability, not the probability. + +01:01:30.460 --> 01:01:33.100 +And minimizing the OR maximizing the + +01:01:33.100 --> 01:01:34.602 +log probability is the same as + +01:01:34.602 --> 01:01:35.660 +maximizing the probability. + +01:01:36.860 --> 01:01:38.560 +So for each feature. + +01:01:39.350 --> 01:01:43.388 +I add the log probability of the + +01:01:43.388 --> 01:01:46.726 +feature given y = 0 or the feature + +01:01:46.726 --> 01:01:47.739 +given y = 1. + +01:01:48.960 --> 01:01:53.265 +And this is this is the log of the + +01:01:53.265 --> 01:01:54.000 +Gaussian function. + +01:01:54.000 --> 01:01:56.340 +Just ignoring the constant multiplier + +01:01:56.340 --> 01:01:58.540 +in the Gaussian function because that + +01:01:58.540 --> 01:02:01.300 +won't be any different whether y = 0 + +01:02:01.300 --> 01:02:03.059 +one there one over square root, square + +01:02:03.059 --> 01:02:04.310 +root 2π is Sigma. + +01:02:06.200 --> 01:02:12.750 +So this minus mean minus X ^2 divided + +01:02:12.750 --> 01:02:14.140 +by Sigma squared. + +01:02:14.140 --> 01:02:15.930 +That's like in the exponent of the + +01:02:15.930 --> 01:02:16.490 +Gaussian. + +01:02:16.490 --> 01:02:18.530 +So when I take the log of it, I've just + +01:02:18.530 --> 01:02:19.860 +got that exponent there. + +01:02:20.820 --> 01:02:25.040 +So I'm adding that to my score of log + +01:02:25.040 --> 01:02:29.630 +PX y = 0 and log pxy equals one. + +01:02:32.780 --> 01:02:35.721 +Then I'm adding my prior so to my 0 + +01:02:35.721 --> 01:02:38.204 +score I add the log probability of y = + +01:02:38.204 --> 01:02:38.479 +0. + +01:02:38.480 --> 01:02:41.440 +Into my one score, I add the log + +01:02:41.440 --> 01:02:44.230 +probability of y = 1, which is just one + +01:02:44.230 --> 01:02:45.729 +minus the probability of y = 0. + +01:02:46.780 --> 01:02:48.540 +And then I take the argmax to get my + +01:02:48.540 --> 01:02:50.899 +prediction and I'm taking the argmax + +01:02:50.900 --> 01:02:53.910 +over axis one because that was my label + +01:02:53.910 --> 01:02:54.380 +axis. + +01:02:55.170 --> 01:02:55.720 +So. + +01:02:56.860 --> 01:02:58.875 +So here the first axis is the number of + +01:02:58.875 --> 01:03:00.915 +test samples, the second axis is the + +01:03:00.915 --> 01:03:01.860 +number of labels. + +01:03:01.860 --> 01:03:04.470 +I take the argmax over the labels to + +01:03:04.470 --> 01:03:07.820 +get my maximum my most likely + +01:03:07.820 --> 01:03:09.510 +prediction for every test sample. + +01:03:13.750 --> 01:03:15.930 +And then finally the code to call this + +01:03:15.930 --> 01:03:18.334 +so I call Gaussian train NI Bayes + +01:03:18.334 --> 01:03:21.650 +Gaussian train and I use this as my as + +01:03:21.650 --> 01:03:23.800 +like my prior on the variance my + +01:03:23.800 --> 01:03:24.290 +epsilon. + +01:03:25.400 --> 01:03:29.310 +And then I'd call predict and I pass in + +01:03:29.310 --> 01:03:30.240 +the validation data. + +01:03:31.200 --> 01:03:32.510 +And then I measure my error. + +01:03:33.400 --> 01:03:35.130 +And I'm going to do this. + +01:03:35.130 --> 01:03:36.970 +So here's a question. + +01:03:36.970 --> 01:03:39.338 +Do you think that here I'm doing it on + +01:03:39.338 --> 01:03:41.219 +the non normalized features and here + +01:03:41.219 --> 01:03:43.182 +I'm doing it on the normalized + +01:03:43.182 --> 01:03:43.509 +features? + +01:03:44.380 --> 01:03:47.160 +Do you think that those results will be + +01:03:47.160 --> 01:03:48.800 +different or the same? + +01:03:48.800 --> 01:03:50.510 +So how many people think that these + +01:03:50.510 --> 01:03:52.260 +will be the same if I? + +01:03:52.960 --> 01:03:56.930 +Do not have bays on rescaled and mean + +01:03:56.930 --> 01:04:00.130 +normalized features versus normalized. + +01:04:01.370 --> 01:04:02.790 +So how many people think it will be the + +01:04:02.790 --> 01:04:03.640 +same result? + +01:04:05.470 --> 01:04:07.060 +OK, how many people think it will be a + +01:04:07.060 --> 01:04:07.610 +different result? + +01:04:10.570 --> 01:04:12.250 +About 5050. + +01:04:12.250 --> 01:04:13.510 +Alright, so let's see. + +01:04:13.510 --> 01:04:14.820 +Let's see how it turns out. + +01:04:18.860 --> 01:04:20.980 +So it's exactly the same, and it's + +01:04:20.980 --> 01:04:22.855 +actually guaranteed to be exactly the + +01:04:22.855 --> 01:04:25.350 +same in this case because. + +01:04:27.190 --> 01:04:28.790 +Because if I scale or shift the + +01:04:28.790 --> 01:04:30.910 +features, all it's going to do is + +01:04:30.910 --> 01:04:32.320 +change my mean invariance. + +01:04:32.960 --> 01:04:34.420 +But it will change it the same way for + +01:04:34.420 --> 01:04:36.500 +each class, so the probability of the + +01:04:36.500 --> 01:04:38.450 +features given the data given the label + +01:04:38.450 --> 01:04:40.540 +doesn't change at all when I shift them + +01:04:40.540 --> 01:04:42.050 +or scale them according to a Gaussian + +01:04:42.050 --> 01:04:42.990 +distribution. + +01:04:42.990 --> 01:04:45.080 +So that's why the feature normalization + +01:04:45.080 --> 01:04:46.790 +isn't really necessary here for Naive + +01:04:46.790 --> 01:04:47.060 +Bayes. + +01:04:48.890 --> 01:04:50.605 +But it wasn't didn't do great. + +01:04:50.605 --> 01:04:51.790 +It doesn't usually. + +01:04:51.790 --> 01:04:52.870 +So not a big surprise. + +01:04:54.240 --> 01:04:56.697 +So then finally, let's do. + +01:04:56.697 --> 01:04:58.500 +Let's put in a logistic there. + +01:04:58.500 --> 01:05:00.100 +Let's do linear and logistic + +01:05:00.100 --> 01:05:03.060 +regression, and I'm going to use the + +01:05:03.060 --> 01:05:03.770 +model here. + +01:05:04.510 --> 01:05:06.700 +So C = 1 is the default that's Lambda + +01:05:06.700 --> 01:05:07.650 +equals one. + +01:05:07.650 --> 01:05:09.410 +I'll give it plenty of iterations, just + +01:05:09.410 --> 01:05:10.750 +make sure it can converge. + +01:05:10.750 --> 01:05:12.350 +I fit it on the training data. + +01:05:13.230 --> 01:05:15.310 +Test it on the validation data. + +01:05:15.310 --> 01:05:17.270 +And here I'm going to compare for if I + +01:05:17.270 --> 01:05:19.230 +don't normalize versus I normalize. + +01:05:23.690 --> 01:05:27.037 +And so in this case I got 3% error when + +01:05:27.037 --> 01:05:29.907 +I didn't normalize and I got 0% error + +01:05:29.907 --> 01:05:31.350 +when I normalized. + +01:05:33.670 --> 01:05:34.990 +So the normalization. + +01:05:34.990 --> 01:05:36.470 +The reason it makes a difference in + +01:05:36.470 --> 01:05:39.070 +this linear model is that I have some + +01:05:39.070 --> 01:05:40.100 +regularization weight. + +01:05:40.770 --> 01:05:43.420 +So if I set this to something really + +01:05:43.420 --> 01:05:46.780 +big, SK learn is a little awkward and + +01:05:46.780 --> 01:05:48.620 +that C is the inverse of Lambda. + +01:05:48.620 --> 01:05:50.970 +So the higher this value is, the less + +01:05:50.970 --> 01:05:51.970 +the regularization. + +01:05:58.010 --> 01:06:00.710 +I thought they would do something, but + +01:06:00.710 --> 01:06:01.240 +it didn't. + +01:06:03.440 --> 01:06:05.290 +That's not going to make a difference. + +01:06:06.730 --> 01:06:07.790 +That's interesting actually. + +01:06:07.790 --> 01:06:08.970 +I don't know why. + +01:06:09.730 --> 01:06:11.180 +Maybe I maybe I got. + +01:06:11.180 --> 01:06:13.510 +Let's see, let's make it really small + +01:06:13.510 --> 01:06:13.980 +instead. + +01:06:24.460 --> 01:06:24.920 +What's what? + +01:06:29.290 --> 01:06:32.130 +So that definitely changed things, but + +01:06:32.130 --> 01:06:33.620 +it made the normalization worse. + +01:06:33.620 --> 01:06:34.500 +That's interesting. + +01:06:34.500 --> 01:06:36.420 +OK, I cannot explain that off the dot + +01:06:36.420 --> 01:06:37.200 +my head. + +01:06:38.070 --> 01:06:41.200 +But another thing is that if I do 0. + +01:06:42.740 --> 01:06:44.095 +Wait, actually zero. + +01:06:44.095 --> 01:06:46.425 +I don't remember again if which way? + +01:06:46.425 --> 01:06:47.710 +I have to, yeah. + +01:06:48.470 --> 01:06:48.990 +So. + +01:06:50.650 --> 01:06:52.340 +You need like you need some + +01:06:52.340 --> 01:06:53.280 +regularization. + +01:06:54.220 --> 01:06:55.780 +Or else you get errors like that. + +01:06:58.220 --> 01:07:01.460 +They're not regularizing is not info. + +01:07:02.560 --> 01:07:05.650 +Not regularizing is usually not an + +01:07:05.650 --> 01:07:05.980 +option. + +01:07:05.980 --> 01:07:07.070 +OK, never mind, all right. + +01:07:08.140 --> 01:07:10.723 +Yeah, you guys can play with it if you + +01:07:10.723 --> 01:07:10.859 +want. + +01:07:10.860 --> 01:07:11.323 +I'm going to. + +01:07:11.323 --> 01:07:12.910 +I just, I don't want to get stuck there + +01:07:12.910 --> 01:07:15.340 +as getting too much into the weeds. + +01:07:16.530 --> 01:07:20.235 +The normalization helped in the case of + +01:07:20.235 --> 01:07:22.370 +the default regularization. + +01:07:24.010 --> 01:07:27.120 +I can also plot a. + +01:07:27.790 --> 01:07:29.590 +I can also do like other ways of + +01:07:29.590 --> 01:07:31.360 +looking at the data. + +01:07:31.360 --> 01:07:32.550 +Let's look at. + +01:07:32.550 --> 01:07:34.390 +I'm going to change this since it was + +01:07:34.390 --> 01:07:35.520 +kind of boring. + +01:07:37.500 --> 01:07:38.410 +Let me just. + +01:07:38.500 --> 01:07:39.190 + + +01:07:41.150 --> 01:07:41.510 +Whoops. + +01:07:42.630 --> 01:07:44.430 +I don't it's not very interesting to + +01:07:44.430 --> 01:07:46.340 +look at an Roc curve if you get perfect + +01:07:46.340 --> 01:07:46.910 +prediction. + +01:07:48.670 --> 01:07:50.290 +So let me just change this a little + +01:07:50.290 --> 01:07:50.640 +bit. + +01:07:52.040 --> 01:07:54.870 +So I'm going to look at the one where I + +01:07:54.870 --> 01:07:56.380 +did not perfect prediction. + +01:07:57.840 --> 01:07:58.650 + + +01:08:00.300 --> 01:08:00.830 +Mexican. + +01:08:03.700 --> 01:08:07.390 +Right, so this arc curve shows me given + +01:08:07.390 --> 01:08:09.320 +if I choose different thresholds on my + +01:08:09.320 --> 01:08:10.000 +confidence. + +01:08:10.870 --> 01:08:13.535 +By default, you choose a confidence at + +01:08:13.535 --> 01:08:14.050 +5:00. + +01:08:14.050 --> 01:08:15.810 +If probability is greater than five, + +01:08:15.810 --> 01:08:17.810 +then you assign it to the class that + +01:08:17.810 --> 01:08:19.069 +had that greater probability. + +01:08:19.700 --> 01:08:21.440 +But you can say for example if the + +01:08:21.440 --> 01:08:23.820 +probability is greater than .3 then I'm + +01:08:23.820 --> 01:08:27.030 +going to say it's like malignant and + +01:08:27.030 --> 01:08:28.150 +otherwise it's benign. + +01:08:28.150 --> 01:08:29.740 +So you can choose different thresholds. + +01:08:30.450 --> 01:08:31.990 +Especially if there's a different + +01:08:31.990 --> 01:08:33.440 +consequence to getting either one + +01:08:33.440 --> 01:08:36.100 +wrong, like which there is for + +01:08:36.100 --> 01:08:37.260 +malignant versus benign. + +01:08:38.080 --> 01:08:40.530 +So you can look at this arc curve which + +01:08:40.530 --> 01:08:42.260 +shows you the true positive rate and + +01:08:42.260 --> 01:08:43.990 +the false positive rate for different + +01:08:43.990 --> 01:08:44.700 +thresholds. + +01:08:45.460 --> 01:08:48.710 +So I can choose a value such that L + +01:08:48.710 --> 01:08:50.170 +never have a. + +01:08:50.940 --> 01:08:52.910 +Where here I define true positive as y + +01:08:52.910 --> 01:08:53.510 += 0. + +01:08:54.220 --> 01:08:56.190 +So I can choose a threshold where. + +01:08:57.010 --> 01:08:59.930 +I will get every single malign case + +01:08:59.930 --> 01:09:02.380 +correct, but I'll have like 20% false + +01:09:02.380 --> 01:09:03.450 +positives. + +01:09:03.450 --> 01:09:05.870 +Or I can choose a case where I'll + +01:09:05.870 --> 01:09:07.360 +sometimes make mistakes. + +01:09:07.360 --> 01:09:10.110 +Thinking I'm malignant is not + +01:09:10.110 --> 01:09:11.040 +malignant. + +01:09:11.040 --> 01:09:15.360 +But when it's benign, like 9099% of the + +01:09:15.360 --> 01:09:16.570 +time I'll think it's benign. + +01:09:16.570 --> 01:09:18.815 +So you can choose like you can kind of + +01:09:18.815 --> 01:09:19.450 +choose your errors. + +01:09:25.800 --> 01:09:30.690 +So this is so this like given some + +01:09:30.690 --> 01:09:33.080 +point on this curve, it tells me the + +01:09:33.080 --> 01:09:35.120 +true positive rate is the percent of + +01:09:35.120 --> 01:09:37.775 +times that I correctly classify equals + +01:09:37.775 --> 01:09:39.379 +zero as y = 0. + +01:09:40.330 --> 01:09:42.020 +And the false positive rate is the + +01:09:42.020 --> 01:09:43.660 +percent of times that I. + +01:09:45.460 --> 01:09:46.790 +Classify. + +01:09:48.160 --> 01:09:50.400 +Y = 1 as y = 0. + +01:09:54.870 --> 01:09:57.410 +Alright, so I can also look at the + +01:09:57.410 --> 01:09:58.350 +feature importance. + +01:09:58.350 --> 01:10:01.450 +So if I do L1, so here I trained one + +01:10:01.450 --> 01:10:04.230 +model with L1 logistic regression or + +01:10:04.230 --> 01:10:06.586 +this is L2 and one with L1 logistic + +01:10:06.586 --> 01:10:06.930 +regression? + +01:10:07.740 --> 01:10:08.860 +And that makes me use a different + +01:10:08.860 --> 01:10:10.000 +solver if it's L1. + +01:10:11.270 --> 01:10:13.980 +So I can see the errors. + +01:10:14.070 --> 01:10:14.730 + + +01:10:18.090 --> 01:10:19.505 +A little weird but that error. + +01:10:19.505 --> 01:10:24.588 +But OK, I can see the errors and I can + +01:10:24.588 --> 01:10:26.780 +see the feature values. + +01:10:29.290 --> 01:10:32.870 +So with L2 I get lots of low weights, + +01:10:32.870 --> 01:10:34.222 +but none of them are zero. + +01:10:34.222 --> 01:10:37.750 +With L1 I get lots of 0 weights in a + +01:10:37.750 --> 01:10:39.160 +few larger weights. + +01:10:43.420 --> 01:10:44.910 +And then I can also do some further + +01:10:44.910 --> 01:10:46.400 +analysis looking at the tree. + +01:10:48.090 --> 01:10:50.090 +So first I'll train a full tree. + +01:10:51.060 --> 01:10:53.010 +And then next I'll train a tree with + +01:10:53.010 --> 01:10:54.370 +Max depth equals 2. + +01:10:56.680 --> 01:11:00.006 +So with the full tree I got error of + +01:11:00.006 --> 01:11:00.403 +4%. + +01:11:00.403 --> 01:11:05.106 +So it was as good as the OR was not as + +01:11:05.106 --> 01:11:06.590 +good as logistic regressor but pretty + +01:11:06.590 --> 01:11:06.930 +decent. + +01:11:08.220 --> 01:11:09.500 +But this tree is kind of hard to + +01:11:09.500 --> 01:11:09.940 +interpret. + +01:11:09.940 --> 01:11:11.410 +You wouldn't be able to give it to a + +01:11:11.410 --> 01:11:13.415 +technician and say like use this tree + +01:11:13.415 --> 01:11:14.330 +to make your decision. + +01:11:15.050 --> 01:11:17.020 +The short tree had higher error, but + +01:11:17.020 --> 01:11:18.730 +it's a lot simpler, so I can see its + +01:11:18.730 --> 01:11:20.530 +first splitting on the perimeter of the + +01:11:20.530 --> 01:11:21.240 +largest cells. + +01:11:25.000 --> 01:11:27.510 +And then finally, after doing all this + +01:11:27.510 --> 01:11:30.010 +analysis, I'm going to do tenfold cross + +01:11:30.010 --> 01:11:32.780 +validation using my best model. + +01:11:33.370 --> 01:11:35.590 +So here I'll just compare L1 logistic + +01:11:35.590 --> 01:11:38.240 +regression and nearest neighbor. + +01:11:39.160 --> 01:11:41.345 +I am doing tenfold, so I'm going to do + +01:11:41.345 --> 01:11:45.126 +10 estimates I do for each split. + +01:11:45.126 --> 01:11:48.490 +So the split will be after permutation. + +01:11:48.490 --> 01:11:53.120 +The first split will take indices 01020 + +01:11:53.120 --> 01:11:56.414 +or yeah, 0102030, et cetera. + +01:11:56.414 --> 01:12:00.540 +The second split will take 11121, the + +01:12:00.540 --> 01:12:03.840 +third will take 21222, et cetera. + +01:12:04.830 --> 01:12:07.050 +Every time I use 90% of the data to + +01:12:07.050 --> 01:12:09.400 +train and the remaining data to test. + +01:12:10.520 --> 01:12:12.510 +And I'm doing that by just specifying + +01:12:12.510 --> 01:12:13.990 +the data that I'm using to test and + +01:12:13.990 --> 01:12:15.930 +then subtracting those indices to get + +01:12:15.930 --> 01:12:17.100 +the data that I used to train. + +01:12:18.080 --> 01:12:21.396 +Every time I normalize based on the + +01:12:21.396 --> 01:12:23.140 +training data, normalize both my + +01:12:23.140 --> 01:12:24.554 +training and validation data based on + +01:12:24.554 --> 01:12:26.180 +the same training data for the current + +01:12:26.180 --> 01:12:26.540 +split. + +01:12:27.600 --> 01:12:29.340 +Then I train and evaluate my nearest + +01:12:29.340 --> 01:12:31.870 +neighbor and logistic regressor. + +01:12:38.000 --> 01:12:39.230 +So that was fast. + +01:12:40.850 --> 01:12:41.103 +Right. + +01:12:41.103 --> 01:12:43.950 +And so then I have my errors. + +01:12:43.950 --> 01:12:46.970 +So one thing to note is that my even + +01:12:46.970 --> 01:12:48.250 +though in that one case I was + +01:12:48.250 --> 01:12:50.310 +evaluating before that one split, my + +01:12:50.310 --> 01:12:52.190 +logistic regression error was zero, + +01:12:52.190 --> 01:12:53.670 +it's not 0 every time. + +01:12:53.670 --> 01:12:56.984 +It ranges from zero to 5.3. + +01:12:56.984 --> 01:12:59.906 +And my nearest neighbor accuracy ranges + +01:12:59.906 --> 01:13:02.980 +from zero to 8 or 8.7 depending on the + +01:13:02.980 --> 01:13:03.330 +split. + +01:13:04.300 --> 01:13:06.085 +So different samples of your training + +01:13:06.085 --> 01:13:08.592 +and test data will give you different + +01:13:08.592 --> 01:13:09.866 +error measurement errors. + +01:13:09.866 --> 01:13:11.950 +And so that's why like cross validation + +01:13:11.950 --> 01:13:14.300 +can be a nice tool to give you not only + +01:13:14.300 --> 01:13:16.870 +an expected error, but some variance on + +01:13:16.870 --> 01:13:18.140 +the estimate of that error. + +01:13:19.000 --> 01:13:19.500 +So. + +01:13:20.410 --> 01:13:23.330 +My standard error of my estimate of the + +01:13:23.330 --> 01:13:26.195 +mean, which is the stair deviation of + +01:13:26.195 --> 01:13:28.390 +my error estimates divided by the + +01:13:28.390 --> 01:13:29.720 +square of the number of samples. + +01:13:30.680 --> 01:13:35.420 +Is 09 for nearest neighbor and six for + +01:13:35.420 --> 01:13:36.500 +logistic regression. + +01:13:37.500 --> 01:13:39.270 +And I can also use that to compute a + +01:13:39.270 --> 01:13:41.540 +confidence interval by multiplying that + +01:13:41.540 --> 01:13:45.410 +standard error by I forgot 1.96. + +01:13:46.280 --> 01:13:49.330 +So I can say like I'm 95% confident + +01:13:49.330 --> 01:13:51.930 +that my logistic regression error is + +01:13:51.930 --> 01:13:56.440 +somewhere between 12 and 34 or three. + +01:13:56.440 --> 01:14:00.040 +Sorry, 1.2% and 34%. + +01:14:02.360 --> 01:14:04.615 +And my nearest neighbor error is higher + +01:14:04.615 --> 01:14:06.620 +and I have like a bigger confidence + +01:14:06.620 --> 01:14:07.020 +interval. + +01:14:09.360 --> 01:14:14.360 +Now let's just compare very briefly how + +01:14:14.360 --> 01:14:14.860 +that. + +01:14:15.610 --> 01:14:19.660 +How the original paper did on this same + +01:14:19.660 --> 01:14:20.110 +problem? + +01:14:23.320 --> 01:14:25.480 +I just have one more slide, so don't + +01:14:25.480 --> 01:14:27.950 +worry, we will finish. + +01:14:28.690 --> 01:14:30.360 +Within a minute or so of runtime. + +01:14:31.200 --> 01:14:33.610 +Alright, so in the paper they use an + +01:14:33.610 --> 01:14:36.300 +MSM tree, which is that you have a + +01:14:36.300 --> 01:14:37.820 +linear classifier. + +01:14:37.820 --> 01:14:39.240 +Essentially that's used to do each + +01:14:39.240 --> 01:14:40.140 +split of the tree. + +01:14:41.090 --> 01:14:42.720 +But at the end of the day they choose + +01:14:42.720 --> 01:14:44.550 +only one split, so it ends up being a + +01:14:44.550 --> 01:14:45.380 +linear classifier. + +01:14:46.300 --> 01:14:49.633 +There they are trying to minimize the + +01:14:49.633 --> 01:14:51.520 +number of features as well as the + +01:14:51.520 --> 01:14:53.900 +number of splitting planes in order to + +01:14:53.900 --> 01:14:55.550 +improve generalization and make a + +01:14:55.550 --> 01:14:57.090 +simple interpretable function. + +01:14:57.800 --> 01:14:59.370 +So at the end of the day, they choose + +01:14:59.370 --> 01:15:01.105 +just three features, mean texture, + +01:15:01.105 --> 01:15:02.780 +worst area and worst smoothness. + +01:15:03.520 --> 01:15:04.420 +And. + +01:15:05.930 --> 01:15:08.610 +They used tenfold cross validation and + +01:15:08.610 --> 01:15:11.770 +they got an error of 3% within a + +01:15:11.770 --> 01:15:15.570 +confidence interval or minus 15%. + +01:15:15.570 --> 01:15:17.120 +So pretty similar to what we got. + +01:15:17.120 --> 01:15:18.960 +We got slightly lower error but we were + +01:15:18.960 --> 01:15:20.560 +using more features in the logistic + +01:15:20.560 --> 01:15:21.090 +regressor. + +01:15:21.910 --> 01:15:23.694 +And then they tested it on their held + +01:15:23.694 --> 01:15:26.475 +out set and they got a perfect accuracy + +01:15:26.475 --> 01:15:27.730 +on the held out set. + +01:15:28.550 --> 01:15:29.849 +Now that doesn't mean that their + +01:15:29.850 --> 01:15:31.670 +accuracy is perfect because they're + +01:15:31.670 --> 01:15:34.350 +cross validation if anything, is a + +01:15:34.350 --> 01:15:37.315 +biased towards a underestimating the + +01:15:37.315 --> 01:15:37.570 +error. + +01:15:37.570 --> 01:15:40.440 +So I would say their error is like + +01:15:40.440 --> 01:15:43.870 +roughly 15 to 45%, which is what they + +01:15:43.870 --> 01:15:45.180 +correctly report in the paper. + +01:15:46.950 --> 01:15:47.290 +Right. + +01:15:47.290 --> 01:15:51.030 +So we performed fairly similarly to the + +01:15:51.030 --> 01:15:51.705 +analysis. + +01:15:51.705 --> 01:15:53.670 +The nice thing is that now I can do + +01:15:53.670 --> 01:15:56.900 +this like in under an hour if I want. + +01:15:56.900 --> 01:15:59.140 +Well at that time it would be a lot + +01:15:59.140 --> 01:16:01.380 +more work to do that kind of analysis. + +01:16:02.330 --> 01:16:04.490 +But they also need to obviously want to + +01:16:04.490 --> 01:16:06.410 +be a lot more careful and do careful + +01:16:06.410 --> 01:16:07.780 +analysis and make sure that this is + +01:16:07.780 --> 01:16:10.240 +going to be like a useful tool for. + +01:16:10.320 --> 01:16:12.180 +That guy's diagnosis. + +01:16:14.130 --> 01:16:14.870 +Hey. + +01:16:14.870 --> 01:16:16.400 +So hopefully that was helpful. + +01:16:16.400 --> 01:16:19.700 +And next week I am going to talk about + +01:16:19.700 --> 01:16:20.150 +or not. + +01:16:20.150 --> 01:16:21.750 +Next week it's only Tuesday. + +01:16:21.750 --> 01:16:23.550 +On Thursday I'm going to talk about. + +01:16:23.550 --> 01:16:24.962 +No, wait, what day is it? + +01:16:24.962 --> 01:16:25.250 +Thursday. + +01:16:25.250 --> 01:16:25.868 +OK, good. + +01:16:25.868 --> 01:16:27.020 +It is next week. + +01:16:27.020 --> 01:16:28.810 +Yeah, at least chat with time. + +01:16:30.520 --> 01:16:33.300 +Next week I'll talk about ensembles and + +01:16:33.300 --> 01:16:35.310 +SVM and stochastic gradient descent. + +01:16:35.310 --> 01:16:35.780 +Thanks. + +01:16:35.780 --> 01:16:36.690 +Have a good weekend. + +01:16:38.360 --> 01:16:40.130 +And remember that homework one is due + +01:16:40.130 --> 01:16:40.830 +Monday. + +01:16:41.650 --> 01:16:42.760 +For those asking question. +