diff --git "a/CS_441_2023_Spring_January_19,_2023.vtt" "b/CS_441_2023_Spring_January_19,_2023.vtt" new file mode 100644--- /dev/null +++ "b/CS_441_2023_Spring_January_19,_2023.vtt" @@ -0,0 +1,5774 @@ +WEBVTT Kind: captions; Language: en-US + +NOTE +Created on 2024-02-07T20:51:27.1993072Z by ClassTranscribe + +00:01:22.450 --> 00:01:23.720 +Good morning, everybody. + +00:01:25.160 --> 00:01:25.690 +Morning. + +00:01:29.980 --> 00:01:31.830 +Alright, so I'm going to get started. + +00:01:31.830 --> 00:01:33.590 +Just a note. + +00:01:33.590 --> 00:01:37.980 +So I'll generally start at 9:31 + +00:01:37.980 --> 00:01:38.590 +exactly. + +00:01:38.590 --> 00:01:42.600 +So I give a minute of slack and. + +00:01:43.360 --> 00:01:44.640 +At the end of the class, I'll make it + +00:01:44.640 --> 00:01:45.056 +pretty clear. + +00:01:45.056 --> 00:01:46.640 +When class is over, just wait till I + +00:01:46.640 --> 00:01:47.945 +say thank you or something. + +00:01:47.945 --> 00:01:49.580 +That kind of indicates that class is + +00:01:49.580 --> 00:01:50.659 +over before you pack up. + +00:01:50.660 --> 00:01:52.684 +Because otherwise like when students + +00:01:52.684 --> 00:01:56.080 +start to pack up, like if I get to the + +00:01:56.080 --> 00:01:57.507 +last slide and then students start to + +00:01:57.507 --> 00:01:59.170 +pack up, it makes quite a lot of noise + +00:01:59.170 --> 00:02:01.590 +if like couple 100 people are packing + +00:02:01.590 --> 00:02:02.260 +up at the same time. + +00:02:03.490 --> 00:02:05.930 +Right, so by the way these are I forgot + +00:02:05.930 --> 00:02:08.210 +to mention that brain image is an image + +00:02:08.210 --> 00:02:09.600 +that's created by Dolly. + +00:02:09.600 --> 00:02:10.770 +You might have heard of that. + +00:02:10.770 --> 00:02:14.580 +It's a AI like image generation method + +00:02:14.580 --> 00:02:17.440 +that can take an image, take a text and + +00:02:17.440 --> 00:02:19.210 +then generate an image that matches a + +00:02:19.210 --> 00:02:19.480 +text. + +00:02:20.320 --> 00:02:22.470 +This is also an image that's created by + +00:02:22.470 --> 00:02:22.950 +Dolly. + +00:02:24.430 --> 00:02:26.280 +I forget exactly what the prompt was on + +00:02:26.280 --> 00:02:26.720 +this one. + +00:02:26.720 --> 00:02:28.854 +It was it didn't exactly match the + +00:02:28.854 --> 00:02:29.028 +prompt. + +00:02:29.028 --> 00:02:30.660 +I think it was like, I think I said + +00:02:30.660 --> 00:02:32.170 +something like a bunch of animals + +00:02:32.170 --> 00:02:32.960 +somewhere ring. + +00:02:33.970 --> 00:02:36.580 +Orange vests and somewhere in green + +00:02:36.580 --> 00:02:38.090 +vests standing in a line. + +00:02:38.090 --> 00:02:39.956 +It has some trouble, like associating + +00:02:39.956 --> 00:02:41.900 +the right words with the right objects, + +00:02:41.900 --> 00:02:44.030 +but I still think it's pretty fitting + +00:02:44.030 --> 00:02:44.780 +for nearest neighbor. + +00:02:46.130 --> 00:02:47.775 +I like how there's like that one guy + +00:02:47.775 --> 00:02:49.700 +that is like standing out. + +00:02:54.930 --> 00:02:58.120 +So today I'm going to talk about two + +00:02:58.120 --> 00:02:58.860 +things really. + +00:02:58.860 --> 00:03:01.249 +So one is talking a bit more about the + +00:03:01.250 --> 00:03:03.540 +basic process of supervised machine + +00:03:03.540 --> 00:03:06.320 +learning, and the other is about the K + +00:03:06.320 --> 00:03:07.945 +nearest neighbor algorithm, which is + +00:03:07.945 --> 00:03:10.330 +one of the kind of like fundamental + +00:03:10.330 --> 00:03:11.800 +algorithms and machine learning. + +00:03:12.560 --> 00:03:15.635 +And I'll also talk about how we what + +00:03:15.635 --> 00:03:17.160 +are the sources of error. + +00:03:17.160 --> 00:03:18.270 +So why is it a? + +00:03:18.270 --> 00:03:19.939 +What are the different reasons that a + +00:03:19.940 --> 00:03:21.460 +machine learning algorithm will make + +00:03:21.460 --> 00:03:24.390 +test error even after it's fit the + +00:03:24.390 --> 00:03:24.970 +training set? + +00:03:25.640 --> 00:03:28.650 +And I'll talk about a couple of + +00:03:28.650 --> 00:03:29.979 +applications, so I'll talk about + +00:03:29.980 --> 00:03:32.344 +homework, one which has a couple of + +00:03:32.344 --> 00:03:32.940 +applications in it. + +00:03:33.540 --> 00:03:36.410 +And I'll also talk about the deep face + +00:03:36.410 --> 00:03:37.210 +algorithm. + +00:03:41.160 --> 00:03:43.620 +So a machine learning model is + +00:03:43.620 --> 00:03:46.539 +something that maps from features to + +00:03:46.540 --> 00:03:47.430 +prediction. + +00:03:47.430 --> 00:03:51.040 +So in this notation I've got F of X is + +00:03:51.040 --> 00:03:53.700 +mapping to YX are the features, F is + +00:03:53.700 --> 00:03:55.460 +some function that we'll have some + +00:03:55.460 --> 00:03:56.150 +parameters. + +00:03:56.800 --> 00:03:59.120 +And why is the prediction? + +00:04:00.050 --> 00:04:01.450 +So for example you could have a + +00:04:01.450 --> 00:04:03.810 +classification problem like is this a + +00:04:03.810 --> 00:04:04.530 +dog or a cat? + +00:04:04.530 --> 00:04:06.660 +And it might be based on image features + +00:04:06.660 --> 00:04:10.263 +or image pixels and so then X are the + +00:04:10.263 --> 00:04:13.985 +image pixels, Y is yes or no, or it + +00:04:13.985 --> 00:04:15.460 +could be dog or cat depending on how + +00:04:15.460 --> 00:04:15.920 +you frame it. + +00:04:16.940 --> 00:04:20.200 +Or if the problem is this e-mail spam + +00:04:20.200 --> 00:04:23.210 +or not, then the features might be like + +00:04:23.210 --> 00:04:25.440 +some summary of the words in the + +00:04:25.440 --> 00:04:27.680 +document and the words in the subject + +00:04:27.680 --> 00:04:31.430 +and the sender and the output is like + +00:04:31.430 --> 00:04:33.420 +true or false or one or zero. + +00:04:34.600 --> 00:04:36.450 +You could also have regression tests, + +00:04:36.450 --> 00:04:38.144 +for example, what will the stock price + +00:04:38.144 --> 00:04:39.572 +be of NVIDIA tomorrow? + +00:04:39.572 --> 00:04:42.260 +And then the features might be the + +00:04:42.260 --> 00:04:44.530 +historic stock prices, maybe some + +00:04:44.530 --> 00:04:45.960 +features about what's trending on + +00:04:45.960 --> 00:04:47.610 +Twitter, I don't know anything you + +00:04:47.610 --> 00:04:48.070 +want. + +00:04:48.070 --> 00:04:50.780 +And then the prediction would be the + +00:04:50.780 --> 00:04:53.236 +numerical value of the stock price + +00:04:53.236 --> 00:04:53.619 +tomorrow. + +00:04:54.360 --> 00:04:55.640 +When you're training something like + +00:04:55.640 --> 00:04:57.150 +that, you've got like a whole bunch of + +00:04:57.150 --> 00:04:58.020 +historical data. + +00:04:58.020 --> 00:04:59.710 +So you try to learn a model that can + +00:04:59.710 --> 00:05:01.780 +predict based, predict the historical + +00:05:01.780 --> 00:05:04.140 +stock prices given the preceding ones, + +00:05:04.140 --> 00:05:05.579 +and then you would hope that when you + +00:05:05.580 --> 00:05:08.830 +apply it to today's data that it would + +00:05:08.830 --> 00:05:10.520 +be able to predict the price tomorrow. + +00:05:12.140 --> 00:05:13.390 +Likewise, what will be the high + +00:05:13.390 --> 00:05:14.410 +temperature tomorrow? + +00:05:14.410 --> 00:05:16.297 +Features might be other temperatures, + +00:05:16.297 --> 00:05:17.900 +temperatures in other locations, other + +00:05:17.900 --> 00:05:21.410 +kinds of barometric data, and the + +00:05:21.410 --> 00:05:23.530 +output is some temperature. + +00:05:24.410 --> 00:05:25.600 +Or you could have a structured + +00:05:25.600 --> 00:05:27.630 +prediction task where you're outputting + +00:05:27.630 --> 00:05:29.295 +not just one number, but a whole bunch + +00:05:29.295 --> 00:05:31.025 +of numbers that are somehow related to + +00:05:31.025 --> 00:05:31.690 +each other. + +00:05:31.690 --> 00:05:33.420 +For example, what is the pose of this + +00:05:33.420 --> 00:05:33.925 +person? + +00:05:33.925 --> 00:05:36.767 +You would output positions of each of + +00:05:36.767 --> 00:05:38.520 +the key points on the person's body. + +00:05:40.140 --> 00:05:40.440 +Right. + +00:05:40.440 --> 00:05:42.313 +All of these though are just mapping a + +00:05:42.313 --> 00:05:45.315 +set of features to some labeler to some + +00:05:45.315 --> 00:05:46.170 +set of labels. + +00:05:48.630 --> 00:05:50.720 +The machine learning has three stages. + +00:05:50.720 --> 00:05:52.870 +There's a training stage which is when + +00:05:52.870 --> 00:05:54.580 +you optimize the model parameters. + +00:05:55.620 --> 00:05:58.260 +There is a validation stage, which is + +00:05:58.260 --> 00:06:00.820 +when you evaluate some model that's + +00:06:00.820 --> 00:06:03.357 +been optimized and use the validation + +00:06:03.357 --> 00:06:06.317 +to select among possible models or to + +00:06:06.317 --> 00:06:08.720 +select among some parameters that you + +00:06:08.720 --> 00:06:09.900 +set for those models. + +00:06:10.520 --> 00:06:13.380 +So the training is purely optimizing + +00:06:13.380 --> 00:06:15.530 +your some model design that you have on + +00:06:15.530 --> 00:06:16.590 +the training data. + +00:06:16.590 --> 00:06:18.480 +The validation is saying whether that + +00:06:18.480 --> 00:06:19.800 +was a good model design. + +00:06:20.420 --> 00:06:23.150 +And so you might iterate between the + +00:06:23.150 --> 00:06:25.290 +training and the validation many times. + +00:06:25.290 --> 00:06:27.290 +At the end of that, you'll pick what + +00:06:27.290 --> 00:06:29.290 +you think is the most effective model, + +00:06:29.290 --> 00:06:30.680 +and then ideally that should be + +00:06:30.680 --> 00:06:33.710 +evaluated only once on the test data as + +00:06:33.710 --> 00:06:35.440 +a measure of the final performance. + +00:06:39.330 --> 00:06:43.010 +So training is fitting the data to + +00:06:43.010 --> 00:06:46.190 +minimize some loss or maximize some + +00:06:46.190 --> 00:06:47.115 +objective function. + +00:06:47.115 --> 00:06:49.490 +So there's kind of a lot to unpack in + +00:06:49.490 --> 00:06:51.180 +this one little equation. + +00:06:51.180 --> 00:06:54.290 +So first the Theta here are the + +00:06:54.290 --> 00:06:56.405 +parameters of the model, so that's what + +00:06:56.405 --> 00:06:57.610 +would be optimized. + +00:06:57.610 --> 00:06:59.566 +And here I'm writing it as minimizing + +00:06:59.566 --> 00:07:01.650 +some loss, which is the most common way + +00:07:01.650 --> 00:07:02.280 +you would see it. + +00:07:03.350 --> 00:07:06.020 +Theta star is the Theta that minimizes + +00:07:06.020 --> 00:07:06.920 +that loss. + +00:07:07.290 --> 00:07:10.080 +The loss I'll get to it can be + +00:07:10.080 --> 00:07:11.440 +different different definitions. + +00:07:11.440 --> 00:07:13.209 +It could be, for example, a 01 + +00:07:13.210 --> 00:07:15.220 +classification loss or a cross entropy + +00:07:15.220 --> 00:07:15.620 +loss. + +00:07:15.620 --> 00:07:18.070 +That's evaluating the likelihood of the + +00:07:18.070 --> 00:07:19.820 +ground truth labels given the data. + +00:07:21.330 --> 00:07:23.427 +You've got your model F, you've got + +00:07:23.427 --> 00:07:24.840 +your features X. + +00:07:25.850 --> 00:07:28.430 +Those errors are slightly off and your + +00:07:28.430 --> 00:07:29.510 +ground truth prediction. + +00:07:29.510 --> 00:07:31.580 +So Capital X, capital Y here are the + +00:07:31.580 --> 00:07:34.230 +training data and they're those are + +00:07:34.230 --> 00:07:36.980 +pairs of examples or examples, meaning + +00:07:36.980 --> 00:07:38.920 +that you've got pairs of features and + +00:07:38.920 --> 00:07:40.250 +then what you're supposed to predict + +00:07:40.250 --> 00:07:41.020 +from those features. + +00:07:43.820 --> 00:07:45.750 +So here's one example. + +00:07:45.750 --> 00:07:48.040 +Let's say that we want to learn to + +00:07:48.040 --> 00:07:49.590 +predict the next day's temperature + +00:07:49.590 --> 00:07:51.410 +given the preceding day temperatures. + +00:07:51.410 --> 00:07:53.520 +So the way that you would commonly + +00:07:53.520 --> 00:07:55.000 +formulate this is you'd have some + +00:07:55.000 --> 00:07:56.810 +matrix of features this X. + +00:07:56.810 --> 00:08:00.000 +So in Python you just have a 2D Numpy + +00:08:00.000 --> 00:08:00.400 +of A. + +00:08:01.110 --> 00:08:04.462 +And you would often store it as that + +00:08:04.462 --> 00:08:06.330 +you have one row per example. + +00:08:06.330 --> 00:08:07.970 +So each one of these rows. + +00:08:07.970 --> 00:08:10.716 +Here is a different example, and if you + +00:08:10.716 --> 00:08:12.850 +have 1000 training examples, you'd have + +00:08:12.850 --> 00:08:13.510 +1000 rows. + +00:08:14.410 --> 00:08:16.090 +And then you have one column per + +00:08:16.090 --> 00:08:16.840 +feature. + +00:08:16.840 --> 00:08:19.730 +So this might be the temperature of the + +00:08:19.730 --> 00:08:21.650 +preceding day, the temperature of two + +00:08:21.650 --> 00:08:23.415 +days ago, three days ago, four days + +00:08:23.415 --> 00:08:23.740 +ago. + +00:08:23.740 --> 00:08:25.530 +And this training data would probably + +00:08:25.530 --> 00:08:27.390 +be based on, like, historical data + +00:08:27.390 --> 00:08:28.170 +that's available. + +00:08:29.840 --> 00:08:32.505 +And then Y is what you need to predict. + +00:08:32.505 --> 00:08:35.275 +So the goal is to predict, for example + +00:08:35.275 --> 00:08:38.840 +50.5 based on these numbers here, to + +00:08:38.840 --> 00:08:41.025 +predict 473 from these numbers here, + +00:08:41.025 --> 00:08:43.290 +and so on South you'll have the same + +00:08:43.290 --> 00:08:45.640 +number of rows and your Y as you have + +00:08:45.640 --> 00:08:48.040 +in your X, but X will have a number of + +00:08:48.040 --> 00:08:50.677 +columns that corresponds to the number + +00:08:50.677 --> 00:08:51.570 +of features. + +00:08:51.570 --> 00:08:53.890 +And if Y is just you're just predicting + +00:08:53.890 --> 00:08:55.250 +a single number, then you will only + +00:08:55.250 --> 00:08:56.100 +have one column. + +00:08:58.790 --> 00:09:00.270 +So for this problem, it might be + +00:09:00.270 --> 00:09:03.240 +natural to use a squared loss, which is + +00:09:03.240 --> 00:09:06.620 +that we're going to say that the. + +00:09:07.360 --> 00:09:09.330 +We want to minimize the squared + +00:09:09.330 --> 00:09:11.710 +difference between each prediction F of + +00:09:11.710 --> 00:09:13.580 +XI given Theta. + +00:09:14.400 --> 00:09:17.630 +Is a prediction on the ith training + +00:09:17.630 --> 00:09:20.900 +features given the parameters Theta. + +00:09:21.730 --> 00:09:24.810 +And I want to make that as close as + +00:09:24.810 --> 00:09:27.387 +possible to the correct value Yi and + +00:09:27.387 --> 00:09:29.973 +I'm going to I'm going to say close as + +00:09:29.973 --> 00:09:32.040 +possible is defined by a squared + +00:09:32.040 --> 00:09:32.990 +difference. + +00:09:35.410 --> 00:09:37.470 +And I might say for this I'm going to + +00:09:37.470 --> 00:09:39.720 +use a linear model, so we'll talk about + +00:09:39.720 --> 00:09:42.720 +linear models in more detail next + +00:09:42.720 --> 00:09:45.385 +Thursday, but it's pretty intuitive. + +00:09:45.385 --> 00:09:47.850 +You just have a set for each of your + +00:09:47.850 --> 00:09:48.105 +features. + +00:09:48.105 --> 00:09:49.710 +You have some coefficient that's + +00:09:49.710 --> 00:09:51.800 +multiplied by those features, you sum + +00:09:51.800 --> 00:09:53.099 +them up, and then you have some + +00:09:53.100 --> 00:09:53.980 +constant term. + +00:09:55.170 --> 00:09:56.829 +And then if we wanted to optimize this + +00:09:56.830 --> 00:09:58.900 +model, we could optimize it using + +00:09:58.900 --> 00:10:00.390 +ordinary least squares regression, + +00:10:00.390 --> 00:10:01.610 +which again we'll talk about next + +00:10:01.610 --> 00:10:02.300 +Thursday. + +00:10:02.300 --> 00:10:03.980 +So the details of this aren't + +00:10:03.980 --> 00:10:06.170 +important, but the example is just to + +00:10:06.170 --> 00:10:08.820 +give you a sense of what the training + +00:10:08.820 --> 00:10:09.710 +process involves. + +00:10:09.710 --> 00:10:11.770 +You have a feature matrix X. + +00:10:11.770 --> 00:10:13.789 +You have a prediction vector a matrix + +00:10:13.790 --> 00:10:14.120 +Y. + +00:10:14.950 --> 00:10:16.550 +You have to define a loss, define a + +00:10:16.550 --> 00:10:18.130 +model and figure out how you're going + +00:10:18.130 --> 00:10:18.895 +to optimize it. + +00:10:18.895 --> 00:10:20.350 +And then you would actually perform the + +00:10:20.350 --> 00:10:22.420 +optimization, get the parameters, and + +00:10:22.420 --> 00:10:23.110 +that's training. + +00:10:25.480 --> 00:10:28.050 +So often you'll have a bunch of design + +00:10:28.050 --> 00:10:29.470 +decisions when you're faced with some + +00:10:29.470 --> 00:10:30.782 +kind of machine learning problem. + +00:10:30.782 --> 00:10:33.660 +So you might say, well, maybe that + +00:10:33.660 --> 00:10:35.520 +temperature prediction problem, maybe a + +00:10:35.520 --> 00:10:38.450 +linear regressor is good enough. + +00:10:38.450 --> 00:10:40.493 +Maybe I need a neural network. + +00:10:40.493 --> 00:10:42.370 +Maybe I should use a decision tree. + +00:10:42.370 --> 00:10:44.066 +So you might have different algorithms + +00:10:44.066 --> 00:10:45.610 +that you're considering trying. + +00:10:46.240 --> 00:10:48.460 +And even for each of those algorithms, + +00:10:48.460 --> 00:10:50.320 +there might be different parameters + +00:10:50.320 --> 00:10:51.925 +that you're considering, like what's + +00:10:51.925 --> 00:10:53.280 +the depth of the tree that I should + +00:10:53.280 --> 00:10:53.580 +use. + +00:10:55.190 --> 00:10:58.160 +And so you so it's important to have + +00:10:58.160 --> 00:11:00.450 +some kind of validation set that you + +00:11:00.450 --> 00:11:01.960 +can use to. + +00:11:02.990 --> 00:11:05.022 +That you can use to determine how good + +00:11:05.022 --> 00:11:07.020 +the model is that you chose, or what + +00:11:07.020 --> 00:11:08.755 +how good the design parameters of that + +00:11:08.755 --> 00:11:09.160 +model are. + +00:11:09.920 --> 00:11:12.766 +So for each one of the different kind + +00:11:12.766 --> 00:11:13.940 +of model designs that you're + +00:11:13.940 --> 00:11:15.592 +considering, you would train your model + +00:11:15.592 --> 00:11:16.980 +and then you evaluate it on a + +00:11:16.980 --> 00:11:19.300 +validation set and then you choose the + +00:11:19.300 --> 00:11:20.210 +best of those. + +00:11:21.100 --> 00:11:23.390 +The best of those models as you're like + +00:11:23.390 --> 00:11:24.160 +final model. + +00:11:25.280 --> 00:11:28.296 +So in some if you're doing, like if + +00:11:28.296 --> 00:11:30.900 +you're getting data sets from online, + +00:11:30.900 --> 00:11:32.460 +sometimes data sets. + +00:11:32.460 --> 00:11:35.050 +They'll almost always have a train and + +00:11:35.050 --> 00:11:37.200 +a test set that is designated for you. + +00:11:37.200 --> 00:11:38.620 +Which means that you can do all the + +00:11:38.620 --> 00:11:39.980 +training on the train set, but you + +00:11:39.980 --> 00:11:41.400 +shouldn't look at the test set until + +00:11:41.400 --> 00:11:42.500 +you're ready to do your final + +00:11:42.500 --> 00:11:43.210 +evaluation. + +00:11:44.090 --> 00:11:45.790 +They don't always have a trained and + +00:11:45.790 --> 00:11:47.900 +Val split, so sometimes you need to + +00:11:47.900 --> 00:11:49.680 +separate out a portion of the training + +00:11:49.680 --> 00:11:51.240 +data and use it for validation. + +00:11:52.820 --> 00:11:55.750 +So the reason that this is important + +00:11:55.750 --> 00:11:59.680 +because otherwise you will end up over + +00:11:59.680 --> 00:12:01.050 +optimizing for your test set. + +00:12:01.050 --> 00:12:03.120 +If you evaluate 1000 different models + +00:12:03.120 --> 00:12:04.820 +and you choose the best one for + +00:12:04.820 --> 00:12:08.401 +testing, then you don't really know if + +00:12:08.401 --> 00:12:09.759 +that test performance is really + +00:12:09.760 --> 00:12:12.080 +reflecting the performance that you + +00:12:12.080 --> 00:12:13.510 +would see with another random set of + +00:12:13.510 --> 00:12:15.250 +test examples because you've optimized + +00:12:15.250 --> 00:12:17.120 +your model selection for that test set. + +00:12:20.220 --> 00:12:22.440 +And then the final stages is evaluation + +00:12:22.440 --> 00:12:23.570 +or testing. + +00:12:23.570 --> 00:12:26.090 +And here you have some held out test + +00:12:26.090 --> 00:12:28.220 +held out set of examples that are not + +00:12:28.220 --> 00:12:29.340 +used in training. + +00:12:29.340 --> 00:12:30.890 +Because you want to make sure that your + +00:12:30.890 --> 00:12:33.370 +model does not only work well on the + +00:12:33.370 --> 00:12:35.580 +things that it fit to, but it will also + +00:12:35.580 --> 00:12:36.999 +work well if you give it some new + +00:12:37.000 --> 00:12:37.610 +example. + +00:12:37.610 --> 00:12:39.445 +Because you're not really interested in + +00:12:39.445 --> 00:12:41.045 +making predictions for the data where + +00:12:41.045 --> 00:12:42.740 +you already know the value of the + +00:12:42.740 --> 00:12:44.370 +prediction, you're interested in making + +00:12:44.370 --> 00:12:44.870 +new predictions. + +00:12:44.870 --> 00:12:46.955 +You want to predict tomorrow's + +00:12:46.955 --> 00:12:48.650 +temperature, even though nobody knows + +00:12:48.650 --> 00:12:50.090 +tomorrow's temperature or tomorrow's + +00:12:50.090 --> 00:12:50.680 +stock price. + +00:12:52.790 --> 00:12:55.255 +Though the term held out means that + +00:12:55.255 --> 00:12:57.440 +it's not used at all in the training + +00:12:57.440 --> 00:13:00.337 +process, and that should mean that it's + +00:13:00.337 --> 00:13:00.690 +not. + +00:13:00.690 --> 00:13:02.123 +You don't even look at it, you're not + +00:13:02.123 --> 00:13:04.380 +even aware of what those values are. + +00:13:04.380 --> 00:13:07.335 +So in the most clean setups, the test, + +00:13:07.335 --> 00:13:10.660 +the test data is on some evaluation + +00:13:10.660 --> 00:13:13.090 +server that people cannot access if + +00:13:13.090 --> 00:13:13.530 +they're doing. + +00:13:13.530 --> 00:13:15.830 +If there's some kind of benchmark, + +00:13:15.830 --> 00:13:16.900 +research, benchmark. + +00:13:17.610 --> 00:13:19.720 +And in many setups you're not allowed + +00:13:19.720 --> 00:13:22.690 +to even evaluate your method more than + +00:13:22.690 --> 00:13:25.185 +once a week so that you to make sure + +00:13:25.185 --> 00:13:27.325 +that people are not like trying out + +00:13:27.325 --> 00:13:28.695 +many different things and then choosing + +00:13:28.695 --> 00:13:30.140 +the best one based on the test set. + +00:13:31.830 --> 00:13:33.180 +So I'm not going to go through these + +00:13:33.180 --> 00:13:34.580 +performance measures, but there's lots + +00:13:34.580 --> 00:13:36.369 +of different performance measures that + +00:13:36.370 --> 00:13:37.340 +people could use. + +00:13:37.340 --> 00:13:39.390 +The most common for classification is + +00:13:39.390 --> 00:13:41.410 +just the classification classification + +00:13:41.410 --> 00:13:43.740 +error, which is the percent of times + +00:13:43.740 --> 00:13:46.680 +that your classifier is wrong. + +00:13:46.680 --> 00:13:48.200 +Obviously you want that to be low. + +00:13:49.020 --> 00:13:50.850 +Accuracy is just one minus the error. + +00:13:51.660 --> 00:13:54.835 +And then for regression you might use + +00:13:54.835 --> 00:13:56.780 +like a root mean squared error, which + +00:13:56.780 --> 00:13:59.725 +is like your average more or less your + +00:13:59.725 --> 00:14:02.410 +average distance from prediction to. + +00:14:03.930 --> 00:14:08.370 +To true value or like a residual R2 + +00:14:08.370 --> 00:14:10.060 +which is like how much of the variance + +00:14:10.060 --> 00:14:11.380 +does your aggressor explain? + +00:14:14.400 --> 00:14:15.190 +So. + +00:14:15.300 --> 00:14:15.900 + + +00:14:16.730 --> 00:14:18.470 +If you're doing machine learning, + +00:14:18.470 --> 00:14:19.190 +research. + +00:14:20.060 --> 00:14:21.890 +Usually the way the data is collected + +00:14:21.890 --> 00:14:23.700 +is that the somebody collects like a + +00:14:23.700 --> 00:14:26.010 +big pool of data and then they randomly + +00:14:26.010 --> 00:14:28.750 +sample from that one pool of data to + +00:14:28.750 --> 00:14:30.520 +get their training and test splits. + +00:14:31.300 --> 00:14:33.790 +And that means that those training and + +00:14:33.790 --> 00:14:36.930 +test samples are sampled from the same + +00:14:36.930 --> 00:14:37.350 +distribution. + +00:14:37.350 --> 00:14:40.300 +They're what's called IID, which means + +00:14:40.300 --> 00:14:41.610 +independent and identically + +00:14:41.610 --> 00:14:43.695 +distributed, and it just means that + +00:14:43.695 --> 00:14:44.975 +they're coming from the same + +00:14:44.975 --> 00:14:45.260 +distribution. + +00:14:46.290 --> 00:14:48.000 +In the real world, though, that's often + +00:14:48.000 --> 00:14:48.840 +not the case. + +00:14:48.840 --> 00:14:50.640 +So a lot of a lot of machine learning + +00:14:50.640 --> 00:14:52.080 +theory is predicated. + +00:14:52.080 --> 00:14:55.990 +It depends on the assumption that the + +00:14:55.990 --> 00:14:57.540 +training and test data are coming from + +00:14:57.540 --> 00:15:00.205 +the same distribution but in the real + +00:15:00.205 --> 00:15:00.500 +world. + +00:15:01.550 --> 00:15:03.120 +Often they're different distributions. + +00:15:03.120 --> 00:15:07.330 +For example, you might be, you might, + +00:15:07.330 --> 00:15:11.272 +you might be trying to like categorize + +00:15:11.272 --> 00:15:14.980 +images, but the images that you collect + +00:15:14.980 --> 00:15:17.680 +in your for training are going to be + +00:15:17.680 --> 00:15:19.240 +different than what the user is provide + +00:15:19.240 --> 00:15:20.220 +to your system. + +00:15:20.220 --> 00:15:21.740 +Or you might be trying to recognize + +00:15:21.740 --> 00:15:23.650 +faces, but you don't have access to all + +00:15:23.650 --> 00:15:24.900 +the faces in the world. + +00:15:24.900 --> 00:15:26.830 +You have access to faces of people that + +00:15:26.830 --> 00:15:28.490 +volunteer to give you your data, which + +00:15:28.490 --> 00:15:29.955 +may be a different distribution than + +00:15:29.955 --> 00:15:30.960 +the end users. + +00:15:31.190 --> 00:15:32.200 +Of your application. + +00:15:33.440 --> 00:15:34.760 +Or it may be that things change + +00:15:34.760 --> 00:15:37.490 +overtime and so the distribution + +00:15:37.490 --> 00:15:37.970 +changes. + +00:15:39.350 --> 00:15:41.180 +So yes, go ahead. + +00:15:47.900 --> 00:15:52.190 +So if the distribution changes, the. + +00:15:54.170 --> 00:15:55.660 +So this is kind of where it gets + +00:15:55.660 --> 00:15:57.908 +different between research and + +00:15:57.908 --> 00:16:00.679 +practice, because in practice the + +00:16:00.680 --> 00:16:02.580 +distribution changes and you don't + +00:16:02.580 --> 00:16:02.976 +know. + +00:16:02.976 --> 00:16:05.570 +Like you have to then collect another + +00:16:05.570 --> 00:16:08.210 +test set based on your users data and + +00:16:08.210 --> 00:16:08.980 +annotate it. + +00:16:08.980 --> 00:16:10.810 +And then you could evaluate how you're + +00:16:10.810 --> 00:16:12.740 +actually doing on user data, but then + +00:16:12.740 --> 00:16:14.635 +it might change again because things in + +00:16:14.635 --> 00:16:16.345 +the world change and your users change + +00:16:16.345 --> 00:16:16.620 +so. + +00:16:17.660 --> 00:16:19.270 +So you have like this kind of + +00:16:19.270 --> 00:16:21.480 +intrinsically unknown thing about what + +00:16:21.480 --> 00:16:23.460 +is the true test distribution in + +00:16:23.460 --> 00:16:24.020 +practice. + +00:16:24.810 --> 00:16:28.835 +In an experiment, if somebody if you + +00:16:28.835 --> 00:16:30.816 +have like some domain what's called a + +00:16:30.816 --> 00:16:33.579 +domain shift where the test, test, test + +00:16:33.580 --> 00:16:34.780 +distribution is different than + +00:16:34.780 --> 00:16:35.450 +training. + +00:16:35.450 --> 00:16:37.033 +For example, in a driving application + +00:16:37.033 --> 00:16:41.014 +you could say you have to train it on, + +00:16:41.014 --> 00:16:44.575 +you have to train it on nice weather + +00:16:44.575 --> 00:16:46.240 +days, but it could be tested on foggy + +00:16:46.240 --> 00:16:46.580 +days. + +00:16:47.440 --> 00:16:49.970 +And then you kind of can know what the + +00:16:49.970 --> 00:16:52.230 +distribution shift is, and sometimes + +00:16:52.230 --> 00:16:54.135 +you're allowed to take that test data + +00:16:54.135 --> 00:16:56.591 +and learn unsupervised to adapt to that + +00:16:56.591 --> 00:16:58.970 +test data, and you can evaluate how you + +00:16:58.970 --> 00:16:59.390 +did. + +00:16:59.390 --> 00:17:01.800 +So in the research world, we're like + +00:17:01.800 --> 00:17:03.590 +all the tests and training data is + +00:17:03.590 --> 00:17:04.470 +known up front. + +00:17:04.470 --> 00:17:06.070 +You still have like a lot more control + +00:17:06.070 --> 00:17:07.630 +and a lot more knowledge than you often + +00:17:07.630 --> 00:17:09.090 +do in application scenario. + +00:17:16.920 --> 00:17:20.800 +So this is a recap of the training and + +00:17:20.800 --> 00:17:21.920 +evaluation procedure. + +00:17:22.700 --> 00:17:25.790 +You have you start with some, ideally + +00:17:25.790 --> 00:17:27.500 +some training data, some validation + +00:17:27.500 --> 00:17:28.750 +data, some test data. + +00:17:29.900 --> 00:17:33.400 +You have some model training and design + +00:17:33.400 --> 00:17:35.060 +phase, so you. + +00:17:36.270 --> 00:17:39.670 +You have some idea of what kind of what + +00:17:39.670 --> 00:17:41.370 +different models might be that you want + +00:17:41.370 --> 00:17:42.060 +to evaluate. + +00:17:42.060 --> 00:17:44.260 +You have an algorithm to train those + +00:17:44.260 --> 00:17:44.790 +models. + +00:17:44.790 --> 00:17:47.003 +So you take the training data, apply it + +00:17:47.003 --> 00:17:48.503 +to that design, you get some + +00:17:48.503 --> 00:17:49.935 +parameters, that's your model. + +00:17:49.935 --> 00:17:52.180 +Evaluate those parameters on the + +00:17:52.180 --> 00:17:55.730 +validation set and the model validation + +00:17:55.730 --> 00:17:55.970 +there. + +00:17:56.590 --> 00:17:59.160 +And then you might look at those + +00:17:59.160 --> 00:18:01.160 +results and be like, I think I can do + +00:18:01.160 --> 00:18:01.510 +better. + +00:18:01.510 --> 00:18:03.390 +So you go back to the drawing board, + +00:18:03.390 --> 00:18:05.880 +redo your designs and then you repeat + +00:18:05.880 --> 00:18:08.642 +that process until finally you say now + +00:18:08.642 --> 00:18:10.830 +I think the best model that I can + +00:18:10.830 --> 00:18:12.790 +possibly get, and then you evaluate it + +00:18:12.790 --> 00:18:13.560 +on your test set. + +00:18:19.970 --> 00:18:21.640 +So any other questions about that + +00:18:21.640 --> 00:18:23.170 +before I actually get into one of the + +00:18:23.170 --> 00:18:25.520 +algorithms, the KNN? + +00:18:28.100 --> 00:18:30.635 +OK, this obviously like this is going + +00:18:30.635 --> 00:18:32.530 +to feel second nature to you by the end + +00:18:32.530 --> 00:18:34.090 +of the course because it's what you use + +00:18:34.090 --> 00:18:35.440 +for every single machine learning + +00:18:35.440 --> 00:18:35.890 +algorithm. + +00:18:35.890 --> 00:18:39.660 +So even if it seems like a little + +00:18:39.660 --> 00:18:42.030 +abstract or foggy right now, I'm sure + +00:18:42.030 --> 00:18:42.490 +it will not. + +00:18:43.290 --> 00:18:44.120 +Before too long. + +00:18:46.020 --> 00:18:49.050 +All right, so first see if you can + +00:18:49.050 --> 00:18:52.070 +apply your own machine learning, I + +00:18:52.070 --> 00:18:52.340 +guess. + +00:18:53.350 --> 00:18:55.470 +So let's say I've got two classes here. + +00:18:55.470 --> 00:18:58.704 +I've got O's and I've got X's. + +00:18:58.704 --> 00:19:01.430 +So and plus is a new test sample. + +00:19:01.430 --> 00:19:03.930 +So what class do you think the black + +00:19:03.930 --> 00:19:05.460 +plus corresponds to? + +00:19:09.830 --> 00:19:11.300 +Alright, so I'll do a vote. + +00:19:11.300 --> 00:19:13.040 +How many people think it's an X? + +00:19:14.940 --> 00:19:16.480 +How many people think it's a no? + +00:19:18.550 --> 00:19:23.014 +So it's about 90 maybe like 99.5% think + +00:19:23.014 --> 00:19:25.990 +it's an X and about .5% think it's a + +00:19:25.990 --> 00:19:27.410 +no. + +00:19:27.410 --> 00:19:27.755 +All right. + +00:19:27.755 --> 00:19:28.830 +So why is it an X? + +00:19:29.630 --> 00:19:30.020 +Yeah. + +00:19:42.250 --> 00:19:45.860 +That's like a Matthew way to put it, + +00:19:45.860 --> 00:19:46.902 +but that's right, yeah. + +00:19:46.902 --> 00:19:49.137 +So one reason you might think it's an X + +00:19:49.137 --> 00:19:51.988 +is that it's closest to X. + +00:19:51.988 --> 00:19:54.716 +That's the closest example to it is an + +00:19:54.716 --> 00:19:55.069 +X, right? + +00:19:55.790 --> 00:19:57.240 +Are there any other reasons that you + +00:19:57.240 --> 00:19:58.160 +think it might be next? + +00:19:58.160 --> 00:19:58.360 +Yeah. + +00:20:01.500 --> 00:20:02.370 +It looks like what? + +00:20:03.330 --> 00:20:04.360 +It looks like an X. + +00:20:06.090 --> 00:20:07.220 +I guess that's true. + +00:20:08.290 --> 00:20:08.630 +Yeah. + +00:20:09.960 --> 00:20:10.500 +Any other? + +00:20:24.830 --> 00:20:25.143 +OK. + +00:20:25.143 --> 00:20:27.410 +And then this one was, if you think + +00:20:27.410 --> 00:20:29.120 +about like drawing, trying to draw a + +00:20:29.120 --> 00:20:31.917 +line between the X's and the O's, then + +00:20:31.917 --> 00:20:34.660 +the best line you could draw the plus + +00:20:34.660 --> 00:20:36.710 +would be on the X side of the line. + +00:20:37.940 --> 00:20:39.530 +So those are all good answers. + +00:20:39.530 --> 00:20:41.150 +And actually there, so there's like. + +00:20:41.920 --> 00:20:43.840 +There's basically like 3 different ways + +00:20:43.840 --> 00:20:45.920 +that you can solve this problem. + +00:20:45.920 --> 00:20:48.220 +One is nearest neighbor, which is what + +00:20:48.220 --> 00:20:50.440 +I'll talk about, which is when you say + +00:20:50.440 --> 00:20:52.423 +it's closest to the X, so therefore + +00:20:52.423 --> 00:20:53.020 +it's an X. + +00:20:53.020 --> 00:20:55.086 +Or most of the points that are. + +00:20:55.086 --> 00:20:57.070 +Most of the known points that are close + +00:20:57.070 --> 00:20:59.299 +to it are X's, so therefore it's an X. + +00:20:59.300 --> 00:21:01.440 +That's an instant space method. + +00:21:01.440 --> 00:21:03.990 +Another method is a linear method where + +00:21:03.990 --> 00:21:06.120 +you draw a line and you say, well it's + +00:21:06.120 --> 00:21:07.706 +on the UX side of the line, so + +00:21:07.706 --> 00:21:08.519 +therefore it's an X. + +00:21:09.230 --> 00:21:11.360 +And the third method is a probabilistic + +00:21:11.360 --> 00:21:13.056 +method where you fit some probabilities + +00:21:13.056 --> 00:21:14.935 +to the O's into the X's. + +00:21:14.935 --> 00:21:16.830 +And you say given those probabilities, + +00:21:16.830 --> 00:21:18.510 +it's more likely to be an X than a no. + +00:21:19.170 --> 00:21:21.629 +There's a really like all the different + +00:21:21.630 --> 00:21:23.833 +methods that you can use, and the + +00:21:23.833 --> 00:21:25.210 +different algorithms are just different + +00:21:25.210 --> 00:21:26.520 +ways of parameterizing those + +00:21:26.520 --> 00:21:27.070 +approaches. + +00:21:28.610 --> 00:21:30.089 +Or different ways of solving them or + +00:21:30.090 --> 00:21:31.460 +putting constraints on them. + +00:21:34.430 --> 00:21:36.990 +So this is the key principle of machine + +00:21:36.990 --> 00:21:40.460 +learning that given some feature target + +00:21:40.460 --> 00:21:44.660 +pairs X1Y1TO XNN. + +00:21:44.660 --> 00:21:49.570 +If XI is similar to XJ, then Yi is + +00:21:49.570 --> 00:21:50.850 +probably similar to YJ. + +00:21:51.450 --> 00:21:53.115 +In other words, if the features are + +00:21:53.115 --> 00:21:55.100 +similar, then the targets are also + +00:21:55.100 --> 00:21:55.900 +probably similar. + +00:21:57.020 --> 00:21:57.790 +And this is. + +00:21:58.440 --> 00:21:59.586 +This is kind of the. + +00:21:59.586 --> 00:22:01.220 +This is, I would say, an assumption of + +00:22:01.220 --> 00:22:02.720 +every single machine learning algorithm + +00:22:02.720 --> 00:22:03.810 +that I can think of. + +00:22:03.810 --> 00:22:05.500 +If it's not the case, things get really + +00:22:05.500 --> 00:22:06.010 +complicated. + +00:22:06.010 --> 00:22:07.210 +I don't know how you would possibly + +00:22:07.210 --> 00:22:10.250 +solve it if XI if there's no. + +00:22:11.430 --> 00:22:13.750 +If XI being similar to XJ tells you + +00:22:13.750 --> 00:22:17.390 +nothing about how Yi and YJ relate to + +00:22:17.390 --> 00:22:19.310 +each other, then it seems like you + +00:22:19.310 --> 00:22:20.320 +can't do better than chance. + +00:22:21.960 --> 00:22:23.920 +So with variations on how you define + +00:22:23.920 --> 00:22:24.790 +the similarity. + +00:22:24.790 --> 00:22:26.330 +So what does it mean for XI to be + +00:22:26.330 --> 00:22:27.570 +similar to XJ? + +00:22:27.570 --> 00:22:29.650 +And also, if you've got a bunch of + +00:22:29.650 --> 00:22:31.520 +similar points, how you combine those + +00:22:31.520 --> 00:22:32.830 +similarities to make a final + +00:22:32.830 --> 00:22:33.500 +prediction. + +00:22:33.500 --> 00:22:36.010 +Those differences are what distinguish + +00:22:36.010 --> 00:22:37.340 +the different algorithms from each + +00:22:37.340 --> 00:22:39.050 +other, but they're all based on this + +00:22:39.050 --> 00:22:41.063 +idea that if the features are similar, + +00:22:41.063 --> 00:22:42.609 +the predictions are also similar. + +00:22:45.500 --> 00:22:46.940 +So this brings us to the nearest + +00:22:46.940 --> 00:22:47.810 +neighbor algorithm. + +00:22:48.780 --> 00:22:50.960 +Probably the simplest, but also one of + +00:22:50.960 --> 00:22:52.600 +the most useful machine learning + +00:22:52.600 --> 00:22:53.170 +algorithms. + +00:22:54.210 --> 00:22:56.760 +And it kind of encodes that simple + +00:22:56.760 --> 00:22:58.540 +intuition most directly. + +00:22:58.540 --> 00:23:02.339 +So for a given set of test features, + +00:23:02.339 --> 00:23:05.365 +assign the label or target value to the + +00:23:05.365 --> 00:23:07.505 +most similar training features. + +00:23:07.505 --> 00:23:11.170 +And if you say, you can sometimes say + +00:23:11.170 --> 00:23:13.910 +how many of these similar examples + +00:23:13.910 --> 00:23:15.200 +you're going to consider. + +00:23:15.200 --> 00:23:17.814 +The default is often KK equals one. + +00:23:17.814 --> 00:23:20.193 +So the most similar single example, you + +00:23:20.193 --> 00:23:23.460 +assign its label to the test data. + +00:23:24.140 --> 00:23:25.530 +So here's the algorithm. + +00:23:25.530 --> 00:23:27.730 +It's pretty short. + +00:23:28.860 --> 00:23:30.620 +You compute the distance of each of + +00:23:30.620 --> 00:23:32.030 +your training samples to the test + +00:23:32.030 --> 00:23:32.530 +sample. + +00:23:33.510 --> 00:23:35.870 +Take the index of the training sample + +00:23:35.870 --> 00:23:37.810 +with the minimum distance and then you + +00:23:37.810 --> 00:23:38.600 +get that label. + +00:23:38.600 --> 00:23:39.505 +That's it. + +00:23:39.505 --> 00:23:41.780 +I can literally like code it faster + +00:23:41.780 --> 00:23:43.830 +than I can look up how you would use + +00:23:43.830 --> 00:23:45.770 +some library to for the nearest + +00:23:45.770 --> 00:23:46.440 +neighbor algorithm. + +00:23:46.440 --> 00:23:47.420 +It's like a few lines. + +00:23:49.320 --> 00:23:50.290 +So. + +00:23:51.460 --> 00:23:54.450 +And then within this, so there's just a + +00:23:54.450 --> 00:23:56.520 +couple of designs. + +00:23:56.520 --> 00:23:58.720 +One is what distance measure do you + +00:23:58.720 --> 00:24:00.780 +use, another is like how many nearest + +00:24:00.780 --> 00:24:01.870 +neighbors do you consider? + +00:24:02.500 --> 00:24:04.160 +And then often if you're applying this + +00:24:04.160 --> 00:24:06.390 +algorithm, you might want to apply some + +00:24:06.390 --> 00:24:08.020 +kind of transformation to the input + +00:24:08.020 --> 00:24:08.600 +features. + +00:24:09.380 --> 00:24:11.343 +So that they behave better according + +00:24:11.343 --> 00:24:13.690 +according to your similarity measure. + +00:24:14.430 --> 00:24:16.060 +The simplest distance function we can + +00:24:16.060 --> 00:24:18.946 +use is the L2 distance. + +00:24:18.946 --> 00:24:24.030 +So L2 means like the two norm or the + +00:24:24.030 --> 00:24:25.510 +Euclidian distance. + +00:24:25.510 --> 00:24:28.570 +It's the linear distance in like in + +00:24:28.570 --> 00:24:29.605 +space basically. + +00:24:29.605 --> 00:24:31.930 +So usually if you think of a distance + +00:24:31.930 --> 00:24:33.819 +intuitively, you're thinking of the L2. + +00:24:37.810 --> 00:24:41.040 +So we can try to so K nearest neighbor + +00:24:41.040 --> 00:24:42.820 +is just the generalization of nearest + +00:24:42.820 --> 00:24:44.060 +neighbor where you allow there to be + +00:24:44.060 --> 00:24:45.996 +more than 1 sample, so you can look at + +00:24:45.996 --> 00:24:47.340 +the K closest samples. + +00:24:49.110 --> 00:24:50.500 +So we'll try it with these. + +00:24:50.500 --> 00:24:53.840 +So let's say for this plus up here my + +00:24:53.840 --> 00:24:55.632 +pointer is not working for this one + +00:24:55.632 --> 00:24:55.950 +here. + +00:24:55.950 --> 00:24:57.700 +If you do one nearest neighbor, what + +00:24:57.700 --> 00:24:58.920 +would be the closest? + +00:25:00.360 --> 00:25:03.190 +Yeah, I'd say X and for the other one. + +00:25:05.760 --> 00:25:06.940 +Right. + +00:25:06.940 --> 00:25:08.766 +So for one nearest neighbor that the + +00:25:08.766 --> 00:25:11.010 +plus on the left would probably be X + +00:25:11.010 --> 00:25:12.610 +and the plus on the right would be O. + +00:25:13.940 --> 00:25:16.930 +And I should clarify here that the plus + +00:25:16.930 --> 00:25:19.690 +symbol itself is not really relevant, + +00:25:19.690 --> 00:25:21.810 +it's just the position. + +00:25:21.810 --> 00:25:24.251 +So here I've got 2 features X1 and X2, + +00:25:24.251 --> 00:25:28.880 +and I've got two classes O and, but the + +00:25:28.880 --> 00:25:31.360 +shapes of them are not are just + +00:25:31.360 --> 00:25:34.480 +abstract ways of representing some + +00:25:34.480 --> 00:25:34.990 +class. + +00:25:36.400 --> 00:25:37.830 +In these examples. + +00:25:38.740 --> 00:25:40.930 +So three nearest neighbor. + +00:25:40.930 --> 00:25:42.200 +Then you would look at the three + +00:25:42.200 --> 00:25:42.600 +nearest neighbors. + +00:25:42.600 --> 00:25:44.280 +So now one of the labels would flip in + +00:25:44.280 --> 00:25:44.985 +this case. + +00:25:44.985 --> 00:25:47.760 +So these circles are not meant to + +00:25:47.760 --> 00:25:49.800 +indicate like the region of influence. + +00:25:49.800 --> 00:25:51.953 +They're just circling the three nearest + +00:25:51.953 --> 00:25:52.346 +neighbors. + +00:25:52.346 --> 00:25:53.100 +They're ovals. + +00:25:54.010 --> 00:25:58.520 +So this one now has 2O's closer to it + +00:25:58.520 --> 00:26:00.405 +and so it's label would flip. + +00:26:00.405 --> 00:26:02.733 +It's most likely label would flip flip + +00:26:02.733 --> 00:26:04.840 +to O and if you wanted to you could + +00:26:04.840 --> 00:26:06.700 +output some confidence that says. + +00:26:08.030 --> 00:26:10.650 +You could say 2/3 of them are close to + +00:26:10.650 --> 00:26:12.470 +O, so I think it's a 2/3 chance that + +00:26:12.470 --> 00:26:13.160 +it's a no. + +00:26:13.160 --> 00:26:15.130 +It would be a pretty crude like + +00:26:15.130 --> 00:26:17.440 +probability estimate, but maybe better + +00:26:17.440 --> 00:26:18.220 +than nothing. + +00:26:18.220 --> 00:26:20.400 +Another way that you could get + +00:26:20.400 --> 00:26:21.760 +confidence if you were doing one + +00:26:21.760 --> 00:26:23.090 +nearest neighbor is to look at the + +00:26:23.090 --> 00:26:26.025 +ratio of the distances between the + +00:26:26.025 --> 00:26:28.832 +closest example and the closest example + +00:26:28.832 --> 00:26:30.310 +from the from another class. + +00:26:32.310 --> 00:26:33.980 +And then likewise I could do 5 nearest + +00:26:33.980 --> 00:26:36.430 +neighbor, so K could be anything. + +00:26:36.430 --> 00:26:38.590 +Typically it's not too large though. + +00:26:39.350 --> 00:26:40.030 +And. + +00:26:41.490 --> 00:26:43.940 +And classification is the most common + +00:26:43.940 --> 00:26:45.530 +case is K = 1. + +00:26:45.530 --> 00:26:48.130 +But you'll see in regression it can be + +00:26:48.130 --> 00:26:50.020 +kind of helpful to have a larger K. + +00:26:52.480 --> 00:26:52.800 +Right. + +00:26:52.800 --> 00:26:55.080 +So then what distance function do we + +00:26:55.080 --> 00:26:58.150 +use for K&N? + +00:26:59.750 --> 00:27:01.990 +We we've got a few choices. + +00:27:01.990 --> 00:27:03.360 +There's actually many choices, of + +00:27:03.360 --> 00:27:05.170 +course, but these are the most common. + +00:27:05.170 --> 00:27:06.980 +One is Euclidian, so I just put the + +00:27:06.980 --> 00:27:07.722 +equation there. + +00:27:07.722 --> 00:27:08.870 +It's the it's. + +00:27:08.870 --> 00:27:11.540 +You don't even need root if you're just + +00:27:11.540 --> 00:27:14.090 +trying to find the closest, because + +00:27:14.090 --> 00:27:15.540 +square root is monotonic. + +00:27:15.540 --> 00:27:15.880 +So. + +00:27:16.630 --> 00:27:19.790 +If a if the squared distance is + +00:27:19.790 --> 00:27:21.732 +minimized, then the square of the + +00:27:21.732 --> 00:27:23.010 +square distance is also minimize. + +00:27:24.710 --> 00:27:26.910 +And but so you've got Euclidian + +00:27:26.910 --> 00:27:28.130 +distance there, summer squared + +00:27:28.130 --> 00:27:30.890 +differences, city block which is sum of + +00:27:30.890 --> 00:27:32.210 +absolute distances. + +00:27:33.250 --> 00:27:34.740 +Mahalanobis distance. + +00:27:34.740 --> 00:27:37.290 +This is the most complicated where you + +00:27:37.290 --> 00:27:39.080 +have where you first like do what's + +00:27:39.080 --> 00:27:41.430 +called whitening, which is when you + +00:27:41.430 --> 00:27:45.630 +just put a inverse variance matrix. + +00:27:46.400 --> 00:27:50.225 +In between the product and. + +00:27:50.225 --> 00:27:52.340 +So basically this makes it so that if + +00:27:52.340 --> 00:27:54.670 +some features have a lot more variance, + +00:27:54.670 --> 00:27:56.510 +a lot more like spread than other + +00:27:56.510 --> 00:27:57.070 +features. + +00:27:57.760 --> 00:28:00.260 +Then they 1st at first reduces that + +00:28:00.260 --> 00:28:02.280 +spread so that they all have about the + +00:28:02.280 --> 00:28:03.560 +same amount of spreads so that the + +00:28:03.560 --> 00:28:05.770 +distance functions are like normalized, + +00:28:05.770 --> 00:28:06.520 +more comparable. + +00:28:07.600 --> 00:28:09.687 +Between the different features and it + +00:28:09.687 --> 00:28:10.925 +will also rotate. + +00:28:10.925 --> 00:28:13.870 +It will also like rotate the data to + +00:28:13.870 --> 00:28:15.660 +find the major axis. + +00:28:15.660 --> 00:28:18.020 +We'll talk about that more later. + +00:28:18.020 --> 00:28:19.940 +I don't want to get too much into the + +00:28:19.940 --> 00:28:22.436 +distance metric, just be aware of like + +00:28:22.436 --> 00:28:23.610 +that it's there and what it is. + +00:28:25.650 --> 00:28:28.830 +So of these measures L2. + +00:28:30.060 --> 00:28:32.600 +Kind of assumes implicitly assumes that + +00:28:32.600 --> 00:28:34.660 +all the dimensions are equally scaled, + +00:28:34.660 --> 00:28:37.740 +because if you have a distance of three + +00:28:37.740 --> 00:28:40.140 +for one feature and a distance of three + +00:28:40.140 --> 00:28:41.579 +for another feature, it'll it'll + +00:28:41.580 --> 00:28:43.580 +contribute the same to the distance. + +00:28:43.580 --> 00:28:46.400 +But it could be that one feature is + +00:28:46.400 --> 00:28:48.400 +height and one feature is income, and + +00:28:48.400 --> 00:28:49.930 +then the scales are totally different. + +00:28:50.770 --> 00:28:52.510 +And if you were to compute nearest + +00:28:52.510 --> 00:28:55.447 +neighbor, where your data is like the + +00:28:55.447 --> 00:28:57.057 +height of a person and their income, + +00:28:57.057 --> 00:28:58.396 +and you're trying to predict, predict + +00:28:58.396 --> 00:29:01.490 +their age, then the income is obviously + +00:29:01.490 --> 00:29:03.250 +going to dominate those distances. + +00:29:03.250 --> 00:29:04.850 +Because the height distances, if you + +00:29:04.850 --> 00:29:06.970 +don't normalize, are going to be at + +00:29:06.970 --> 00:29:10.570 +most like one or two depending on your + +00:29:10.570 --> 00:29:10.980 +units. + +00:29:11.780 --> 00:29:16.120 +And the income differences could be in + +00:29:16.120 --> 00:29:17.210 +the thousands or millions. + +00:29:18.980 --> 00:29:23.890 +So a city block is kind of similar, you + +00:29:23.890 --> 00:29:25.970 +just taking the absolute instead of the + +00:29:25.970 --> 00:29:26.960 +squared differences. + +00:29:27.700 --> 00:29:28.870 +And the main difference between + +00:29:28.870 --> 00:29:30.826 +Euclidean and city block is that city + +00:29:30.826 --> 00:29:33.937 +block will be less sensitive to the + +00:29:33.937 --> 00:29:35.880 +biggest differences, biggest + +00:29:35.880 --> 00:29:37.060 +dimensional differences. + +00:29:37.930 --> 00:29:41.360 +So with Euclidian, if you have say 5 + +00:29:41.360 --> 00:29:43.601 +features and four of them have a + +00:29:43.601 --> 00:29:45.895 +distance of one and one of them has a + +00:29:45.895 --> 00:29:47.926 +distance of 1000, then your total + +00:29:47.926 --> 00:29:50.990 +distance is going to be like a million, + +00:29:50.990 --> 00:29:54.649 +roughly a million and four your total + +00:29:54.650 --> 00:29:55.420 +square distance. + +00:29:56.120 --> 00:29:58.910 +And so that 1000 totally dominates, or + +00:29:58.910 --> 00:30:00.480 +even if that one is 10. + +00:30:00.480 --> 00:30:02.920 +Let's say you have 4 distances of 1 and + +00:30:02.920 --> 00:30:05.965 +a distance of 10, then your total is + +00:30:05.965 --> 00:30:08.010 +104 once you square them and sum them. + +00:30:09.600 --> 00:30:13.250 +But with city block, if you have 4 + +00:30:13.250 --> 00:30:15.564 +distances that are one and one distance + +00:30:15.564 --> 00:30:17.724 +that is 10, then the city block + +00:30:17.724 --> 00:30:19.877 +distance is 14 because it's one plus + +00:30:19.877 --> 00:30:21.340 +one 4 * + 10. + +00:30:22.010 --> 00:30:24.460 +So city block is less sensitive to like + +00:30:24.460 --> 00:30:26.916 +the biggest feature dimension, the + +00:30:26.916 --> 00:30:27.980 +biggest feature difference. + +00:30:29.730 --> 00:30:32.010 +And then Mahalanobis does not assume + +00:30:32.010 --> 00:30:33.360 +that all the features are already + +00:30:33.360 --> 00:30:35.020 +scaled for it will rescale them. + +00:30:35.020 --> 00:30:37.290 +So if you were to do this thing with, + +00:30:37.290 --> 00:30:39.260 +you're trying to predict somebody's age + +00:30:39.260 --> 00:30:41.090 +given income and height. + +00:30:41.730 --> 00:30:43.770 +Then after you apply your inverse + +00:30:43.770 --> 00:30:46.420 +covariance matrix, it will rescale the + +00:30:46.420 --> 00:30:48.970 +heights and the ages so that they both + +00:30:48.970 --> 00:30:49.750 +follow some. + +00:30:50.950 --> 00:30:54.000 +Unit norm distribution or normalized + +00:30:54.000 --> 00:30:57.240 +distribution where the variance is now + +00:30:57.240 --> 00:30:58.840 +one in each of those dimensions. + +00:31:05.200 --> 00:31:07.790 +So with K&N, if you're doing + +00:31:07.790 --> 00:31:10.720 +classification, then the prediction is + +00:31:10.720 --> 00:31:12.470 +usually just the most common class. + +00:31:13.430 --> 00:31:15.520 +If you're doing regression and you get + +00:31:15.520 --> 00:31:17.510 +the K nearest neighbors, then the + +00:31:17.510 --> 00:31:19.290 +prediction is usually the average of + +00:31:19.290 --> 00:31:21.406 +the labels of those K nearest + +00:31:21.406 --> 00:31:21.869 +neighbors. + +00:31:21.870 --> 00:31:23.820 +So for classification, if you're doing + +00:31:23.820 --> 00:31:26.026 +digit classification and you're 3 + +00:31:26.026 --> 00:31:29.100 +nearest neighbors are 992, you would + +00:31:29.100 --> 00:31:29.760 +predict 9. + +00:31:30.980 --> 00:31:32.210 +If your. + +00:31:32.630 --> 00:31:38.850 +Say trying to how aesthetic people + +00:31:38.850 --> 00:31:41.170 +would think in images on a score on a + +00:31:41.170 --> 00:31:43.680 +scale of zero to 10 and your returns + +00:31:43.680 --> 00:31:45.850 +are 992, then you would take the + +00:31:45.850 --> 00:31:47.670 +average of those most likely so it + +00:31:47.670 --> 00:31:48.769 +would be 20 / 3. + +00:31:52.440 --> 00:31:54.710 +So let's just do another example. + +00:31:55.040 --> 00:31:55.700 + + +00:31:56.920 --> 00:31:58.130 +So let's say that we're doing + +00:31:58.130 --> 00:31:58.960 +classification. + +00:31:58.960 --> 00:32:00.470 +I just kind of randomly found some + +00:32:00.470 --> 00:32:03.000 +scatter plot on the Internet links down + +00:32:03.000 --> 00:32:03.380 +there. + +00:32:03.380 --> 00:32:05.640 +And let's say that we're trying to + +00:32:05.640 --> 00:32:07.890 +predict the sex, male or female, from + +00:32:07.890 --> 00:32:09.370 +standing and sitting heights. + +00:32:09.370 --> 00:32:11.032 +So we've got this standing height on + +00:32:11.032 --> 00:32:13.320 +the X dimension and the sitting height + +00:32:13.320 --> 00:32:14.845 +on the Y dimension. + +00:32:14.845 --> 00:32:19.035 +The circles are female, the males are + +00:32:19.035 --> 00:32:19.370 +male. + +00:32:20.320 --> 00:32:22.590 +And let's say that I want to predict + +00:32:22.590 --> 00:32:26.240 +for the X is it a male or a female and + +00:32:26.240 --> 00:32:28.060 +I'm doing 1 nearest neighbor. + +00:32:28.060 --> 00:32:29.890 +So what would what would the answer be? + +00:32:31.770 --> 00:32:34.580 +Right, the answer would be female + +00:32:34.580 --> 00:32:37.290 +because the closest circle is a female. + +00:32:37.290 --> 00:32:38.580 +And what if I do three nearest + +00:32:38.580 --> 00:32:38.990 +neighbor? + +00:32:41.270 --> 00:32:41.540 +Right. + +00:32:41.540 --> 00:32:42.490 +Also female. + +00:32:42.490 --> 00:32:46.665 +I need to get super large K before it's + +00:32:46.665 --> 00:32:48.710 +even plausible that it could be male. + +00:32:48.710 --> 00:32:50.570 +Maybe even like K would have to be the + +00:32:50.570 --> 00:32:52.070 +whole data set, and that would only + +00:32:52.070 --> 00:32:53.180 +work if there's more males than + +00:32:53.180 --> 00:32:53.600 +females. + +00:32:54.720 --> 00:32:55.926 +And what about the plus? + +00:32:55.926 --> 00:32:58.760 +If I do if I do 1 N, is it male or + +00:32:58.760 --> 00:32:59.190 +female? + +00:33:00.850 --> 00:33:01.095 +OK. + +00:33:01.095 --> 00:33:02.560 +And what if I do three and north? + +00:33:04.950 --> 00:33:08.386 +Right, female, because now the out of + +00:33:08.386 --> 00:33:10.770 +the five closest neighbor out of the + +00:33:10.770 --> 00:33:12.600 +most relevant out of the three closest + +00:33:12.600 --> 00:33:14.060 +neighbors, two of them are female and + +00:33:14.060 --> 00:33:14.630 +one is male. + +00:33:15.970 --> 00:33:17.740 +What about the circle, male or female? + +00:33:19.450 --> 00:33:21.220 +Right, it will be mail for. + +00:33:22.060 --> 00:33:23.070 +Virtually any K. + +00:33:24.350 --> 00:33:24.740 +All right. + +00:33:24.740 --> 00:33:26.010 +So that's classification. + +00:33:27.880 --> 00:33:29.450 +And now let's say we want to do + +00:33:29.450 --> 00:33:30.540 +regression. + +00:33:30.540 --> 00:33:32.530 +So we want to predict the sitting + +00:33:32.530 --> 00:33:35.104 +height given the standing height. + +00:33:35.104 --> 00:33:37.360 +The standing height is on the X axis. + +00:33:38.020 --> 00:33:39.720 +And I want to predict this sitting + +00:33:39.720 --> 00:33:40.410 +height. + +00:33:41.670 --> 00:33:43.730 +So it might be hard to see if you're + +00:33:43.730 --> 00:33:44.060 +far away. + +00:33:44.060 --> 00:33:47.300 +It might be kind of hard to see it very + +00:33:47.300 --> 00:33:51.150 +clearly but for this height, so that I + +00:33:51.150 --> 00:33:52.850 +don't know exactly what the value is, + +00:33:52.850 --> 00:33:56.360 +but whatever, 100 and 4144 or + +00:33:56.360 --> 00:33:56.790 +something. + +00:33:57.530 --> 00:33:59.750 +What would be the sitting height? + +00:34:00.620 --> 00:34:01.360 +Roughly. + +00:34:05.400 --> 00:34:08.050 +So it would be whatever this is here + +00:34:08.050 --> 00:34:10.630 +let me use my, I'll use my cursor. + +00:34:12.500 --> 00:34:14.760 +So it would be whatever this point is + +00:34:14.760 --> 00:34:16.200 +here it would be the sitting height. + +00:34:17.100 --> 00:34:18.716 +And notice that if I moved a little bit + +00:34:18.716 --> 00:34:20.750 +to the left it would drop quite a lot, + +00:34:20.750 --> 00:34:22.390 +and if I move a little bit to the right + +00:34:22.390 --> 00:34:23.685 +then this would be the closest point + +00:34:23.685 --> 00:34:24.660 +and then drop a little. + +00:34:25.380 --> 00:34:28.110 +So the so it's kind of unstable if I'm + +00:34:28.110 --> 00:34:30.677 +doing one and what if I were doing 3 + +00:34:30.677 --> 00:34:33.830 +and N then would it be higher than One + +00:34:33.830 --> 00:34:35.000 +North or lower? + +00:34:39.130 --> 00:34:41.030 +Yes, it would be lower because if I + +00:34:41.030 --> 00:34:42.720 +were doing 3 N then it would be the + +00:34:42.720 --> 00:34:44.883 +average of this point and this point + +00:34:44.883 --> 00:34:47.820 +and this point which is lower than the + +00:34:47.820 --> 00:34:48.310 +center point. + +00:34:50.130 --> 00:34:51.670 +And now let's look at this One South. + +00:34:51.670 --> 00:34:54.329 +Now this one. + +00:34:54.330 --> 00:34:56.090 +What is the setting height roughly? + +00:34:56.730 --> 00:34:57.890 +If I do one and north. + +00:35:02.740 --> 00:35:04.570 +So it's this guy up here. + +00:35:04.570 --> 00:35:07.700 +So it would be around 84 and what is it + +00:35:07.700 --> 00:35:09.990 +roughly if I do three and north? + +00:35:17.040 --> 00:35:19.556 +So it's probably around here. + +00:35:19.556 --> 00:35:22.955 +So I'd say around like 81 maybe, but + +00:35:22.955 --> 00:35:25.110 +it's a big drop because these guys, + +00:35:25.110 --> 00:35:27.625 +these three points here are the are the + +00:35:27.625 --> 00:35:28.820 +three nearest neighbors. + +00:35:30.010 --> 00:35:32.100 +And if I am doing one nearest neighbor + +00:35:32.100 --> 00:35:34.020 +and I were to plot the regressed + +00:35:34.020 --> 00:35:36.390 +height, it would be like jumping all + +00:35:36.390 --> 00:35:37.280 +over the place, right? + +00:35:37.280 --> 00:35:38.900 +Because every time it only depends on + +00:35:38.900 --> 00:35:40.410 +that one nearest neighbor. + +00:35:40.410 --> 00:35:42.335 +So it gives us a really, it can give us + +00:35:42.335 --> 00:35:44.580 +a really unintuitive, bly jumpy + +00:35:44.580 --> 00:35:46.180 +regression value. + +00:35:46.180 --> 00:35:48.006 +But if I do three or five nearest + +00:35:48.006 --> 00:35:49.340 +neighbor, it's going to end up being + +00:35:49.340 --> 00:35:51.230 +much smoother as I move from left to + +00:35:51.230 --> 00:35:51.380 +right. + +00:35:52.330 --> 00:35:53.350 +And then this is like. + +00:35:54.440 --> 00:35:56.080 +This happens to be showing a linear + +00:35:56.080 --> 00:35:57.970 +regression of justice all the data. + +00:35:57.970 --> 00:36:00.060 +We'll talk about linear regression next + +00:36:00.060 --> 00:36:01.920 +Thursday, but that's kind of the + +00:36:01.920 --> 00:36:02.860 +smoothest estimate. + +00:36:05.470 --> 00:36:07.830 +Alright, I'll show. + +00:36:07.830 --> 00:36:09.075 +Actually, I want to. + +00:36:09.075 --> 00:36:10.380 +I know it's kind of. + +00:36:11.770 --> 00:36:14.200 +Let's see 93935. + +00:36:15.450 --> 00:36:17.830 +So about in the middle of the class, I + +00:36:17.830 --> 00:36:19.480 +want to like give everyone a chance to + +00:36:19.480 --> 00:36:20.880 +like stand up and. + +00:36:22.090 --> 00:36:23.625 +Check your e-mail or phone or whatever, + +00:36:23.625 --> 00:36:24.670 +because I think it's hard to + +00:36:24.670 --> 00:36:27.040 +concentrate for an hour and 15 minutes + +00:36:27.040 --> 00:36:27.480 +in a row. + +00:36:27.480 --> 00:36:29.020 +It's easy for me because I'm teaching, + +00:36:29.020 --> 00:36:30.120 +but harder. + +00:36:30.120 --> 00:36:31.400 +I would not be able to do it if I were + +00:36:31.400 --> 00:36:32.280 +sitting in your seats. + +00:36:32.280 --> 00:36:33.980 +So I'm going to take a break for like + +00:36:33.980 --> 00:36:34.580 +one minute. + +00:36:34.580 --> 00:36:36.660 +So feel free to stand up and stretch, + +00:36:36.660 --> 00:36:39.500 +check your e-mail, whatever you want, + +00:36:39.500 --> 00:36:41.640 +and then I'll show you these demos. + +00:38:28.140 --> 00:38:29.990 +Alright, I'm going to pick up again. + +00:38:38.340 --> 00:38:39.740 +Alright, I'm going to start again. + +00:38:41.070 --> 00:38:43.830 +Sorry, I know I'm interrupting a lot of + +00:38:43.830 --> 00:38:44.860 +conversations. + +00:38:44.860 --> 00:38:49.488 +So here's the first demo here. + +00:38:49.488 --> 00:38:50.570 +It's kind of simple. + +00:38:50.570 --> 00:38:52.600 +It's a KCNN demo actually. + +00:38:52.600 --> 00:38:53.820 +They're both CNN demos. + +00:38:53.820 --> 00:38:54.510 +Obviously. + +00:38:54.510 --> 00:38:57.810 +The thing I like about this demo is, I + +00:38:57.810 --> 00:38:59.070 +guess first I'll explain what it's + +00:38:59.070 --> 00:38:59.380 +doing. + +00:38:59.380 --> 00:39:00.958 +So it's got some red points here. + +00:39:00.958 --> 00:39:01.881 +This is one class. + +00:39:01.881 --> 00:39:03.289 +It's got some blue points. + +00:39:03.290 --> 00:39:04.310 +That's another class. + +00:39:04.310 --> 00:39:07.035 +The red area are all the areas that + +00:39:07.035 --> 00:39:09.026 +will be classified as red, and the blue + +00:39:09.026 --> 00:39:10.614 +areas are all the areas that will be + +00:39:10.614 --> 00:39:11.209 +classified as blue. + +00:39:11.930 --> 00:39:15.344 +And you can change K and you can change + +00:39:15.344 --> 00:39:16.610 +the distance measure. + +00:39:16.610 --> 00:39:19.090 +And then if I click somewhere here, it + +00:39:19.090 --> 00:39:21.390 +shows me which point is determining the + +00:39:21.390 --> 00:39:22.560 +classification. + +00:39:22.560 --> 00:39:26.073 +So I'm clicking on the center point and + +00:39:26.073 --> 00:39:28.190 +then it's drawing a connecting line and + +00:39:28.190 --> 00:39:29.949 +radius that correspond to the one + +00:39:29.950 --> 00:39:31.465 +nearest neighbor because this is set to + +00:39:31.465 --> 00:39:31.670 +1. + +00:39:33.160 --> 00:39:35.640 +So one thing I'll note I'll do is just + +00:39:35.640 --> 00:39:36.116 +change. + +00:39:36.116 --> 00:39:38.750 +KK is almost always odd because if it's + +00:39:38.750 --> 00:39:40.400 +even then you have like a split + +00:39:40.400 --> 00:39:41.560 +decision a lot of times. + +00:39:42.770 --> 00:39:45.310 +So if I have K = 3, just notice how the + +00:39:45.310 --> 00:39:47.790 +boundary changes as I increase K. + +00:39:50.120 --> 00:39:52.370 +It becomes simpler and simpler, right? + +00:39:52.370 --> 00:39:54.300 +It just becomes like eventually it + +00:39:54.300 --> 00:39:55.710 +should become well. + +00:39:57.440 --> 00:39:59.990 +Got got bigger than the data, so in K = + +00:39:59.990 --> 00:40:01.770 +23 I think there's probably 23 points, + +00:40:01.770 --> 00:40:03.250 +so it's just the most common class. + +00:40:04.790 --> 00:40:07.450 +And then it kind of becomes more like a + +00:40:07.450 --> 00:40:09.880 +straight line with a very high K. + +00:40:10.190 --> 00:40:10.720 + + +00:40:16.330 --> 00:40:18.820 +Then if I change the distance measure, + +00:40:18.820 --> 00:40:19.915 +I've got Manhattan. + +00:40:19.915 --> 00:40:22.610 +Manhattan is that L1 distance, so it + +00:40:22.610 --> 00:40:24.800 +becomes like a little bit more. + +00:40:24.890 --> 00:40:25.470 + + +00:40:26.300 --> 00:40:27.590 +A little bit more like. + +00:40:28.360 --> 00:40:30.720 +Vertical horizontal lines in the + +00:40:30.720 --> 00:40:33.410 +decision boundary compared to. + +00:40:33.530 --> 00:40:34.060 + + +00:40:34.830 --> 00:40:37.120 +Compared to the Euclidian distance. + +00:40:39.280 --> 00:40:40.780 + + +00:40:41.460 --> 00:40:45.023 +And then this is showing this box is + +00:40:45.023 --> 00:40:47.945 +showing like the box that contains all + +00:40:47.945 --> 00:40:51.970 +the points within the where K7 the + +00:40:51.970 --> 00:40:53.800 +seven nearest neighbors according to + +00:40:53.800 --> 00:40:55.100 +Manhattan distance. + +00:40:55.100 --> 00:40:57.504 +So you can see that it's kind of like a + +00:40:57.504 --> 00:40:59.436 +weird in some ways it feels like a + +00:40:59.436 --> 00:41:00.440 +weird distance measure. + +00:41:00.440 --> 00:41:02.910 +Another thing that I should bring up. + +00:41:02.910 --> 00:41:05.950 +I decide not to go into too much detail + +00:41:05.950 --> 00:41:07.803 +in this today because I think it's like + +00:41:07.803 --> 00:41:10.890 +a more of a not as central of a point + +00:41:10.890 --> 00:41:11.710 +as the things that I am. + +00:41:11.850 --> 00:41:12.210 +Talking about. + +00:41:12.920 --> 00:41:16.990 +But our intuition for high dimensions + +00:41:16.990 --> 00:41:17.730 +is really bad. + +00:41:18.370 --> 00:41:21.325 +So everything I visualize, almost + +00:41:21.325 --> 00:41:23.090 +everything is in two dimensions because + +00:41:23.090 --> 00:41:25.110 +that's all I can put on a piece of + +00:41:25.110 --> 00:41:26.060 +paper or screen. + +00:41:27.700 --> 00:41:30.620 +I can't visualize 1000 dimensions, but + +00:41:30.620 --> 00:41:32.167 +things behave kind of differently in + +00:41:32.167 --> 00:41:33.790 +1000 dimensions in two dimensions. + +00:41:33.790 --> 00:41:37.280 +So for example, if I randomly sample a + +00:41:37.280 --> 00:41:39.197 +whole bunch of points in a unit cube + +00:41:39.197 --> 00:41:41.944 +and 1000 dimensions, almost all the + +00:41:41.944 --> 00:41:44.082 +points lie like right on the surface of + +00:41:44.082 --> 00:41:46.219 +that cube, and they'll all lie if I + +00:41:46.220 --> 00:41:47.025 +have some epsilon. + +00:41:47.025 --> 00:41:48.750 +If Epsilon is like really really tiny, + +00:41:48.750 --> 00:41:50.420 +they'll still all be like right on the + +00:41:50.420 --> 00:41:51.170 +surface of that cube. + +00:41:51.880 --> 00:41:54.400 +And in high dimensional spaces it takes + +00:41:54.400 --> 00:41:56.510 +like tons and tons of data to populate + +00:41:56.510 --> 00:41:59.320 +that space, and so every point tends to + +00:41:59.320 --> 00:42:00.890 +be pretty far away from every other + +00:42:00.890 --> 00:42:02.269 +point in a high dimensional space. + +00:42:04.440 --> 00:42:06.639 +They're just worth being aware of that + +00:42:06.640 --> 00:42:08.560 +limitation of our minds that we don't + +00:42:08.560 --> 00:42:11.200 +think well in high dimensions, but I'll + +00:42:11.200 --> 00:42:12.680 +probably talk about it in more detail + +00:42:12.680 --> 00:42:13.910 +at some later time. + +00:42:14.500 --> 00:42:17.290 +So this demo I like even more. + +00:42:17.290 --> 00:42:19.260 +This is another nearest neighbor demo. + +00:42:19.260 --> 00:42:21.280 +Again, I get to choose the metric, I'll + +00:42:21.280 --> 00:42:22.820 +leave it at L2. + +00:42:23.550 --> 00:42:25.360 +It's that one nearest neighbor I can + +00:42:25.360 --> 00:42:26.700 +choose the number of points. + +00:42:27.470 --> 00:42:31.110 +And I'll do three classes. + +00:42:32.390 --> 00:42:33.050 +So. + +00:42:35.540 --> 00:42:36.480 +Let's see. + +00:42:39.720 --> 00:42:41.800 +Alright, so one thing I wanted to point + +00:42:41.800 --> 00:42:45.600 +out is that one nearest neighbor can be + +00:42:45.600 --> 00:42:48.006 +pretty sensitive to an individual + +00:42:48.006 --> 00:42:48.423 +point. + +00:42:48.423 --> 00:42:50.670 +So let's say I take this one green + +00:42:50.670 --> 00:42:52.150 +point and I drag it around. + +00:42:54.460 --> 00:42:56.770 +It can make a really big impact on the + +00:42:56.770 --> 00:42:58.810 +decision boundary all by itself. + +00:43:00.470 --> 00:43:02.200 +Right, because only that point matters. + +00:43:02.200 --> 00:43:03.920 +There's nothing else in this space, so + +00:43:03.920 --> 00:43:05.620 +it gets to claim the entire space by + +00:43:05.620 --> 00:43:06.070 +itself. + +00:43:07.220 --> 00:43:09.600 +Another thing to note about CNN is that + +00:43:09.600 --> 00:43:12.660 +for one N, if you create a veroni + +00:43:12.660 --> 00:43:15.690 +diagram which is, you split this into + +00:43:15.690 --> 00:43:18.380 +different cells where each cell, + +00:43:18.380 --> 00:43:20.250 +everything within each cell is closest + +00:43:20.250 --> 00:43:21.390 +to a single point. + +00:43:22.160 --> 00:43:23.500 +That's kind of that's the decision + +00:43:23.500 --> 00:43:24.550 +boundary of the cannon. + +00:43:26.750 --> 00:43:29.460 +So it's pretty sensitive if I change it + +00:43:29.460 --> 00:43:30.740 +to three and north. + +00:43:31.850 --> 00:43:34.760 +It's not going to be as sensitive this + +00:43:34.760 --> 00:43:36.310 +they're making white because it's a 3 + +00:43:36.310 --> 00:43:36.840 +way tie. + +00:43:38.430 --> 00:43:40.910 +So it's still somewhat sensitive, but + +00:43:40.910 --> 00:43:42.960 +now if this guy invades the red zone, + +00:43:42.960 --> 00:43:45.213 +he doesn't really have any impact. + +00:43:45.213 --> 00:43:48.220 +If he's off by himself, he has a little + +00:43:48.220 --> 00:43:49.510 +impact, but there has to be like + +00:43:49.510 --> 00:43:51.795 +another green that is also close. + +00:43:51.795 --> 00:43:54.569 +So this guy is a supporting guy, so if + +00:43:54.570 --> 00:43:55.310 +I take him away. + +00:43:55.970 --> 00:43:57.400 +Then this guy is not going to have too + +00:43:57.400 --> 00:43:58.380 +much effect out here. + +00:43:59.460 --> 00:44:02.280 +And obviously as I increase K that. + +00:44:02.730 --> 00:44:06.350 +Happens even more so now this has + +00:44:06.350 --> 00:44:08.240 +relatively little influence. + +00:44:08.310 --> 00:44:08.890 + + +00:44:10.540 --> 00:44:12.510 +A single point by itself can't do too + +00:44:12.510 --> 00:44:14.670 +much if you have K = 5. + +00:44:17.270 --> 00:44:19.740 +And then as I change again, you'll see + +00:44:19.740 --> 00:44:21.760 +that the decision boundary becomes a + +00:44:21.760 --> 00:44:22.430 +lot smoother. + +00:44:22.430 --> 00:44:23.599 +So here's K = 1. + +00:44:23.600 --> 00:44:24.890 +Notice how there's like little blue + +00:44:24.890 --> 00:44:25.520 +islands. + +00:44:26.550 --> 00:44:29.549 +K = 3 the islands go away, but it's + +00:44:29.550 --> 00:44:30.410 +still mostly. + +00:44:30.410 --> 00:44:32.630 +There's like a little tiny blue area + +00:44:32.630 --> 00:44:34.490 +here, but it's a kind of jagged + +00:44:34.490 --> 00:44:35.490 +decision boundary. + +00:44:36.110 --> 00:44:39.870 +K = 5 Now there's only three regions. + +00:44:40.810 --> 00:44:43.510 +And K = 7, the boundaries get smoother. + +00:44:44.680 --> 00:44:47.200 +Also it's worth noting that if K = 1, + +00:44:47.200 --> 00:44:48.870 +you can never have any training error. + +00:44:48.870 --> 00:44:51.890 +So obviously like every training point + +00:44:51.890 --> 00:44:53.930 +will be closest to itself, so therefore + +00:44:53.930 --> 00:44:55.163 +it will make the correct prediction, it + +00:44:55.163 --> 00:44:56.350 +will predict its own value. + +00:44:57.170 --> 00:44:58.740 +Unless you have a bunch of points that + +00:44:58.740 --> 00:45:00.720 +are right on top of each other, but + +00:45:00.720 --> 00:45:02.510 +that's kind of a weird edge case. + +00:45:03.260 --> 00:45:06.840 +And but if K = 7, you can actually have + +00:45:06.840 --> 00:45:07.820 +misclassifications. + +00:45:07.820 --> 00:45:10.970 +So there's a green points that would be + +00:45:10.970 --> 00:45:12.536 +that are in the training data but would + +00:45:12.536 --> 00:45:14.200 +be classified as blue. + +00:45:19.540 --> 00:45:22.166 +So some comments on KNN. + +00:45:22.166 --> 00:45:26.130 +So it's really simple, which is a good + +00:45:26.130 --> 00:45:26.410 +thing. + +00:45:27.200 --> 00:45:29.440 +It's an excellent baseline and + +00:45:29.440 --> 00:45:30.660 +sometimes it's hard to beat. + +00:45:30.660 --> 00:45:33.050 +For example, we'll look at the digits + +00:45:33.050 --> 00:45:36.740 +task later the digit cannon with like + +00:45:36.740 --> 00:45:39.590 +some relatively simple like feature + +00:45:39.590 --> 00:45:40.540 +transformations. + +00:45:41.220 --> 00:45:43.330 +Can do as well as any other algorithm + +00:45:43.330 --> 00:45:44.500 +on digits. + +00:45:45.480 --> 00:45:47.220 +Even the very simple case that I give + +00:45:47.220 --> 00:45:50.080 +you gets within a couple percent error + +00:45:50.080 --> 00:45:52.040 +of the best error that's reported on + +00:45:52.040 --> 00:45:52.600 +that data set. + +00:45:55.640 --> 00:45:56.820 +Yeah, so it's simple. + +00:45:56.820 --> 00:45:57.540 +Hard to be in. + +00:45:57.540 --> 00:45:59.408 +Naturally scales with the data. + +00:45:59.408 --> 00:46:02.659 +So if you can apply CNN even if you + +00:46:02.660 --> 00:46:04.100 +only have one training example per + +00:46:04.100 --> 00:46:06.312 +class, and you can also apply if you + +00:46:06.312 --> 00:46:07.970 +have a million training examples per + +00:46:07.970 --> 00:46:08.370 +class. + +00:46:08.370 --> 00:46:10.050 +And it will tend to get better the more + +00:46:10.050 --> 00:46:11.169 +data you have. + +00:46:11.760 --> 00:46:13.380 +And if you only have one training data + +00:46:13.380 --> 00:46:15.160 +per class, A lot of other algorithms + +00:46:15.160 --> 00:46:16.680 +can't be used because there's not + +00:46:16.680 --> 00:46:18.980 +enough data to fit models to your one + +00:46:18.980 --> 00:46:22.040 +example, but K and can be used so for + +00:46:22.040 --> 00:46:22.970 +things like. + +00:46:23.720 --> 00:46:26.090 +Person like identity verification or + +00:46:26.090 --> 00:46:26.330 +something? + +00:46:26.330 --> 00:46:27.850 +You might only have one example of a + +00:46:27.850 --> 00:46:29.420 +face and you need to match based on + +00:46:29.420 --> 00:46:30.560 +that example. + +00:46:30.560 --> 00:46:31.880 +Then you're almost certainly going to + +00:46:31.880 --> 00:46:34.510 +end up using nearest neighbor as part + +00:46:34.510 --> 00:46:35.300 +of your algorithm. + +00:46:37.250 --> 00:46:40.040 +Higher K gives you smoother functions, + +00:46:40.040 --> 00:46:42.330 +so if you increase K you get a smoother + +00:46:42.330 --> 00:46:43.180 +prediction function. + +00:46:44.630 --> 00:46:47.500 +Now 1 disadvantage of K&N is that it + +00:46:47.500 --> 00:46:48.440 +can be slow. + +00:46:48.440 --> 00:46:50.910 +So in homework one, if you apply your + +00:46:50.910 --> 00:46:52.965 +full test set to the full training set, + +00:46:52.965 --> 00:46:56.390 +it will take 10s of minutes to + +00:46:56.390 --> 00:46:57.220 +evaluate. + +00:46:58.100 --> 00:47:00.080 +Maybe 30 minutes or 60 minutes. + +00:47:01.660 --> 00:47:03.210 +But there's tricks to speed it up. + +00:47:03.210 --> 00:47:05.300 +So like a simple thing that makes a + +00:47:05.300 --> 00:47:07.360 +little bit of impact is that when + +00:47:07.360 --> 00:47:11.950 +you're minimizing the L2 distance of XI + +00:47:11.950 --> 00:47:14.780 +and XT, you can actually like expand it + +00:47:14.780 --> 00:47:16.490 +and then notice that some terms don't + +00:47:16.490 --> 00:47:17.380 +have any impact. + +00:47:17.380 --> 00:47:17.880 +So. + +00:47:18.670 --> 00:47:19.645 +XT is the. + +00:47:19.645 --> 00:47:21.745 +I want to find the minimum training + +00:47:21.745 --> 00:47:24.910 +image indexed by I that minimizes the + +00:47:24.910 --> 00:47:27.930 +distance from all my Xis to XT which is + +00:47:27.930 --> 00:47:28.890 +a test image. + +00:47:28.890 --> 00:47:32.905 +It doesn't depend on this X t ^2 or the + +00:47:32.905 --> 00:47:35.910 +XT transpose XT and so I don't need to + +00:47:35.910 --> 00:47:36.530 +compute that. + +00:47:37.170 --> 00:47:39.170 +Also, this only needs to be computed + +00:47:39.170 --> 00:47:40.460 +once per training image. + +00:47:41.410 --> 00:47:43.405 +Not for every single XT that I'm + +00:47:43.405 --> 00:47:45.905 +testing, not for every test image that + +00:47:45.905 --> 00:47:47.509 +test example that I'm testing. + +00:47:48.220 --> 00:47:51.460 +And so it this is the only thing that + +00:47:51.460 --> 00:47:52.860 +you have to compute for every pair of + +00:47:52.860 --> 00:47:54.060 +training and test examples. + +00:47:56.600 --> 00:47:59.517 +In a GPU you can actually do the. + +00:47:59.517 --> 00:48:01.770 +You could do the MNIST nearest neighbor + +00:48:01.770 --> 00:48:03.595 +in sub second. + +00:48:03.595 --> 00:48:06.260 +It's extremely fast, it's just not fast + +00:48:06.260 --> 00:48:06.830 +on a CPU. + +00:48:08.020 --> 00:48:09.475 +There's also approximate nearest + +00:48:09.475 --> 00:48:11.560 +neighbor methods like flan, or even + +00:48:11.560 --> 00:48:13.930 +exact nearest neighbor methods that are + +00:48:13.930 --> 00:48:15.970 +much more efficient than the simple + +00:48:15.970 --> 00:48:17.310 +method that you would want to use for + +00:48:17.310 --> 00:48:17.750 +the assignment. + +00:48:20.720 --> 00:48:22.010 +Another thing that's nice is that + +00:48:22.010 --> 00:48:24.020 +there's no training time, so there's + +00:48:24.020 --> 00:48:25.243 +not really any training. + +00:48:25.243 --> 00:48:27.800 +The training data is your model, so you + +00:48:27.800 --> 00:48:29.115 +don't have to do anything to train it. + +00:48:29.115 --> 00:48:30.760 +You just get your data, you input the + +00:48:30.760 --> 00:48:30.950 +data. + +00:48:32.220 --> 00:48:33.680 +And last year to learn a distance + +00:48:33.680 --> 00:48:34.940 +function or learned features or + +00:48:34.940 --> 00:48:35.570 +something like that. + +00:48:37.730 --> 00:48:41.170 +Another thing is that with infinite + +00:48:41.170 --> 00:48:43.910 +examples, one nearest neighbor has + +00:48:43.910 --> 00:48:48.030 +provable is provably has error that is + +00:48:48.030 --> 00:48:50.140 +at most twice the Bayes optimal error. + +00:48:52.250 --> 00:48:55.640 +But that's kind of a useless, somewhat + +00:48:55.640 --> 00:48:59.573 +useless claim because you never have + +00:48:59.573 --> 00:49:02.116 +infinite examples, and if you have and + +00:49:02.116 --> 00:49:05.550 +so I'll explain why that thing works. + +00:49:05.550 --> 00:49:07.880 +I'm going to have to write on chalk so + +00:49:07.880 --> 00:49:09.220 +this might not carry over to the + +00:49:09.220 --> 00:49:12.101 +recording, but basically the idea is + +00:49:12.101 --> 00:49:15.949 +that if you have if you have infinite + +00:49:15.949 --> 00:49:17.509 +examples, then what it means is that + +00:49:17.510 --> 00:49:19.630 +for any possible feature value where + +00:49:19.630 --> 00:49:21.280 +there's non 0 probability. + +00:49:21.380 --> 00:49:23.040 +You've got infinite examples on that + +00:49:23.040 --> 00:49:24.310 +one feature value as well. + +00:49:25.210 --> 00:49:28.150 +And so when you assign a new test, + +00:49:28.150 --> 00:49:30.430 +point to that to a label. + +00:49:31.130 --> 00:49:34.870 +You're randomly choosing one of those + +00:49:34.870 --> 00:49:37.010 +infinite samples that has the exact + +00:49:37.010 --> 00:49:38.770 +same features as your test point. + +00:49:39.470 --> 00:49:42.140 +So if we look at a binary, this is for + +00:49:42.140 --> 00:49:43.740 +binary classification. + +00:49:43.740 --> 00:49:47.570 +So let's say that we have like. + +00:49:48.850 --> 00:49:52.940 +Given some, given some features X, this + +00:49:52.940 --> 00:49:54.580 +is just like the X of the test that I + +00:49:54.580 --> 00:49:55.210 +sampled. + +00:49:55.850 --> 00:49:59.360 +Let's say probability of y = 1 equals + +00:49:59.360 --> 00:50:00.050 +epsilon. + +00:50:00.720 --> 00:50:07.199 +And so probability of y = 0 given X = 1 + +00:50:07.200 --> 00:50:08.330 +minus epsilon. + +00:50:09.650 --> 00:50:12.380 +Then when I sample a test value and + +00:50:12.380 --> 00:50:14.000 +let's say epsilon is really small. + +00:50:16.060 --> 00:50:18.710 +When I sample a test value, one thing + +00:50:18.710 --> 00:50:21.123 +that could happen is that I could + +00:50:21.123 --> 00:50:23.335 +sample one of these epsilon probability + +00:50:23.335 --> 00:50:27.360 +test values or test samples, and so the + +00:50:27.360 --> 00:50:28.469 +true label is 1. + +00:50:29.460 --> 00:50:33.010 +And then my error will be epsilon times + +00:50:33.010 --> 00:50:34.320 +1 minus epsilon. + +00:50:35.560 --> 00:50:38.520 +Or more probably, if Epsilon is small, + +00:50:38.520 --> 00:50:40.160 +I could sample one of the test samples + +00:50:40.160 --> 00:50:41.299 +where y = 0. + +00:50:42.420 --> 00:50:45.550 +And then my probability of sampling + +00:50:45.550 --> 00:50:47.634 +that is 1 minus epsilon and the + +00:50:47.634 --> 00:50:49.180 +probability of an error given that I + +00:50:49.180 --> 00:50:50.940 +sampled it is epsilon. + +00:50:50.940 --> 00:50:52.985 +So that's the probability that then I + +00:50:52.985 --> 00:50:54.149 +sample a training sample. + +00:50:54.149 --> 00:50:56.080 +I randomly choose a training sample of + +00:50:56.080 --> 00:50:58.020 +all the exact match matching training + +00:50:58.020 --> 00:51:00.390 +samples that has that class. + +00:51:01.330 --> 00:51:02.760 +And so the total error. + +00:51:03.790 --> 00:51:09.105 +Is Epsilon is 2 epsilon minus two + +00:51:09.105 --> 00:51:10.480 +epsilon squared? + +00:51:12.440 --> 00:51:15.130 +As Epsilon gets really small, this guy + +00:51:15.130 --> 00:51:16.350 +goes away, right? + +00:51:16.350 --> 00:51:18.540 +This will go to zero faster than this. + +00:51:19.490 --> 00:51:22.950 +And so my error is 2 epsilon. + +00:51:23.610 --> 00:51:26.000 +But the best thing I could have done + +00:51:26.000 --> 00:51:27.680 +was just chosen. + +00:51:27.680 --> 00:51:30.420 +In this case, the optimal decision + +00:51:30.420 --> 00:51:33.220 +would have been to choose Class 0 every + +00:51:33.220 --> 00:51:35.137 +time in this scenario, because this is + +00:51:35.137 --> 00:51:37.370 +the more probable one, and the error + +00:51:37.370 --> 00:51:38.970 +for this would just be epsilon. + +00:51:38.970 --> 00:51:41.014 +So my nearest neighbor error is 2 + +00:51:41.014 --> 00:51:41.385 +epsilon. + +00:51:41.385 --> 00:51:43.240 +The optimal error is epsilon. + +00:51:44.950 --> 00:51:46.950 +So the reason that I show the + +00:51:46.950 --> 00:51:49.540 +derivation of that theorem is just + +00:51:49.540 --> 00:51:50.180 +that. + +00:51:50.300 --> 00:51:50.890 + + +00:51:52.000 --> 00:51:54.090 +It's like kind of ridiculously + +00:51:54.090 --> 00:51:54.606 +implausible. + +00:51:54.606 --> 00:51:56.910 +So the theorem only holds if you + +00:51:56.910 --> 00:51:58.626 +actually have infinite training samples + +00:51:58.626 --> 00:52:00.479 +for every single possible value of the + +00:52:00.480 --> 00:52:01.050 +features. + +00:52:01.050 --> 00:52:04.327 +So while while theoretically with + +00:52:04.327 --> 00:52:06.490 +infinite training samples one NN + +00:52:06.490 --> 00:52:08.120 +has error, that's at most twice the + +00:52:08.120 --> 00:52:10.950 +Bayes optimal error rate, in practice + +00:52:10.950 --> 00:52:12.355 +like that tells you absolutely nothing + +00:52:12.355 --> 00:52:12.870 +at all. + +00:52:12.870 --> 00:52:14.650 +So I just want to mention that because + +00:52:14.650 --> 00:52:16.690 +it's an often, it's an often quoted + +00:52:16.690 --> 00:52:17.690 +thing about nearest neighbor. + +00:52:17.690 --> 00:52:18.880 +It doesn't mean that it's any good, + +00:52:18.880 --> 00:52:21.980 +although it is good, just not for that. + +00:52:23.180 --> 00:52:24.420 +So then. + +00:52:24.500 --> 00:52:24.950 + + +00:52:25.830 --> 00:52:27.710 +So that was nearest neighbor. + +00:52:27.710 --> 00:52:29.570 +Now I want to talk a little bit about + +00:52:29.570 --> 00:52:31.930 +error, how we measure it and what + +00:52:31.930 --> 00:52:32.560 +causes it. + +00:52:33.690 --> 00:52:34.300 +So. + +00:52:34.950 --> 00:52:36.660 +When we measure and analyze + +00:52:36.660 --> 00:52:38.080 +classification error. + +00:52:39.760 --> 00:52:43.060 +The most common sounds a little + +00:52:43.060 --> 00:52:45.760 +redundant, but the most common way to + +00:52:45.760 --> 00:52:48.320 +measure the error of a classifier is + +00:52:48.320 --> 00:52:50.510 +with the classification error, which is + +00:52:50.510 --> 00:52:51.930 +the percent of examples that are + +00:52:51.930 --> 00:52:52.440 +incorrect. + +00:52:53.400 --> 00:52:55.470 +So mathematically it's just the sum + +00:52:55.470 --> 00:52:56.140 +over. + +00:52:57.850 --> 00:53:00.229 +I'm assuming that this like not equal + +00:53:00.230 --> 00:53:02.829 +sign just returns A1 or A01 if they're + +00:53:02.829 --> 00:53:04.609 +not equal, 0 if they're equal. + +00:53:05.120 --> 00:53:08.716 +And so it's just a count of the number + +00:53:08.716 --> 00:53:10.120 +of cases where the prediction is + +00:53:10.120 --> 00:53:12.390 +different than the true value divided + +00:53:12.390 --> 00:53:13.610 +by the number of cases that are + +00:53:13.610 --> 00:53:14.140 +evaluated. + +00:53:15.550 --> 00:53:17.570 +And then if you want to provide more + +00:53:17.570 --> 00:53:19.220 +insight into the kinds of errors that + +00:53:19.220 --> 00:53:21.030 +you get, you would use a confusion + +00:53:21.030 --> 00:53:21.590 +matrix. + +00:53:22.400 --> 00:53:24.950 +So a confusion matrix is a count of for + +00:53:24.950 --> 00:53:26.379 +each how many. + +00:53:26.380 --> 00:53:27.533 +There's two ways of doing it. + +00:53:27.533 --> 00:53:29.370 +One is just count wise. + +00:53:29.370 --> 00:53:32.850 +How many examples had a true prediction + +00:53:32.850 --> 00:53:35.580 +or a true value of 1 label and a + +00:53:35.580 --> 00:53:37.200 +predicted value of another label. + +00:53:37.860 --> 00:53:40.242 +So here these are the true labels. + +00:53:40.242 --> 00:53:43.210 +These are the predicted labels, and + +00:53:43.210 --> 00:53:48.520 +sometimes you normalize it by the + +00:53:48.520 --> 00:53:50.620 +fraction of true labels, typically. + +00:53:50.620 --> 00:53:53.352 +So this means that out of all of the + +00:53:53.352 --> 00:53:55.460 +true labels that were set, OSA, + +00:53:55.460 --> 00:53:58.230 +whatever that means of 100% of them, + +00:53:58.230 --> 00:53:59.760 +were assigned to set OSA. + +00:54:01.330 --> 00:54:04.890 +Out of all the test samples where the + +00:54:04.890 --> 00:54:07.762 +true label was versicolor, 62% were + +00:54:07.762 --> 00:54:10.740 +assigned a versicolor and 38% were + +00:54:10.740 --> 00:54:12.210 +assigned to VIRGINICA. + +00:54:13.150 --> 00:54:15.950 +And out of all the test samples where + +00:54:15.950 --> 00:54:18.320 +the true label is virginica, 100% were + +00:54:18.320 --> 00:54:19.650 +assigned to virginica. + +00:54:19.650 --> 00:54:21.610 +So this tells you like a little bit + +00:54:21.610 --> 00:54:22.950 +more than the classification error, + +00:54:22.950 --> 00:54:24.420 +because now you can see there's only + +00:54:24.420 --> 00:54:26.590 +mistakes made on this versa color and + +00:54:26.590 --> 00:54:28.250 +it only gets confused with virginica. + +00:54:30.900 --> 00:54:32.760 +So I'll give you an example here. + +00:54:34.790 --> 00:54:38.620 +So there's no document projector thing, + +00:54:38.620 --> 00:54:39.480 +unfortunately. + +00:54:40.140 --> 00:54:44.077 +Which I will try to fix, but I will + +00:54:44.077 --> 00:54:45.870 +this is simple enough that I can just + +00:54:45.870 --> 00:54:48.175 +draw on this slide or type on this + +00:54:48.175 --> 00:54:48.410 +slide. + +00:54:50.880 --> 00:54:51.120 +Yeah. + +00:54:54.590 --> 00:54:55.370 + + +00:54:58.460 --> 00:54:59.040 +There. + +00:55:05.270 --> 00:55:07.190 +OK, I don't want to figure that out. + +00:55:07.190 --> 00:55:08.530 +So. + +00:55:14.470 --> 00:55:14.940 +I. + +00:55:21.420 --> 00:55:23.060 +That sounds good. + +00:55:23.060 --> 00:55:23.500 +There it goes. + +00:55:25.990 --> 00:55:29.845 +OK, so I will just verbally do it. + +00:55:29.845 --> 00:55:31.770 +So let's say so these are the true + +00:55:31.770 --> 00:55:32.055 +labels. + +00:55:32.055 --> 00:55:34.430 +These are the predicted labels. + +00:55:34.430 --> 00:55:36.020 +What is the classification error? + +00:55:58.730 --> 00:56:00.082 +Yeah, 3 / 7. + +00:56:00.082 --> 00:56:04.860 +So there's 77 rows right that are other + +00:56:04.860 --> 00:56:08.463 +than the label row, and there are three + +00:56:08.463 --> 00:56:10.023 +three times that. + +00:56:10.023 --> 00:56:12.300 +One of the values is no and one of the + +00:56:12.300 --> 00:56:13.090 +values is yes. + +00:56:13.090 --> 00:56:16.580 +So the classification error is 3 / 7. + +00:56:17.810 --> 00:56:21.170 +And let's do the confusion matrix. + +00:56:28.020 --> 00:56:30.960 +Right, so the so the true label. + +00:56:30.960 --> 00:56:33.060 +So how many times do I have a true + +00:56:33.060 --> 00:56:35.070 +label that's known and a predicted + +00:56:35.070 --> 00:56:35.960 +label that's no. + +00:56:37.520 --> 00:56:38.080 +Two. + +00:56:38.080 --> 00:56:39.570 +OK, how many times do I have a true + +00:56:39.570 --> 00:56:41.265 +label that's known and predicted label? + +00:56:41.265 --> 00:56:41.850 +That's yes. + +00:56:45.390 --> 00:56:48.026 +OK, how many times do I have a true + +00:56:48.026 --> 00:56:49.535 +label that's yes and predicted label + +00:56:49.535 --> 00:56:50.060 +that's no? + +00:56:51.800 --> 00:56:54.190 +One, and I guess I have two of the + +00:56:54.190 --> 00:56:54.540 +others. + +00:56:55.650 --> 00:56:56.329 +Is that right? + +00:56:56.330 --> 00:56:58.300 +I have two times that there's a true + +00:56:58.300 --> 00:57:00.420 +label yes and a predicted label of no. + +00:57:00.420 --> 00:57:01.260 +Is that right? + +00:57:03.730 --> 00:57:05.049 +Or no, yes and yes. + +00:57:05.050 --> 00:57:06.050 +I'm on yes and yes. + +00:57:06.050 --> 00:57:06.920 +Two, yes. + +00:57:07.890 --> 00:57:08.740 +OK, cool. + +00:57:08.740 --> 00:57:09.380 +All right, good. + +00:57:09.380 --> 00:57:09.903 +Thumbs up. + +00:57:09.903 --> 00:57:11.750 +All right, so this sums up to 7. + +00:57:11.750 --> 00:57:13.510 +So this is a confusion matrix. + +00:57:13.510 --> 00:57:14.920 +That's just in terms of the total + +00:57:14.920 --> 00:57:15.380 +counts. + +00:57:16.340 --> 00:57:18.510 +And then if I want to convert this to. + +00:57:19.290 --> 00:57:23.000 +A normalized matrix, which is basically + +00:57:23.000 --> 00:57:25.330 +the probability that I predict a + +00:57:25.330 --> 00:57:27.530 +particular value given the true label. + +00:57:27.530 --> 00:57:29.540 +So this will be the probability that I + +00:57:29.540 --> 00:57:32.025 +predicted no given that the true label + +00:57:32.025 --> 00:57:32.720 +is no. + +00:57:33.360 --> 00:57:35.280 +Then I just divide by the total count + +00:57:35.280 --> 00:57:37.230 +or I divide by the. + +00:57:37.880 --> 00:57:40.250 +By the number of examples in each row. + +00:57:40.250 --> 00:57:42.580 +So this one would be what? + +00:57:42.580 --> 00:57:44.295 +What's the probability that I predict + +00:57:44.295 --> 00:57:46.260 +no given that the true answer is no? + +00:57:48.530 --> 00:57:49.200 +F right? + +00:57:49.200 --> 00:57:50.760 +I just divide this by 4. + +00:57:51.790 --> 00:57:53.680 +And likewise divide this by 4. + +00:57:53.680 --> 00:57:55.360 +And what is the probability that I + +00:57:55.360 --> 00:57:56.800 +predict no given that the true answer + +00:57:56.800 --> 00:57:57.340 +is yes? + +00:57:59.660 --> 00:58:02.440 +Right 1 / 3 and this will be 2 / 3. + +00:58:03.400 --> 00:58:05.210 +So that's how you compute the confusion + +00:58:05.210 --> 00:58:07.260 +matrix and the classification error. + +00:58:12.880 --> 00:58:15.560 +All right, so for regression error. + +00:58:15.650 --> 00:58:16.380 + + +00:58:17.890 --> 00:58:20.920 +You will usually use one of these. + +00:58:20.920 --> 00:58:23.316 +Root mean squared error is probably one + +00:58:23.316 --> 00:58:26.320 +of the most common, so that's just + +00:58:26.320 --> 00:58:27.280 +written there. + +00:58:27.280 --> 00:58:30.790 +You take this sum of squared values, + +00:58:30.790 --> 00:58:33.780 +and then you divide it by the total + +00:58:33.780 --> 00:58:34.989 +number of values. + +00:58:34.990 --> 00:58:37.580 +N is the range of I. + +00:58:38.250 --> 00:58:40.050 +And then you take the square root. + +00:58:40.050 --> 00:58:42.630 +So sometimes the mistake you can make + +00:58:42.630 --> 00:58:44.000 +on this is to do the order of + +00:58:44.000 --> 00:58:44.950 +operations wrong. + +00:58:45.570 --> 00:58:47.855 +Just remember it's in the name root + +00:58:47.855 --> 00:58:48.846 +mean squared. + +00:58:48.846 --> 00:58:53.260 +So you take the and then so it's like + +00:58:53.260 --> 00:58:55.594 +right now as an equation it's the root + +00:58:55.594 --> 00:58:58.346 +then the mean divided by north and then + +00:58:58.346 --> 00:59:00.946 +you have this summation squared so you + +00:59:00.946 --> 00:59:01.428 +take. + +00:59:01.428 --> 00:59:02.210 +So yeah. + +00:59:05.010 --> 00:59:05.500 +All right. + +00:59:05.500 --> 00:59:08.490 +So that's so root squared is kind of + +00:59:08.490 --> 00:59:09.960 +sensitive to your outliers. + +00:59:09.960 --> 00:59:13.850 +If you had if you had like some things + +00:59:13.850 --> 00:59:15.510 +that are mislabeled or just really + +00:59:15.510 --> 00:59:17.510 +weird examples they could end up + +00:59:17.510 --> 00:59:19.260 +dominating your RMSE error. + +00:59:19.260 --> 00:59:21.560 +So if like one of these guys, if I'm + +00:59:21.560 --> 00:59:23.490 +doing some regression or something and + +00:59:23.490 --> 00:59:26.500 +one of them is like way, way off, + +00:59:26.500 --> 00:59:29.122 +that's going to be the that the root + +00:59:29.122 --> 00:59:31.580 +mean squared error of that one example + +00:59:31.580 --> 00:59:33.060 +is going to be most of the. + +00:59:33.130 --> 00:59:34.010 +Mean squared error. + +00:59:35.430 --> 00:59:36.930 +So you can also sometimes do mean + +00:59:36.930 --> 00:59:39.000 +absolute error that will be less + +00:59:39.000 --> 00:59:40.940 +sensitive to outliers, things that have + +00:59:40.940 --> 00:59:42.000 +extraordinary error. + +00:59:43.150 --> 00:59:45.700 +And then both of these are sensitive to + +00:59:45.700 --> 00:59:46.480 +your units. + +00:59:46.480 --> 00:59:48.590 +So if you're measuring the root mean + +00:59:48.590 --> 00:59:51.090 +squared error and feet versus meters, + +00:59:51.090 --> 00:59:52.740 +you'll obviously get different values. + +00:59:53.900 --> 00:59:56.120 +And so a lot of times sometimes people + +00:59:56.120 --> 01:00:01.250 +use R2, which is the amount of + +01:00:01.250 --> 01:00:02.520 +explained variance. + +01:00:02.520 --> 01:00:07.329 +So you're normalizing so the R2 is 1 + +01:00:07.330 --> 01:00:09.740 +minus this thing here, this ratio. + +01:00:10.470 --> 01:00:13.583 +And the numerator of this ratio is the + +01:00:13.583 --> 01:00:16.890 +sum of squared difference between your + +01:00:16.890 --> 01:00:18.460 +prediction and the true value. + +01:00:19.470 --> 01:00:21.535 +So if you divide that by N, it's the + +01:00:21.535 --> 01:00:21.800 +variance. + +01:00:21.800 --> 01:00:23.930 +It's the conditional variance of the. + +01:00:24.860 --> 01:00:27.936 +True prediction given your model's + +01:00:27.936 --> 01:00:28.819 +prediction. + +01:00:30.130 --> 01:00:32.746 +And then you divide it by the variance + +01:00:32.746 --> 01:00:35.854 +or the OR you could have a one over + +01:00:35.854 --> 01:00:37.402 +north here and one over north here and + +01:00:37.402 --> 01:00:39.230 +then this would be predicted the + +01:00:39.230 --> 01:00:40.805 +conditional variance and this is the + +01:00:40.805 --> 01:00:42.060 +variance of the true labels. + +01:00:43.280 --> 01:00:46.710 +So 1 minus that ratio is the amount of + +01:00:46.710 --> 01:00:48.160 +the variance that's explained and it + +01:00:48.160 --> 01:00:49.340 +doesn't have any units. + +01:00:49.340 --> 01:00:52.359 +If you measure it in feet or meters, + +01:00:52.360 --> 01:00:53.770 +you're going to get exactly the same + +01:00:53.770 --> 01:00:55.440 +value because the feet or the meters + +01:00:55.440 --> 01:00:57.519 +will cancel out and that ratio. + +01:01:00.130 --> 01:01:01.520 +That we might talk, well, we'll talk + +01:01:01.520 --> 01:01:03.120 +about that more perhaps when we talk + +01:01:03.120 --> 01:01:04.070 +about linear regression. + +01:01:05.230 --> 01:01:06.360 +But just worth knowing. + +01:01:07.750 --> 01:01:08.780 +At least at a high level. + +01:01:10.070 --> 01:01:12.100 +All right, so then there's a question + +01:01:12.100 --> 01:01:15.620 +of why if I fit a model as I can + +01:01:15.620 --> 01:01:18.120 +possibly fit it, then why do I still + +01:01:18.120 --> 01:01:20.230 +have error when I evaluate on my test + +01:01:20.230 --> 01:01:20.830 +samples? + +01:01:20.830 --> 01:01:23.060 +You'll see in your in your homework + +01:01:23.060 --> 01:01:24.670 +problem, you're not going to have any + +01:01:24.670 --> 01:01:26.180 +methods that achieve 0 error in + +01:01:26.180 --> 01:01:26.650 +testing. + +01:01:29.320 --> 01:01:31.050 +So there's several possible reasons. + +01:01:31.050 --> 01:01:33.280 +So one is that there could be an error + +01:01:33.280 --> 01:01:34.770 +that's intrinsic to the problem. + +01:01:34.770 --> 01:01:37.150 +It's not possible to have 0 error. + +01:01:37.150 --> 01:01:39.020 +So if you're trying to predict, for + +01:01:39.020 --> 01:01:41.660 +example, what the weather is tomorrow, + +01:01:41.660 --> 01:01:42.989 +then given your features, you're not + +01:01:42.990 --> 01:01:44.130 +going to have a perfect prediction. + +01:01:44.130 --> 01:01:45.666 +Nobody knows exactly what the weather + +01:01:45.666 --> 01:01:46.139 +is tomorrow. + +01:01:47.350 --> 01:01:49.350 +If you're trying to classify a + +01:01:49.350 --> 01:01:51.420 +handwritten character again, it might. + +01:01:51.420 --> 01:01:53.520 +You might not be able to get 0 error + +01:01:53.520 --> 01:01:55.630 +because somebody might write an A + +01:01:55.630 --> 01:01:57.370 +exactly the same way that somebody + +01:01:57.370 --> 01:02:00.260 +wrote a no another time or whatever. + +01:02:00.260 --> 01:02:02.190 +Sometimes it's just not possible to + +01:02:02.190 --> 01:02:04.630 +know exact, to be completely confident + +01:02:04.630 --> 01:02:07.783 +about what the true character of a + +01:02:07.783 --> 01:02:08.730 +handwritten character is. + +01:02:10.160 --> 01:02:11.810 +So there's a notion called the Bayes + +01:02:11.810 --> 01:02:14.410 +optimal error, and that's the error if + +01:02:14.410 --> 01:02:16.945 +the true function, the probability of + +01:02:16.945 --> 01:02:18.770 +the label given the data is known. + +01:02:18.770 --> 01:02:20.320 +So you can't do any better than that. + +01:02:23.510 --> 01:02:25.955 +Another source of error is called is + +01:02:25.955 --> 01:02:28.470 +model bias, which means that the model + +01:02:28.470 --> 01:02:29.970 +doesn't allow you to fit whatever you + +01:02:29.970 --> 01:02:30.200 +want. + +01:02:30.850 --> 01:02:33.600 +There's some things that some training + +01:02:33.600 --> 01:02:35.500 +data can't be fit necessarily. + +01:02:36.330 --> 01:02:39.290 +And so you can't achieve. + +01:02:39.290 --> 01:02:40.890 +Even if you had an infinite training + +01:02:40.890 --> 01:02:42.530 +set, you won't be able to achieve the + +01:02:42.530 --> 01:02:43.510 +Bayes optimal error. + +01:02:44.320 --> 01:02:47.030 +So one nearest neighbor, for example, + +01:02:47.030 --> 01:02:48.010 +has no bias. + +01:02:48.010 --> 01:02:50.550 +With one nearest neighbor you can fit + +01:02:50.550 --> 01:02:52.280 +the training set perfectly and if your + +01:02:52.280 --> 01:02:53.420 +test set comes from the same + +01:02:53.420 --> 01:02:54.160 +distribution. + +01:02:54.780 --> 01:02:56.519 +Then you're going to you're going to + +01:02:56.520 --> 01:02:57.860 +get twice the Bayes optimal error, but. + +01:02:59.130 --> 01:03:00.360 +You'll get close. + +01:03:01.040 --> 01:03:04.695 +So the One North has very minimal bias, + +01:03:04.695 --> 01:03:06.280 +I guess I should say. + +01:03:06.280 --> 01:03:08.060 +But if you're doing a linear fit, that + +01:03:08.060 --> 01:03:10.060 +has really high bias, because all you + +01:03:10.060 --> 01:03:10.850 +can do is fit a line. + +01:03:10.850 --> 01:03:12.147 +If the data is on a line, you'll still + +01:03:12.147 --> 01:03:13.390 +fit a line, it won't be a very good + +01:03:13.390 --> 01:03:13.540 +fit. + +01:03:15.390 --> 01:03:18.155 +Model variance means that if you were + +01:03:18.155 --> 01:03:20.290 +to sample different sets of data, + +01:03:20.290 --> 01:03:22.190 +you're going to come up with different + +01:03:22.190 --> 01:03:24.480 +predictions on your test data, or + +01:03:24.480 --> 01:03:26.870 +different parameters for your model. + +01:03:27.490 --> 01:03:31.100 +So the variance the. + +01:03:32.070 --> 01:03:34.070 +Bias and variance both have to do with + +01:03:34.070 --> 01:03:35.810 +the simplicity of your model. + +01:03:35.810 --> 01:03:37.780 +If you have a really complex model that + +01:03:37.780 --> 01:03:39.340 +can fit everything, anything. + +01:03:39.980 --> 01:03:42.600 +Then it's going to have low, then it's + +01:03:42.600 --> 01:03:44.892 +going to have low bias but high + +01:03:44.892 --> 01:03:45.220 +variance. + +01:03:45.220 --> 01:03:47.178 +If you have a really simple model, it's + +01:03:47.178 --> 01:03:50.216 +going to have high bias but low + +01:03:50.216 --> 01:03:50.650 +variance. + +01:03:52.150 --> 01:03:53.400 +The variance means that you have + +01:03:53.400 --> 01:03:55.200 +trouble fitting your model given a + +01:03:55.200 --> 01:03:56.510 +limited amount of training data. + +01:03:57.880 --> 01:03:59.030 +You can also have things like + +01:03:59.030 --> 01:04:00.850 +distribution shift that some things are + +01:04:00.850 --> 01:04:03.150 +more common and some samples are more + +01:04:03.150 --> 01:04:04.220 +common in the test set than the + +01:04:04.220 --> 01:04:06.450 +training set if they're not IID, which + +01:04:06.450 --> 01:04:07.610 +I discussed before. + +01:04:08.710 --> 01:04:10.350 +Or you could have in the worst case of + +01:04:10.350 --> 01:04:12.360 +function shift, which means that the. + +01:04:13.490 --> 01:04:16.375 +That the answer and the test data, the + +01:04:16.375 --> 01:04:17.691 +probability of a particular answer + +01:04:17.691 --> 01:04:20.023 +given the data given the features is + +01:04:20.023 --> 01:04:21.560 +different in testing than training. + +01:04:21.560 --> 01:04:24.305 +So one example is if you're trying if + +01:04:24.305 --> 01:04:26.065 +you're doing like language prediction + +01:04:26.065 --> 01:04:28.070 +and somebody says what is your favorite + +01:04:28.070 --> 01:04:31.250 +TV show and you trained based on data + +01:04:31.250 --> 01:04:36.197 +from 2010 to 2020, then probably the + +01:04:36.197 --> 01:04:38.192 +answer in that time range, the + +01:04:38.192 --> 01:04:40.047 +probability of different answers then + +01:04:40.047 --> 01:04:41.560 +is different than it is today. + +01:04:41.560 --> 01:04:42.980 +So you actually have. + +01:04:43.030 --> 01:04:44.470 +Changed your. + +01:04:44.470 --> 01:04:48.510 +If you're test set is from 2022, then + +01:04:48.510 --> 01:04:50.980 +the probability of Y the answer to that + +01:04:50.980 --> 01:04:53.910 +question is different in the test set + +01:04:53.910 --> 01:04:55.550 +than it is in a training set that came + +01:04:55.550 --> 01:04:57.130 +from 2000 to 2020. + +01:05:00.450 --> 01:05:03.714 +Then there's other things that are that + +01:05:03.714 --> 01:05:06.760 +are that are also can be issues if + +01:05:06.760 --> 01:05:08.210 +you're imperfectly optimized on the + +01:05:08.210 --> 01:05:08.880 +training set. + +01:05:09.660 --> 01:05:12.550 +Or if you are not able to optimize. + +01:05:13.420 --> 01:05:16.050 +For the same, if you're a training loss + +01:05:16.050 --> 01:05:17.480 +is different than your final + +01:05:17.480 --> 01:05:18.190 +evaluation. + +01:05:18.980 --> 01:05:20.450 +That's actually happens all the time + +01:05:20.450 --> 01:05:22.310 +because it's really hard to optimize + +01:05:22.310 --> 01:05:23.040 +for training error. + +01:05:26.620 --> 01:05:27.040 +So. + +01:05:28.040 --> 01:05:28.830 +Here's a question. + +01:05:28.830 --> 01:05:31.540 +So what happens if so? + +01:05:31.540 --> 01:05:34.222 +Suppose that you train a model and then + +01:05:34.222 --> 01:05:35.879 +you increase the number of training + +01:05:35.879 --> 01:05:38.200 +samples, and then you train it again. + +01:05:38.200 --> 01:05:40.170 +As you increase the number of training + +01:05:40.170 --> 01:05:41.880 +samples, do you expect the test error + +01:05:41.880 --> 01:05:43.850 +to go up or down or stay the same? + +01:05:48.170 --> 01:05:49.710 +So you'd expect it. + +01:05:49.710 --> 01:05:51.260 +Some people are saying down as you get + +01:05:51.260 --> 01:05:54.052 +more training data you should fit a + +01:05:54.052 --> 01:05:54.305 +better. + +01:05:54.305 --> 01:05:55.710 +You should have like a better + +01:05:55.710 --> 01:05:57.540 +understanding of your true parameters. + +01:05:57.540 --> 01:05:59.110 +So the test error should go down. + +01:05:59.870 --> 01:06:01.510 +So it might look something like this. + +01:06:03.130 --> 01:06:07.910 +If I get more training data and then I + +01:06:07.910 --> 01:06:09.170 +measure the training error. + +01:06:10.070 --> 01:06:12.510 +Do you expect the training error to go + +01:06:12.510 --> 01:06:14.080 +up or down or stay the same? + +01:06:16.740 --> 01:06:17.890 +There are how many people think it + +01:06:17.890 --> 01:06:18.560 +would go up? + +01:06:21.510 --> 01:06:23.280 +How many people think the training area + +01:06:23.280 --> 01:06:25.080 +would go down as they get more training + +01:06:25.080 --> 01:06:25.400 +data? + +01:06:27.750 --> 01:06:29.760 +OK, so there's a lot of uncertainty. + +01:06:29.760 --> 01:06:32.593 +So what I would expect is that the + +01:06:32.593 --> 01:06:35.410 +training error will go up because as + +01:06:35.410 --> 01:06:37.170 +you get more training data, it becomes + +01:06:37.170 --> 01:06:38.670 +harder to fit that data. + +01:06:38.670 --> 01:06:40.720 +Given the same model, it becomes harder + +01:06:40.720 --> 01:06:42.660 +and harder to fit an increasing size + +01:06:42.660 --> 01:06:43.250 +training set. + +01:06:44.120 --> 01:06:46.920 +And if you get infinite examples and + +01:06:46.920 --> 01:06:49.230 +you don't have any things like a + +01:06:49.230 --> 01:06:51.000 +function shift, then these two will + +01:06:51.000 --> 01:06:51.340 +meet. + +01:06:51.340 --> 01:06:54.122 +If you get infinite examples, then you + +01:06:54.122 --> 01:06:54.520 +will. + +01:06:54.520 --> 01:06:56.030 +You're training and tests are basically + +01:06:56.030 --> 01:06:56.520 +the same. + +01:06:57.140 --> 01:06:58.690 +And then you will have the same error, + +01:06:58.690 --> 01:07:00.030 +so they start to converge. + +01:07:02.070 --> 01:07:03.490 +And this is important concept + +01:07:03.490 --> 01:07:04.350 +generalization error. + +01:07:04.350 --> 01:07:06.530 +Generalization error is the difference + +01:07:06.530 --> 01:07:08.240 +between your test error and your + +01:07:08.240 --> 01:07:08.810 +training error. + +01:07:08.810 --> 01:07:10.805 +So your test error is your training + +01:07:10.805 --> 01:07:12.479 +error plus your generalization error. + +01:07:12.479 --> 01:07:15.250 +Generalization error is due to the + +01:07:15.250 --> 01:07:19.370 +ability of your or the failure of your + +01:07:19.370 --> 01:07:21.520 +model to make predictions on the data + +01:07:21.520 --> 01:07:22.500 +hasn't seen yet. + +01:07:22.500 --> 01:07:24.670 +So you could have something that has + +01:07:24.670 --> 01:07:26.480 +absolutely perfect training error but + +01:07:26.480 --> 01:07:28.370 +has enormous generalization error and + +01:07:28.370 --> 01:07:29.140 +that's no good. + +01:07:29.140 --> 01:07:30.780 +Or you could have something that has a + +01:07:30.780 --> 01:07:32.170 +lot of trouble fitting the training. + +01:07:32.230 --> 01:07:33.750 +Data, but its generalization error is + +01:07:33.750 --> 01:07:34.320 +very small. + +01:07:39.000 --> 01:07:39.460 +So. + +01:07:41.680 --> 01:07:43.470 +If you train so suppose you have + +01:07:43.470 --> 01:07:45.820 +infinite training examples, then + +01:07:45.820 --> 01:07:48.508 +eventually you're training error will + +01:07:48.508 --> 01:07:51.175 +reach some plateau, and your test error + +01:07:51.175 --> 01:07:53.239 +will also reach some plateau. + +01:07:54.150 --> 01:07:56.773 +This these will reach the same point if + +01:07:56.773 --> 01:07:58.640 +you don't have any function shift. + +01:07:58.640 --> 01:08:01.795 +So if you have some difference, if you + +01:08:01.795 --> 01:08:03.820 +have some gap to where they're + +01:08:03.820 --> 01:08:06.130 +converging, it either means that you + +01:08:06.130 --> 01:08:07.640 +have that you're not able to fully + +01:08:07.640 --> 01:08:10.056 +optimize your function, or that the + +01:08:10.056 --> 01:08:11.890 +that you have a function shift that the + +01:08:11.890 --> 01:08:13.160 +probability of the true label is + +01:08:13.160 --> 01:08:14.760 +changing between training and test. + +01:08:16.520 --> 01:08:19.117 +Now, this gap between the test area + +01:08:19.117 --> 01:08:20.750 +that you would get from infinite + +01:08:20.750 --> 01:08:22.733 +training examples and the actual test + +01:08:22.733 --> 01:08:24.310 +area that you're getting given finite + +01:08:24.310 --> 01:08:28.020 +training examples is due to the model + +01:08:28.020 --> 01:08:28.670 +variants. + +01:08:28.670 --> 01:08:30.615 +It's due to the model complexity and + +01:08:30.615 --> 01:08:32.500 +the inability to perfectly solve for + +01:08:32.500 --> 01:08:34.200 +the best parameters given your limited + +01:08:34.200 --> 01:08:34.770 +training data. + +01:08:35.900 --> 01:08:38.800 +And it can also be exacerbated by + +01:08:38.800 --> 01:08:40.840 +distribution shift if you like, your + +01:08:40.840 --> 01:08:42.710 +training data is more likely to sample + +01:08:42.710 --> 01:08:44.410 +some areas of the feature space than + +01:08:44.410 --> 01:08:45.110 +your test data. + +01:08:46.970 --> 01:08:49.990 +And this gap the training error. + +01:08:50.830 --> 01:08:52.876 +Is due to the limited power of your + +01:08:52.876 --> 01:08:55.360 +model to fit whatever whatever you give + +01:08:55.360 --> 01:08:55.590 +it. + +01:08:55.590 --> 01:08:58.200 +So it's due to the model bias, and it's + +01:08:58.200 --> 01:09:00.120 +also due to the unavoidable intrinsic + +01:09:00.120 --> 01:09:02.580 +error that even if you have infinite + +01:09:02.580 --> 01:09:04.180 +examples, there's some error that's + +01:09:04.180 --> 01:09:04.950 +unavoidable. + +01:09:05.780 --> 01:09:07.420 +Either because it's intrinsic to the + +01:09:07.420 --> 01:09:09.320 +problem or because your model has + +01:09:09.320 --> 01:09:10.250 +limited capacity. + +01:09:16.100 --> 01:09:16.590 +All right. + +01:09:16.590 --> 01:09:18.230 +So I'm bringing up a point that I + +01:09:18.230 --> 01:09:19.590 +raised earlier. + +01:09:20.930 --> 01:09:24.070 +And I want to see if you can still + +01:09:24.070 --> 01:09:25.350 +explain the answer. + +01:09:25.350 --> 01:09:27.510 +So why is it important to have a + +01:09:27.510 --> 01:09:28.570 +validation set? + +01:09:30.680 --> 01:09:32.180 +If I've got a bunch of models that I + +01:09:32.180 --> 01:09:35.400 +want to evaluate, why don't I just take + +01:09:35.400 --> 01:09:37.060 +do a train set and test set? + +01:09:37.710 --> 01:09:39.110 +Train them all in the training set, + +01:09:39.110 --> 01:09:40.760 +evaluate them all in the test set and + +01:09:40.760 --> 01:09:42.650 +then report the best performance. + +01:09:42.650 --> 01:09:43.970 +What's the issue with that? + +01:09:43.970 --> 01:09:46.120 +Why is that not a good procedure? + +01:09:47.970 --> 01:09:49.590 +I guess back with the orange shirt, + +01:09:49.590 --> 01:09:50.370 +easier in first. + +01:09:52.350 --> 01:09:54.756 +So your risk overfitting the model, so + +01:09:54.756 --> 01:09:56.190 +that the problem is that. + +01:09:56.980 --> 01:09:59.915 +You're the problem is that your test + +01:09:59.915 --> 01:10:02.840 +error measure will be biased, which + +01:10:02.840 --> 01:10:05.170 +means that it won't be the expected + +01:10:05.170 --> 01:10:07.620 +value is not the true value. + +01:10:07.620 --> 01:10:08.980 +In other words, you're going to tend to + +01:10:08.980 --> 01:10:11.400 +underestimate the error if you do this + +01:10:11.400 --> 01:10:13.800 +procedure because you're choosing the + +01:10:13.800 --> 01:10:15.529 +best model based on the test + +01:10:15.530 --> 01:10:16.430 +performance. + +01:10:16.430 --> 01:10:18.370 +But this test sample is just one random + +01:10:18.370 --> 01:10:19.880 +sample from the general test + +01:10:19.880 --> 01:10:21.250 +distribution, so if you're to take + +01:10:21.250 --> 01:10:22.530 +another sample, it might have a + +01:10:22.530 --> 01:10:23.200 +different answer. + +01:10:24.770 --> 01:10:28.290 +And there's been cases where one time + +01:10:28.290 --> 01:10:30.840 +somebody had some agency had some big + +01:10:30.840 --> 01:10:34.819 +challenge they had, they had, they + +01:10:34.820 --> 01:10:35.840 +thought they were doing the right + +01:10:35.840 --> 01:10:36.045 +thing. + +01:10:36.045 --> 01:10:37.898 +They had a test set, they had a train + +01:10:37.898 --> 01:10:38.104 +set. + +01:10:38.104 --> 01:10:40.827 +They said you can only evaluate on the + +01:10:40.827 --> 01:10:43.176 +train set and only test on the test + +01:10:43.176 --> 01:10:43.469 +set. + +01:10:43.470 --> 01:10:45.135 +But they provided both the train set + +01:10:45.135 --> 01:10:46.960 +and the test set to the researchers. + +01:10:47.600 --> 01:10:50.780 +And one group like iterated through a + +01:10:50.780 --> 01:10:53.400 +million different models and found a + +01:10:53.400 --> 01:10:55.451 +model that got that you could train on + +01:10:55.451 --> 01:10:57.080 +the train set and achieved perfect + +01:10:57.080 --> 01:10:58.400 +error on the test set. + +01:10:58.400 --> 01:11:00.182 +But then when they applied a held out + +01:11:00.182 --> 01:11:02.459 +test set, it did like really really + +01:11:02.460 --> 01:11:04.180 +badly, like almost chance performance. + +01:11:05.170 --> 01:11:08.930 +So the so training on your, even doing + +01:11:08.930 --> 01:11:10.319 +model selection on your. + +01:11:11.920 --> 01:11:13.850 +On your test set, it's called like meta + +01:11:13.850 --> 01:11:16.405 +overfitting that you're kind of still + +01:11:16.405 --> 01:11:17.920 +like an overfit to that test set. + +01:11:21.020 --> 01:11:21.330 +Right. + +01:11:21.330 --> 01:11:24.730 +So I have just a little more time. + +01:11:26.140 --> 01:11:28.790 +And I'm going to show you two things. + +01:11:28.790 --> 01:11:30.660 +So one is homework #1. + +01:11:31.810 --> 01:11:33.840 +So, homework one you have. + +01:11:35.670 --> 01:11:37.000 +2 problems. + +01:11:37.000 --> 01:11:38.580 +One is digit classification. + +01:11:38.580 --> 01:11:40.140 +You have to try to assign each of these + +01:11:40.140 --> 01:11:42.960 +digits into a particular category. + +01:11:43.900 --> 01:11:47.060 +And so the digit numbers are zero to + +01:11:47.060 --> 01:11:47.440 +10. + +01:11:48.430 --> 01:11:52.110 +And these are small images 28 by 28. + +01:11:52.110 --> 01:11:53.910 +The code is there to just reshape it + +01:11:53.910 --> 01:11:56.150 +into a 784 dimensional vector. + +01:11:57.270 --> 01:11:59.500 +And I've split it into multiple + +01:11:59.500 --> 01:12:02.650 +different training and test sets, so I + +01:12:02.650 --> 01:12:03.940 +provide starter code. + +01:12:05.220 --> 01:12:07.720 +But the starter code is really just to + +01:12:07.720 --> 01:12:09.025 +get the data there for you. + +01:12:09.025 --> 01:12:11.550 +I don't do the actual like K&N or + +01:12:11.550 --> 01:12:13.100 +anything like that yourself. + +01:12:13.100 --> 01:12:14.422 +So this is starter code. + +01:12:14.422 --> 01:12:15.660 +You can look at it to get an + +01:12:15.660 --> 01:12:17.120 +understanding of the syntax if you're + +01:12:17.120 --> 01:12:19.140 +not too familiar with Python, but it's + +01:12:19.140 --> 01:12:20.735 +just creating train, Val, test splits + +01:12:20.735 --> 01:12:22.460 +and I also create train splits at + +01:12:22.460 --> 01:12:23.310 +different sizes. + +01:12:24.090 --> 01:12:25.210 +So you can see that here. + +01:12:26.210 --> 01:12:27.980 +And darn it. + +01:12:29.460 --> 01:12:30.040 +OK, good. + +01:12:33.290 --> 01:12:34.290 +Sorry about that. + +01:12:36.090 --> 01:12:38.060 +Alright, so here's the starter code. + +01:12:39.120 --> 01:12:42.110 +So you fill in like the K&N function, + +01:12:42.110 --> 01:12:43.740 +you can change the function definition + +01:12:43.740 --> 01:12:45.540 +if you want, and then you'll also do + +01:12:45.540 --> 01:12:47.232 +Naive Bayes and logistic regression, + +01:12:47.232 --> 01:12:49.000 +and then you can have some code for + +01:12:49.000 --> 01:12:51.550 +experiments, and then there's a + +01:12:51.550 --> 01:12:52.850 +temperature regression problem. + +01:12:54.950 --> 01:12:57.770 +So there's a couple things that I want + +01:12:57.770 --> 01:12:59.640 +to say about all this. + +01:12:59.640 --> 01:13:02.930 +So one is that there's two challenges. + +01:13:02.930 --> 01:13:05.830 +One is digit classification. + +01:13:06.810 --> 01:13:08.400 +And one is temperature regression. + +01:13:08.400 --> 01:13:10.210 +For temperature regression, you get the + +01:13:10.210 --> 01:13:11.750 +previous temperatures of a bunch of + +01:13:11.750 --> 01:13:11.960 +U.S. + +01:13:11.960 --> 01:13:13.397 +cities, and you have to predict the + +01:13:13.397 --> 01:13:14.400 +temperature for the next day in + +01:13:14.400 --> 01:13:14.930 +Cleveland. + +01:13:16.170 --> 01:13:17.881 +And you're going to use. + +01:13:17.881 --> 01:13:18.907 +You're going to. + +01:13:18.907 --> 01:13:20.960 +For both of these you'll use Canon + +01:13:20.960 --> 01:13:22.720 +Naive Bayes, and for one you'll use + +01:13:22.720 --> 01:13:24.190 +logistic regression, the other linear + +01:13:24.190 --> 01:13:24.690 +regression. + +01:13:25.510 --> 01:13:26.900 +At the end of today you should be able + +01:13:26.900 --> 01:13:28.440 +to do the key and part of these. + +01:13:29.520 --> 01:13:30.940 +And then for. + +01:13:32.620 --> 01:13:34.880 +For the digits, you'll look at the + +01:13:34.880 --> 01:13:37.830 +error versus training size and also do + +01:13:37.830 --> 01:13:39.300 +some parameter selection. + +01:13:40.350 --> 01:13:43.790 +Using a validation set and then for + +01:13:43.790 --> 01:13:46.280 +temperature, you'll identify the most + +01:13:46.280 --> 01:13:47.270 +important features. + +01:13:47.270 --> 01:13:49.450 +I'll explain how you do that next + +01:13:49.450 --> 01:13:51.070 +Thursday, so that's not something you + +01:13:51.070 --> 01:13:52.270 +can implement based on the lecture + +01:13:52.270 --> 01:13:52.670 +today yet. + +01:13:53.370 --> 01:13:55.070 +And then there's also a stretch goals + +01:13:55.070 --> 01:13:56.890 +if you want to earn additional points. + +01:13:57.490 --> 01:13:59.230 +So these are just trying to improve the + +01:13:59.230 --> 01:14:00.540 +classification or regression + +01:14:00.540 --> 01:14:03.430 +performance, or to design a data set. + +01:14:03.430 --> 01:14:05.160 +We're naive's outperforms the other + +01:14:05.160 --> 01:14:05.390 +two. + +01:14:07.080 --> 01:14:09.400 +When you do these homeworks you have + +01:14:09.400 --> 01:14:11.145 +this is linked from the website, so + +01:14:11.145 --> 01:14:12.280 +this gives you like the main + +01:14:12.280 --> 01:14:12.840 +assignment. + +01:14:14.200 --> 01:14:16.920 +There's a starter code the data. + +01:14:17.620 --> 01:14:19.290 +You can look at the tips and tricks. + +01:14:19.290 --> 01:14:25.780 +So this has different examples of + +01:14:25.780 --> 01:14:28.510 +Python usage in this case that might be + +01:14:28.510 --> 01:14:30.740 +handy, and also talks about Google + +01:14:30.740 --> 01:14:32.820 +Colab which you can use to do the + +01:14:32.820 --> 01:14:33.230 +assignment. + +01:14:33.230 --> 01:14:34.900 +And then there's some more general tips + +01:14:34.900 --> 01:14:35.710 +on the assignment. + +01:14:38.340 --> 01:14:42.380 +And then for when you report things, + +01:14:42.380 --> 01:14:44.990 +you'll report you'll do like a PDF or + +01:14:44.990 --> 01:14:46.810 +HTML of your Jupiter notebook. + +01:14:47.470 --> 01:14:50.540 +But you will also mainly just fill out + +01:14:50.540 --> 01:14:53.700 +these numbers which are the like kind + +01:14:53.700 --> 01:14:56.120 +of the answers to the experiments, and + +01:14:56.120 --> 01:14:57.655 +this is the main thing that we'll look + +01:14:57.655 --> 01:14:58.660 +at to grade. + +01:14:58.660 --> 01:15:00.340 +And then they'll only they may only + +01:15:00.340 --> 01:15:01.955 +look at the code if they're not sure if + +01:15:01.955 --> 01:15:03.490 +you did it right given your answers + +01:15:03.490 --> 01:15:03.710 +here. + +01:15:04.620 --> 01:15:05.970 +So you need to fill this out. + +01:15:07.150 --> 01:15:09.060 +And you say, how many points do you + +01:15:09.060 --> 01:15:10.115 +think you should get for that? + +01:15:10.115 --> 01:15:12.190 +And so then the TAS will say, the + +01:15:12.190 --> 01:15:14.148 +graders will say the difference between + +01:15:14.148 --> 01:15:15.790 +the points that you get and what you + +01:15:15.790 --> 01:15:16.460 +thought you should get. + +01:15:20.560 --> 01:15:22.590 +So I think that's all I want to say + +01:15:22.590 --> 01:15:23.740 +about homework one. + +01:15:26.900 --> 01:15:27.590 +Let me see. + +01:15:27.590 --> 01:15:28.155 +All right. + +01:15:28.155 --> 01:15:29.480 +So we're out of time. + +01:15:29.480 --> 01:15:31.130 +So I'm going to talk about this at the + +01:15:31.130 --> 01:15:33.470 +start of the next class and I'll do a + +01:15:33.470 --> 01:15:35.390 +recap of KNN. + +01:15:37.160 --> 01:15:40.330 +And so next week I'll talk about Naive + +01:15:40.330 --> 01:15:43.010 +Bayes and linear logistic regression. + +01:15:44.260 --> 01:15:44.810 +Thanks. +