diff --git "a/CS_441_2023_Spring_January_26,_2023.vtt" "b/CS_441_2023_Spring_January_26,_2023.vtt" new file mode 100644--- /dev/null +++ "b/CS_441_2023_Spring_January_26,_2023.vtt" @@ -0,0 +1,5897 @@ +WEBVTT Kind: captions; Language: en-US + +NOTE +Created on 2024-02-07T20:52:49.1946189Z by ClassTranscribe + +00:01:20.650 --> 00:01:21.930 +Alright, good morning everybody. + +00:01:25.660 --> 00:01:27.860 +So I just wanted to start with a little + +00:01:27.860 --> 00:01:28.850 +Review. + +00:01:28.940 --> 00:01:29.540 + + +00:01:30.320 --> 00:01:32.885 +So first question, and don't yell out + +00:01:32.885 --> 00:01:34.190 +the answer I'll give you. + +00:01:34.190 --> 00:01:35.960 +I want to give everyone a couple a + +00:01:35.960 --> 00:01:37.150 +little bit to think about it. + +00:01:37.150 --> 00:01:39.420 +Which of these tend to be decreased as + +00:01:39.420 --> 00:01:40.790 +the number of training examples + +00:01:40.790 --> 00:01:41.287 +increase? + +00:01:41.287 --> 00:01:43.350 +The Training Error, test error + +00:01:43.350 --> 00:01:45.380 +Generalization could be more than one. + +00:01:46.750 --> 00:01:47.700 +I'll give you. + +00:01:47.850 --> 00:01:49.840 +A little bit to think about it. + +00:02:02.100 --> 00:02:04.545 +Alright, so well, would you expect the + +00:02:04.545 --> 00:02:06.540 +Training Error to decrease as the + +00:02:06.540 --> 00:02:08.530 +number of training examples increases? + +00:02:09.920 --> 00:02:11.190 +Raise your hand if so. + +00:02:13.140 --> 00:02:14.430 +And raise your hand if not. + +00:02:16.110 --> 00:02:20.580 +So is have it a lot of abstains, but if + +00:02:20.580 --> 00:02:21.440 +I don't count them. + +00:02:21.440 --> 00:02:25.980 +So yeah, actually the Training Error + +00:02:25.980 --> 00:02:28.125 +will actually increase as the number of + +00:02:28.125 --> 00:02:30.230 +training examples increases because the + +00:02:30.230 --> 00:02:31.330 +model gets harder to fit. + +00:02:32.030 --> 00:02:33.390 +So assuming the Training Error is + +00:02:33.390 --> 00:02:35.170 +nonzero, then it will increase or the + +00:02:35.170 --> 00:02:36.895 +loss that you're fitting is going to + +00:02:36.895 --> 00:02:38.620 +increase because as you get more + +00:02:38.620 --> 00:02:40.110 +Training examples then. + +00:02:42.710 --> 00:02:44.780 +Then, given a single model, you're + +00:02:44.780 --> 00:02:46.380 +Error is going to go up all right. + +00:02:46.380 --> 00:02:47.310 +What about test Error? + +00:02:47.310 --> 00:02:49.580 +Would you expect that to increase or + +00:02:49.580 --> 00:02:51.100 +decrease or stay the same? + +00:02:51.100 --> 00:02:53.820 +I guess first just do you expect it to + +00:02:53.820 --> 00:02:54.180 +decrease? + +00:02:55.920 --> 00:02:57.160 +Raise your hand for decreased. + +00:02:57.940 --> 00:02:59.030 +All right, raise your hand for + +00:02:59.030 --> 00:02:59.520 +increase. + +00:03:00.820 --> 00:03:02.370 +Everyone expects to test their to + +00:03:02.370 --> 00:03:02.870 +decrease. + +00:03:03.910 --> 00:03:05.930 +And Generalization Error, do you expect + +00:03:05.930 --> 00:03:08.056 +that to increase or I mean sorry, do + +00:03:08.056 --> 00:03:09.060 +you expect it to decrease? + +00:03:10.110 --> 00:03:12.220 +Raise your hand if Generalization Error + +00:03:12.220 --> 00:03:12.990 +should decrease. + +00:03:14.860 --> 00:03:16.380 +And raise your hand if it should + +00:03:16.380 --> 00:03:16.770 +increase. + +00:03:18.520 --> 00:03:19.508 +Right, so you expect. + +00:03:19.508 --> 00:03:21.960 +So the Generalization Error should also + +00:03:21.960 --> 00:03:22.650 +decrease. + +00:03:22.650 --> 00:03:25.172 +And remember that the Generalization + +00:03:25.172 --> 00:03:26.710 +error is the. + +00:03:27.920 --> 00:03:31.000 +Test Error minus the Training error, so + +00:03:31.000 --> 00:03:32.930 +the typical curve you see. + +00:03:35.010 --> 00:03:37.080 +The typical curve you would see if this + +00:03:37.080 --> 00:03:39.720 +is the number of train. + +00:03:41.550 --> 00:03:43.080 +And this is the Error. + +00:03:43.880 --> 00:03:45.220 +Is that Training Error? + +00:03:45.220 --> 00:03:47.600 +We'll go like something like that. + +00:03:47.600 --> 00:03:49.020 +So this is the train. + +00:03:49.670 --> 00:03:52.230 +And the test error will go something + +00:03:52.230 --> 00:03:52.960 +like this. + +00:03:55.050 --> 00:03:58.389 +And this is the generalization error is + +00:03:58.390 --> 00:04:01.010 +a gap between training and test error. + +00:04:01.010 --> 00:04:02.540 +So actually. + +00:04:02.610 --> 00:04:05.345 +The generalization error will decrease + +00:04:05.345 --> 00:04:08.600 +the fastest because that gap is closing + +00:04:08.600 --> 00:04:10.419 +faster than the test error is going + +00:04:10.420 --> 00:04:10.920 +down. + +00:04:10.920 --> 00:04:12.920 +That has to be the case because the + +00:04:12.920 --> 00:04:13.790 +Training Error is going up. + +00:04:14.750 --> 00:04:17.230 +And then the test error decreased the + +00:04:17.230 --> 00:04:18.840 +second fastest, and the Training error + +00:04:18.840 --> 00:04:20.205 +is actually going to increase, so the + +00:04:20.205 --> 00:04:21.350 +Training loss will increase. + +00:04:22.560 --> 00:04:26.330 +Alright, second question and these are + +00:04:26.330 --> 00:04:28.655 +just Review questions that I took from + +00:04:28.655 --> 00:04:31.480 +the thing that I linked but wanted to + +00:04:31.480 --> 00:04:32.290 +do them here. + +00:04:32.290 --> 00:04:35.780 +So Classify the X with the plus using + +00:04:35.780 --> 00:04:37.710 +one nearest neighbor and three Nearest + +00:04:37.710 --> 00:04:39.475 +neighbor where you've got 2 features on + +00:04:39.475 --> 00:04:40.270 +the axis there. + +00:04:42.110 --> 00:04:45.370 +Alright, 41 Nearest neighbor. + +00:04:45.370 --> 00:04:47.220 +How many people think it's an X? + +00:04:48.790 --> 00:04:50.540 +OK, how many people think it's an O? + +00:04:51.700 --> 00:04:52.700 +Everyone said 784x1. + +00:04:52.700 --> 00:04:53.840 +That's correct. + +00:04:53.840 --> 00:04:55.100 +For three Nearest neighbor. + +00:04:55.100 --> 00:04:56.750 +How many people think it's an X? + +00:04:58.010 --> 00:04:59.300 +How many people think it's to know? + +00:05:00.460 --> 00:05:01.040 +Right. + +00:05:01.040 --> 00:05:02.130 +Yeah, you guys got that. + +00:05:02.130 --> 00:05:04.100 +So 3 Nearest neighbor, it's a no. + +00:05:05.650 --> 00:05:06.700 +Right now these I think. + +00:05:08.910 --> 00:05:10.670 +Also, I have a couple of probability + +00:05:10.670 --> 00:05:11.780 +questions. + +00:05:13.330 --> 00:05:15.340 +Alright, so first, just what assumption + +00:05:15.340 --> 00:05:16.890 +does the Naive based model make if + +00:05:16.890 --> 00:05:19.860 +there are two features X1 and X2? + +00:05:19.860 --> 00:05:21.710 +Give you a second to think about it, + +00:05:21.710 --> 00:05:22.030 +there's. + +00:05:22.730 --> 00:05:23.980 +Really two options there. + +00:05:23.980 --> 00:05:26.180 +They either it's one of it's either A + +00:05:26.180 --> 00:05:27.880 +or B, neither or both. + +00:05:29.280 --> 00:05:30.140 +I'll give you a moment. + +00:05:49.590 --> 00:05:52.900 +Alright, so how many say that A is an + +00:05:52.900 --> 00:05:54.960 +assumption that Naive Bayes makes? + +00:05:57.940 --> 00:05:58.180 +Right. + +00:05:58.180 --> 00:05:59.910 +How many people say that B is an + +00:05:59.910 --> 00:06:01.430 +assumption that Naive Bayes makes? + +00:06:03.950 --> 00:06:06.480 +How many say that neither of those are + +00:06:06.480 --> 00:06:06.860 +true? + +00:06:09.740 --> 00:06:12.120 +And how many say that both of those are + +00:06:12.120 --> 00:06:13.582 +true, that they're the same thing and + +00:06:13.582 --> 00:06:14.130 +they're both true? + +00:06:16.390 --> 00:06:18.810 +So I think there are maybe at least one + +00:06:18.810 --> 00:06:19.780 +vote for each of them. + +00:06:19.780 --> 00:06:23.410 +But so the answer is B that Naive Bayes + +00:06:23.410 --> 00:06:25.070 +assumes that the features are + +00:06:25.070 --> 00:06:27.675 +independent of each other given the + +00:06:27.675 --> 00:06:30.626 +given the Prediction given the label. + +00:06:30.626 --> 00:06:32.676 +And I'll consistently use X for + +00:06:32.676 --> 00:06:33.826 +features and Y for label. + +00:06:33.826 --> 00:06:34.089 +So. + +00:06:34.810 --> 00:06:36.920 +Hopefully that part is clear. + +00:06:36.920 --> 00:06:39.270 +So A is not true because it's not + +00:06:39.270 --> 00:06:42.180 +assuming that the in fact A is just + +00:06:42.180 --> 00:06:44.390 +never true or? + +00:06:45.200 --> 00:06:46.420 +Is that ever true? + +00:06:46.420 --> 00:06:48.230 +I guess it could be true if Y is always + +00:06:48.230 --> 00:06:50.180 +one or under certain weird + +00:06:50.180 --> 00:06:52.930 +circumstances, but a is like a bad + +00:06:52.930 --> 00:06:54.370 +probability statement. + +00:06:55.080 --> 00:06:58.555 +And then B assumes that X1 and X2 are + +00:06:58.555 --> 00:07:00.370 +independent given Y because remember + +00:07:00.370 --> 00:07:01.979 +that if A&B are independent. + +00:07:02.930 --> 00:07:04.496 +Then probability of AB equals + +00:07:04.496 --> 00:07:06.150 +probability of a times probability B. + +00:07:06.850 --> 00:07:08.580 +And similarly, even if it's + +00:07:08.580 --> 00:07:10.440 +conditional, if X1 and X2 are + +00:07:10.440 --> 00:07:12.700 +independent, then probability of X1 and + +00:07:12.700 --> 00:07:14.832 +X2 given Y is equal to probability of + +00:07:14.832 --> 00:07:16.642 +X1 given Y times probability of X2 + +00:07:16.642 --> 00:07:17.150 +given Y. + +00:07:18.450 --> 00:07:21.660 +And they're and they're not equivalent, + +00:07:21.660 --> 00:07:24.010 +they're different expressions. + +00:07:24.010 --> 00:07:26.090 +OK, so now this one is probably the. + +00:07:26.090 --> 00:07:27.190 +This one is the most. + +00:07:28.600 --> 00:07:30.040 +Complicated to work through I guess. + +00:07:30.900 --> 00:07:33.060 +So let's say X1 and X2 are binary + +00:07:33.060 --> 00:07:35.780 +features and Y is a binary label. + +00:07:36.410 --> 00:07:37.180 +And. + +00:07:38.100 --> 00:07:40.830 +And then all I've set the probabilities + +00:07:40.830 --> 00:07:44.794 +so we know what X 1 = 1 given y = 0, X + +00:07:44.794 --> 00:07:46.712 +2 = 1 given y = 0. + +00:07:46.712 --> 00:07:48.130 +So I didn't fill out the whole + +00:07:48.130 --> 00:07:49.820 +probability table, but I gave enough + +00:07:49.820 --> 00:07:51.710 +maybe to do the first part. + +00:07:52.920 --> 00:07:55.190 +So if we make an app as assumption. + +00:07:55.800 --> 00:07:57.760 +So that's the assumption under B there. + +00:07:58.810 --> 00:08:01.860 +What is probability of y = 1? + +00:08:02.900 --> 00:08:06.920 +Given X 1 = 1 and X 2 = 1. + +00:08:08.240 --> 00:08:09.890 +I'll give you a little bit of time to + +00:08:09.890 --> 00:08:12.086 +start thinking about it, but I won't + +00:08:12.086 --> 00:08:12.504 +ask. + +00:08:12.504 --> 00:08:14.650 +I won't ask anyone to call it the + +00:08:14.650 --> 00:08:15.275 +answer. + +00:08:15.275 --> 00:08:17.220 +I'll just start working through it. + +00:08:19.050 --> 00:08:21.810 +So think about how you would solve it. + +00:08:22.230 --> 00:08:22.840 + + +00:08:24.940 --> 00:08:26.030 +What things you have to multiply + +00:08:26.030 --> 00:08:26.860 +together, et cetera. + +00:08:35.800 --> 00:08:36.110 +Nice. + +00:08:45.670 --> 00:08:48.020 +Alright, so I'll start working it out. + +00:08:48.020 --> 00:08:51.390 +So probability of Y1 given X1 and X2. + +00:08:52.190 --> 00:08:53.580 +So let's see. + +00:08:53.580 --> 00:08:56.940 +So probability of y = 1. + +00:08:57.750 --> 00:09:02.530 +Given X 1 = 1 and X 2 = 1. + +00:09:05.000 --> 00:09:10.400 +That's the probability of y = 1 X. + +00:09:11.390 --> 00:09:12.160 +1. + +00:09:13.210 --> 00:09:14.550 +Equals one. + +00:09:15.350 --> 00:09:17.180 +X 2 = 1. + +00:09:18.690 --> 00:09:19.830 +Divided by. + +00:09:20.740 --> 00:09:21.870 +Probability. + +00:09:22.300 --> 00:09:22.650 + + +00:09:24.810 --> 00:09:26.830 +I'll just do sum over K to save myself + +00:09:26.830 --> 00:09:27.490 +some rating. + +00:09:27.490 --> 00:09:28.920 +I don't like writing by hand much. + +00:09:30.120 --> 00:09:33.220 +So sum K in the values of zero to 1 + +00:09:33.220 --> 00:09:34.430 +probability of Y. + +00:09:35.310 --> 00:09:41.530 +Equals K&X 1 = 1 and X 2 = 1. + +00:09:42.810 --> 00:09:45.100 +So the reason for this, whoops, the + +00:09:45.100 --> 00:09:46.740 +reason for that is that. + +00:09:46.810 --> 00:09:47.420 + + +00:09:49.330 --> 00:09:51.910 +I'm marginalizing out the Y so that is + +00:09:51.910 --> 00:09:53.430 +just equal to probability. + +00:09:53.430 --> 00:09:54.916 +On the denominator I have probability + +00:09:54.916 --> 00:09:58.889 +of X 1 = 1 and probability of X 2 = 1. + +00:10:05.270 --> 00:10:08.570 +And then this guy is going to be. + +00:10:09.770 --> 00:10:10.690 +I can get there. + +00:10:11.450 --> 00:10:15.750 +By probability of Y given X1 and X2. + +00:10:16.690 --> 00:10:18.440 +Equals probability. + +00:10:19.300 --> 00:10:20.960 +Sorry, I meant to flip that. + +00:10:23.670 --> 00:10:26.130 +Probability of X1 and X2. + +00:10:28.920 --> 00:10:31.812 +Given Y is equal to probability of X1 + +00:10:31.812 --> 00:10:35.919 +given Y times probability of X 2 = y. + +00:10:35.920 --> 00:10:37.490 +That's the Naive Bayes assumption part. + +00:10:38.520 --> 00:10:39.570 +So the numerator. + +00:10:40.540 --> 00:10:41.630 +Is. + +00:10:41.740 --> 00:10:43.250 +Let's see. + +00:10:43.250 --> 00:10:46.790 +So the numerator will be 1/4 * 1/2. + +00:10:47.900 --> 00:10:50.590 +And then probability of Y is 5. + +00:10:50.590 --> 00:10:53.240 +So on the numerator of this expression + +00:10:53.240 --> 00:10:56.730 +here I have 1/4 * 1/2 * 5. + +00:10:58.030 --> 00:11:01.966 +And on the denominator I have 1/4 * 1/2 + +00:11:01.966 --> 00:11:03.230 +* 1.5. + +00:11:04.370 --> 00:11:05.140 +Plus. + +00:11:07.090 --> 00:11:11.180 +2/3 * 1/3 * .5, right? + +00:11:11.180 --> 00:11:13.775 +This is a probability of X = 1 given y + +00:11:13.775 --> 00:11:16.730 += 0 times that, times that or times. + +00:11:16.730 --> 00:11:18.678 +And then it's times 5 because the + +00:11:18.678 --> 00:11:20.561 +probability of y = 1 is .5. + +00:11:20.561 --> 00:11:23.249 +Then probability of y = 0 is 1 -, .5, + +00:11:23.250 --> 00:11:24.370 +which is also 05. + +00:11:25.650 --> 00:11:27.210 +That's how I solve that first part. + +00:11:29.150 --> 00:11:31.520 +And then under Naive base assumption, + +00:11:31.520 --> 00:11:34.340 +is it possible to calculate this given + +00:11:34.340 --> 00:11:35.990 +the information I provided in those + +00:11:35.990 --> 00:11:36.630 +equations? + +00:11:43.020 --> 00:11:45.180 +So it's not. + +00:11:45.180 --> 00:11:47.010 +Under first glance it might look like + +00:11:47.010 --> 00:11:49.480 +it is, but it's not because I don't + +00:11:49.480 --> 00:11:52.106 +know what the probability of X = 0 + +00:11:52.106 --> 00:11:53.091 +given Y is. + +00:11:53.091 --> 00:11:54.810 +I didn't give any information about + +00:11:54.810 --> 00:11:54.965 +that. + +00:11:54.965 --> 00:11:57.436 +I only said what the probability of X1 + +00:11:57.436 --> 00:11:59.916 +given Y is, and I can't figure out the + +00:11:59.916 --> 00:12:02.683 +probability of X0 given Y from the + +00:12:02.683 --> 00:12:04.149 +probability of X1 given Y. + +00:12:05.960 --> 00:12:07.340 +Or as I at least. + +00:12:08.090 --> 00:12:09.870 +I haven't thought through it in great + +00:12:09.870 --> 00:12:11.245 +detail, but I don't think I can figure + +00:12:11.245 --> 00:12:11.500 +it out. + +00:12:13.090 --> 00:12:13.490 +Alright. + +00:12:13.490 --> 00:12:16.180 +So then with without the Naive's + +00:12:16.180 --> 00:12:18.580 +assumption, yeah, under the nibs, + +00:12:18.580 --> 00:12:18.970 +sorry. + +00:12:19.710 --> 00:12:21.020 +I made a I was. + +00:12:21.180 --> 00:12:21.400 +OK. + +00:12:22.240 --> 00:12:24.030 +Under the name's assumption. + +00:12:24.030 --> 00:12:26.560 +Is it possible to figure that out? + +00:12:26.560 --> 00:12:27.250 +Let me think. + +00:12:28.140 --> 00:12:29.570 +Probability of X1. + +00:12:38.260 --> 00:12:39.630 +Yeah, sorry about that. + +00:12:39.630 --> 00:12:42.530 +I was I switched these in my head. + +00:12:42.530 --> 00:12:44.620 +So under the knob is assumption. + +00:12:44.620 --> 00:12:47.310 +Actually I can figure this out because. + +00:12:47.400 --> 00:12:47.990 + + +00:12:49.270 --> 00:12:52.470 +If because if X, since X is binary, + +00:12:52.470 --> 00:12:56.020 +then if X probability of X 1 = 1 given + +00:12:56.020 --> 00:12:56.779 +y = 0. + +00:12:57.440 --> 00:13:00.891 +Is 2/3 then probability of X 1 = 0 + +00:13:00.891 --> 00:13:04.403 +given y = 0 is 1/3 and probability of + +00:13:04.403 --> 00:13:08.306 +X2 given equals zero given y = 0 is 2/3 + +00:13:08.306 --> 00:13:12.599 +and probability of X 1 = 0 given y = 1 + +00:13:12.599 --> 00:13:13.379 +is 3/4. + +00:13:13.380 --> 00:13:17.979 +So I know probability of X = 0 given Y. + +00:13:18.940 --> 00:13:22.590 +Equals 0 or y = 1 so I can solve this + +00:13:22.590 --> 00:13:22.800 +one. + +00:13:23.520 --> 00:13:25.720 +And then I kind of gave it away, but + +00:13:25.720 --> 00:13:28.440 +without the nib is assumption is it + +00:13:28.440 --> 00:13:30.860 +possible to calculate the probability + +00:13:30.860 --> 00:13:34.179 +of y = 1 given X 1 = 1 and X 2 = 1? + +00:13:37.370 --> 00:13:39.600 +No, I mean I already I said it, but. + +00:13:40.670 --> 00:13:41.520 +But no, it's not. + +00:13:41.520 --> 00:13:43.090 +And the reason is because I don't have + +00:13:43.090 --> 00:13:44.520 +any of the joint probabilities here. + +00:13:44.520 --> 00:13:45.740 +For that I would need to know + +00:13:45.740 --> 00:13:48.785 +something, the probability of X1 and X2 + +00:13:48.785 --> 00:13:51.440 +and Y the full probability table. + +00:13:51.440 --> 00:13:53.205 +Or I would need to be given the + +00:13:53.205 --> 00:13:55.359 +probability of Y given X1 and X2. + +00:14:04.200 --> 00:14:06.700 +Alright, so that was just a little + +00:14:06.700 --> 00:14:07.795 +Review and warm up. + +00:14:07.795 --> 00:14:10.410 +So today I'm going to mainly talk about + +00:14:10.410 --> 00:14:13.418 +Linear models and in particular I'll + +00:14:13.418 --> 00:14:15.938 +talk about Linear, Logistic Regression + +00:14:15.938 --> 00:14:17.522 +and Linear Regression. + +00:14:17.522 --> 00:14:19.240 +And then as part of that I'll talk + +00:14:19.240 --> 00:14:20.290 +about this concept called + +00:14:20.290 --> 00:14:21.180 +regularization. + +00:14:24.880 --> 00:14:27.179 +Right, So what is the Linear model? + +00:14:27.179 --> 00:14:31.925 +A Linear model is a model in a model is + +00:14:31.925 --> 00:14:36.949 +linear in X if it is a X plus some plus + +00:14:36.950 --> 00:14:38.360 +maybe some constant value. + +00:14:39.030 --> 00:14:41.940 +So I can write that as W transpose X + + +00:14:41.940 --> 00:14:44.850 +B and remember using your linear + +00:14:44.850 --> 00:14:46.510 +algebra that that's the same as the sum + +00:14:46.510 --> 00:14:50.113 +over I of wixi plus B. + +00:14:50.113 --> 00:14:53.920 +So for any values of X&B these are WI + +00:14:53.920 --> 00:14:55.260 +and B are scalars. + +00:14:55.260 --> 00:14:57.835 +XI would be a scalar, so X is a vector, + +00:14:57.835 --> 00:14:58.370 +W vector. + +00:14:59.290 --> 00:15:02.680 +So this is a Linear model no matter how + +00:15:02.680 --> 00:15:03.990 +I choose those coefficients. + +00:15:05.750 --> 00:15:07.730 +And there's two main kinds of Linear + +00:15:07.730 --> 00:15:08.330 +models. + +00:15:08.330 --> 00:15:10.603 +There's a Linear classifier and a + +00:15:10.603 --> 00:15:11.570 +Linear regressor. + +00:15:12.370 --> 00:15:15.210 +So in a Linear classifier. + +00:15:16.180 --> 00:15:19.450 +This W transpose X + B is giving you a + +00:15:19.450 --> 00:15:21.490 +score for how likely. + +00:15:22.190 --> 00:15:27.400 +A feature vector is to belong to one + +00:15:27.400 --> 00:15:28.790 +class or the other class. + +00:15:30.020 --> 00:15:31.300 +So that's shown down here. + +00:15:31.300 --> 00:15:33.854 +We have like some O's and some + +00:15:33.854 --> 00:15:34.320 +triangles. + +00:15:34.320 --> 00:15:36.240 +I've got a Linear model here. + +00:15:36.240 --> 00:15:40.555 +This is the West transpose X + B and + +00:15:40.555 --> 00:15:44.270 +that gives me a score that say that say + +00:15:44.270 --> 00:15:46.220 +that class is equal to 1. + +00:15:46.220 --> 00:15:48.170 +Maybe I'm saying the triangles are ones + +00:15:48.170 --> 00:15:49.370 +are y = 1. + +00:15:50.220 --> 00:15:54.692 +So if I this line will project all of + +00:15:54.692 --> 00:15:57.242 +these different points onto the line. + +00:15:57.242 --> 00:15:59.847 +The West transpose X + B projects all + +00:15:59.847 --> 00:16:01.640 +of these points onto this line. + +00:16:02.650 --> 00:16:05.146 +And then we tend to look at when you + +00:16:05.146 --> 00:16:07.140 +when you see like diagrams of Linear + +00:16:07.140 --> 00:16:07.990 +Classifiers. + +00:16:07.990 --> 00:16:09.480 +Often what people are showing is the + +00:16:09.480 --> 00:16:10.150 +boundary. + +00:16:10.890 --> 00:16:13.550 +Which is where W transpose X + b is + +00:16:13.550 --> 00:16:14.400 +equal to 0. + +00:16:16.460 --> 00:16:18.580 +So all the points that project on one + +00:16:18.580 --> 00:16:20.699 +side of the boundary will be one class + +00:16:20.700 --> 00:16:22.264 +and all the ones that project on the + +00:16:22.264 --> 00:16:24.132 +other side of the boundary or the other + +00:16:24.132 --> 00:16:24.366 +class. + +00:16:24.366 --> 00:16:26.670 +Or in other words, if W transpose X + B + +00:16:26.670 --> 00:16:27.830 +is greater than 0. + +00:16:28.470 --> 00:16:29.270 +It's one class. + +00:16:29.270 --> 00:16:30.675 +If it's less than zero, it's the other + +00:16:30.675 --> 00:16:30.960 +class. + +00:16:32.640 --> 00:16:34.020 +A Linear regressor. + +00:16:34.020 --> 00:16:36.720 +You're directly fitting the data + +00:16:36.720 --> 00:16:40.790 +points, and you're solving for a line + +00:16:40.790 --> 00:16:42.430 +that passes through. + +00:16:43.630 --> 00:16:45.130 +The target and features. + +00:16:46.030 --> 00:16:48.495 +So that you're more directly so that + +00:16:48.495 --> 00:16:50.880 +you're able to predict the target + +00:16:50.880 --> 00:16:54.310 +value, the Y given your features and so + +00:16:54.310 --> 00:16:57.740 +in 2D I can plot that as a 2D line, but + +00:16:57.740 --> 00:16:59.740 +it can be ND it could be a high + +00:16:59.740 --> 00:17:00.600 +dimensional line. + +00:17:01.300 --> 00:17:04.890 +And you have y = W transpose X + B. + +00:17:06.290 --> 00:17:09.150 +So in Classification, typically it's + +00:17:09.150 --> 00:17:11.550 +not Y equals W transpose X + B, it's + +00:17:11.550 --> 00:17:15.210 +some kind of score for how it's a score + +00:17:15.210 --> 00:17:17.340 +for Y, and in Regression you're + +00:17:17.340 --> 00:17:20.290 +directly fitting Y with that line. + +00:17:21.820 --> 00:17:22.200 +Question. + +00:17:27.440 --> 00:17:33.335 +I almost all situations so at the so at + +00:17:33.335 --> 00:17:35.740 +the end of the day, like for example if + +00:17:35.740 --> 00:17:36.890 +you're doing deep learning. + +00:17:37.520 --> 00:17:40.510 +All of the different layers of the most + +00:17:40.510 --> 00:17:42.503 +of the layers of the feature, I mean of + +00:17:42.503 --> 00:17:43.960 +the network, you can think of as + +00:17:43.960 --> 00:17:46.260 +learning a feature representation and + +00:17:46.260 --> 00:17:47.510 +at the end of it you have a Linear + +00:17:47.510 --> 00:17:50.190 +classifier that maps from the features + +00:17:50.190 --> 00:17:51.420 +into the target label. + +00:18:06.090 --> 00:18:06.560 + + +00:18:14.220 --> 00:18:16.592 +So the so the question is if you were + +00:18:16.592 --> 00:18:18.170 +if you were trying to predict whether + +00:18:18.170 --> 00:18:20.400 +or not somebody is caught based on a + +00:18:20.400 --> 00:18:21.150 +bunch of features. + +00:18:22.260 --> 00:18:23.979 +You could use the Linear classifier for + +00:18:23.980 --> 00:18:24.250 +that. + +00:18:24.250 --> 00:18:26.840 +So a Linear classifier is always a + +00:18:26.840 --> 00:18:28.843 +binary classifier, but you can also use + +00:18:28.843 --> 00:18:30.530 +it in Multiclass cases. + +00:18:30.530 --> 00:18:33.777 +So for example if you want to Classify + +00:18:33.777 --> 00:18:35.860 +if you have a picture of some animal + +00:18:35.860 --> 00:18:37.366 +and you want to Classify what kind of + +00:18:37.366 --> 00:18:37.900 +animal it is. + +00:18:38.890 --> 00:18:40.634 +And you have a bunch of features. + +00:18:40.634 --> 00:18:43.470 +Features could be like image Pixels, or + +00:18:43.470 --> 00:18:45.950 +it could be more complicated features + +00:18:45.950 --> 00:18:48.420 +than you would have a Linear model for + +00:18:48.420 --> 00:18:50.860 +each of the possible kinds of animals, + +00:18:50.860 --> 00:18:54.040 +and you would score each of the classes + +00:18:54.040 --> 00:18:55.665 +according to that model, and then you + +00:18:55.665 --> 00:18:56.930 +would choose the one with the highest + +00:18:56.930 --> 00:18:57.280 +score. + +00:18:58.790 --> 00:19:00.930 +So there's so some examples of Linear + +00:19:00.930 --> 00:19:03.720 +models are support vector. + +00:19:03.720 --> 00:19:06.570 +The only the two main examples I would + +00:19:06.570 --> 00:19:08.936 +say are support vector machines and + +00:19:08.936 --> 00:19:10.009 +Logistic Regression. + +00:19:10.009 --> 00:19:11.619 +Linear Logistic Regression. + +00:19:12.630 --> 00:19:14.750 +Naive Bayes is also a Linear model, + +00:19:14.750 --> 00:19:15.220 +but. + +00:19:16.230 --> 00:19:18.080 +And many other kinds of Classifiers. + +00:19:18.080 --> 00:19:19.670 +If you like, do the math, you can show + +00:19:19.670 --> 00:19:21.150 +that it's also a Linear model at the + +00:19:21.150 --> 00:19:23.565 +end of the day, but it's less thought + +00:19:23.565 --> 00:19:24.510 +that way. + +00:19:31.680 --> 00:19:35.210 +Cannon is not a Linear model. + +00:19:35.210 --> 00:19:37.390 +It has a non linear decision boundary. + +00:19:38.070 --> 00:19:40.948 +And boosted decision trees you can + +00:19:40.948 --> 00:19:42.677 +think of it as. + +00:19:42.677 --> 00:19:45.180 +So first like I will talk about trees + +00:19:45.180 --> 00:19:47.750 +and Bruce the decision trees next week. + +00:19:47.750 --> 00:19:50.020 +So I'm not going to fill in the details + +00:19:50.020 --> 00:19:51.140 +for those who don't know what they are. + +00:19:51.140 --> 00:19:53.109 +But basically you can think of it as + +00:19:53.110 --> 00:19:55.010 +that the tree is creating a + +00:19:55.010 --> 00:19:56.280 +partitioning of the features. + +00:19:57.470 --> 00:19:59.115 +Given that partitioning, you then have + +00:19:59.115 --> 00:20:02.160 +a Linear model on top of it, so you can + +00:20:02.160 --> 00:20:03.570 +think of it as an encoding of the + +00:20:03.570 --> 00:20:04.850 +features plus a Linear model. + +00:20:06.030 --> 00:20:06.300 +Yeah. + +00:20:24.510 --> 00:20:26.290 +How many like different models you need + +00:20:26.290 --> 00:20:26.610 +or. + +00:20:26.610 --> 00:20:28.350 +So it's the. + +00:20:28.350 --> 00:20:29.020 +It depends. + +00:20:29.020 --> 00:20:30.800 +It's kind of given by the problem + +00:20:30.800 --> 00:20:32.440 +setup, so if you're told. + +00:20:33.930 --> 00:20:35.890 +If you for example. + +00:20:36.970 --> 00:20:37.750 + + +00:20:38.900 --> 00:20:39.590 + + +00:20:40.930 --> 00:20:42.670 +OK, I'll just choose an image example + +00:20:42.670 --> 00:20:44.010 +because this pop into my head most + +00:20:44.010 --> 00:20:44.680 +easily. + +00:20:44.680 --> 00:20:45.970 +So if you're trying to Classify + +00:20:45.970 --> 00:20:47.720 +something between male or female, + +00:20:47.720 --> 00:20:49.670 +Classify an image between is it a male + +00:20:49.670 --> 00:20:50.210 +or female? + +00:20:50.210 --> 00:20:51.678 +Then you know you have two classes so + +00:20:51.678 --> 00:20:54.164 +you need to fit two models, one or need + +00:20:54.164 --> 00:20:54.820 +to fit. + +00:20:55.640 --> 00:20:57.200 +And the two class model you only have + +00:20:57.200 --> 00:20:58.670 +to fit one model because either it's + +00:20:58.670 --> 00:20:59.270 +one or the other. + +00:20:59.980 --> 00:21:03.445 +If you have, if you're trying to + +00:21:03.445 --> 00:21:05.153 +Classify, let's say you're trying to + +00:21:05.153 --> 00:21:06.845 +Classify a face into different age + +00:21:06.845 --> 00:21:07.160 +groups. + +00:21:07.160 --> 00:21:09.460 +Is it somebody that's under 10, between + +00:21:09.460 --> 00:21:11.832 +10 and 2020 and 30 and so on, then you + +00:21:11.832 --> 00:21:13.660 +would need like one model for each of + +00:21:13.660 --> 00:21:14.930 +those age groups. + +00:21:14.930 --> 00:21:17.566 +So usually as a problem set up you say + +00:21:17.566 --> 00:21:19.880 +I have these like features available to + +00:21:19.880 --> 00:21:22.194 +make my Prediction, and I have these + +00:21:22.194 --> 00:21:23.890 +things that I want to Predict. + +00:21:23.890 --> 00:21:28.460 +And if the things are a like a set of + +00:21:28.460 --> 00:21:30.560 +categories, then you would need one + +00:21:30.560 --> 00:21:32.060 +Linear model per category. + +00:21:33.040 --> 00:21:35.390 +And if the thing that you're trying to + +00:21:35.390 --> 00:21:38.990 +Predict is a set of continuous values, + +00:21:38.990 --> 00:21:40.940 +then you would need one Linear model + +00:21:40.940 --> 00:21:42.030 +per continuous value. + +00:21:42.710 --> 00:21:45.160 +If you're using like Linear models. + +00:21:45.860 --> 00:21:46.670 +Does that make sense? + +00:21:47.400 --> 00:21:49.980 +And then you mentioned like. + +00:21:50.790 --> 00:21:52.850 +You mentioned hidden hidden layers or + +00:21:52.850 --> 00:21:54.230 +something, but that would be part of + +00:21:54.230 --> 00:21:56.650 +neural networks and that would be like. + +00:21:57.450 --> 00:22:00.790 +A design choice for the network that we + +00:22:00.790 --> 00:22:02.320 +can talk about when we get to network. + +00:22:05.500 --> 00:22:05.810 +OK. + +00:22:09.100 --> 00:22:12.500 +A Linear classifier, you would say that + +00:22:12.500 --> 00:22:16.150 +the label is 1 if W transpose X + B is + +00:22:16.150 --> 00:22:16.950 +greater than 0. + +00:22:17.960 --> 00:22:19.410 +And then there's this important concept + +00:22:19.410 --> 00:22:21.040 +called linearly separable. + +00:22:21.040 --> 00:22:22.200 +So that just means that you can + +00:22:22.200 --> 00:22:24.425 +separate the points, the features of + +00:22:24.425 --> 00:22:25.530 +the two classes. + +00:22:26.450 --> 00:22:27.750 +Cleanly so. + +00:22:30.220 --> 00:22:33.780 +So for example, which of these is + +00:22:33.780 --> 00:22:36.000 +linearly separable, the left or the + +00:22:36.000 --> 00:22:36.460 +right? + +00:22:38.250 --> 00:22:41.130 +Right the left is linearly separable + +00:22:41.130 --> 00:22:42.950 +because I can put a line between them + +00:22:42.950 --> 00:22:44.680 +and all the triangles will be on one + +00:22:44.680 --> 00:22:46.290 +side and the circles will be on the + +00:22:46.290 --> 00:22:46.520 +other. + +00:22:47.210 --> 00:22:48.660 +But the right side is not linearly + +00:22:48.660 --> 00:22:49.190 +separable. + +00:22:49.190 --> 00:22:51.910 +I can't put any line to separate those + +00:22:51.910 --> 00:22:53.780 +from the triangles. + +00:22:55.970 --> 00:22:58.595 +So it's important to note that. + +00:22:58.595 --> 00:23:01.150 +So sometimes, like the fact that I have + +00:23:01.150 --> 00:23:03.230 +to draw everything in 2D on slides can + +00:23:03.230 --> 00:23:04.240 +be a little misleading. + +00:23:04.860 --> 00:23:07.220 +It may make you think that Linear + +00:23:07.220 --> 00:23:09.200 +Classifiers are not very powerful. + +00:23:10.080 --> 00:23:11.930 +Because in two dimensions they're not + +00:23:11.930 --> 00:23:13.860 +very powerful, I can create lots of + +00:23:13.860 --> 00:23:16.070 +combinations of points where I just + +00:23:16.070 --> 00:23:17.580 +can't get very good Classification + +00:23:17.580 --> 00:23:18.170 +accuracy. + +00:23:19.410 --> 00:23:21.410 +But as you get into higher dimensions, + +00:23:21.410 --> 00:23:23.340 +the Linear Classifiers become more and + +00:23:23.340 --> 00:23:24.140 +more powerful. + +00:23:25.210 --> 00:23:28.434 +And in fact, if you have D dimensions, + +00:23:28.434 --> 00:23:31.460 +if you have D features, that's what I + +00:23:31.460 --> 00:23:32.419 +mean by D dimensions. + +00:23:33.050 --> 00:23:35.850 +Then you can separate D + 1 points with + +00:23:35.850 --> 00:23:37.700 +any arbitrary labeling. + +00:23:37.700 --> 00:23:40.370 +So as an example, if I have one + +00:23:40.370 --> 00:23:42.300 +dimension, I only have one feature + +00:23:42.300 --> 00:23:42.880 +value. + +00:23:43.610 --> 00:23:45.350 +I can separate two points whether I + +00:23:45.350 --> 00:23:47.740 +label this as X and this is O or + +00:23:47.740 --> 00:23:49.400 +reverse I can separate them. + +00:23:50.930 --> 00:23:52.430 +But I can't separate these three + +00:23:52.430 --> 00:23:53.100 +points. + +00:23:53.100 --> 00:23:55.730 +So if it were like XI could separate + +00:23:55.730 --> 00:23:58.519 +it, but when it's Oxo I can't separate + +00:23:58.520 --> 00:24:02.050 +that with A1 dimensional 1 dimensional + +00:24:02.050 --> 00:24:02.880 +linear separator. + +00:24:04.770 --> 00:24:07.090 +In 2 dimensions, I can separate these + +00:24:07.090 --> 00:24:08.730 +three points no matter how I label + +00:24:08.730 --> 00:24:11.570 +them, whether it's ox or ox, no matter + +00:24:11.570 --> 00:24:13.365 +how I do it, I can put a line between + +00:24:13.365 --> 00:24:13.590 +them. + +00:24:14.240 --> 00:24:16.220 +But I can't separate four points. + +00:24:16.220 --> 00:24:18.030 +So that's a concept called shattering + +00:24:18.030 --> 00:24:20.926 +and an idea and Generalization theory + +00:24:20.926 --> 00:24:22.017 +called the VC dimension. + +00:24:22.017 --> 00:24:24.120 +The more points you can shatter, like + +00:24:24.120 --> 00:24:26.175 +the more powerful your classifier, but + +00:24:26.175 --> 00:24:27.630 +more importantly. + +00:24:28.430 --> 00:24:30.910 +The If you think about if you have 1000 + +00:24:30.910 --> 00:24:31.590 +features. + +00:24:32.320 --> 00:24:34.630 +That means that if you have 1000 data + +00:24:34.630 --> 00:24:38.130 +points, random feature points, and you + +00:24:38.130 --> 00:24:40.386 +label them arbitrarily, there's two to + +00:24:40.386 --> 00:24:41.274 +the one. + +00:24:41.274 --> 00:24:43.939 +There's two to the 1000 different + +00:24:43.940 --> 00:24:45.960 +labels that you could assign different + +00:24:45.960 --> 00:24:47.478 +like label sets that you could assign + +00:24:47.478 --> 00:24:49.965 +to those 1000 points because either one + +00:24:49.965 --> 00:24:50.440 +could be. + +00:24:50.440 --> 00:24:51.650 +Every point can be positive or + +00:24:51.650 --> 00:24:51.940 +negative. + +00:24:53.320 --> 00:24:55.150 +For all of those two to the 1000 + +00:24:55.150 --> 00:24:57.110 +different labelings, you can linearly + +00:24:57.110 --> 00:24:59.110 +separate it perfectly with 1000 + +00:24:59.110 --> 00:24:59.560 +features. + +00:25:00.500 --> 00:25:02.490 +So that's pretty crazy. + +00:25:02.490 --> 00:25:04.080 +So this Linear classifier. + +00:25:04.720 --> 00:25:07.480 +Can deal with these two to the 1000 + +00:25:07.480 --> 00:25:09.370 +different cases perfectly. + +00:25:11.010 --> 00:25:12.420 +So as you get into very high + +00:25:12.420 --> 00:25:14.315 +dimensions, Linear classifier gets very + +00:25:14.315 --> 00:25:15.100 +very powerful. + +00:25:22.530 --> 00:25:23.060 + + +00:25:23.940 --> 00:25:26.850 +So the question is, more dimensions + +00:25:26.850 --> 00:25:28.110 +mean more storage? + +00:25:28.110 --> 00:25:30.970 +Yes, but it's only Linear, so. + +00:25:31.040 --> 00:25:33.710 +So that's not usually too much of a + +00:25:33.710 --> 00:25:34.290 +concern. + +00:25:37.990 --> 00:25:38.230 +Yes. + +00:26:14.610 --> 00:26:16.100 +So the question is like how do you + +00:26:16.100 --> 00:26:18.160 +visualize 1000 features? + +00:26:18.830 --> 00:26:20.260 +And. + +00:26:20.400 --> 00:26:23.870 +And so I will talk about essentially + +00:26:23.870 --> 00:26:25.180 +you have to map it down into 2 + +00:26:25.180 --> 00:26:26.750 +dimensions or one dimension in + +00:26:26.750 --> 00:26:29.390 +different ways and I'll talk about that + +00:26:29.390 --> 00:26:30.945 +later in this semester. + +00:26:30.945 --> 00:26:33.890 +So there's the simplest methods are + +00:26:33.890 --> 00:26:36.720 +Linear Linear projections, principal + +00:26:36.720 --> 00:26:38.490 +component analysis, where you'd project + +00:26:38.490 --> 00:26:40.230 +it down under the dominant directions. + +00:26:41.180 --> 00:26:43.220 +There's also like nonlinear local + +00:26:43.220 --> 00:26:46.640 +embeddings that will create a better + +00:26:46.640 --> 00:26:48.100 +mapping out of all the features. + +00:26:49.700 --> 00:26:51.880 +You can also do things like analyze + +00:26:51.880 --> 00:26:53.490 +each feature by itself to see how + +00:26:53.490 --> 00:26:54.380 +predictive it is. + +00:26:55.260 --> 00:26:56.750 +And. + +00:26:56.860 --> 00:26:57.750 +But like. + +00:26:58.850 --> 00:27:00.807 +Ultimately you kind of need to do a + +00:27:00.807 --> 00:27:01.010 +test. + +00:27:01.010 --> 00:27:03.120 +So you what you would do is you do some + +00:27:03.120 --> 00:27:04.936 +kind of validation test where you would + +00:27:04.936 --> 00:27:08.640 +train a train a Linear model on say + +00:27:08.640 --> 00:27:10.600 +like 80% of the data and test it on the + +00:27:10.600 --> 00:27:12.860 +other 20% to see if you're able to + +00:27:12.860 --> 00:27:15.200 +predict the remaining 20% or if you + +00:27:15.200 --> 00:27:16.439 +want to just see if it's linearly + +00:27:16.439 --> 00:27:16.646 +separable. + +00:27:16.646 --> 00:27:18.678 +Then if you train it on all the data, + +00:27:18.678 --> 00:27:20.633 +if you get perfect Training Error then + +00:27:20.633 --> 00:27:21.471 +it's linearly separable. + +00:27:21.471 --> 00:27:23.317 +And if you don't get perfect Training + +00:27:23.317 --> 00:27:25.180 +Error then it's then it's not. + +00:27:25.180 --> 00:27:27.830 +Unless you like if you didn't apply a + +00:27:27.830 --> 00:27:29.070 +very strong regularization. + +00:27:30.640 --> 00:27:31.060 +You're welcome. + +00:27:31.930 --> 00:27:33.380 +Yeah, but you can't really visualize + +00:27:33.380 --> 00:27:34.310 +more than two dimensions. + +00:27:34.310 --> 00:27:36.870 +That's always a challenge, and it leads + +00:27:36.870 --> 00:27:38.820 +sometimes to bad intuitions. + +00:27:40.520 --> 00:27:41.370 +So. + +00:27:42.610 --> 00:27:44.100 +The thing is though that there is still + +00:27:44.100 --> 00:27:45.970 +like there might be many different ways + +00:27:45.970 --> 00:27:48.560 +that I can separate the points, so all + +00:27:48.560 --> 00:27:50.500 +of these will achieve 0 training error. + +00:27:50.500 --> 00:27:53.000 +So the different Classifiers, the + +00:27:53.000 --> 00:27:54.860 +different Linear Classifiers just have + +00:27:54.860 --> 00:27:56.680 +different ways of choosing the line + +00:27:56.680 --> 00:27:58.600 +essentially that make different + +00:27:58.600 --> 00:27:59.200 +assumptions. + +00:28:00.850 --> 00:28:02.360 +The. + +00:28:02.420 --> 00:28:04.450 +Common principles are that you want to + +00:28:04.450 --> 00:28:06.670 +get everything correct if you can, so + +00:28:06.670 --> 00:28:08.295 +it's kind of obvious like ideally you + +00:28:08.295 --> 00:28:10.190 +want to separate the positive from + +00:28:10.190 --> 00:28:11.700 +negative examples with your Linear + +00:28:11.700 --> 00:28:12.210 +classifier. + +00:28:13.030 --> 00:28:14.860 +Or you want the scores to predict the + +00:28:14.860 --> 00:28:15.460 +correct label? + +00:28:17.150 --> 00:28:18.820 +But you also want to have some high + +00:28:18.820 --> 00:28:22.160 +margin, so I would generally prefer + +00:28:22.160 --> 00:28:25.110 +this separating boundary than this one. + +00:28:26.090 --> 00:28:28.465 +Because this one, like everything, has + +00:28:28.465 --> 00:28:30.340 +like at least this distance away from + +00:28:30.340 --> 00:28:32.860 +the line, where with this boundary some + +00:28:32.860 --> 00:28:34.415 +of the points come pretty close to the + +00:28:34.415 --> 00:28:34.630 +line. + +00:28:35.230 --> 00:28:37.420 +And there's theory that shows that the + +00:28:37.420 --> 00:28:40.340 +bigger your margin for the same like + +00:28:40.340 --> 00:28:41.320 +weight size. + +00:28:41.950 --> 00:28:44.590 +The more likely you're classifier is to + +00:28:44.590 --> 00:28:45.360 +generalize. + +00:28:45.360 --> 00:28:46.820 +It kind of makes sense if you think of + +00:28:46.820 --> 00:28:48.055 +this as a random sample. + +00:28:48.055 --> 00:28:50.346 +If I were to Generate like more + +00:28:50.346 --> 00:28:52.400 +triangles from the sample, you could + +00:28:52.400 --> 00:28:54.118 +imagine that maybe one of the triangles + +00:28:54.118 --> 00:28:55.595 +would fall on the wrong side of the + +00:28:55.595 --> 00:28:56.690 +line and then this would make a + +00:28:56.690 --> 00:28:58.800 +Classification Error, while that seems + +00:28:58.800 --> 00:29:00.270 +less likely given this line. + +00:29:05.420 --> 00:29:07.760 +So that brings us to Linear Logistic + +00:29:07.760 --> 00:29:08.390 +Regression. + +00:29:09.230 --> 00:29:12.440 +And in Linear Logistic Regression, we + +00:29:12.440 --> 00:29:14.390 +want to maximize the probability of the + +00:29:14.390 --> 00:29:15.560 +labels given the data. + +00:29:17.530 --> 00:29:19.747 +And the probability of the label equals + +00:29:19.747 --> 00:29:21.950 +one given the data is given by this + +00:29:21.950 --> 00:29:24.210 +expression, here 1 / 1 + e to the + +00:29:24.210 --> 00:29:25.710 +negative my Linear model. + +00:29:26.730 --> 00:29:29.620 +This function 1 / 1 / 1 + E to the + +00:29:29.620 --> 00:29:32.023 +negative whatever is a Logistic + +00:29:32.023 --> 00:29:34.056 +function, that's called the Logistic + +00:29:34.056 --> 00:29:34.449 +function. + +00:29:34.450 --> 00:29:37.132 +So that's why this is Logistic Linear + +00:29:37.132 --> 00:29:39.270 +Logistic Regression because I've got a + +00:29:39.270 --> 00:29:41.020 +Linear model inside my Logistic + +00:29:41.020 --> 00:29:41.500 +function. + +00:29:42.170 --> 00:29:44.060 +So I'm regressing the Logistic function + +00:29:44.060 --> 00:29:44.900 +with a Linear model. + +00:29:46.860 --> 00:29:48.240 +This is called a logic. + +00:29:48.240 --> 00:29:51.270 +So this statement up here the second + +00:29:51.270 --> 00:29:53.410 +line implies that my Linear model. + +00:29:54.200 --> 00:29:56.225 +Is fitting the. + +00:29:56.225 --> 00:29:59.210 +It's called the odds log ratio. + +00:29:59.210 --> 00:30:01.469 +So it's the log or log odds ratio. + +00:30:02.210 --> 00:30:04.673 +It's the log of the probability of y = + +00:30:04.673 --> 00:30:06.962 +1 given X over the probability of y = 0 + +00:30:06.962 --> 00:30:07.450 +given X. + +00:30:08.360 --> 00:30:10.390 +So if this is greater than zero, it + +00:30:10.390 --> 00:30:13.373 +means that probability of y = 1 given X + +00:30:13.373 --> 00:30:16.216 +is more likely than probability of y = + +00:30:16.216 --> 00:30:18.480 +0 given X, and if it's less than zero + +00:30:18.480 --> 00:30:19.590 +then the reverse is true. + +00:30:20.780 --> 00:30:24.042 +This ratio is always 2 alternatives, so + +00:30:24.042 --> 00:30:24.807 +it's one. + +00:30:24.807 --> 00:30:26.350 +It's either going to be one class or + +00:30:26.350 --> 00:30:27.980 +the other class, and this is the ratio + +00:30:27.980 --> 00:30:29.060 +of those probabilities. + +00:30:34.620 --> 00:30:37.640 +So if we think about Linear Logistic + +00:30:37.640 --> 00:30:39.900 +Regression versus Naive Bayes. + +00:30:41.460 --> 00:30:43.350 +They actually both have this Linear + +00:30:43.350 --> 00:30:45.620 +model for at least Naive Bayes does for + +00:30:45.620 --> 00:30:47.420 +many different probability functions. + +00:30:48.070 --> 00:30:49.810 +For all the probability functions and + +00:30:49.810 --> 00:30:52.710 +exponential family, which includes + +00:30:52.710 --> 00:30:55.000 +Bernoulli, multinomial, Gaussian, + +00:30:55.000 --> 00:30:57.790 +Laplacian, and many others, they're the + +00:30:57.790 --> 00:31:00.010 +favorite favorite probability family of + +00:31:00.010 --> 00:31:00.970 +statisticians. + +00:31:02.600 --> 00:31:04.970 +The Naive Bayes predictor is also + +00:31:04.970 --> 00:31:07.610 +Linear in X, but the difference is that + +00:31:07.610 --> 00:31:09.580 +in Logistic Regression you're free to + +00:31:09.580 --> 00:31:11.460 +independently tune these weights in + +00:31:11.460 --> 00:31:14.580 +order to achieve your overall label + +00:31:14.580 --> 00:31:15.250 +likelihood. + +00:31:16.110 --> 00:31:17.835 +While in Naive Bayes you're restricted + +00:31:17.835 --> 00:31:19.650 +to solve for each coefficient + +00:31:19.650 --> 00:31:22.260 +independently in order to maximize the + +00:31:22.260 --> 00:31:24.580 +probability of each feature given the + +00:31:24.580 --> 00:31:24.940 +label. + +00:31:25.980 --> 00:31:27.620 +So for that reason, I would say + +00:31:27.620 --> 00:31:29.430 +Logistic Regression model is typically + +00:31:29.430 --> 00:31:31.060 +more expressive than IBS. + +00:31:31.870 --> 00:31:33.736 +It's possible for your data to be + +00:31:33.736 --> 00:31:35.610 +linearly separable, but Naive Bayes + +00:31:35.610 --> 00:31:37.980 +does not achieve 0 training error while + +00:31:37.980 --> 00:31:39.080 +four Logistic Regression. + +00:31:39.080 --> 00:31:40.637 +You could always achieve 0 training + +00:31:40.637 --> 00:31:42.335 +error if your data is linearly + +00:31:42.335 --> 00:31:42.830 +separable. + +00:31:45.160 --> 00:31:47.470 +And then finally, it's important to + +00:31:47.470 --> 00:31:48.930 +note that Logistic Regression is + +00:31:48.930 --> 00:31:50.810 +directly fitting this discriminative + +00:31:50.810 --> 00:31:52.500 +function, so it's mapping from the + +00:31:52.500 --> 00:31:54.826 +features to a label and solving for + +00:31:54.826 --> 00:31:55.339 +that mapping. + +00:31:56.050 --> 00:31:58.364 +While many bees is trying to model the + +00:31:58.364 --> 00:32:00.773 +probability of the features given the + +00:32:00.773 --> 00:32:02.405 +data, so Logistic Regression doesn't + +00:32:02.405 --> 00:32:02.840 +model that. + +00:32:02.840 --> 00:32:04.541 +It just cares about the probability of + +00:32:04.541 --> 00:32:06.383 +the label given the data, not the + +00:32:06.383 --> 00:32:07.486 +probability of the data given the + +00:32:07.486 --> 00:32:07.670 +label. + +00:32:09.020 --> 00:32:10.190 +That probably features. + +00:32:12.600 --> 00:32:13.050 +Question. + +00:32:14.990 --> 00:32:18.900 +So Logistic Regression, sometimes + +00:32:18.900 --> 00:32:20.520 +people will say it's a discriminative + +00:32:20.520 --> 00:32:22.529 +function because you're trying to + +00:32:22.530 --> 00:32:23.980 +discriminate between the different + +00:32:23.980 --> 00:32:25.330 +things you're trying to Predict, + +00:32:25.330 --> 00:32:28.130 +meaning that you're trying to fit the + +00:32:28.130 --> 00:32:29.560 +probability of the thing that you're + +00:32:29.560 --> 00:32:30.190 +trying to Predict. + +00:32:30.860 --> 00:32:33.170 +Given the features or given the data. + +00:32:34.120 --> 00:32:36.870 +Where sometimes people say that. + +00:32:36.940 --> 00:32:40.000 +That, like Naive Bayes model is a + +00:32:40.000 --> 00:32:42.490 +generative model and they mean that + +00:32:42.490 --> 00:32:45.270 +you're trying to fit the probability of + +00:32:45.270 --> 00:32:47.706 +the data or the features given the + +00:32:47.706 --> 00:32:48.100 +label. + +00:32:48.100 --> 00:32:49.719 +So with Naive Bayes you end up with a + +00:32:49.720 --> 00:32:52.008 +joint distribution of all the data and + +00:32:52.008 --> 00:32:52.384 +features. + +00:32:52.384 --> 00:32:54.500 +With Logistic Regression you would just + +00:32:54.500 --> 00:32:56.222 +have the probability of the label given + +00:32:56.222 --> 00:32:56.730 +the features. + +00:33:02.750 --> 00:33:03.200 +So. + +00:33:03.960 --> 00:33:06.140 +With Linear Logistic Regression, the + +00:33:06.140 --> 00:33:07.510 +further you are from the lion, the + +00:33:07.510 --> 00:33:08.700 +higher the confidence. + +00:33:08.700 --> 00:33:10.875 +So if you're like way over here, then + +00:33:10.875 --> 00:33:11.990 +you're really confident you're a + +00:33:11.990 --> 00:33:12.360 +triangle. + +00:33:12.360 --> 00:33:14.086 +If you're just like right over here, + +00:33:14.086 --> 00:33:15.076 +then you're not very confident. + +00:33:15.076 --> 00:33:16.595 +And if you're right on the line, then + +00:33:16.595 --> 00:33:18.165 +you have equal confidence in triangle + +00:33:18.165 --> 00:33:18.820 +and circle. + +00:33:21.820 --> 00:33:23.626 +So the Logistic Regression algorithm + +00:33:23.626 --> 00:33:25.300 +there's always, as always, there's a + +00:33:25.300 --> 00:33:26.710 +Training and a Prediction phase. + +00:33:27.790 --> 00:33:30.690 +So in Training, you're trying to find + +00:33:30.690 --> 00:33:31.810 +the weights. + +00:33:32.420 --> 00:33:35.450 +That minimize this expression here + +00:33:35.450 --> 00:33:36.635 +which has two parts. + +00:33:36.635 --> 00:33:39.750 +The first part is a negative sum of log + +00:33:39.750 --> 00:33:42.030 +probability of Y given X and the + +00:33:42.030 --> 00:33:42.400 +weights. + +00:33:43.370 --> 00:33:46.160 +So breaking this down, South the reason + +00:33:46.160 --> 00:33:47.022 +for negative. + +00:33:47.022 --> 00:33:49.177 +So this is the negative. + +00:33:49.177 --> 00:33:52.400 +This is the same as. + +00:33:52.470 --> 00:33:57.010 +Maximizing the total probability of the + +00:33:57.010 --> 00:33:58.100 +labels given the data. + +00:34:00.030 --> 00:34:01.670 +The reason for the negative is just so + +00:34:01.670 --> 00:34:03.960 +I can write argument instead of argmax, + +00:34:03.960 --> 00:34:05.830 +because generally we tend to minimize + +00:34:05.830 --> 00:34:07.320 +things in machine learning, not + +00:34:07.320 --> 00:34:07.960 +maximize them. + +00:34:08.680 --> 00:34:13.630 +But the log is making it so that I turn + +00:34:13.630 --> 00:34:14.220 +my. + +00:34:14.220 --> 00:34:15.820 +Normally if I want to model a joint + +00:34:15.820 --> 00:34:18.210 +distribution, I have to take a product + +00:34:18.210 --> 00:34:19.630 +over all the different. + +00:34:20.340 --> 00:34:21.760 +Over all the different likelihood + +00:34:21.760 --> 00:34:22.150 +terms. + +00:34:23.020 --> 00:34:24.570 +But when I take the log of the product, + +00:34:24.570 --> 00:34:25.940 +it becomes the sum of the logs. + +00:34:26.840 --> 00:34:29.360 +And now another thing is that I'm + +00:34:29.360 --> 00:34:31.940 +assuming here that all of that each + +00:34:31.940 --> 00:34:34.419 +label only depends on its own features. + +00:34:34.420 --> 00:34:36.764 +So if I have 1000 data points, then + +00:34:36.764 --> 00:34:38.938 +each of the thousand labels only + +00:34:38.938 --> 00:34:40.483 +depends on the features for its own + +00:34:40.483 --> 00:34:41.677 +data point, it doesn't depend on all + +00:34:41.677 --> 00:34:42.160 +the others. + +00:34:43.610 --> 00:34:45.700 +And then I'm assuming that they all + +00:34:45.700 --> 00:34:47.110 +come from the same distribution. + +00:34:47.110 --> 00:34:50.470 +So I'm assuming IID independent and + +00:34:50.470 --> 00:34:52.520 +identically distributed data, which is + +00:34:52.520 --> 00:34:55.120 +always an almost always an unspoken + +00:34:55.120 --> 00:34:56.390 +assumption in machine learning. + +00:34:58.540 --> 00:35:00.360 +Alright, so the first term is saying I + +00:35:00.360 --> 00:35:02.370 +want to maximize the likelihood of my + +00:35:02.370 --> 00:35:04.040 +labels given the features over the + +00:35:04.040 --> 00:35:04.610 +Training set. + +00:35:05.220 --> 00:35:06.460 +So that's reasonable. + +00:35:07.200 --> 00:35:08.880 +And then the second term is a + +00:35:08.880 --> 00:35:11.000 +regularization term that says I prefer + +00:35:11.000 --> 00:35:12.246 +some models over others. + +00:35:12.246 --> 00:35:14.280 +I prefer models that have smaller + +00:35:14.280 --> 00:35:16.280 +weights, and I'll get into that a + +00:35:16.280 --> 00:35:17.660 +little bit more in a later slide. + +00:35:20.460 --> 00:35:22.170 +So that Prediction is straightforward, + +00:35:22.170 --> 00:35:23.910 +it's just I kind of already went + +00:35:23.910 --> 00:35:24.680 +through it. + +00:35:24.680 --> 00:35:26.360 +Once you have the weights, all you have + +00:35:26.360 --> 00:35:28.160 +to do is multiply your weights by your + +00:35:28.160 --> 00:35:30.330 +features, and that gives you the score + +00:35:30.330 --> 00:35:31.180 +question. + +00:35:38.860 --> 00:35:40.590 +Yeah, so I should explain the notation. + +00:35:40.590 --> 00:35:42.090 +There's different ways of denoting + +00:35:42.090 --> 00:35:42.960 +this, so. + +00:35:44.230 --> 00:35:48.050 +Usually when somebody puts a bar, they + +00:35:48.050 --> 00:35:50.680 +mean that it's given some features, + +00:35:50.680 --> 00:35:52.440 +given some data points or whatever. + +00:35:53.130 --> 00:35:55.156 +And then when somebody puts like a semi + +00:35:55.156 --> 00:35:56.330 +colon, or at least when I do it. + +00:35:56.330 --> 00:35:58.450 +But I see this a lot, if somebody puts + +00:35:58.450 --> 00:36:00.660 +like a semi colon here, then they're + +00:36:00.660 --> 00:36:02.580 +saying that these are the parameters. + +00:36:02.580 --> 00:36:04.070 +So what we're saying is that this + +00:36:04.070 --> 00:36:05.380 +probability function. + +00:36:06.360 --> 00:36:08.830 +Is like parameterized by W. + +00:36:09.640 --> 00:36:13.536 +And the input to that function is X and + +00:36:13.536 --> 00:36:15.030 +the output of the function. + +00:36:15.810 --> 00:36:18.590 +Is that probability of Y? + +00:36:23.080 --> 00:36:24.688 +The other way that you can write it + +00:36:24.688 --> 00:36:26.676 +that you it sometimes, and I first had + +00:36:26.676 --> 00:36:28.443 +it this way and then I switched it, is + +00:36:28.443 --> 00:36:30.890 +you might write like a subscript, so it + +00:36:30.890 --> 00:36:33.635 +might be P under score West. + +00:36:33.635 --> 00:36:35.590 +And part of the reason why you put this + +00:36:35.590 --> 00:36:37.480 +in here is just because otherwise it's + +00:36:37.480 --> 00:36:39.776 +not obvious that this term depends on + +00:36:39.776 --> 00:36:40.480 +West at all. + +00:36:40.480 --> 00:36:43.405 +And if you were like if you looked at + +00:36:43.405 --> 00:36:45.170 +it quickly and you were like trying to + +00:36:45.170 --> 00:36:46.440 +solve, you just be like, I don't care + +00:36:46.440 --> 00:36:47.620 +about that term, I'm just doing + +00:36:47.620 --> 00:36:48.380 +regularization. + +00:36:49.600 --> 00:36:50.260 +Question. + +00:36:57.930 --> 00:37:00.370 +So I forgot to say this out loud. + +00:37:04.110 --> 00:37:06.070 +So it is simplify the notation. + +00:37:06.070 --> 00:37:08.980 +I may omit the B which can be avoided + +00:37:08.980 --> 00:37:10.971 +by putting A1 at the end of the feature + +00:37:10.971 --> 00:37:11.225 +vector. + +00:37:11.225 --> 00:37:12.702 +So basically you can always take your + +00:37:12.702 --> 00:37:14.326 +feature vector and add a one to the end + +00:37:14.326 --> 00:37:16.763 +of all your features and then the B + +00:37:16.763 --> 00:37:19.230 +just becomes one of the W's and so I'm + +00:37:19.230 --> 00:37:20.830 +going to leave out the BA lot of times + +00:37:20.830 --> 00:37:21.950 +because otherwise it just kind of + +00:37:21.950 --> 00:37:23.060 +clutters up the equations. + +00:37:27.540 --> 00:37:28.080 +Thanks for. + +00:37:28.970 --> 00:37:30.430 +Pointing out though. + +00:37:32.040 --> 00:37:34.090 +Alright, so as I said before, one + +00:37:34.090 --> 00:37:34.390 +second. + +00:37:34.390 --> 00:37:36.430 +As I said before the this is the + +00:37:36.430 --> 00:37:38.370 +probability function that Logistic + +00:37:38.370 --> 00:37:39.390 +Regression assumes. + +00:37:39.390 --> 00:37:41.691 +If I multiply the top and the bottom by + +00:37:41.691 --> 00:37:44.115 +east to the West transpose X, then it's + +00:37:44.115 --> 00:37:46.478 +this because east to the West transpose + +00:37:46.478 --> 00:37:47.630 +X times that is 1. + +00:37:48.540 --> 00:37:50.370 +And then this generalizes. + +00:37:50.370 --> 00:37:53.020 +If I have multiple classes, then I + +00:37:53.020 --> 00:37:54.740 +would have a different weight vector + +00:37:54.740 --> 00:37:55.640 +for each class. + +00:37:55.640 --> 00:37:57.435 +So this is summing over all the classes + +00:37:57.435 --> 00:37:59.545 +and the final probability is given by + +00:37:59.545 --> 00:38:02.120 +this expression, so it's east to the + +00:38:02.120 --> 00:38:02.980 +Linear model. + +00:38:04.170 --> 00:38:06.028 +Divided by E to the sum of all the + +00:38:06.028 --> 00:38:06.830 +other Linear models. + +00:38:06.830 --> 00:38:08.780 +So it's basically your score for one + +00:38:08.780 --> 00:38:10.646 +model, divided by the score for all the + +00:38:10.646 --> 00:38:12.513 +other models, sum of score for all the + +00:38:12.513 --> 00:38:12.979 +other models. + +00:38:14.140 --> 00:38:15.060 +Was there a question? + +00:38:15.060 --> 00:38:16.859 +I thought somebody had a question, + +00:38:16.860 --> 00:38:17.010 +yeah. + +00:38:25.670 --> 00:38:26.490 +Yeah, good question. + +00:38:26.490 --> 00:38:28.010 +It's just the log of the probability. + +00:38:28.820 --> 00:38:31.700 +And the sum over N is just the + +00:38:31.700 --> 00:38:33.690 +probability term, it's not summing + +00:38:33.690 --> 00:38:36.080 +over, it's not the regularization times + +00:38:36.080 --> 00:38:36.370 +north. + +00:38:39.350 --> 00:38:39.700 +Question. + +00:38:46.280 --> 00:38:50.170 +If you're doing back prop, it depends + +00:38:50.170 --> 00:38:51.770 +on your activation functions, so. + +00:38:52.600 --> 00:38:55.500 +We will get into neural networks, but + +00:38:55.500 --> 00:38:59.120 +so you would if all your if at the end + +00:38:59.120 --> 00:39:01.250 +you have a Linear Logistic regressor. + +00:39:01.880 --> 00:39:03.580 +Then you would basically calculate the + +00:39:03.580 --> 00:39:06.170 +error due to your predictions in the + +00:39:06.170 --> 00:39:08.170 +last layer and then you would like + +00:39:08.170 --> 00:39:10.234 +accumulate those into the previous + +00:39:10.234 --> 00:39:11.684 +features and the previous features in + +00:39:11.684 --> 00:39:12.409 +the previous features. + +00:39:13.980 --> 00:39:15.900 +But sometimes people use like Velu or + +00:39:15.900 --> 00:39:17.580 +other activation functions, so then it + +00:39:17.580 --> 00:39:18.100 +would be different. + +00:39:22.890 --> 00:39:24.900 +So how do we train this thing? + +00:39:24.900 --> 00:39:26.210 +How do we optimize West? + +00:39:27.330 --> 00:39:28.880 +First, I want to explain the + +00:39:28.880 --> 00:39:29.790 +regularization term. + +00:39:30.510 --> 00:39:31.710 +There's two main kinds of + +00:39:31.710 --> 00:39:32.610 +regularization. + +00:39:32.610 --> 00:39:35.740 +There's L2 2 regularization and L1 + +00:39:35.740 --> 00:39:36.420 +regularization. + +00:39:37.080 --> 00:39:39.280 +So L2 2 regularization is that you're + +00:39:39.280 --> 00:39:41.756 +minimizing the sum of the square values + +00:39:41.756 --> 00:39:42.680 +of the weights. + +00:39:43.330 --> 00:39:45.908 +I can write that as an L2 norm squared. + +00:39:45.908 --> 00:39:48.985 +That double bar thing is means like + +00:39:48.985 --> 00:39:52.635 +norm and the two under it means it's an + +00:39:52.635 --> 00:39:55.132 +L2 and the two above it means it's + +00:39:55.132 --> 00:39:55.340 +squared. + +00:39:56.380 --> 00:39:58.500 +Or I can write or I can do A1 + +00:39:58.500 --> 00:40:00.210 +regularization, which is a sum of the + +00:40:00.210 --> 00:40:01.660 +absolute values of the weights. + +00:40:02.920 --> 00:40:03.570 +And. + +00:40:05.220 --> 00:40:07.540 +And I can write that as the norm like + +00:40:07.540 --> 00:40:08.210 +subscript 1. + +00:40:09.350 --> 00:40:11.700 +And then those are weighted by some + +00:40:11.700 --> 00:40:13.670 +Lambda which is a parameter that has to + +00:40:13.670 --> 00:40:15.910 +be set by the algorithm designer. + +00:40:17.180 --> 00:40:20.100 +Or based on some data like validation + +00:40:20.100 --> 00:40:20.710 +optimization. + +00:40:21.820 --> 00:40:23.910 +So these may look really similar + +00:40:23.910 --> 00:40:25.650 +squared absolute value. + +00:40:25.650 --> 00:40:28.140 +What's the difference as W goes higher? + +00:40:28.140 --> 00:40:30.580 +It means that you get a bigger penalty + +00:40:30.580 --> 00:40:31.180 +in either case. + +00:40:31.890 --> 00:40:33.420 +But they behave actually like quite + +00:40:33.420 --> 00:40:33.960 +differently. + +00:40:34.830 --> 00:40:37.710 +So if you look at this plot of L2 + +00:40:37.710 --> 00:40:39.990 +versus L1, when the weight is 0, + +00:40:39.990 --> 00:40:40.822 +there's no penalty. + +00:40:40.822 --> 00:40:43.090 +When the weight is 1, the penalties are + +00:40:43.090 --> 00:40:43.700 +equal. + +00:40:43.700 --> 00:40:45.760 +When the weight is less than one, then + +00:40:45.760 --> 00:40:48.207 +the L2 penalty is smaller than the L1 + +00:40:48.207 --> 00:40:48.490 +penalty. + +00:40:48.490 --> 00:40:50.080 +It has this like little basin where + +00:40:50.080 --> 00:40:51.820 +basically the penalty is almost 0. + +00:40:52.760 --> 00:40:54.880 +And but when the weight gets far from + +00:40:54.880 --> 00:40:56.960 +one, the L2 penalty shoots up. + +00:40:57.870 --> 00:41:00.820 +So L2 2 regularization hates really + +00:41:00.820 --> 00:41:03.060 +large weights, and they're perfectly + +00:41:03.060 --> 00:41:05.030 +fine with like lots of tiny little + +00:41:05.030 --> 00:41:05.360 +weights. + +00:41:06.560 --> 00:41:08.490 +L1 regularization doesn't like any + +00:41:08.490 --> 00:41:10.600 +weights, but it kind of doesn't like + +00:41:10.600 --> 00:41:11.760 +the mall roughly equally. + +00:41:11.760 --> 00:41:14.170 +So it doesn't like weights of three, + +00:41:14.170 --> 00:41:16.699 +but it's not as bad as it doesn't + +00:41:16.700 --> 00:41:18.250 +dislike them as much as L2 2. + +00:41:19.130 --> 00:41:21.410 +It also doesn't even a weight of 1. + +00:41:21.410 --> 00:41:23.150 +It's going to try just as hard to push + +00:41:23.150 --> 00:41:24.722 +that down as it does to push a weight + +00:41:24.722 --> 00:41:25.200 +of three. + +00:41:27.020 --> 00:41:28.990 +So when you think about when you when + +00:41:28.990 --> 00:41:30.870 +you think about optimization, you + +00:41:30.870 --> 00:41:32.099 +always want to think about the + +00:41:32.100 --> 00:41:35.010 +derivative as well as the. + +00:41:35.390 --> 00:41:37.510 +Like pure function, because you're + +00:41:37.510 --> 00:41:38.830 +always Minimizing, you're always + +00:41:38.830 --> 00:41:40.310 +setting a derivative equal to 0, and + +00:41:40.310 --> 00:41:42.100 +the derivative is what is like guiding + +00:41:42.100 --> 00:41:45.400 +your function optimization towards some + +00:41:45.400 --> 00:41:46.270 +optimal value. + +00:41:47.590 --> 00:41:49.040 +So if you're doing. + +00:41:49.150 --> 00:41:49.800 + + +00:41:51.230 --> 00:41:52.550 +If you're doing L2. + +00:41:54.530 --> 00:41:56.360 +L2 2 minimization. + +00:41:57.120 --> 00:41:59.965 +And I plot the derivative, then the + +00:41:59.965 --> 00:42:01.890 +derivative is just going to be Linear, + +00:42:01.890 --> 00:42:02.780 +right? + +00:42:02.780 --> 00:42:03.950 +It's going to be. + +00:42:04.820 --> 00:42:06.510 +2/2 times. + +00:42:06.590 --> 00:42:07.140 + + +00:42:07.990 --> 00:42:10.420 +It's going to be Lambda 2 WI and + +00:42:10.420 --> 00:42:12.110 +sometimes people put a 1/2 in front of + +00:42:12.110 --> 00:42:13.800 +Lambda just so that the two and the 1/2 + +00:42:13.800 --> 00:42:14.850 +cancel out Mainly. + +00:42:16.560 --> 00:42:17.850 +Don't feel like it's necessary. + +00:42:17.850 --> 00:42:21.350 +If you do L2 one, then the derivatives + +00:42:21.350 --> 00:42:26.830 +are -, 1 if it's greater than zero, and + +00:42:26.830 --> 00:42:29.310 +positive one if it's less than 0. + +00:42:30.270 --> 00:42:33.200 +So basically, if it's L1 minimization, + +00:42:33.200 --> 00:42:35.570 +the regularization is like he's forcing + +00:42:35.570 --> 00:42:38.080 +things in towards zero with equal + +00:42:38.080 --> 00:42:39.600 +pressure no matter where it is. + +00:42:40.240 --> 00:42:42.815 +Wherewith L2 2 minimization, if you + +00:42:42.815 --> 00:42:44.503 +have a high value then it's like + +00:42:44.503 --> 00:42:46.830 +forcing it down, like really hard, and + +00:42:46.830 --> 00:42:48.839 +if you have a low low value then it's + +00:42:48.840 --> 00:42:50.190 +not forcing it very hard at all. + +00:42:50.900 --> 00:42:52.500 +And that's regularization is always + +00:42:52.500 --> 00:42:53.960 +struggling against the other term. + +00:42:53.960 --> 00:42:55.640 +These are like counterbalancing terms. + +00:42:56.510 --> 00:42:58.000 +So the regularization is trying to say + +00:42:58.000 --> 00:42:58.790 +your weights are small. + +00:42:59.580 --> 00:43:02.400 +But the log log likelihood term is + +00:43:02.400 --> 00:43:04.750 +trying to do whatever it can to solve + +00:43:04.750 --> 00:43:07.710 +that likelihood Prediction and so + +00:43:07.710 --> 00:43:10.410 +sometimes there sometimes there are + +00:43:10.410 --> 00:43:11.080 +odds with each other. + +00:43:12.530 --> 00:43:14.700 +Alright, so based on that, can anyone + +00:43:14.700 --> 00:43:18.540 +explain why it is that L2 1 tends to + +00:43:18.540 --> 00:43:20.140 +lead to sparse weights, meaning that + +00:43:20.140 --> 00:43:21.890 +you get a lot of 0 values for your + +00:43:21.890 --> 00:43:22.250 +weights? + +00:43:25.980 --> 00:43:26.140 +Yeah. + +00:43:47.140 --> 00:43:48.630 +Yeah, that's right. + +00:43:48.630 --> 00:43:49.556 +So L2. + +00:43:49.556 --> 00:43:52.030 +So the answer was that L2 1 prefers + +00:43:52.030 --> 00:43:53.984 +like a small number of features that + +00:43:53.984 --> 00:43:56.300 +have a lot of weight that have a lot of + +00:43:56.300 --> 00:43:57.970 +representational value or predictive + +00:43:57.970 --> 00:43:58.370 +value. + +00:43:59.140 --> 00:44:01.370 +Where I'll two really wants everything + +00:44:01.370 --> 00:44:02.700 +to have a little bit of predictive + +00:44:02.700 --> 00:44:03.140 +value. + +00:44:03.770 --> 00:44:05.970 +And you can see that by looking at the + +00:44:05.970 --> 00:44:07.740 +derivatives or just by thinking about + +00:44:07.740 --> 00:44:08.500 +this function. + +00:44:09.140 --> 00:44:12.380 +That L2 one just continually forces + +00:44:12.380 --> 00:44:14.335 +everything down until it hits exactly + +00:44:14.335 --> 00:44:16.970 +0, and while there's not necessarily a + +00:44:16.970 --> 00:44:19.380 +big penalty for some weight, so if you + +00:44:19.380 --> 00:44:20.730 +have a few features that are really + +00:44:20.730 --> 00:44:22.558 +predictive, it's going to allow those + +00:44:22.558 --> 00:44:24.040 +features to have a lot of weights, + +00:44:24.040 --> 00:44:26.314 +while if the other features are not + +00:44:26.314 --> 00:44:27.579 +predictive, given those few features, + +00:44:27.579 --> 00:44:29.450 +it's going to force them down to 0. + +00:44:30.760 --> 00:44:33.132 +With L2 2, if you have a lot of, if you + +00:44:33.132 --> 00:44:34.440 +have some features that are really + +00:44:34.440 --> 00:44:35.870 +predictive and others that are less + +00:44:35.870 --> 00:44:38.040 +predictive, it's still going to want + +00:44:38.040 --> 00:44:40.260 +those very predictive features to have + +00:44:40.260 --> 00:44:41.790 +like a bit smaller weight. + +00:44:42.440 --> 00:44:44.520 +And it's going to like try to make that + +00:44:44.520 --> 00:44:46.530 +up by having the other features will + +00:44:46.530 --> 00:44:47.810 +have just like a little bit of weight + +00:44:47.810 --> 00:44:48.430 +as well. + +00:44:54.130 --> 00:44:56.360 +So in consequence, we can use L2 1 + +00:44:56.360 --> 00:44:58.340 +regularization to select the best + +00:44:58.340 --> 00:45:01.260 +features if we have if we have a bunch + +00:45:01.260 --> 00:45:01.880 +of features. + +00:45:02.750 --> 00:45:04.610 +And we want to instead have a model + +00:45:04.610 --> 00:45:05.890 +that's based on a smaller number of + +00:45:05.890 --> 00:45:07.080 +features. + +00:45:07.080 --> 00:45:09.950 +You can do solve for L1 Logistic + +00:45:09.950 --> 00:45:11.790 +Regression or L1 Linear Regression. + +00:45:12.400 --> 00:45:14.160 +And then choose the features that are + +00:45:14.160 --> 00:45:17.000 +non zero or greater than some epsilon + +00:45:17.000 --> 00:45:20.470 +and then just use those for your model. + +00:45:22.810 --> 00:45:24.840 +OK, I will answer this question for you + +00:45:24.840 --> 00:45:26.430 +to save a little bit of time. + +00:45:27.540 --> 00:45:29.500 +When is regularization absolutely + +00:45:29.500 --> 00:45:30.110 +essential? + +00:45:30.110 --> 00:45:31.450 +It's if your data is linearly + +00:45:31.450 --> 00:45:31.970 +separable. + +00:45:33.390 --> 00:45:35.190 +Because if your data is linearly + +00:45:35.190 --> 00:45:37.445 +separable then you just boost. + +00:45:37.445 --> 00:45:38.820 +You could boost your weights to + +00:45:38.820 --> 00:45:41.083 +Infinity and keep on separating it more + +00:45:41.083 --> 00:45:41.789 +and more and more. + +00:45:42.530 --> 00:45:45.360 +So if you have like 2. + +00:45:46.270 --> 00:45:49.600 +If you have two feature points here and + +00:45:49.600 --> 00:45:50.020 +here. + +00:45:50.970 --> 00:45:54.160 +Then you create this line. + +00:45:55.260 --> 00:45:56.030 +WX. + +00:45:56.690 --> 00:45:59.088 +If it's just one-dimensional and like + +00:45:59.088 --> 00:46:02.220 +if W is equal to 1, then maybe I have a + +00:46:02.220 --> 00:46:04.900 +score of 1 or -, 1 for each of these. + +00:46:04.900 --> 00:46:08.215 +But if test equals like 10,000, now my + +00:46:08.215 --> 00:46:09.985 +score is 10,000 and -, 10,000. + +00:46:09.985 --> 00:46:11.355 +So that's like even better, they're + +00:46:11.355 --> 00:46:13.494 +even further from zero and so there's + +00:46:13.494 --> 00:46:15.130 +no like there's no end to it. + +00:46:15.130 --> 00:46:17.090 +You're W would just go totally out of + +00:46:17.090 --> 00:46:19.420 +control and you would get an error + +00:46:19.420 --> 00:46:21.500 +probably that you're like that your + +00:46:21.500 --> 00:46:22.830 +optimization didn't converge. + +00:46:23.730 --> 00:46:26.020 +So you pretty much always want some + +00:46:26.020 --> 00:46:27.610 +kind of regularization weight, even if + +00:46:27.610 --> 00:46:31.940 +it's really small, to avoid this case + +00:46:31.940 --> 00:46:34.760 +where you don't have a unique solution + +00:46:34.760 --> 00:46:35.990 +to the optimization problem. + +00:46:39.580 --> 00:46:41.240 +There's a lot of different ways to + +00:46:41.240 --> 00:46:43.890 +optimize this and it's not that simple. + +00:46:43.890 --> 00:46:47.440 +So you can do various like gradient + +00:46:47.440 --> 00:46:50.650 +descents or things based on 2nd order + +00:46:50.650 --> 00:46:54.868 +terms, or lasso Regression for L1 or + +00:46:54.868 --> 00:46:57.110 +lasso lasso optimization. + +00:46:57.110 --> 00:46:59.319 +So there's a lot of different + +00:46:59.320 --> 00:46:59.850 +optimizers. + +00:46:59.850 --> 00:47:01.540 +I linked to this paper by Tom Minka + +00:47:01.540 --> 00:47:03.490 +that like explains like several + +00:47:03.490 --> 00:47:05.290 +different choices and their tradeoffs. + +00:47:06.390 --> 00:47:07.760 +At the end of the day, you're going to + +00:47:07.760 --> 00:47:10.399 +use a library, and so it's not really + +00:47:10.400 --> 00:47:12.177 +worth quoting this because it's a + +00:47:12.177 --> 00:47:13.703 +really explored problem and you're not + +00:47:13.703 --> 00:47:15.040 +going to make something better than + +00:47:15.040 --> 00:47:15.840 +somebody else did. + +00:47:17.110 --> 00:47:19.000 +So you want to use the library. + +00:47:19.000 --> 00:47:20.810 +It's worth like it's worth + +00:47:20.810 --> 00:47:21.830 +understanding the different + +00:47:21.830 --> 00:47:25.540 +optimization options a little bit, but + +00:47:25.540 --> 00:47:26.800 +I'm not going to talk about it. + +00:47:30.030 --> 00:47:30.390 +All right. + +00:47:31.040 --> 00:47:31.550 +So. + +00:47:33.150 --> 00:47:35.760 +Here I did an example where I visualize + +00:47:35.760 --> 00:47:38.006 +the weights that are learned using L2 + +00:47:38.006 --> 00:47:39.850 +regularization and L1 regularization + +00:47:39.850 --> 00:47:41.050 +for some digits. + +00:47:41.050 --> 00:47:42.820 +So these are the average Pixels of + +00:47:42.820 --> 00:47:43.940 +digits zero to 4. + +00:47:44.810 --> 00:47:47.308 +These are the L2 2 weights and you can + +00:47:47.308 --> 00:47:49.340 +see like you can sort of see the + +00:47:49.340 --> 00:47:51.125 +numbers in it a little bit like you can + +00:47:51.125 --> 00:47:52.820 +sort of see the three in these weights + +00:47:52.820 --> 00:47:53.020 +that. + +00:47:53.730 --> 00:47:56.437 +And the zero, it wants these weights to + +00:47:56.437 --> 00:47:58.428 +be white, and it wants these weights to + +00:47:58.428 --> 00:47:59.030 +be dark. + +00:47:59.690 --> 00:48:01.320 +I mean these features to be dark, + +00:48:01.320 --> 00:48:03.262 +meaning that if you have a lit pixel + +00:48:03.262 --> 00:48:05.099 +here, it's less likely to be a 0. + +00:48:05.099 --> 00:48:07.100 +If you have a lit pixel here, it's more + +00:48:07.100 --> 00:48:08.390 +likely to be a 0. + +00:48:10.300 --> 00:48:13.390 +But for the L2 one, it's a lot sparser, + +00:48:13.390 --> 00:48:15.590 +so if it's like that blank Gray color, + +00:48:15.590 --> 00:48:17.060 +it means that the weights are zero. + +00:48:18.220 --> 00:48:19.402 +And if it's brighter or darker? + +00:48:19.402 --> 00:48:20.670 +If it's brighter, it means that the + +00:48:20.670 --> 00:48:21.550 +weight is positive. + +00:48:22.260 --> 00:48:26.480 +If it's darker than this uniform Gray, + +00:48:26.480 --> 00:48:27.960 +it means the weight is negative. + +00:48:27.960 --> 00:48:30.430 +So you can see that for L2 one, it's + +00:48:30.430 --> 00:48:32.952 +going to have like some subset of the + +00:48:32.952 --> 00:48:35.123 +L2 features are going to get all the + +00:48:35.123 --> 00:48:36.900 +weight, and most of the weights are + +00:48:36.900 --> 00:48:38.069 +very close to 0. + +00:48:40.120 --> 00:48:42.000 +So for one, it's only going to look at + +00:48:42.000 --> 00:48:44.026 +this small number of pixel, small + +00:48:44.026 --> 00:48:45.990 +number of pixels, and if any of these + +00:48:45.990 --> 00:48:46.640 +guys are. + +00:48:47.400 --> 00:48:49.010 +Are. + +00:48:49.070 --> 00:48:51.130 +Let then it's going to get a big + +00:48:51.130 --> 00:48:52.500 +penalty to being a 0. + +00:48:53.150 --> 00:48:55.560 +If any of these guys are, it gets a big + +00:48:55.560 --> 00:48:56.939 +boost to being a 0. + +00:48:59.420 --> 00:48:59.780 +Question. + +00:49:36.370 --> 00:49:38.230 +OK, let me explain a little bit more + +00:49:38.230 --> 00:49:38.730 +how I get this. + +00:49:39.410 --> 00:49:42.470 +1st So first this is up here is just + +00:49:42.470 --> 00:49:45.510 +simply averaging all the images in a + +00:49:45.510 --> 00:49:46.370 +particular class. + +00:49:47.210 --> 00:49:49.550 +And then I train 2 Logistic Regression + +00:49:49.550 --> 00:49:50.240 +models. + +00:49:50.240 --> 00:49:52.780 +One is trained using the same data that + +00:49:52.780 --> 00:49:55.096 +was used to Average, but to maximize + +00:49:55.096 --> 00:49:57.480 +the train, to maximize the probability + +00:49:57.480 --> 00:49:59.670 +of the labels given the data but under + +00:49:59.670 --> 00:50:02.290 +the L2 regularization penalty. + +00:50:03.040 --> 00:50:05.090 +And the other was trained to maximize + +00:50:05.090 --> 00:50:06.320 +the probability of the label is given + +00:50:06.320 --> 00:50:08.450 +the data under the L1 regularization + +00:50:08.450 --> 00:50:08.920 +penalty. + +00:50:10.410 --> 00:50:12.355 +The way that once you have these + +00:50:12.355 --> 00:50:12.630 +weights. + +00:50:12.630 --> 00:50:14.512 +So these weights are the W's. + +00:50:14.512 --> 00:50:16.750 +These are the coefficients that were + +00:50:16.750 --> 00:50:19.220 +learned as part of as your Linear + +00:50:19.220 --> 00:50:19.560 +model. + +00:50:20.460 --> 00:50:22.310 +In order to apply these weights to do + +00:50:22.310 --> 00:50:23.320 +Classification. + +00:50:24.010 --> 00:50:26.000 +You would multiply each of these + +00:50:26.000 --> 00:50:27.760 +weights with the corresponding pixel. + +00:50:28.490 --> 00:50:31.280 +So given a new test sample, you would + +00:50:31.280 --> 00:50:34.510 +take the sum over all the pixels of the + +00:50:34.510 --> 00:50:36.900 +pixel value times this weight. + +00:50:37.720 --> 00:50:40.257 +So if the way here is bright, it means + +00:50:40.257 --> 00:50:41.755 +that if the pixel value is bright, then + +00:50:41.755 --> 00:50:43.170 +the score is going to go up. + +00:50:43.170 --> 00:50:45.805 +And if the weight here is dark, that + +00:50:45.805 --> 00:50:46.910 +means it's negative. + +00:50:46.910 --> 00:50:50.190 +Then when you if the pixel value is on, + +00:50:50.190 --> 00:50:52.169 +then this is going, then the score is + +00:50:52.169 --> 00:50:53.130 +going to go down. + +00:50:53.130 --> 00:50:55.330 +So that's how to interpret. + +00:50:56.370 --> 00:50:57.930 +How to interpret the weights and? + +00:50:57.930 --> 00:50:59.570 +Normally it's just a vector, but I've + +00:50:59.570 --> 00:51:01.340 +reshaped it into the size of the image + +00:51:01.340 --> 00:51:03.290 +so you could see how it corresponds to + +00:51:03.290 --> 00:51:04.160 +the Pixels. + +00:51:07.190 --> 00:51:08.740 +Where Minimizing 2 things. + +00:51:08.740 --> 00:51:10.540 +One is that we're minimizing the + +00:51:10.540 --> 00:51:11.900 +negative log likelihood of the labels + +00:51:11.900 --> 00:51:12.700 +given the data. + +00:51:12.700 --> 00:51:16.170 +So in other words, we're maximizing the + +00:51:16.170 --> 00:51:17.020 +label likelihood. + +00:51:17.930 --> 00:51:19.740 +And the other is that we're minimizing + +00:51:19.740 --> 00:51:21.237 +the sum of the weights or the sum of + +00:51:21.237 --> 00:51:21.920 +the squared weights. + +00:51:43.810 --> 00:51:44.290 +Right. + +00:51:44.290 --> 00:51:44.580 +Yeah. + +00:51:44.580 --> 00:51:45.385 +So I Prediction time. + +00:51:45.385 --> 00:51:47.530 +So at Training time you have that + +00:51:47.530 --> 00:51:48.388 +regularization term. + +00:51:48.388 --> 00:51:49.700 +At Prediction time you don't. + +00:51:49.700 --> 00:51:52.630 +So at Prediction time, it's just the + +00:51:52.630 --> 00:51:55.510 +score for zero is the sum of all these + +00:51:55.510 --> 00:51:57.340 +coefficients times the corresponding + +00:51:57.340 --> 00:51:58.100 +pixel values. + +00:51:58.760 --> 00:52:00.940 +And the score for one is the sum of all + +00:52:00.940 --> 00:52:02.960 +these coefficient values times the + +00:52:02.960 --> 00:52:04.947 +corresponding pixel values, and so on + +00:52:04.947 --> 00:52:05.830 +for all the digits. + +00:52:06.570 --> 00:52:08.210 +And then at the end you choose. + +00:52:08.210 --> 00:52:09.752 +If you're just assigning a label, you + +00:52:09.752 --> 00:52:11.240 +choose the label with the highest + +00:52:11.240 --> 00:52:11.510 +score. + +00:52:12.230 --> 00:52:12.410 +Yeah. + +00:52:13.580 --> 00:52:14.400 +That did that help? + +00:52:15.100 --> 00:52:15.360 +OK. + +00:52:17.880 --> 00:52:18.570 +Alright. + +00:52:24.020 --> 00:52:25.080 +So. + +00:52:26.630 --> 00:52:28.980 +Alright, so then there's a question of + +00:52:28.980 --> 00:52:29.990 +how do we choose the Lambda? + +00:52:31.260 --> 00:52:34.685 +So selecting Lambda is often called a + +00:52:34.685 --> 00:52:35.098 +hyperparameter. + +00:52:35.098 --> 00:52:37.574 +A hyperparameter is it's a parameter + +00:52:37.574 --> 00:52:40.366 +that the algorithm designer sets that + +00:52:40.366 --> 00:52:42.520 +is not optimized directly by the + +00:52:42.520 --> 00:52:43.120 +Training data. + +00:52:43.120 --> 00:52:45.530 +So the weights are like Parameters of + +00:52:45.530 --> 00:52:46.780 +the Linear model. + +00:52:46.780 --> 00:52:48.660 +But the Lambda is a hyperparameter + +00:52:48.660 --> 00:52:50.030 +because it's a parameter of your + +00:52:50.030 --> 00:52:51.714 +objective function, not a parameter of + +00:52:51.714 --> 00:52:52.219 +your model. + +00:52:56.490 --> 00:52:59.610 +So when you're selecting values for + +00:52:59.610 --> 00:53:02.660 +your hyperparameters, the you can do it + +00:53:02.660 --> 00:53:05.260 +based on intuition, but more commonly + +00:53:05.260 --> 00:53:07.780 +you would do some kind of validation. + +00:53:08.970 --> 00:53:11.210 +So for example, you might say that + +00:53:11.210 --> 00:53:14.000 +Lambda is in this range, one of these + +00:53:14.000 --> 00:53:16.125 +values, 1/8, one quarter, one half one. + +00:53:16.125 --> 00:53:18.350 +It's usually not super sensitive, so + +00:53:18.350 --> 00:53:21.440 +there's no point going into like really + +00:53:21.440 --> 00:53:22.840 +tiny differences. + +00:53:22.840 --> 00:53:24.919 +And it also tends to be like + +00:53:24.920 --> 00:53:27.010 +exponential in its range. + +00:53:27.010 --> 00:53:28.910 +So for example, you don't want to + +00:53:28.910 --> 00:53:32.650 +search from 1/8 to 8 in steps of 1/8 + +00:53:32.650 --> 00:53:34.016 +because that will be like a ton of + +00:53:34.016 --> 00:53:36.080 +values to check and like a difference + +00:53:36.080 --> 00:53:39.090 +between 7:00 and 7/8 and eight is like + +00:53:39.090 --> 00:53:39.610 +nothing. + +00:53:39.680 --> 00:53:40.790 +It won't make any difference. + +00:53:41.830 --> 00:53:43.450 +So usually you want to keep doubling it + +00:53:43.450 --> 00:53:45.770 +or multiplying it by a factor of 10 for + +00:53:45.770 --> 00:53:46.400 +every step. + +00:53:47.690 --> 00:53:49.540 +You train the model using a given + +00:53:49.540 --> 00:53:51.489 +Lambda from the training set, and you + +00:53:51.490 --> 00:53:52.857 +measure and record the performance from + +00:53:52.857 --> 00:53:55.320 +the validation set, and then you choose + +00:53:55.320 --> 00:53:57.053 +the Lambda and the model that gave you + +00:53:57.053 --> 00:53:58.090 +the best performance. + +00:53:58.090 --> 00:53:59.540 +So it's pretty straightforward. + +00:54:00.500 --> 00:54:03.290 +And you can optionally then retrain on + +00:54:03.290 --> 00:54:05.330 +the training and the validation set so + +00:54:05.330 --> 00:54:07.150 +that you didn't like only use your + +00:54:07.150 --> 00:54:09.510 +validation parameters for selecting + +00:54:09.510 --> 00:54:11.992 +that Lambda, and then test on the test + +00:54:11.992 --> 00:54:12.299 +set. + +00:54:12.300 --> 00:54:13.653 +But I'll note that you don't have to do + +00:54:13.653 --> 00:54:14.866 +that for the homework, you should, and + +00:54:14.866 --> 00:54:16.350 +the homework you should generally just. + +00:54:17.480 --> 00:54:20.280 +Use your validation for like measuring + +00:54:20.280 --> 00:54:22.660 +performance and selection and then just + +00:54:22.660 --> 00:54:24.070 +leave your Training. + +00:54:24.070 --> 00:54:25.700 +Leave the models trained on your + +00:54:25.700 --> 00:54:25.960 +Training set. + +00:54:28.300 --> 00:54:30.010 +And then once you've got your final + +00:54:30.010 --> 00:54:32.170 +model, you just test it on the test set + +00:54:32.170 --> 00:54:33.680 +and then that's the measure of the + +00:54:33.680 --> 00:54:34.539 +performance of your model. + +00:54:36.890 --> 00:54:38.525 +So you can start. + +00:54:38.525 --> 00:54:41.020 +So as I said, you typically will keep + +00:54:41.020 --> 00:54:42.080 +on like multiplying your + +00:54:42.080 --> 00:54:44.190 +hyperparameters by some factor rather + +00:54:44.190 --> 00:54:45.380 +than doing a Linear search. + +00:54:46.390 --> 00:54:48.510 +You can also start broad and narrow. + +00:54:48.510 --> 00:54:51.405 +So for example, if I found that 1/4 and + +00:54:51.405 --> 00:54:54.320 +1/2 were the best two values, but it + +00:54:54.320 --> 00:54:55.570 +seemed like there was actually like a + +00:54:55.570 --> 00:54:56.960 +pretty big difference between + +00:54:56.960 --> 00:54:58.560 +neighboring values, then I could then + +00:54:58.560 --> 00:55:01.640 +try like 3/8 and keep on subdividing it + +00:55:01.640 --> 00:55:04.270 +until I feel like I've gotten squeezed + +00:55:04.270 --> 00:55:05.790 +what I can out of that hyperparameter. + +00:55:07.080 --> 00:55:09.750 +Also, if you're searching over many + +00:55:09.750 --> 00:55:13.450 +Parameters simultaneously, the natural + +00:55:13.450 --> 00:55:14.679 +thing that you would do is you would do + +00:55:14.680 --> 00:55:16.420 +a grid search where you do for each + +00:55:16.420 --> 00:55:19.380 +Lambda and for each alpha, and for each + +00:55:19.380 --> 00:55:21.510 +beta you search over some range and try + +00:55:21.510 --> 00:55:23.520 +all combinations of things. + +00:55:23.520 --> 00:55:25.145 +That's actually really inefficient. + +00:55:25.145 --> 00:55:28.377 +The best thing to do is to randomly + +00:55:28.377 --> 00:55:30.720 +select your alpha, beta, gamma, or + +00:55:30.720 --> 00:55:32.790 +whatever things you're searching over, + +00:55:32.790 --> 00:55:34.440 +randomly select them within the + +00:55:34.440 --> 00:55:35.410 +candidate range. + +00:55:36.790 --> 00:55:42.020 +By probabilistic sampling and then try + +00:55:42.020 --> 00:55:44.286 +like 100 different variations and then + +00:55:44.286 --> 00:55:46.173 +and then choose the best combination. + +00:55:46.173 --> 00:55:48.880 +And the reason for that is that often + +00:55:48.880 --> 00:55:50.530 +the Parameters don't depend that + +00:55:50.530 --> 00:55:51.550 +strongly on each other. + +00:55:52.140 --> 00:55:54.450 +And that way in some Parameters will be + +00:55:54.450 --> 00:55:55.920 +much more important than others. + +00:55:56.730 --> 00:55:58.620 +And so if you randomly sample in the + +00:55:58.620 --> 00:56:00.440 +range, if you have multiple Parameters, + +00:56:00.440 --> 00:56:02.270 +then you get to try a lot more + +00:56:02.270 --> 00:56:04.315 +different values of each parameter than + +00:56:04.315 --> 00:56:05.540 +if you're doing a grid search. + +00:56:09.500 --> 00:56:11.270 +So validation. + +00:56:11.390 --> 00:56:11.980 + + +00:56:13.230 --> 00:56:14.870 +You can also do cross validation. + +00:56:14.870 --> 00:56:16.520 +That's just if you split your Training, + +00:56:16.520 --> 00:56:19.173 +split your data set into multiple parts + +00:56:19.173 --> 00:56:22.330 +and each time you train on North minus + +00:56:22.330 --> 00:56:24.642 +one parts and then test on the north + +00:56:24.642 --> 00:56:27.420 +part and then you cycle through which + +00:56:27.420 --> 00:56:28.840 +part you use for validation. + +00:56:29.650 --> 00:56:30.860 +And then you Average all your + +00:56:30.860 --> 00:56:31.775 +validation performance. + +00:56:31.775 --> 00:56:33.960 +So you might do this if you have a very + +00:56:33.960 --> 00:56:36.280 +limited Training set, so that it's + +00:56:36.280 --> 00:56:38.270 +really hard to get both Training + +00:56:38.270 --> 00:56:39.740 +Parameters and get a measure of the + +00:56:39.740 --> 00:56:41.770 +performance with that one Training set, + +00:56:41.770 --> 00:56:43.620 +and so you can. + +00:56:44.820 --> 00:56:47.600 +You can then make more efficient use of + +00:56:47.600 --> 00:56:48.840 +your Training data this way. + +00:56:48.840 --> 00:56:49.870 +Sample efficient use. + +00:56:50.650 --> 00:56:52.110 +And the extreme you can do leave one + +00:56:52.110 --> 00:56:53.780 +out cross validation where you train + +00:56:53.780 --> 00:56:55.777 +with all your data except for one and + +00:56:55.777 --> 00:56:58.050 +then test on that one and then you + +00:56:58.050 --> 00:57:00.965 +cycle which point is used for + +00:57:00.965 --> 00:57:03.749 +validation through all the data + +00:57:03.750 --> 00:57:04.300 +samples. + +00:57:06.440 --> 00:57:09.770 +This is only practical if you if you're + +00:57:09.770 --> 00:57:11.229 +doing like Nearest neighbor for example + +00:57:11.230 --> 00:57:12.890 +where Training takes no time, then + +00:57:12.890 --> 00:57:14.259 +that's easy to do. + +00:57:14.260 --> 00:57:16.859 +Or if you're able to adjust your model + +00:57:16.860 --> 00:57:19.657 +by adjust it for the influence of 1 + +00:57:19.657 --> 00:57:19.885 +sample. + +00:57:19.885 --> 00:57:21.550 +If you can like take out one sample + +00:57:21.550 --> 00:57:23.518 +really easily and adjust your model + +00:57:23.518 --> 00:57:24.740 +then you might be able to do this, + +00:57:24.740 --> 00:57:26.455 +which you could do with Naive Bayes for + +00:57:26.455 --> 00:57:27.060 +example as well. + +00:57:32.060 --> 00:57:33.460 +Right, so Summary of Logistic + +00:57:33.460 --> 00:57:35.180 +Regression. + +00:57:35.180 --> 00:57:37.790 +Key assumptions are that this log odds + +00:57:37.790 --> 00:57:40.460 +ratio can be expressed as a linear + +00:57:40.460 --> 00:57:41.560 +combination of features. + +00:57:42.470 --> 00:57:44.589 +So this probability of y = K given X + +00:57:44.590 --> 00:57:46.710 +over probability of Y not equal to K + +00:57:46.710 --> 00:57:47.730 +given X the log of that. + +00:57:48.470 --> 00:57:51.770 +Is just a Linear model W transpose X. + +00:57:53.350 --> 00:57:55.990 +I've got one coefficient per feature + +00:57:55.990 --> 00:57:57.700 +that's my model Parameters, plus maybe + +00:57:57.700 --> 00:57:59.950 +a bias term which the bias is modeling + +00:57:59.950 --> 00:58:00.850 +like the class prior. + +00:58:02.320 --> 00:58:04.690 +I can Choose L1 or L2 or both. + +00:58:06.110 --> 00:58:08.110 +Regularization in some weight on those. + +00:58:09.810 --> 00:58:11.070 +So this is really. + +00:58:11.070 --> 00:58:13.090 +This works well if you've got a lot of + +00:58:13.090 --> 00:58:14.470 +features, because again, it's much more + +00:58:14.470 --> 00:58:16.100 +powerful in a high dimensional space. + +00:58:16.840 --> 00:58:18.740 +And it's OK if some of those features + +00:58:18.740 --> 00:58:20.520 +are irrelevant or redundant, where + +00:58:20.520 --> 00:58:22.110 +things like Naive Bayes will get + +00:58:22.110 --> 00:58:24.010 +tripped up by irrelevant or redundant + +00:58:24.010 --> 00:58:24.360 +features. + +00:58:25.480 --> 00:58:28.210 +And it provides a good estimate of the + +00:58:28.210 --> 00:58:29.380 +label likelihood. + +00:58:29.380 --> 00:58:32.290 +So it tends to give you a well + +00:58:32.290 --> 00:58:34.233 +calibrated classifier, which means that + +00:58:34.233 --> 00:58:36.425 +if you look at its confidence, if the + +00:58:36.425 --> 00:58:39.520 +confidence is 8, then like 80% of the + +00:58:39.520 --> 00:58:41.279 +times that the confidence is .8, it + +00:58:41.280 --> 00:58:41.960 +will be correct. + +00:58:42.710 --> 00:58:43.300 +Roughly. + +00:58:44.800 --> 00:58:46.150 +Not to use and Weaknesses. + +00:58:46.150 --> 00:58:47.689 +If the features are low dimensional, + +00:58:47.690 --> 00:58:49.410 +then the Linear function is not likely + +00:58:49.410 --> 00:58:50.600 +to be expressive enough. + +00:58:50.600 --> 00:58:52.824 +So usually if your features are low + +00:58:52.824 --> 00:58:54.395 +dimensional to start with, you actually + +00:58:54.395 --> 00:58:56.055 +like turn them into high dimensional + +00:58:56.055 --> 00:58:59.480 +features first, like by doing trees or + +00:58:59.480 --> 00:59:01.820 +other ways of like turning continuous + +00:59:01.820 --> 00:59:03.690 +values into a lot of discrete values. + +00:59:04.310 --> 00:59:05.900 +And then you apply your Linear + +00:59:05.900 --> 00:59:06.450 +classifier. + +00:59:10.310 --> 00:59:11.890 +Right, so I was going to do like a + +00:59:11.890 --> 00:59:13.600 +Pause thing here, but since we only + +00:59:13.600 --> 00:59:16.490 +have 15 minutes left, I will use this + +00:59:16.490 --> 00:59:18.470 +as a Review question for the start of + +00:59:18.470 --> 00:59:20.850 +the next lecture. + +00:59:20.850 --> 00:59:22.830 +And I want to I do want to get into + +00:59:22.830 --> 00:59:25.820 +Linear Regression so apologies for. + +00:59:26.860 --> 00:59:28.010 +Fairly heavy. + +00:59:29.390 --> 00:59:30.620 +75 minutes. + +00:59:33.310 --> 00:59:34.229 +Yeah, there's a lot of math. + +00:59:34.230 --> 00:59:37.080 +There will be a lot of math every + +00:59:37.080 --> 00:59:38.755 +Lecture, pretty much. + +00:59:38.755 --> 00:59:40.120 +There's never not. + +00:59:40.970 --> 00:59:42.075 +There's always Linear. + +00:59:42.075 --> 00:59:43.920 +There's always Linear linear algebra, + +00:59:43.920 --> 00:59:45.060 +calculus, probability. + +00:59:45.060 --> 00:59:47.920 +It's part of every part of machine + +00:59:47.920 --> 00:59:48.210 +learning. + +00:59:49.250 --> 00:59:50.380 +So. + +00:59:50.700 --> 00:59:52.002 +Alright, so Linear Regression. + +00:59:52.002 --> 00:59:53.470 +Linear Regression is actually a little + +00:59:53.470 --> 00:59:55.790 +bit more intuitive I think than Linear + +00:59:55.790 --> 00:59:57.645 +Logistic Regression because you're just + +00:59:57.645 --> 00:59:59.600 +your Linear function is just like a + +00:59:59.600 --> 01:00:01.440 +lion, you're just fitting the data and + +01:00:01.440 --> 01:00:02.570 +we see this all the time. + +01:00:02.570 --> 01:00:04.236 +Like if you use Excel you can do a + +01:00:04.236 --> 01:00:05.380 +Linear fit to your plot. + +01:00:06.120 --> 01:00:08.420 +And there's a lot of reasons that you + +01:00:08.420 --> 01:00:09.850 +want to use Linear Regression. + +01:00:09.850 --> 01:00:11.940 +You might want to just like explain a + +01:00:11.940 --> 01:00:12.580 +trend. + +01:00:12.580 --> 01:00:15.010 +You might want to extrapolate the data + +01:00:15.010 --> 01:00:18.330 +to say if my Frequency were like 25 for + +01:00:18.330 --> 01:00:21.530 +chirps, then what is my likely cricket + +01:00:21.530 --> 01:00:21.970 +Temperature? + +01:00:23.780 --> 01:00:25.265 +You may want to do. + +01:00:25.265 --> 01:00:26.950 +You may actually want to do Prediction + +01:00:26.950 --> 01:00:28.159 +if you have a lot of features and + +01:00:28.160 --> 01:00:29.580 +you're trying to predict a single + +01:00:29.580 --> 01:00:30.740 +variable. + +01:00:30.740 --> 01:00:32.650 +Again, here I'm only showing 2D plots, + +01:00:32.650 --> 01:00:34.500 +but you can, like in your Temperature + +01:00:34.500 --> 01:00:36.110 +Regression problem, you can't have lots + +01:00:36.110 --> 01:00:37.600 +of features and use the Linear model + +01:00:37.600 --> 01:00:37.800 +on. + +01:00:39.630 --> 01:00:41.046 +The Linear Regression, you're trying to + +01:00:41.046 --> 01:00:42.750 +fit Linear coefficients to features to + +01:00:42.750 --> 01:00:44.920 +predicted continuous variable, and if + +01:00:44.920 --> 01:00:46.545 +you're trying to fit multiple + +01:00:46.545 --> 01:00:48.560 +continuous variables, then you do, then + +01:00:48.560 --> 01:00:49.920 +you have multiple Linear models. + +01:00:52.450 --> 01:00:55.900 +So this is evaluated by like root mean + +01:00:55.900 --> 01:00:57.940 +squared error, the sum of squared + +01:00:57.940 --> 01:00:59.570 +differences between the points. + +01:01:01.560 --> 01:01:02.930 +Square root of that. + +01:01:02.930 --> 01:01:04.942 +Or it could be like the median absolute + +01:01:04.942 --> 01:01:06.890 +error, which is the absolute difference + +01:01:06.890 --> 01:01:08.858 +between the points and the median of + +01:01:08.858 --> 01:01:10.907 +that, various combinations of that. + +01:01:10.907 --> 01:01:13.079 +And then here I'm showing the R2 + +01:01:13.080 --> 01:01:15.680 +residual which is essentially the + +01:01:15.680 --> 01:01:19.460 +variance or the sum of squared error of + +01:01:19.460 --> 01:01:20.490 +the points. + +01:01:21.110 --> 01:01:24.550 +From the predicted line divided by the + +01:01:24.550 --> 01:01:27.897 +sum of squared difference between the + +01:01:27.897 --> 01:01:29.771 +points and the average of the points, + +01:01:29.771 --> 01:01:31.378 +the predicted values and the target + +01:01:31.378 --> 01:01:33.252 +values, and the average of the target + +01:01:33.252 --> 01:01:33.519 +values. + +01:01:35.360 --> 01:01:37.750 +It's 1 minus that thing, and so this is + +01:01:37.750 --> 01:01:39.825 +essentially the amount of variance that + +01:01:39.825 --> 01:01:42.810 +is explained by your Linear model. + +01:01:43.550 --> 01:01:44.690 +That's the R2. + +01:01:45.960 --> 01:01:48.460 +And if R2 is close to zero, then it + +01:01:48.460 --> 01:01:50.810 +means that the Linear model that you + +01:01:50.810 --> 01:01:52.680 +can't really linearly explain your + +01:01:52.680 --> 01:01:54.880 +target variable very well from the + +01:01:54.880 --> 01:01:55.440 +features. + +01:01:56.470 --> 01:01:58.390 +If it's close to one, it means that you + +01:01:58.390 --> 01:02:00.060 +can explain it almost perfectly. + +01:02:00.060 --> 01:02:01.310 +In other words, you can get an almost + +01:02:01.310 --> 01:02:03.440 +perfect Prediction compared to the + +01:02:03.440 --> 01:02:04.230 +original variance. + +01:02:05.570 --> 01:02:08.330 +So you can see here that this isn't + +01:02:08.330 --> 01:02:09.060 +really. + +01:02:09.060 --> 01:02:10.500 +If you look at the points, there's + +01:02:10.500 --> 01:02:12.060 +actually a curve to it, so there's + +01:02:12.060 --> 01:02:14.203 +probably a better fit than this Linear + +01:02:14.203 --> 01:02:14.649 +model. + +01:02:14.650 --> 01:02:16.220 +But the Linear model still isn't too + +01:02:16.220 --> 01:02:16.670 +bad. + +01:02:16.670 --> 01:02:18.789 +We have an R sqrt 87. + +01:02:20.350 --> 01:02:23.330 +Here the Linear model seems pretty + +01:02:23.330 --> 01:02:25.410 +decent, but there's a lot of as a + +01:02:25.410 --> 01:02:25.920 +choice. + +01:02:25.920 --> 01:02:28.200 +But there's a lot of variance to the + +01:02:28.200 --> 01:02:28.570 +data. + +01:02:28.570 --> 01:02:30.632 +Even for this exact same data, exact + +01:02:30.632 --> 01:02:32.210 +same Frequency, there's many different + +01:02:32.210 --> 01:02:32.660 +temperatures. + +01:02:33.430 --> 01:02:35.400 +And so here the amount of variance that + +01:02:35.400 --> 01:02:37.010 +can be explained is 68%. + +01:02:42.160 --> 01:02:43.010 +The Linear. + +01:02:44.090 --> 01:02:44.630 +Whoops. + +01:02:45.760 --> 01:02:48.400 +This should actually Linear Regression + +01:02:48.400 --> 01:02:49.670 +algorithm, not Logistic. + +01:02:52.200 --> 01:02:54.090 +So the Linear Regression algorithm. + +01:02:54.090 --> 01:02:55.520 +It's an easy mistake to make because + +01:02:55.520 --> 01:02:56.570 +they look almost the same. + +01:02:57.300 --> 01:02:59.800 +Is just that I'm Minimizing. + +01:02:59.800 --> 01:03:01.440 +Now I'm just minimizing the squared + +01:03:01.440 --> 01:03:03.580 +difference between the Linear model and + +01:03:03.580 --> 01:03:04.630 +the. + +01:03:05.480 --> 01:03:08.640 +And the target value over all of the. + +01:03:09.380 --> 01:03:11.050 +XNS so also. + +01:03:11.970 --> 01:03:13.280 +Let me fix. + +01:03:17.040 --> 01:03:19.170 +So this should be X. + +01:03:21.580 --> 01:03:21.900 +OK. + +01:03:23.800 --> 01:03:25.740 +Right, so I'm minimizing the sum of + +01:03:25.740 --> 01:03:27.820 +squared error here between the + +01:03:27.820 --> 01:03:29.718 +predicted value and the true value, and + +01:03:29.718 --> 01:03:32.280 +you could have different variations on + +01:03:32.280 --> 01:03:32.482 +that. + +01:03:32.482 --> 01:03:34.140 +You could minimize the sum of absolute + +01:03:34.140 --> 01:03:35.825 +error, which is a harder thing to + +01:03:35.825 --> 01:03:38.030 +minimize but more robust to outliers. + +01:03:38.030 --> 01:03:39.340 +And then I also have this + +01:03:39.340 --> 01:03:41.520 +regularization term that Prediction is + +01:03:41.520 --> 01:03:43.340 +just the sum of weights times the + +01:03:43.340 --> 01:03:45.950 +features or W transpose X. + +01:03:45.950 --> 01:03:47.500 +So straightforward. + +01:03:50.060 --> 01:03:52.780 +In terms of the optimization, it's just + +01:03:52.780 --> 01:03:55.070 +if you have L2 2 regularization, then + +01:03:55.070 --> 01:03:55.920 +it's just a. + +01:03:57.260 --> 01:03:59.130 +At least squares optimization. + +01:03:59.810 --> 01:04:00.320 +So. + +01:04:01.360 --> 01:04:03.050 +I did like a sort of Brief. + +01:04:03.620 --> 01:04:06.760 +Brief derivation, just Minimizing that + +01:04:06.760 --> 01:04:07.970 +function, taking the derivative, + +01:04:07.970 --> 01:04:08.790 +setting it equal to 0. + +01:04:09.640 --> 01:04:12.180 +At the end you will skip most of the + +01:04:12.180 --> 01:04:13.770 +steps because it's just a. + +01:04:14.830 --> 01:04:15.905 +It's the least squares problem. + +01:04:15.905 --> 01:04:17.520 +It shows up in a lot of cases and I + +01:04:17.520 --> 01:04:19.020 +didn't want to focus on it. + +01:04:19.700 --> 01:04:21.079 +At the end you will get this thing. + +01:04:21.080 --> 01:04:24.000 +So you'll say that A is the thing that + +01:04:24.000 --> 01:04:25.810 +minimizes this squared term. + +01:04:27.340 --> 01:04:28.810 +Or this is just a different way of + +01:04:28.810 --> 01:04:31.508 +writing that problem and so this is an + +01:04:31.508 --> 01:04:32.970 +N by M matrix. + +01:04:32.970 --> 01:04:36.506 +So these are your N examples and M + +01:04:36.506 --> 01:04:36.984 +features. + +01:04:36.984 --> 01:04:38.690 +This is the thing that we're + +01:04:38.690 --> 01:04:39.420 +optimizing. + +01:04:39.420 --> 01:04:41.590 +It's an M by 1 vector if I have M + +01:04:41.590 --> 01:04:41.890 +features. + +01:04:42.630 --> 01:04:44.900 +These are my values that I want to + +01:04:44.900 --> 01:04:45.540 +Predict. + +01:04:45.540 --> 01:04:47.200 +This is an north by 1 vector. + +01:04:47.200 --> 01:04:49.420 +That's my Different labels for the + +01:04:49.420 --> 01:04:50.370 +North examples. + +01:04:50.950 --> 01:04:53.550 +And then I'm squaring that term in + +01:04:53.550 --> 01:04:54.700 +matrix wise. + +01:04:55.570 --> 01:04:58.577 +And the solution this is just that a is + +01:04:58.577 --> 01:05:01.125 +the pseudo inverse of X * Y which + +01:05:01.125 --> 01:05:02.920 +pseudo inverse is given here. + +01:05:05.640 --> 01:05:08.470 +And again if you have. + +01:05:09.510 --> 01:05:10.400 +So. + +01:05:11.060 --> 01:05:13.180 +The regularization is exactly the same. + +01:05:13.180 --> 01:05:15.455 +It's usually used L2 or L1 + +01:05:15.455 --> 01:05:16.900 +regularization and they do the same + +01:05:16.900 --> 01:05:18.050 +things that they did in Logistic + +01:05:18.050 --> 01:05:18.335 +Regression. + +01:05:18.335 --> 01:05:19.890 +They want the weights to be small, but + +01:05:19.890 --> 01:05:23.280 +L2 one wants is OK with some sparse + +01:05:23.280 --> 01:05:25.186 +higher values where L2 2 wants all the + +01:05:25.186 --> 01:05:25.850 +weights to be small. + +01:05:27.820 --> 01:05:30.020 +So L2 2 Linear Regression is pretty + +01:05:30.020 --> 01:05:31.540 +easy to implement, it's just going to + +01:05:31.540 --> 01:05:37.020 +be like in pseudocode or roughly exact + +01:05:37.020 --> 01:05:37.290 +code. + +01:05:37.970 --> 01:05:41.530 +It would just be inverse X * Y. + +01:05:41.530 --> 01:05:42.190 +That's it. + +01:05:42.190 --> 01:05:44.360 +So W equals inverse X * Y. + +01:05:45.070 --> 01:05:47.700 +And if you add some regularization + +01:05:47.700 --> 01:05:50.080 +term, you just have to add to XA little + +01:05:50.080 --> 01:05:51.830 +bit and add on to that. + +01:05:51.830 --> 01:05:53.330 +The target for West is 0. + +01:05:55.330 --> 01:05:55.940 +And. + +01:05:56.740 --> 01:05:58.610 +L1 regularization is actually a pretty + +01:05:58.610 --> 01:06:00.850 +tricky optimization problem, but I + +01:06:00.850 --> 01:06:02.920 +would just say you can also use the + +01:06:02.920 --> 01:06:04.620 +library for either of these. + +01:06:04.620 --> 01:06:07.260 +So similar to 1 Logistic Regression, + +01:06:07.260 --> 01:06:08.890 +Linear Regression is ubiquitous. + +01:06:08.890 --> 01:06:10.470 +No matter what program language you're + +01:06:10.470 --> 01:06:12.190 +using, there's going to be a library + +01:06:12.190 --> 01:06:14.310 +that you can use to solve this problem. + +01:06:15.410 --> 01:06:18.517 +So when I decide whether you should + +01:06:18.517 --> 01:06:20.400 +implement something by hand, or know + +01:06:20.400 --> 01:06:22.202 +how to implement it by hand, or whether + +01:06:22.202 --> 01:06:24.240 +you should just use a model, it's kind + +01:06:24.240 --> 01:06:25.353 +of a function of like. + +01:06:25.353 --> 01:06:27.360 +How complicated is that optimization + +01:06:27.360 --> 01:06:30.200 +problem also, are there? + +01:06:30.200 --> 01:06:32.350 +Is it like a really standard problem + +01:06:32.350 --> 01:06:34.320 +where you're pretty much guaranteed + +01:06:34.320 --> 01:06:35.350 +that for your own? + +01:06:36.270 --> 01:06:37.260 +Custom problem. + +01:06:37.260 --> 01:06:39.530 +You'll be able to just use a library to + +01:06:39.530 --> 01:06:40.410 +solve it. + +01:06:40.410 --> 01:06:41.920 +Or is it something where there's a lot + +01:06:41.920 --> 01:06:43.380 +of customization that's typically + +01:06:43.380 --> 01:06:45.170 +involved, like for a Naive Bayes for + +01:06:45.170 --> 01:06:45.620 +example. + +01:06:47.590 --> 01:06:48.560 +And. + +01:06:49.670 --> 01:06:51.250 +And that's basically it. + +01:06:51.250 --> 01:06:53.750 +So in cases where the optimization is + +01:06:53.750 --> 01:06:55.750 +hard and there's not much customization + +01:06:55.750 --> 01:06:57.680 +to be done and it's a really well + +01:06:57.680 --> 01:07:00.140 +established problem, then you might as + +01:07:00.140 --> 01:07:01.536 +well just use a model that's out there + +01:07:01.536 --> 01:07:02.900 +and not worry about the. + +01:07:03.800 --> 01:07:05.050 +Details of optimization. + +01:07:07.130 --> 01:07:08.520 +The one thing that's important to know + +01:07:08.520 --> 01:07:11.150 +is that sometimes you have, sometimes + +01:07:11.150 --> 01:07:12.480 +it's helpful to transform the + +01:07:12.480 --> 01:07:13.050 +variables. + +01:07:13.920 --> 01:07:15.520 +So it might be that originally your + +01:07:15.520 --> 01:07:18.460 +model is not very linearly predictive, + +01:07:18.460 --> 01:07:19.250 +so. + +01:07:20.660 --> 01:07:24.330 +Here I have a frequency of word usage + +01:07:24.330 --> 01:07:25.160 +in Shakespeare. + +01:07:26.220 --> 01:07:29.270 +And on the X axis is the rank of how + +01:07:29.270 --> 01:07:31.360 +common that word is. + +01:07:31.360 --> 01:07:34.537 +So the most common word occurs 14,000 + +01:07:34.537 --> 01:07:37.062 +times, the second most common word + +01:07:37.062 --> 01:07:39.290 +occurs 4000 times, the third most + +01:07:39.290 --> 01:07:41.190 +common word occurs 2000 times. + +01:07:41.960 --> 01:07:42.732 +And so on. + +01:07:42.732 --> 01:07:45.300 +So it keeps on dropping by a big + +01:07:45.300 --> 01:07:46.490 +fraction every time. + +01:07:47.420 --> 01:07:49.020 +Most common word might be thy or + +01:07:49.020 --> 01:07:49.500 +something. + +01:07:50.570 --> 01:07:53.864 +So if I try to do a Linear fit to that, + +01:07:53.864 --> 01:07:55.620 +it's not really a good fit. + +01:07:55.620 --> 01:07:57.670 +It's obviously like not really lying + +01:07:57.670 --> 01:07:59.085 +along those points at all. + +01:07:59.085 --> 01:08:01.220 +It's way underestimating for the small + +01:08:01.220 --> 01:08:03.140 +values and weight overestimating where + +01:08:03.140 --> 01:08:06.230 +the rank is high, or reverse that + +01:08:06.230 --> 01:08:06.990 +weight, underestimating. + +01:08:07.990 --> 01:08:09.810 +It's underestimating both of those. + +01:08:09.810 --> 01:08:11.680 +It's only overestimating this range. + +01:08:12.470 --> 01:08:13.010 +And. + +01:08:13.880 --> 01:08:17.030 +But if I like think about it, I can see + +01:08:17.030 --> 01:08:18.450 +that there's some kind of logarithmic + +01:08:18.450 --> 01:08:20.350 +behavior here, where it's always + +01:08:20.350 --> 01:08:22.840 +decreasing by some fraction rather than + +01:08:22.840 --> 01:08:24.540 +decreasing by a constant amount. + +01:08:25.830 --> 01:08:28.809 +And so if I replot this as a log log + +01:08:28.810 --> 01:08:31.100 +plot where I have the log rank on the X + +01:08:31.100 --> 01:08:33.940 +axis and the log number of appearances. + +01:08:34.610 --> 01:08:36.000 +On the Y axis. + +01:08:36.000 --> 01:08:39.680 +Then I have this nice Linear behavior + +01:08:39.680 --> 01:08:42.030 +and so now I can fit a linear model to + +01:08:42.030 --> 01:08:43.000 +my log log plot. + +01:08:43.860 --> 01:08:47.040 +And then I can in order to do that, I + +01:08:47.040 --> 01:08:49.380 +would just then have essentially. + +01:08:52.910 --> 01:08:56.150 +I would say like let's say X hat. + +01:08:57.550 --> 01:09:01.610 +Equals log of X where X is the rank. + +01:09:03.380 --> 01:09:06.800 +And then Y hat equals. + +01:09:07.650 --> 01:09:10.690 +W transpose or here there's only One X, + +01:09:10.690 --> 01:09:13.000 +but leave it in vector format anyway. + +01:09:13.000 --> 01:09:14.770 +W transpose X hat. + +01:09:17.320 --> 01:09:19.950 +And then Y, which is the original thing + +01:09:19.950 --> 01:09:22.060 +that I wanted to Predict, is just the + +01:09:22.060 --> 01:09:23.910 +exponent of Y hat. + +01:09:25.030 --> 01:09:28.070 +Since Y was the. + +01:09:29.110 --> 01:09:31.750 +Since Y hat is the log Frequency. + +01:09:33.680 --> 01:09:35.970 +So I can just learn this Linear model, + +01:09:35.970 --> 01:09:37.870 +but then I can easily transform the + +01:09:37.870 --> 01:09:38.620 +variables. + +01:09:39.290 --> 01:09:42.406 +Get my prediction of the log number of + +01:09:42.406 --> 01:09:43.870 +appearances and then transform that + +01:09:43.870 --> 01:09:47.350 +back into the like regular number of + +01:09:47.350 --> 01:09:47.760 +appearances. + +01:09:53.160 --> 01:09:55.890 +It's also worth noting that if you are + +01:09:55.890 --> 01:09:58.460 +Minimizing a ^2 loss. + +01:09:59.120 --> 01:10:01.760 +Then you're then you're going to be + +01:10:01.760 --> 01:10:04.860 +sensitive to outliers, so as this + +01:10:04.860 --> 01:10:07.240 +example from the textbook and some a + +01:10:07.240 --> 01:10:08.820 +lot of these plots are examples from + +01:10:08.820 --> 01:10:09.960 +the Forsyth textbook. + +01:10:12.120 --> 01:10:13.286 +I've got these points here. + +01:10:13.286 --> 01:10:15.379 +I've got the exact same points here, + +01:10:15.380 --> 01:10:18.290 +but added one outlying .1 point that's + +01:10:18.290 --> 01:10:19.050 +way off the line. + +01:10:19.890 --> 01:10:22.360 +And you can see that totally messed up + +01:10:22.360 --> 01:10:23.206 +my fit. + +01:10:23.206 --> 01:10:24.990 +Like, now that fit hardly goes through + +01:10:24.990 --> 01:10:28.040 +anything, just from that one point. + +01:10:28.040 --> 01:10:29.020 +That's way off base. + +01:10:30.070 --> 01:10:32.763 +And so that's really a problem with the + +01:10:32.763 --> 01:10:33.149 +optimization. + +01:10:33.149 --> 01:10:35.930 +With the optimization objective, if I + +01:10:35.930 --> 01:10:38.362 +have a squared error, then I really, + +01:10:38.362 --> 01:10:40.150 +really, really hate points that are far + +01:10:40.150 --> 01:10:42.670 +from the line, so that one point is + +01:10:42.670 --> 01:10:44.620 +able to pull this whole line towards + +01:10:44.620 --> 01:10:46.630 +it, because this squared penalty is + +01:10:46.630 --> 01:10:48.750 +just so big if it's that far away. + +01:10:49.950 --> 01:10:51.980 +But if I have an L1, if I'm Minimizing + +01:10:51.980 --> 01:10:55.380 +the L2 one difference, then this will + +01:10:55.380 --> 01:10:55.920 +not happen. + +01:10:55.920 --> 01:10:57.900 +I would end up with roughly the same + +01:10:57.900 --> 01:10:58.680 +plot. + +01:10:59.330 --> 01:11:02.380 +Or the other way of dealing with it is + +01:11:02.380 --> 01:11:05.960 +to do something like me estimation, + +01:11:05.960 --> 01:11:08.670 +where I'm also estimating a weight for + +01:11:08.670 --> 01:11:10.310 +each point of how well it fits into the + +01:11:10.310 --> 01:11:12.270 +model, and then at the end of that + +01:11:12.270 --> 01:11:13.730 +estimation this will get very little + +01:11:13.730 --> 01:11:15.250 +weight and then I'll also end up with + +01:11:15.250 --> 01:11:16.120 +the original line. + +01:11:17.220 --> 01:11:19.270 +So I will talk more about or I plan + +01:11:19.270 --> 01:11:21.880 +anyway to talk more about like robust + +01:11:21.880 --> 01:11:24.480 +fitting later in the semester, but I + +01:11:24.480 --> 01:11:25.790 +just wanted to make you aware of this + +01:11:25.790 --> 01:11:26.180 +issue. + +01:11:32.600 --> 01:11:34.260 +Linear. + +01:11:34.260 --> 01:11:34.630 +OK. + +01:11:34.630 --> 01:11:37.170 +So just comparing these algorithms + +01:11:37.170 --> 01:11:37.700 +we've seen. + +01:11:38.480 --> 01:11:41.635 +So K&N between Linear Regression K&N + +01:11:41.635 --> 01:11:42.770 +and IBS. + +01:11:42.770 --> 01:11:45.660 +K&N is the most nonlinear of them, so + +01:11:45.660 --> 01:11:47.530 +you can fit nonlinear functions with + +01:11:47.530 --> 01:11:47.850 +K&N. + +01:11:49.240 --> 01:11:50.880 +Linear Regression is the only one that + +01:11:50.880 --> 01:11:51.665 +can extrapolate. + +01:11:51.665 --> 01:11:54.250 +So for a function like this like K&N + +01:11:54.250 --> 01:11:56.290 +and Naive Bayes will still give me some + +01:11:56.290 --> 01:11:58.230 +value that's within the range of values + +01:11:58.230 --> 01:11:59.350 +that I have observed. + +01:11:59.350 --> 01:12:02.330 +So if I have a frequency of like 5 or + +01:12:02.330 --> 01:12:03.090 +25. + +01:12:04.000 --> 01:12:06.620 +K&N is still going to give me like a + +01:12:06.620 --> 01:12:08.716 +Temperature that's in this range or in + +01:12:08.716 --> 01:12:09.209 +this range. + +01:12:10.260 --> 01:12:11.960 +Where Linear Regression can + +01:12:11.960 --> 01:12:13.863 +extrapolate, it can actually make a + +01:12:13.863 --> 01:12:15.730 +better like, assuming that it continues + +01:12:15.730 --> 01:12:17.320 +to be a Linear relationship, a better + +01:12:17.320 --> 01:12:19.230 +prediction for the extreme values that + +01:12:19.230 --> 01:12:20.380 +were not observed in Training. + +01:12:22.370 --> 01:12:26.670 +Linear Regression is compared to. + +01:12:27.970 --> 01:12:31.460 +Compared to K&N, Linear Regression is + +01:12:31.460 --> 01:12:33.225 +higher, higher bias and lower variance. + +01:12:33.225 --> 01:12:35.140 +It's a more constrained model than K&N + +01:12:35.140 --> 01:12:37.816 +because it's constrained to this Linear + +01:12:37.816 --> 01:12:39.680 +model where K&N is nonlinear. + +01:12:41.140 --> 01:12:43.040 +Linear Regression is more useful to + +01:12:43.040 --> 01:12:46.439 +explain a relationship than K&N or + +01:12:46.440 --> 01:12:47.220 +Naive Bayes. + +01:12:47.220 --> 01:12:49.530 +You can see things like well as the + +01:12:49.530 --> 01:12:51.550 +frequency increases by one then my + +01:12:51.550 --> 01:12:53.280 +Temperature tends to increase by three + +01:12:53.280 --> 01:12:54.325 +or whatever it is. + +01:12:54.325 --> 01:12:56.420 +So you get like a very simple + +01:12:56.420 --> 01:12:57.960 +explanation that relates to your + +01:12:57.960 --> 01:12:59.030 +features to your data. + +01:12:59.030 --> 01:13:00.770 +So that's why you do like a trend fit + +01:13:00.770 --> 01:13:01.650 +in your Excel plot. + +01:13:04.020 --> 01:13:05.930 +Linear compared to Gaussian I Bayes, + +01:13:05.930 --> 01:13:08.485 +Linear Regression is more powerful in + +01:13:08.485 --> 01:13:10.700 +the sense that it should always fit the + +01:13:10.700 --> 01:13:12.350 +Training data better because it has + +01:13:12.350 --> 01:13:13.990 +more freedom to adjust its + +01:13:13.990 --> 01:13:14.700 +coefficients. + +01:13:16.340 --> 01:13:17.820 +But it doesn't necessarily mean that + +01:13:17.820 --> 01:13:19.030 +will fit the test data better. + +01:13:19.030 --> 01:13:20.980 +So if your data is really Gaussian, + +01:13:20.980 --> 01:13:22.830 +then Gaussian nibs would be the best + +01:13:22.830 --> 01:13:23.510 +thing you could do. + +01:13:28.290 --> 01:13:34.480 +So the key it's basically that Y can be + +01:13:34.480 --> 01:13:35.980 +predicted by your Linear combination of + +01:13:35.980 --> 01:13:36.590 +features. + +01:13:37.570 --> 01:13:38.354 +You can. + +01:13:38.354 --> 01:13:40.450 +You want to use it if you want to + +01:13:40.450 --> 01:13:42.380 +extrapolate or visualize or quantify + +01:13:42.380 --> 01:13:44.903 +correlations or relationships, or if + +01:13:44.903 --> 01:13:46.710 +you have Many features that can be very + +01:13:46.710 --> 01:13:47.620 +powerful predictor. + +01:13:48.580 --> 01:13:50.410 +And you don't want to use it obviously + +01:13:50.410 --> 01:13:51.860 +if the relationships are very nonlinear + +01:13:51.860 --> 01:13:53.540 +and that or you need to apply a + +01:13:53.540 --> 01:13:54.700 +transformation first. + +01:13:56.520 --> 01:13:58.850 +I'll be done in just one second. + +01:13:59.270 --> 01:14:02.490 +And so these are used so widely that I + +01:14:02.490 --> 01:14:03.420 +couldn't think of. + +01:14:03.420 --> 01:14:05.480 +I felt like coming up with an example + +01:14:05.480 --> 01:14:07.230 +of when they're used would not give + +01:14:07.230 --> 01:14:10.010 +you, would not be the right thing to do + +01:14:10.010 --> 01:14:11.940 +because they're used millions of times, + +01:14:11.940 --> 01:14:14.360 +like almost all the time you're doing + +01:14:14.360 --> 01:14:16.970 +Linear Regression or Linear or Logistic + +01:14:16.970 --> 01:14:17.550 +Regression. + +01:14:18.510 --> 01:14:20.300 +If you have a neural network, the last + +01:14:20.300 --> 01:14:22.130 +layer is a Logistic regressor. + +01:14:22.130 --> 01:14:24.240 +So they use like really, really widely. + +01:14:24.240 --> 01:14:24.735 +They're the. + +01:14:24.735 --> 01:14:26.080 +They're the bread and butter of machine + +01:14:26.080 --> 01:14:26.410 +learning. + +01:14:28.310 --> 01:14:29.010 +I'm going to. + +01:14:29.010 --> 01:14:30.480 +I'll Recap this at the start of the + +01:14:30.480 --> 01:14:31.040 +next class. + +01:14:31.820 --> 01:14:34.715 +And I'll talk about, I'll go through + +01:14:34.715 --> 01:14:36.110 +the review at the start of the next + +01:14:36.110 --> 01:14:37.530 +class of homework one as well. + +01:14:37.530 --> 01:14:39.840 +This is just basically information, + +01:14:39.840 --> 01:14:41.560 +summary of information that's already + +01:14:41.560 --> 01:14:42.539 +given to you in the homework + +01:14:42.540 --> 01:14:42.880 +assignment. + +01:14:44.960 --> 01:14:45.315 +Alright. + +01:14:45.315 --> 01:14:47.160 +So next week I'll just go through that + +01:14:47.160 --> 01:14:49.610 +review and then I'll talk about trees + +01:14:49.610 --> 01:14:51.390 +and I'll talk about Ensembles. + +01:14:51.390 --> 01:14:54.580 +And remember that your homework one is + +01:14:54.580 --> 01:14:56.620 +due on February 6, so a week from + +01:14:56.620 --> 01:14:57.500 +Monday. + +01:14:57.500 --> 01:14:58.160 +Thank you. + +01:15:03.740 --> 01:15:04.530 +Question about. + +01:15:06.630 --> 01:15:10.140 +I observed the Training data and I + +01:15:10.140 --> 01:15:13.110 +think this occurrence is not simple one + +01:15:13.110 --> 01:15:13.770 +or zero. + +01:15:13.770 --> 01:15:16.570 +So how should we count the occurrence + +01:15:16.570 --> 01:15:17.940 +on each of the? + +01:15:20.610 --> 01:15:24.257 +So first you have to you threshold it + +01:15:24.257 --> 01:15:28.690 +so first you say like X train equals. + +01:15:29.340 --> 01:15:30.810 +784X1 train. + +01:15:31.780 --> 01:15:33.580 +Greater than 0.5. + +01:15:34.750 --> 01:15:35.896 +So that's what I mean by thresholding + +01:15:35.896 --> 01:15:38.450 +and now this will be zeros or zeros and + +01:15:38.450 --> 01:15:40.820 +ones and so now you can count. + +01:15:42.360 --> 01:15:44.530 +So that's how we. + +01:15:46.270 --> 01:15:48.550 +Now you can count it, yeah? + +01:15:50.090 --> 01:15:51.270 +Hi, I'm not sure if. + +01:16:01.130 --> 01:16:01.790 +So. + +01:16:03.040 --> 01:16:05.420 +In terms of so if you think it's the + +01:16:05.420 --> 01:16:07.347 +case that there's like a lot of. + +01:16:07.347 --> 01:16:09.089 +So first, if you think there's a lot of + +01:16:09.090 --> 01:16:11.500 +noisy features that aren't very useful + +01:16:11.500 --> 01:16:13.200 +and you have limited data, then L2 one + +01:16:13.200 --> 01:16:15.400 +might be better because it will be + +01:16:15.400 --> 01:16:17.480 +focused more on a few Useful features. + +01:16:18.780 --> 01:16:21.150 +The other is that if you have. + +01:16:23.080 --> 01:16:24.960 +If you want to select what are the most + +01:16:24.960 --> 01:16:26.820 +important features, then L2 one is + +01:16:26.820 --> 01:16:27.450 +better. + +01:16:27.450 --> 01:16:28.750 +It can do it in L2 2 can't. + +01:16:30.170 --> 01:16:32.650 +Otherwise, you often want to use L2 + +01:16:32.650 --> 01:16:34.370 +just because the optimization is a lot + +01:16:34.370 --> 01:16:34.940 +faster. + +01:16:34.940 --> 01:16:37.580 +So one is a harder optimization problem + +01:16:37.580 --> 01:16:39.440 +and it will take a lot longer. + +01:16:40.190 --> 01:16:41.840 +From what I'm understanding, L2 one is + +01:16:41.840 --> 01:16:43.210 +only better when there are limited + +01:16:43.210 --> 01:16:44.150 +features and limited. + +01:16:45.210 --> 01:16:48.160 +If you think that some features are + +01:16:48.160 --> 01:16:49.850 +very valuable and there's a lot of + +01:16:49.850 --> 01:16:51.396 +other weak features, then it can give + +01:16:51.396 --> 01:16:52.630 +you a better result. + +01:16:53.350 --> 01:16:53.870 + + +01:16:54.490 --> 01:16:56.260 +Or if you want to do feature selection. + +01:16:56.260 --> 01:16:59.300 +But in most practical cases you will + +01:16:59.300 --> 01:17:01.450 +get fairly similar accuracy from the + +01:17:01.450 --> 01:17:01.800 +two. + +01:17:05.690 --> 01:17:07.740 +Y is equal to 1 in this case would be. + +01:17:14.630 --> 01:17:15.660 +If it's binary. + +01:17:17.460 --> 01:17:20.820 +So if it's binary, then the score of Y, + +01:17:20.820 --> 01:17:24.030 +this Y the score for 0. + +01:17:24.700 --> 01:17:28.010 +Is the negative of the score, for one. + +01:17:29.240 --> 01:17:31.730 +So if it's binary then these relate + +01:17:31.730 --> 01:17:34.080 +because this would be east to the West + +01:17:34.080 --> 01:17:34.690 +transpose. + +01:17:36.590 --> 01:17:40.100 +784X1 over east to the West transpose X + +01:17:40.100 --> 01:17:41.360 +Plus wait. + +01:17:41.360 --> 01:17:42.130 +Am I doing that right? + +01:17:49.990 --> 01:17:51.077 +Sorry, I forgot. + +01:17:51.077 --> 01:17:52.046 +I can't explain. + +01:17:52.046 --> 01:17:54.050 +I forgot how to explain like why this + +01:17:54.050 --> 01:17:56.059 +is the same under the binary case. + +01:17:56.060 --> 01:17:58.633 +OK, so but there would be the same + +01:17:58.633 --> 01:17:59.678 +under the binary case. + +01:17:59.678 --> 01:18:01.010 +Yeah, they're still there. + +01:18:01.010 --> 01:18:02.440 +It ends up working out to be the same + +01:18:02.440 --> 01:18:02.990 +equation. + +01:18:03.420 --> 01:18:04.580 +You're welcome. + +01:18:17.130 --> 01:18:17.650 +Convert this. + +01:18:38.230 --> 01:18:39.650 +So you. + +01:18:40.770 --> 01:18:41.750 +I'm not sure if I understood. + +01:18:41.750 --> 01:18:43.950 +You said from audio you want to do + +01:18:43.950 --> 01:18:44.360 +what? + +01:18:45.560 --> 01:18:48.660 +I'm sitting on a beach this sentence. + +01:18:49.440 --> 01:18:51.700 +Or you are sitting OK. + +01:18:52.980 --> 01:18:53.450 +OK. + +01:18:54.820 --> 01:18:57.130 +My model or app should convert it as a. + +01:19:00.490 --> 01:19:01.280 +So that person. + +01:19:05.870 --> 01:19:08.090 +You want to generate a video from a + +01:19:08.090 --> 01:19:08.840 +speech. + +01:19:12.670 --> 01:19:12.920 +Right. + +01:19:12.920 --> 01:19:14.760 +That's like really, really complicated. + +01:19:16.390 --> 01:19:17.070 +So. +