WEBVTT Kind: captions; Language: en-US NOTE Created on 2024-02-07T20:59:36.8732843Z by ClassTranscribe 00:01:39.900 --> 00:01:41.600 Alright, good morning everybody. 00:01:43.340 --> 00:01:45.450 So we're going to do another 00:01:45.450 --> 00:01:47.490 consolidation and review session. 00:01:47.870 --> 00:01:50.320 I'm going, it's going to be sort of 00:01:50.320 --> 00:01:51.790 like just a different perspective on 00:01:51.790 --> 00:01:54.145 some of the things we've seen and then 00:01:54.145 --> 00:01:56.260 and then I'll talk about the exam a 00:01:56.260 --> 00:01:57.130 little bit as well. 00:01:59.970 --> 00:02:04.120 So far we've been talking about this 00:02:04.120 --> 00:02:05.800 whole function quite a lot. 00:02:05.800 --> 00:02:09.309 That we have some data, we have some 00:02:09.310 --> 00:02:11.700 model F, we have some parameters Theta. 00:02:11.700 --> 00:02:13.580 We have something that we're trying to 00:02:13.580 --> 00:02:15.530 predict why we have some loss that 00:02:15.530 --> 00:02:17.680 defines how good our prediction is. 00:02:18.500 --> 00:02:20.720 And we're trying to solve for some 00:02:20.720 --> 00:02:23.370 parameters that minimize the loss. 00:02:24.770 --> 00:02:26.630 Given our model and our data and our 00:02:26.630 --> 00:02:29.500 parameters and our labels. 00:02:30.410 --> 00:02:33.700 And so it's all, it's pretty 00:02:33.700 --> 00:02:34.230 complicated. 00:02:34.230 --> 00:02:35.195 There's a lot there. 00:02:35.195 --> 00:02:37.700 And if I were going to reteach the 00:02:37.700 --> 00:02:39.610 class, I would probably start more 00:02:39.610 --> 00:02:42.460 simply by just talking about X. 00:02:42.460 --> 00:02:45.190 So let's just talk about X for now. 00:02:46.900 --> 00:02:48.970 So for example, when you have one bit 00:02:48.970 --> 00:02:50.900 and another bit and they like each 00:02:50.900 --> 00:02:52.860 other very much and they come together, 00:02:52.860 --> 00:02:53.710 it makes 3. 00:02:54.390 --> 00:02:55.030 I'm just kidding. 00:02:55.030 --> 00:02:56.250 That's how integers are made. 00:02:59.170 --> 00:03:03.190 So let's talk about the data for a bit. 00:03:03.190 --> 00:03:05.590 So first, like, what is data? 00:03:05.590 --> 00:03:08.140 This sounds like kind of elementary, 00:03:08.140 --> 00:03:09.890 but it's actually not a very easy 00:03:09.890 --> 00:03:11.000 question to answer, right? 00:03:11.860 --> 00:03:15.113 So if we talk about one way that we can 00:03:15.113 --> 00:03:17.041 think about it is that we can think 00:03:17.041 --> 00:03:19.510 about data is information that helps us 00:03:19.510 --> 00:03:20.740 make decisions. 00:03:22.320 --> 00:03:23.930 Another way that we can think about it 00:03:23.930 --> 00:03:25.850 is data is just numbers, right? 00:03:25.850 --> 00:03:27.457 Like if it's stored on. 00:03:27.457 --> 00:03:30.390 If you have data stored on a computer, 00:03:30.390 --> 00:03:33.050 it's just like a big sequence of bits. 00:03:33.050 --> 00:03:35.976 And that's all that's really all data 00:03:35.976 --> 00:03:36.159 is. 00:03:36.159 --> 00:03:37.590 It's just a bunch of numbers. 00:03:40.250 --> 00:03:43.495 So for people, if we think about how do 00:03:43.495 --> 00:03:46.030 we represent data, we store it in terms 00:03:46.030 --> 00:03:49.200 of media that we can see, read or hear. 00:03:49.200 --> 00:03:51.190 So we might have images. 00:03:51.820 --> 00:03:54.513 We might have like text documents, we 00:03:54.513 --> 00:03:57.240 might have audio files, we could have 00:03:57.240 --> 00:03:58.450 plots and tables. 00:03:58.450 --> 00:04:00.090 So there are things that we perceive 00:04:00.090 --> 00:04:01.920 and then we make sense of it based on 00:04:01.920 --> 00:04:02.810 our perception. 00:04:04.900 --> 00:04:05.989 And we can. 00:04:05.989 --> 00:04:07.980 The data can take different forms 00:04:07.980 --> 00:04:09.450 without really changing its meaning. 00:04:09.450 --> 00:04:11.900 So we can resize an image, we can 00:04:11.900 --> 00:04:16.045 refreeze a paragraph, we can speed up 00:04:16.045 --> 00:04:18.770 an audio book, and all of that changes 00:04:18.770 --> 00:04:20.860 the form of the data a bit, but it 00:04:20.860 --> 00:04:22.809 doesn't really change much of the 00:04:22.810 --> 00:04:26.470 information that data contained. 00:04:29.200 --> 00:04:31.890 And sometimes we can change the data so 00:04:31.890 --> 00:04:33.750 that it becomes more informative to us. 00:04:33.750 --> 00:04:36.940 So we can denoise an image, we can 00:04:36.940 --> 00:04:37.590 clean it up. 00:04:37.590 --> 00:04:39.825 We can try to identify the key points 00:04:39.825 --> 00:04:42.460 and insights in a document. 00:04:42.460 --> 00:04:43.186 Cliff notes. 00:04:43.186 --> 00:04:45.280 We can remove background noise from 00:04:45.280 --> 00:04:45.900 audio. 00:04:47.030 --> 00:04:50.945 And none of these operations really add 00:04:50.945 --> 00:04:52.040 information to the data. 00:04:52.040 --> 00:04:53.530 If anything, they take away 00:04:53.530 --> 00:04:55.230 information, they prune it. 00:04:56.170 --> 00:04:58.890 But they reorganize it, and they 00:04:58.890 --> 00:05:01.390 removed distracting information so that 00:05:01.390 --> 00:05:03.276 it's easier for us to extract 00:05:03.276 --> 00:05:05.550 information that we want from that 00:05:05.550 --> 00:05:05.970 data. 00:05:08.040 --> 00:05:09.570 So that's from the, that's from our 00:05:09.570 --> 00:05:10.790 perspective as people. 00:05:11.930 --> 00:05:15.510 For computers, data are just numbers, 00:05:15.510 --> 00:05:17.060 so the numbers don't really mean 00:05:17.060 --> 00:05:18.730 anything by themselves. 00:05:18.730 --> 00:05:20.090 They're just bits, right? 00:05:20.780 --> 00:05:22.505 The meaning comes from the way the 00:05:22.505 --> 00:05:24.169 numbers were produced and how they can 00:05:24.170 --> 00:05:25.620 inform what they can tell us about 00:05:25.620 --> 00:05:26.930 other numbers, essentially. 00:05:28.090 --> 00:05:28.820 So. 00:05:29.490 --> 00:05:32.400 There you could have like each. 00:05:32.400 --> 00:05:34.490 Each number could be informative on its 00:05:34.490 --> 00:05:37.160 own, or it could only be informative if 00:05:37.160 --> 00:05:39.175 you view it in patterns of other groups 00:05:39.175 --> 00:05:39.860 of numbers. 00:05:41.530 --> 00:05:43.410 So one bit. 00:05:43.410 --> 00:05:44.975 If you have a whole bit string, the 00:05:44.975 --> 00:05:46.320 bits individually may not mean 00:05:46.320 --> 00:05:48.624 anything, but those bits may form 00:05:48.624 --> 00:05:50.208 characters, and those characters may 00:05:50.208 --> 00:05:52.410 form words, and those words may tell us 00:05:52.410 --> 00:05:53.420 something useful. 00:05:55.980 --> 00:05:59.479 So just like just like just like we can 00:05:59.480 --> 00:06:02.160 resize images and speed up audio and 00:06:02.160 --> 00:06:04.494 things like that to change the form of 00:06:04.494 --> 00:06:06.114 the data without changing the 00:06:06.114 --> 00:06:08.390 information and the data, we can also 00:06:08.390 --> 00:06:11.090 transform data without changing its 00:06:11.090 --> 00:06:13.250 information and computer programs. 00:06:13.830 --> 00:06:16.290 So, for example, we can add or multiply 00:06:16.290 --> 00:06:19.607 a vector by a constant value, and as 00:06:19.607 --> 00:06:21.220 long as we do that consistently, it 00:06:21.220 --> 00:06:22.740 doesn't really change the information 00:06:22.740 --> 00:06:24.160 that's contained in that data. 00:06:24.160 --> 00:06:27.230 So there's nothing inherently different 00:06:27.230 --> 00:06:29.136 about, for example, if I represent a 00:06:29.136 --> 00:06:31.000 vector or I represent the negative 00:06:31.000 --> 00:06:33.140 vector, as long as I'm consistent. 00:06:34.810 --> 00:06:36.726 We can represent the data in different 00:06:36.726 --> 00:06:39.130 ways, As for example 16 or 32 bit 00:06:39.130 --> 00:06:40.360 floats or integers. 00:06:40.360 --> 00:06:41.750 We might lose a little bit, but not 00:06:41.750 --> 00:06:42.503 very much. 00:06:42.503 --> 00:06:45.000 We can compress the document or store 00:06:45.000 --> 00:06:47.070 it in a different file format, so 00:06:47.070 --> 00:06:48.400 there's lots of different ways to 00:06:48.400 --> 00:06:50.630 represent the same data without 00:06:50.630 --> 00:06:52.060 changing the information. 00:06:52.680 --> 00:06:54.590 That is stored in that data or that's 00:06:54.590 --> 00:06:55.820 represented by that data? 00:06:57.980 --> 00:07:00.860 And justice like sometimes we can 00:07:00.860 --> 00:07:02.984 create summaries or ways to make data 00:07:02.984 --> 00:07:04.490 more informative for people. 00:07:04.490 --> 00:07:06.597 We can also sometimes transform the 00:07:06.597 --> 00:07:08.639 data to make it more informative for 00:07:08.640 --> 00:07:09.230 computers. 00:07:10.070 --> 00:07:12.400 So we can center and rescale the images 00:07:12.400 --> 00:07:13.890 of digits so that they're easier to 00:07:13.890 --> 00:07:15.850 compare each other to each other. 00:07:15.850 --> 00:07:18.240 For example, we can normalize the data, 00:07:18.240 --> 00:07:19.910 for example, subtract the means and 00:07:19.910 --> 00:07:21.944 divide by a stern deviations of the 00:07:21.944 --> 00:07:24.023 features of like cancer cell 00:07:24.023 --> 00:07:26.025 measurements that make similarity 00:07:26.025 --> 00:07:28.740 measurements better reflect malignancy. 00:07:28.740 --> 00:07:31.430 And we can do feature selection or 00:07:31.430 --> 00:07:33.780 create new features out of combinations 00:07:33.780 --> 00:07:34.590 of inputs. 00:07:34.590 --> 00:07:38.330 So this is kind of like analogous to 00:07:38.330 --> 00:07:40.230 creating a summary of a document. 00:07:40.280 --> 00:07:42.370 Or denoising the image so that we can 00:07:42.370 --> 00:07:44.580 see it better, or enhancing or things 00:07:44.580 --> 00:07:45.290 like that, right? 00:07:46.210 --> 00:07:48.880 Makes it easier to extract information 00:07:48.880 --> 00:07:50.240 from the same data. 00:07:53.320 --> 00:07:55.000 And sometimes they also change the 00:07:55.000 --> 00:07:57.370 structure of the data to make it easier 00:07:57.370 --> 00:07:58.250 to process. 00:07:58.960 --> 00:08:01.610 So we might naturally think of the 00:08:01.610 --> 00:08:05.505 image as a matrix because we where each 00:08:05.505 --> 00:08:09.260 of these grid cells represent some 00:08:09.260 --> 00:08:12.356 intensity at some position in the 00:08:12.356 --> 00:08:12.619 image. 00:08:13.430 --> 00:08:16.350 And this feels natural because the 00:08:16.350 --> 00:08:18.640 image is like takes up some area. 00:08:18.640 --> 00:08:20.219 It's like it makes sense to think of it 00:08:20.220 --> 00:08:22.530 in terms of rows and columns, but we 00:08:22.530 --> 00:08:24.780 can equivalently represent it as a 00:08:24.780 --> 00:08:27.340 vector, which is what we did for the 00:08:27.340 --> 00:08:28.580 homework and what we often do. 00:08:29.300 --> 00:08:32.610 And you just reshape it, and this is 00:08:32.610 --> 00:08:33.510 more convenient. 00:08:33.510 --> 00:08:35.432 So the matrix form is more convenient 00:08:35.432 --> 00:08:37.900 for local pattern analysis if we're 00:08:37.900 --> 00:08:39.550 trying to look for edges and things 00:08:39.550 --> 00:08:40.370 like that. 00:08:40.370 --> 00:08:42.416 The vector form is more convenient if 00:08:42.416 --> 00:08:44.360 we're trying to apply a linear model to 00:08:44.360 --> 00:08:46.552 it, because we can just do that as a as 00:08:46.552 --> 00:08:48.090 a dot product operation. 00:08:50.040 --> 00:08:52.010 So either way, it doesn't change the 00:08:52.010 --> 00:08:53.510 information and the data. 00:08:53.510 --> 00:08:56.310 But this form like makes no sense to us 00:08:56.310 --> 00:08:57.110 as people. 00:08:57.110 --> 00:08:59.790 But for computers it's more convenient 00:08:59.790 --> 00:09:01.360 to do certain kinds of operations if 00:09:01.360 --> 00:09:03.020 you represent it as a vector versus a 00:09:03.020 --> 00:09:03.540 matrix. 00:09:06.210 --> 00:09:08.270 So let's talk about how some different 00:09:08.270 --> 00:09:10.120 forms of information are represented. 00:09:10.120 --> 00:09:13.390 So as I mentioned a little bit in the 00:09:13.390 --> 00:09:16.580 last class, we can represent images as 00:09:16.580 --> 00:09:17.920 3D matrices. 00:09:18.660 --> 00:09:20.930 Where the three dimensions are the row, 00:09:20.930 --> 00:09:22.190 the column and the color. 00:09:22.820 --> 00:09:24.565 So if we have some intensity pattern 00:09:24.565 --> 00:09:29.290 like this, then the bright values are 00:09:29.290 --> 00:09:31.640 typically one or 255 depending on your 00:09:31.640 --> 00:09:32.410 representation. 00:09:33.090 --> 00:09:35.580 The dark values will be very low, like 00:09:35.580 --> 00:09:37.990 0 or in this case the darkest values 00:09:37.990 --> 00:09:39.210 are only about .3. 00:09:40.190 --> 00:09:43.140 And you represent that for the entire 00:09:43.140 --> 00:09:45.140 image area, and that gives you. 00:09:45.140 --> 00:09:47.880 If you're representing a grayscale 00:09:47.880 --> 00:09:49.410 image, you would just have one color 00:09:49.410 --> 00:09:51.130 dimension, so you'd have a number of 00:09:51.130 --> 00:09:52.808 rows by number of columns by one. 00:09:52.808 --> 00:09:55.425 If you have an RGB image, then you 00:09:55.425 --> 00:09:57.933 would have one matrix for each of the 00:09:57.933 --> 00:09:59.040 color dimensions. 00:09:59.040 --> 00:10:01.912 So you'd have a 2D matrix for R2D 00:10:01.912 --> 00:10:04.260 matrix for G and a 2D matrix for B. 00:10:08.340 --> 00:10:12.180 Text can be represented as a sequence 00:10:12.180 --> 00:10:13.090 of integers. 00:10:14.020 --> 00:10:15.890 And it's actually, I'm going to talk 00:10:15.890 --> 00:10:18.010 we'll learn a lot more about word 00:10:18.010 --> 00:10:21.210 representations next week and how to 00:10:21.210 --> 00:10:24.025 process language, but it's actually a 00:10:24.025 --> 00:10:25.976 more subtle problem than you might 00:10:25.976 --> 00:10:27.010 think at first. 00:10:27.010 --> 00:10:29.745 So you might think well represent each 00:10:29.745 --> 00:10:31.240 word as an integer. 00:10:31.240 --> 00:10:34.420 But then that becomes kind of tricky 00:10:34.420 --> 00:10:35.880 because you can have lots of similar 00:10:35.880 --> 00:10:39.075 words swims and swim and swim, and 00:10:39.075 --> 00:10:40.752 those will all be different integers. 00:10:40.752 --> 00:10:42.930 And those integers are kind of like 00:10:42.930 --> 00:10:43.990 arbitrary tokens. 00:10:44.100 --> 00:10:45.940 Don't necessarily have any similarity 00:10:45.940 --> 00:10:46.800 to each other. 00:10:48.530 --> 00:10:50.170 And then if you try to represent things 00:10:50.170 --> 00:10:51.680 as integers, and then you run into 00:10:51.680 --> 00:10:53.525 names and lots of different varieties 00:10:53.525 --> 00:10:55.020 of ways that we put characters 00:10:55.020 --> 00:10:56.250 together, then you have difficulty 00:10:56.250 --> 00:10:57.140 representing all of those. 00:10:57.140 --> 00:10:58.459 You need an awful lot of integers. 00:10:59.860 --> 00:11:01.665 So you can go to another extreme and 00:11:01.665 --> 00:11:03.016 represent the characters as. 00:11:03.016 --> 00:11:05.042 You can just represent the characters 00:11:05.042 --> 00:11:05.984 as byte values. 00:11:05.984 --> 00:11:09.430 So you can represent dog eat as like 00:11:09.430 --> 00:11:13.490 four 15727 using 27 as space 125. 00:11:13.490 --> 00:11:16.164 So you could just represent the 00:11:16.164 --> 00:11:18.920 characters as a bite stream and process 00:11:18.920 --> 00:11:19.550 it that way. 00:11:19.550 --> 00:11:21.335 That's one extreme. 00:11:21.335 --> 00:11:23.579 The other extreme is that you represent 00:11:23.580 --> 00:11:26.170 each complete word as an integer value 00:11:26.170 --> 00:11:28.630 and so you pre assign you have some. 00:11:28.690 --> 00:11:30.480 Vocabulary where you have like all the 00:11:30.480 --> 00:11:31.490 words that you think you might 00:11:31.490 --> 00:11:32.146 encounter. 00:11:32.146 --> 00:11:34.974 You assign each word to some integer, 00:11:34.974 --> 00:11:36.820 and then you have an integer sequence 00:11:36.820 --> 00:11:38.270 that you're going to process. 00:11:38.270 --> 00:11:41.660 And if you see some new set of 00:11:41.660 --> 00:11:43.953 characters that is not any rockabilly, 00:11:43.953 --> 00:11:46.490 you assign it to an unknown token, a 00:11:46.490 --> 00:11:49.930 token called Unknown or UNK typically. 00:11:51.080 --> 00:11:54.410 And then there's also like intermediate 00:11:54.410 --> 00:11:55.920 things, which I'll talk about more when 00:11:55.920 --> 00:11:57.419 I talk about language, where you can 00:11:57.420 --> 00:12:00.560 group common groups of letters into 00:12:00.560 --> 00:12:02.589 their own little groups and represent 00:12:02.590 --> 00:12:03.530 each of those. 00:12:03.530 --> 00:12:05.270 So you can represent, for example, 00:12:05.270 --> 00:12:10.020 bedroom 1521 as bed, one token for bed, 00:12:10.020 --> 00:12:12.279 or one integer for bed, one integer for 00:12:12.280 --> 00:12:15.446 room, and then four more integers for 00:12:15.446 --> 00:12:16.013 1521. 00:12:16.013 --> 00:12:18.090 And with this kind of representation 00:12:18.090 --> 00:12:19.960 you can model any kind of like 00:12:19.960 --> 00:12:20.370 sequence. 00:12:20.420 --> 00:12:22.610 The characters just really weird 00:12:22.610 --> 00:12:24.590 sequences like random letters will take 00:12:24.590 --> 00:12:26.590 a lot of different integers to 00:12:26.590 --> 00:12:29.870 represent, while something, well, 00:12:29.870 --> 00:12:32.310 common words will only take one integer 00:12:32.310 --> 00:12:32.650 each. 00:12:37.160 --> 00:12:39.623 And then we also may want to represent 00:12:39.623 --> 00:12:40.039 audio. 00:12:40.040 --> 00:12:43.270 So audio we can represent in different 00:12:43.270 --> 00:12:45.839 ways, we can represent it as amplitude 00:12:45.839 --> 00:12:46.606 versus time. 00:12:46.606 --> 00:12:48.870 The wave form, and this is usually the 00:12:48.870 --> 00:12:50.590 way that it's stored is just you have 00:12:50.590 --> 00:12:54.930 an amplitude at some high frequency or 00:12:54.930 --> 00:12:58.530 you can represent it as a spectrogram 00:12:58.530 --> 00:13:00.660 as like a frequency, amplitude versus 00:13:00.660 --> 00:13:02.970 time like what's the power and the. 00:13:03.060 --> 00:13:04.900 And the low notes versus the high notes 00:13:04.900 --> 00:13:06.530 at each time step. 00:13:10.280 --> 00:13:11.720 And then there's lots of other kinds of 00:13:11.720 --> 00:13:12.030 data. 00:13:12.030 --> 00:13:14.610 So we can represent measurements and 00:13:14.610 --> 00:13:16.420 continuous values as floating point 00:13:16.420 --> 00:13:18.760 numbers, temperature length, area, 00:13:18.760 --> 00:13:21.970 dollars, categorical values like color, 00:13:21.970 --> 00:13:24.930 like whether something's happy or sad 00:13:24.930 --> 00:13:27.430 or big or small, those can be 00:13:27.430 --> 00:13:29.537 represented as integers. 00:13:29.537 --> 00:13:32.450 And here the distinction is that when 00:13:32.450 --> 00:13:34.052 you're representing categorical values 00:13:34.052 --> 00:13:36.210 as integers, these integers. 00:13:36.840 --> 00:13:38.620 The distance between integers doesn't 00:13:38.620 --> 00:13:40.920 imply similarity usually, so you don't 00:13:40.920 --> 00:13:42.790 necessarily say that zero is more 00:13:42.790 --> 00:13:45.150 similar to one than it is to two when 00:13:45.150 --> 00:13:46.910 you're representing categorical values. 00:13:47.960 --> 00:13:49.530 But if you're representing continuous 00:13:49.530 --> 00:13:51.110 values, then you see that some 00:13:51.110 --> 00:13:52.820 Euclidean distance between those values 00:13:52.820 --> 00:13:53.710 is meaningful. 00:13:55.920 --> 00:13:57.820 And all of these different types of 00:13:57.820 --> 00:14:00.120 values, the text, the images and the 00:14:00.120 --> 00:14:02.560 measurements can be reshaped and 00:14:02.560 --> 00:14:04.670 concatenated into a long feature 00:14:04.670 --> 00:14:05.050 vector. 00:14:05.050 --> 00:14:06.610 And that's often what we do. 00:14:06.610 --> 00:14:09.240 We take everything, every kind of 00:14:09.240 --> 00:14:11.300 information that we think can be 00:14:11.300 --> 00:14:13.900 applicable to solve some problem or 00:14:13.900 --> 00:14:15.500 predict some why that we're interested 00:14:15.500 --> 00:14:15.730 in. 00:14:16.440 --> 00:14:20.190 At some point we take that information, 00:14:20.190 --> 00:14:22.640 we reshape it into a big vector, and 00:14:22.640 --> 00:14:24.970 then we do a prediction based on that 00:14:24.970 --> 00:14:25.410 vector. 00:14:33.060 --> 00:14:34.640 Weird screeching sound. 00:14:35.270 --> 00:14:35.840 00:14:37.010 --> 00:14:39.780 So this is the same information. 00:14:39.780 --> 00:14:41.440 Content can be represented in many 00:14:41.440 --> 00:14:41.910 ways. 00:14:43.150 --> 00:14:45.930 Essentially, if the original numbers 00:14:45.930 --> 00:14:47.502 can be recovered, then it means that 00:14:47.502 --> 00:14:49.475 the change in representation doesn't 00:14:49.475 --> 00:14:50.980 change the information content. 00:14:50.980 --> 00:14:52.729 So any kind of transformation that we 00:14:52.730 --> 00:14:54.419 apply that we can invert, that we can 00:14:54.420 --> 00:14:56.350 get back to the original is not 00:14:56.350 --> 00:14:57.720 changing the information, it's just 00:14:57.720 --> 00:14:59.510 reshaping the data in some way that 00:14:59.510 --> 00:15:01.550 might make it easier or maybe harder to 00:15:01.550 --> 00:15:02.210 process. 00:15:03.570 --> 00:15:05.795 And we can store all types of data as 00:15:05.795 --> 00:15:07.100 1D vectors and arrays. 00:15:07.850 --> 00:15:10.800 And so we'll typically have like as our 00:15:10.800 --> 00:15:15.480 data set will have some set of vectors, 00:15:15.480 --> 00:15:17.630 a matrix where the columns are 00:15:17.630 --> 00:15:20.320 individual data samples and the rows 00:15:20.320 --> 00:15:22.570 correspond to different features as 00:15:22.570 --> 00:15:24.340 representing a set of data. 00:15:25.500 --> 00:15:27.820 And you don't, really. 00:15:27.820 --> 00:15:30.060 You never really need to use matrices 00:15:30.060 --> 00:15:31.680 or other data structures, but they just 00:15:31.680 --> 00:15:33.690 make it easier for us to code, and so 00:15:33.690 --> 00:15:34.170 it doesn't. 00:15:34.170 --> 00:15:36.080 Again, like there's nothing inherent 00:15:36.080 --> 00:15:37.740 about those structures that adds 00:15:37.740 --> 00:15:39.800 information to the data, it's just for 00:15:39.800 --> 00:15:40.570 convenience. 00:15:42.980 --> 00:15:45.000 So all of that so far is kind of 00:15:45.000 --> 00:15:49.019 describing a data .1 piece of data that 00:15:49.020 --> 00:15:51.460 we might use to make a prediction to 00:15:51.460 --> 00:15:52.980 gather some information from. 00:15:53.750 --> 00:15:55.660 But in machine learning, we're usually 00:15:55.660 --> 00:15:56.035 dealing. 00:15:56.035 --> 00:15:58.385 We're often dealing with data sets, so 00:15:58.385 --> 00:16:01.340 we want to learn from some set of data 00:16:01.340 --> 00:16:03.676 so that when we get some new data 00:16:03.676 --> 00:16:05.540 point, we can make some useful 00:16:05.540 --> 00:16:07.060 prediction from that data point. 00:16:08.850 --> 00:16:12.144 So we can write this as that we have 00:16:12.144 --> 00:16:14.436 some where X is a set of data. 00:16:14.436 --> 00:16:17.607 The little X here, or actually I have X 00:16:17.607 --> 00:16:18.670 is not a set of data, sorry. 00:16:18.670 --> 00:16:21.190 The little X is a data point with M 00:16:21.190 --> 00:16:24.120 features, so it has some M scalar 00:16:24.120 --> 00:16:27.304 values and it's drawn from some 00:16:27.304 --> 00:16:29.720 distribution D so for example, your 00:16:29.720 --> 00:16:32.114 distribution D could be all the images 00:16:32.114 --> 00:16:34.650 that are on the Internet and you're 00:16:34.650 --> 00:16:36.207 just like downloading random images 00:16:36.207 --> 00:16:37.070 from the Internet. 00:16:37.120 --> 00:16:38.820 And then one of those random images is 00:16:38.820 --> 00:16:39.820 a little X. 00:16:41.330 --> 00:16:43.650 We can sample many of these X's so we 00:16:43.650 --> 00:16:45.040 could download different documents from 00:16:45.040 --> 00:16:45.442 the Internet. 00:16:45.442 --> 00:16:47.170 We could download like emails to 00:16:47.170 --> 00:16:49.000 classify spam or not spam. 00:16:49.000 --> 00:16:51.769 We could take pictures, we could take 00:16:51.770 --> 00:16:54.830 measurements, and then we get a 00:16:54.830 --> 00:16:57.180 collection of those data points and 00:16:57.180 --> 00:16:59.830 that gives us some big X. 00:16:59.830 --> 00:17:03.610 It's a set of these X little X vectors 00:17:03.610 --> 00:17:06.890 from one to N, from zero to N guess it 00:17:06.890 --> 00:17:08.290 should be 0 to minus one. 00:17:09.170 --> 00:17:11.830 And that's John. 00:17:11.830 --> 00:17:13.790 It's all drawn from some distribution D 00:17:13.790 --> 00:17:15.260 so there's always some implicit 00:17:15.260 --> 00:17:16.865 distribution even if we don't know what 00:17:16.865 --> 00:17:19.190 it is, some source of the data that 00:17:19.190 --> 00:17:19.950 we're sampling. 00:17:19.950 --> 00:17:21.936 And typically we assume that we don't 00:17:21.936 --> 00:17:23.332 have all the data, we just have like 00:17:23.332 --> 00:17:25.020 some of it, we have some representative 00:17:25.020 --> 00:17:26.200 sample of that data. 00:17:27.380 --> 00:17:28.940 So we can repeat the collection many 00:17:28.940 --> 00:17:30.980 times, or we can collect one big data 00:17:30.980 --> 00:17:33.670 set and split it, and then we'll often 00:17:33.670 --> 00:17:36.173 split it into some X train, which are 00:17:36.173 --> 00:17:37.950 the samples that we're going to learn 00:17:37.950 --> 00:17:40.935 from an ex test, which are the samples 00:17:40.935 --> 00:17:42.820 that we're going to use to see how we 00:17:42.820 --> 00:17:43.350 learned. 00:17:44.950 --> 00:17:47.210 And usually we assume that all the data 00:17:47.210 --> 00:17:49.518 samples within X train and X test come 00:17:49.518 --> 00:17:51.240 from the same distribution and are 00:17:51.240 --> 00:17:52.505 independent of each other. 00:17:52.505 --> 00:17:54.620 So that term is called IID or 00:17:54.620 --> 00:17:56.470 independent identically distributed. 00:17:56.470 --> 00:17:59.760 And essentially that just means that no 00:17:59.760 --> 00:18:01.510 data point tells you anything about 00:18:01.510 --> 00:18:03.590 another data point if you the sampling 00:18:03.590 --> 00:18:04.027 distribution. 00:18:04.027 --> 00:18:06.654 So they come from the same 00:18:06.654 --> 00:18:07.092 distribution. 00:18:07.092 --> 00:18:09.865 So maybe they have they may have 00:18:09.865 --> 00:18:12.077 similar values to each other, but if 00:18:12.077 --> 00:18:13.466 know that distribution then they're 00:18:13.466 --> 00:18:14.299 then they're independent. 00:18:14.360 --> 00:18:16.050 If you randomly download images from 00:18:16.050 --> 00:18:16.660 the Internet. 00:18:17.410 --> 00:18:19.105 Each image tells you something about 00:18:19.105 --> 00:18:20.460 images, but they don't really tell you 00:18:20.460 --> 00:18:22.336 directly anything about the other 00:18:22.336 --> 00:18:24.149 images about a specific other image. 00:18:27.230 --> 00:18:29.540 So let's look at an example from this 00:18:29.540 --> 00:18:33.550 Penguins data set that we use in the 00:18:33.550 --> 00:18:34.000 homework. 00:18:34.820 --> 00:18:36.640 And I'm not actually going to analyze 00:18:36.640 --> 00:18:38.120 it in a way that directly helps you 00:18:38.120 --> 00:18:38.720 with your homework. 00:18:38.720 --> 00:18:40.220 It's just an example that you may be 00:18:40.220 --> 00:18:40.760 familiar with. 00:18:41.830 --> 00:18:43.010 But let's look at this. 00:18:43.010 --> 00:18:44.670 So we have this. 00:18:44.670 --> 00:18:46.970 It's represented in this like Panda 00:18:46.970 --> 00:18:49.370 framework, but basically just a tabular 00:18:49.370 --> 00:18:49.820 framework. 00:18:50.490 --> 00:18:53.020 So we have a whole bunch of data points 00:18:53.020 --> 00:18:55.360 where we know the species, the island, 00:18:55.360 --> 00:18:56.600 the. 00:18:57.400 --> 00:18:58.810 I don't even know what a Coleman is. 00:18:58.810 --> 00:18:59.950 Maybe the beak or something. 00:19:01.270 --> 00:19:03.130 Cullman length and depth probably not 00:19:03.130 --> 00:19:05.290 to be, I don't know, flipper length, 00:19:05.290 --> 00:19:07.700 body mass and the sets of the Penguin 00:19:07.700 --> 00:19:08.700 which may be unknown. 00:19:10.120 --> 00:19:11.920 And so the first thing we do, which is 00:19:11.920 --> 00:19:14.158 in the starter code, is we try to 00:19:14.158 --> 00:19:17.830 process the process the data into a 00:19:17.830 --> 00:19:19.830 format that is more convenient for 00:19:19.830 --> 00:19:20.510 machine learning. 00:19:21.570 --> 00:19:24.270 And so for example like the. 00:19:25.220 --> 00:19:29.770 The SK learn learn methods for training 00:19:29.770 --> 00:19:32.790 trees does not deal with like multi 00:19:32.790 --> 00:19:34.450 valued categorical variables. 00:19:34.450 --> 00:19:35.850 So it can't deal with that. 00:19:35.850 --> 00:19:37.325 There are like 3 different islands. 00:19:37.325 --> 00:19:39.065 It means you to turn it into binary 00:19:39.065 --> 00:19:39.540 variables. 00:19:40.340 --> 00:19:42.430 And so the first thing that you often 00:19:42.430 --> 00:19:44.340 do when you're trying to analyze a 00:19:44.340 --> 00:19:48.020 problem is you, like, reformat the data 00:19:48.020 --> 00:19:51.250 in a way that allows you to process the 00:19:51.250 --> 00:19:53.370 data or learn from the data more 00:19:53.370 --> 00:19:54.130 conveniently. 00:19:54.980 --> 00:19:58.900 So in this code we read the CSV that 00:19:58.900 --> 00:20:02.280 gives us some tabular format for the 00:20:02.280 --> 00:20:03.190 Penguin data. 00:20:04.230 --> 00:20:08.290 And then I just form this into an array 00:20:08.290 --> 00:20:10.490 so I get extracted features. 00:20:10.490 --> 00:20:12.160 These are all the different columns of 00:20:12.160 --> 00:20:13.253 that Penguin data. 00:20:13.253 --> 00:20:15.072 I put it in a Numpy array. 00:20:15.072 --> 00:20:18.435 I get the species because that's what 00:20:18.435 --> 00:20:20.100 the problem was to predict. 00:20:20.100 --> 00:20:22.389 And then I get the unique values of the 00:20:22.390 --> 00:20:23.300 island. 00:20:23.300 --> 00:20:26.840 I get the unique values of the sex 00:20:26.840 --> 00:20:28.880 which will be male, female and unknown. 00:20:28.880 --> 00:20:32.760 And I initialize some array where I'm 00:20:32.760 --> 00:20:34.000 going to store my data. 00:20:34.430 --> 00:20:36.722 Then I loop through all the elements or 00:20:36.722 --> 00:20:38.250 all the data points, and I know that 00:20:38.250 --> 00:20:39.830 there's one data point for each Y 00:20:39.830 --> 00:20:41.440 value, so I looked through the length 00:20:41.440 --> 00:20:41.800 of Y. 00:20:42.950 --> 00:20:44.770 And then I just replace the island 00:20:44.770 --> 00:20:46.890 names with an indicator variable with 00:20:46.890 --> 00:20:48.960 three indicator variables so I forget 00:20:48.960 --> 00:20:49.353 what the. 00:20:49.353 --> 00:20:50.720 I guess they're down here so if the 00:20:50.720 --> 00:20:51.930 island is Biscoe. 00:20:52.690 --> 00:20:54.830 Then the first value will be zero, I 00:20:54.830 --> 00:20:55.560 mean will be one. 00:20:56.460 --> 00:20:58.292 F and otherwise it will be 0. 00:20:58.292 --> 00:21:00.690 If the island is dream then the second 00:21:00.690 --> 00:21:02.850 value will be one and otherwise it will 00:21:02.850 --> 00:21:03.390 be 0. 00:21:03.390 --> 00:21:06.620 And if the island is Torgerson then the 00:21:06.620 --> 00:21:09.028 third value will be one and otherwise 00:21:09.028 --> 00:21:10.460 it will be 0. 00:21:10.460 --> 00:21:12.120 So exactly one of these should be equal 00:21:12.120 --> 00:21:13.646 to 1 and the other should be equal to 00:21:13.646 --> 00:21:13.820 0. 00:21:14.710 --> 00:21:16.154 Then I fell in the floating point 00:21:16.154 --> 00:21:17.980 values for these other things and then 00:21:17.980 --> 00:21:19.830 I do the same for this X. 00:21:19.830 --> 00:21:22.420 So one of these three values, female, 00:21:22.420 --> 00:21:24.892 male or unknown will be a one and the 00:21:24.892 --> 00:21:26.160 other two will be a 0. 00:21:26.950 --> 00:21:28.590 And so at the end of this I have this 00:21:28.590 --> 00:21:32.650 like now this data vector where each 00:21:32.650 --> 00:21:33.380 column. 00:21:34.050 --> 00:21:36.340 Will be either like a binary number or 00:21:36.340 --> 00:21:39.103 a floating point number that tells me 00:21:39.103 --> 00:21:42.360 like what island or what sex and what 00:21:42.360 --> 00:21:46.870 the Penguin had and then the I'll have 00:21:46.870 --> 00:21:50.620 a row for each data sample and for Y 00:21:50.620 --> 00:21:52.440 I'll just have her vote for each data 00:21:52.440 --> 00:21:55.360 sample that has the name of the thing 00:21:55.360 --> 00:21:56.920 I'm trying to predict, the species. 00:22:01.580 --> 00:22:04.390 So if we have some data set like that, 00:22:04.390 --> 00:22:06.040 then how do we measure it? 00:22:06.040 --> 00:22:09.156 So there's some simple things we can 00:22:09.156 --> 00:22:09.468 do. 00:22:09.468 --> 00:22:11.235 One is we can just measure the shape so 00:22:11.235 --> 00:22:15.520 we can see this has 341 data samples 00:22:15.520 --> 00:22:17.070 and I've got 10 features. 00:22:18.070 --> 00:22:20.730 I can also start to think about it now 00:22:20.730 --> 00:22:21.710 as the distribution. 00:22:21.710 --> 00:22:23.520 So it's no longer just like an 00:22:23.520 --> 00:22:25.500 individual point or an individual set 00:22:25.500 --> 00:22:27.940 of values, but it's a distribution. 00:22:27.940 --> 00:22:29.377 There's some probability that I'll 00:22:29.377 --> 00:22:31.674 observe some sets of values, and some 00:22:31.674 --> 00:22:33.520 probability that I'll observe other 00:22:33.520 --> 00:22:34.309 sets of values. 00:22:35.020 --> 00:22:37.100 And so one really simple way that I can 00:22:37.100 --> 00:22:39.460 measure the distribution is by looking 00:22:39.460 --> 00:22:41.213 at the mean and the standard deviation. 00:22:41.213 --> 00:22:43.950 If it were a Gaussian distribution 00:22:43.950 --> 00:22:46.015 where the values are independent from 00:22:46.015 --> 00:22:47.665 each other and different if the 00:22:47.665 --> 00:22:49.071 different features are independent from 00:22:49.071 --> 00:22:50.860 each other in a Gaussian, this would 00:22:50.860 --> 00:22:52.300 tell me everything there is to know 00:22:52.300 --> 00:22:53.780 about the distribution. 00:22:53.780 --> 00:22:55.996 But in practice you rarely have a 00:22:55.996 --> 00:22:56.339 Gaussian. 00:22:56.340 --> 00:22:58.210 Usually it's a bit more complicated. 00:22:58.210 --> 00:22:59.206 Still, it's a useful thing. 00:22:59.206 --> 00:23:02.680 So it tells me that like the body mass 00:23:02.680 --> 00:23:05.630 average is 4200 grams. 00:23:05.950 --> 00:23:08.185 And the steering deviation is 800, so 00:23:08.185 --> 00:23:10.890 there's so the average is like 4.1 00:23:10.890 --> 00:23:12.720 kilograms, but there's like a 00:23:12.720 --> 00:23:14.110 significant variance there. 00:23:18.640 --> 00:23:23.121 One of the key things to know is that 00:23:23.121 --> 00:23:25.580 the is that I'm just getting an 00:23:25.580 --> 00:23:27.270 empirical estimate of this 00:23:27.270 --> 00:23:29.855 distribution, so I don't know what the 00:23:29.855 --> 00:23:30.686 true mean is. 00:23:30.686 --> 00:23:32.625 I don't know what the true standard 00:23:32.625 --> 00:23:33.179 deviation is. 00:23:33.180 --> 00:23:34.970 All I know is what the mean and the 00:23:34.970 --> 00:23:37.240 standard deviation is of my sample, and 00:23:37.240 --> 00:23:39.240 if I were to draw different samples, I 00:23:39.240 --> 00:23:41.530 would get different estimates of the 00:23:41.530 --> 00:23:42.780 mean and the standard deviation. 00:23:43.750 --> 00:23:46.770 So in the top row, I'm resampling this 00:23:46.770 --> 00:23:49.640 data using this convenient sample 00:23:49.640 --> 00:23:52.720 function that the PANDA framework has, 00:23:52.720 --> 00:23:54.693 and then taking the mean each time. 00:23:54.693 --> 00:23:57.310 So you can see that one time 45% of the 00:23:57.310 --> 00:23:59.480 Penguins come from Cisco, another time 00:23:59.480 --> 00:24:02.770 it's 54%, and another time it's 44%. 00:24:02.770 --> 00:24:05.330 So this is drawing 100 samples with 00:24:05.330 --> 00:24:06.070 replacement. 00:24:06.990 --> 00:24:10.570 And by the way, is like is like 00:24:10.570 --> 00:24:11.220 bootstrapping. 00:24:11.220 --> 00:24:12.795 If I want to say what's the variance of 00:24:12.795 --> 00:24:13.232 my estimate? 00:24:13.232 --> 00:24:16.240 If I had 100 samples of data, I could 00:24:16.240 --> 00:24:18.920 repeat this random sampling 100 times 00:24:18.920 --> 00:24:20.800 and then take the variance of my mean 00:24:20.800 --> 00:24:22.528 and that would give me the variance of 00:24:22.528 --> 00:24:24.718 my estimate, even though I don't have 00:24:24.718 --> 00:24:27.360 like even even though I have a rather 00:24:27.360 --> 00:24:29.270 small sample to draw that estimate 00:24:29.270 --> 00:24:29.820 from. 00:24:31.210 --> 00:24:33.040 If I have more data, I'm going to get 00:24:33.040 --> 00:24:34.900 more accurate estimates. 00:24:34.900 --> 00:24:39.189 So if I sample 1000 samples, I'm 00:24:39.190 --> 00:24:40.780 drawing samples with replacement. 00:24:42.390 --> 00:24:44.749 Then the averages become much more 00:24:44.750 --> 00:24:45.140 similar. 00:24:45.140 --> 00:24:49.650 So now Biscoe goes from 475 to 473 to 00:24:49.650 --> 00:24:52.220 484, so it's a much smaller range than 00:24:52.220 --> 00:24:54.382 it was when I drew 100 samples. 00:24:54.382 --> 00:24:56.635 So in general like, the more I'm able 00:24:56.635 --> 00:24:59.970 to draw, the tighter my estimate of the 00:24:59.970 --> 00:25:01.260 distribution will be. 00:25:01.870 --> 00:25:03.525 But it's always an estimate of the 00:25:03.525 --> 00:25:03.757 distribution. 00:25:03.757 --> 00:25:05.120 It's not the true distribution. 00:25:08.870 --> 00:25:10.560 So there's also other ways that we can 00:25:10.560 --> 00:25:12.100 try to measure this data set. 00:25:12.100 --> 00:25:16.120 So one idea is to try to measure the 00:25:16.120 --> 00:25:18.110 entropy of a particular variable. 00:25:19.420 --> 00:25:21.610 If the variable is discrete, which 00:25:21.610 --> 00:25:24.015 means that it has like integer values, 00:25:24.015 --> 00:25:26.400 it has a finite number of values. 00:25:27.450 --> 00:25:29.870 And then we can measure it by counting. 00:25:29.870 --> 00:25:34.100 So we can say that the entropy will be 00:25:34.100 --> 00:25:36.040 the negative sum all the different 00:25:36.040 --> 00:25:37.670 values of that variable of the 00:25:37.670 --> 00:25:39.360 probability of that value times the log 00:25:39.360 --> 00:25:40.470 probability of that value. 00:25:41.340 --> 00:25:42.550 And I can count it like this. 00:25:42.550 --> 00:25:44.300 I can just say in this case these are 00:25:44.300 --> 00:25:47.080 binary, so I just count how many times 00:25:47.080 --> 00:25:49.190 XI equals zero or the fraction of times 00:25:49.190 --> 00:25:51.030 that's the probability of X I = 0. 00:25:52.240 --> 00:25:54.494 The fraction times XI equals one and 00:25:54.494 --> 00:25:57.222 then my cross and then my not cross 00:25:57.222 --> 00:25:57.675 entropy. 00:25:57.675 --> 00:25:59.623 My entropy is the negative probability 00:25:59.623 --> 00:26:02.090 of XI equals zero times the log base 00:26:02.090 --> 00:26:04.290 two probability of XI equals 0 minus 00:26:04.290 --> 00:26:07.269 probability XI equals one times log 00:26:07.269 --> 00:26:09.310 probability of XI equal 1. 00:26:10.770 --> 00:26:13.460 The log base two thing is like a 00:26:13.460 --> 00:26:15.360 convention, and it means that this 00:26:15.360 --> 00:26:17.600 entropy is measured in bits. 00:26:17.600 --> 00:26:20.550 So it's essentially how many bits you 00:26:20.550 --> 00:26:23.686 would need theoretically to be able to 00:26:23.686 --> 00:26:25.570 like disambiguate this value or specify 00:26:25.570 --> 00:26:26.310 this value. 00:26:27.030 --> 00:26:29.690 If you had a, if your data were all 00:26:29.690 --> 00:26:31.540 ones, then you really don't need any 00:26:31.540 --> 00:26:32.929 bits to represent it because it's 00:26:32.930 --> 00:26:33.870 always A1. 00:26:33.870 --> 00:26:35.930 But if it's like a completely random 00:26:35.930 --> 00:26:38.469 value, 5050 chance that it's a zero or 00:26:38.469 --> 00:26:40.942 one, then you need one bit to represent 00:26:40.942 --> 00:26:42.965 it because you until you observe it, 00:26:42.965 --> 00:26:44.245 you have no idea what it is, so you 00:26:44.245 --> 00:26:47.030 need a full bit to represent that bit. 00:26:48.460 --> 00:26:50.470 So if I look at Island Biscoe, it's 00:26:50.470 --> 00:26:53.010 almost a 5050 chance, so the entropy is 00:26:53.010 --> 00:26:53.510 very high. 00:26:53.510 --> 00:26:54.580 It's .999. 00:26:55.280 --> 00:26:57.050 If I look at a different feature index, 00:26:57.050 --> 00:26:58.400 the one for Torgerson. 00:26:59.510 --> 00:27:02.460 Only like 15% of the Penguins come from 00:27:02.460 --> 00:27:05.100 tergesen and so the entropy is much 00:27:05.100 --> 00:27:05.690 lower. 00:27:05.690 --> 00:27:07.020 It's .69. 00:27:11.760 --> 00:27:14.140 We can also measure the entropy of 00:27:14.140 --> 00:27:16.130 continuous variables. 00:27:16.130 --> 00:27:19.030 So if I have, for example the Cullman 00:27:19.030 --> 00:27:19.700 length. 00:27:19.700 --> 00:27:21.500 Now I can't just like count how many 00:27:21.500 --> 00:27:23.450 times I observe each value of Coleman 00:27:23.450 --> 00:27:25.030 length, because those values may be 00:27:25.030 --> 00:27:25.420 unique. 00:27:25.420 --> 00:27:26.880 I'll probably observe each value 00:27:26.880 --> 00:27:27.620 exactly once. 00:27:28.730 --> 00:27:31.589 And so instead we need to we need to 00:27:31.590 --> 00:27:34.130 have other ways of estimating that 00:27:34.130 --> 00:27:35.560 continuous distribution. 00:27:36.890 --> 00:27:39.610 So mathematically, the entropy of the 00:27:39.610 --> 00:27:42.630 variable X is now the negative integral 00:27:42.630 --> 00:27:44.760 over all the possible values X of 00:27:44.760 --> 00:27:47.395 probability of X times log probability 00:27:47.395 --> 00:27:48.550 of X. 00:27:48.550 --> 00:27:51.300 But this becomes a kind of complicated 00:27:51.300 --> 00:27:55.110 in a way because our data, while the 00:27:55.110 --> 00:27:56.780 values may be continuous, we don't have 00:27:56.780 --> 00:27:58.850 access to a continuous or infinite 00:27:58.850 --> 00:27:59.510 amount of data. 00:28:00.160 --> 00:28:02.350 And so we always need to estimate this 00:28:02.350 --> 00:28:04.520 continuous distribution based on our 00:28:04.520 --> 00:28:05.400 discrete sample. 00:28:07.160 --> 00:28:08.500 There's a lot of different ways of 00:28:08.500 --> 00:28:10.550 doing this, but one of the most common 00:28:10.550 --> 00:28:14.467 is to break up our continuous variable 00:28:14.467 --> 00:28:17.882 into smaller discrete variables into 00:28:17.882 --> 00:28:20.430 smaller discrete ranges, and then count 00:28:20.430 --> 00:28:22.220 for each of those discrete ranges. 00:28:22.220 --> 00:28:23.460 So that's what I did here. 00:28:24.260 --> 00:28:27.320 So I get the XI for the. 00:28:27.320 --> 00:28:28.690 This is for the Coleman length. 00:28:30.780 --> 00:28:33.060 I forgot to include this printed value, 00:28:33.060 --> 00:28:35.790 but there's if I the printed value here 00:28:35.790 --> 00:28:37.600 is just like a lot I think like all the 00:28:37.600 --> 00:28:38.420 values are unique. 00:28:39.230 --> 00:28:42.000 And I'm creating like empty indices 00:28:42.000 --> 00:28:44.604 because I'm being lazy here for the X 00:28:44.604 --> 00:28:47.915 value and for the probability of each X 00:28:47.915 --> 00:28:48.290 value. 00:28:49.190 --> 00:28:51.000 And I'm setting a step size of 1. 00:28:52.010 --> 00:28:54.635 Then I loop from the minimum value plus 00:28:54.635 --> 00:28:57.167 half a step to the maximum value minus 00:28:57.167 --> 00:28:58.094 half a step. 00:28:58.094 --> 00:28:59.020 I take steps. 00:28:59.020 --> 00:29:01.799 So I take steps of 1 from maybe like 00:29:01.800 --> 00:29:05.348 whoops, from maybe like 30, stop from 00:29:05.348 --> 00:29:07.340 maybe 30 to 60. 00:29:07.340 --> 00:29:10.460 And for each of those steps I count how 00:29:10.460 --> 00:29:14.870 many times I see a value within a range 00:29:14.870 --> 00:29:16.750 of like my current value minus half 00:29:16.750 --> 00:29:18.050 step plus half step. 00:29:18.050 --> 00:29:20.485 So for example, the first one will be 00:29:20.485 --> 00:29:21.890 from say like. 00:29:21.950 --> 00:29:24.860 How many times do I observe the common 00:29:24.860 --> 00:29:27.900 length between like 31 and 32? 00:29:28.670 --> 00:29:30.676 And so that will be my mean. 00:29:30.676 --> 00:29:32.370 So this is I'm estimating the 00:29:32.370 --> 00:29:34.010 probability that it falls within this 00:29:34.010 --> 00:29:34.440 range. 00:29:35.380 --> 00:29:37.130 And then I can turn this into a 00:29:37.130 --> 00:29:39.940 continuous distribution by dividing by 00:29:39.940 --> 00:29:40.850 the step size. 00:29:42.310 --> 00:29:43.820 So that will make it comparable. 00:29:43.820 --> 00:29:44.960 If I were to choose different step 00:29:44.960 --> 00:29:47.050 sizes, I should get like fairly similar 00:29:47.050 --> 00:29:47.620 plots. 00:29:47.620 --> 00:29:50.330 And the one -, 20 is just to avoid a 00:29:50.330 --> 00:29:52.140 divide by zero without really changing 00:29:52.140 --> 00:29:52.610 much else. 00:29:54.690 --> 00:29:58.290 So then I plot it and the cross entropy 00:29:58.290 --> 00:30:01.727 is just the negative sum of all of 00:30:01.727 --> 00:30:04.750 these different probabilities that the 00:30:04.750 --> 00:30:06.875 discrete probabilities now of these 00:30:06.875 --> 00:30:10.010 different ranges times the log 2 00:30:10.010 --> 00:30:12.460 probability of each of those ranges. 00:30:13.090 --> 00:30:17.120 And then I need to multiply that by the 00:30:17.120 --> 00:30:18.680 step size as well, which in this case 00:30:18.680 --> 00:30:19.380 is just one. 00:30:24.540 --> 00:30:27.018 OK, and then so I get an estimate. 00:30:27.018 --> 00:30:28.540 So this is the plot. 00:30:28.540 --> 00:30:30.950 This is the probability. 00:30:30.950 --> 00:30:32.840 It's my estimate of the continuous 00:30:32.840 --> 00:30:36.345 probability now of each variable of 00:30:36.345 --> 00:30:37.270 each value of X. 00:30:37.950 --> 00:30:39.520 And then this is my estimate of the 00:30:39.520 --> 00:30:40.180 entropy. 00:30:45.190 --> 00:30:48.320 So as I mentioned, I would like 00:30:48.320 --> 00:30:50.640 continuous features are kind of tricky 00:30:50.640 --> 00:30:52.360 because it depends on. 00:30:52.360 --> 00:30:54.240 I can estimate their probabilities in 00:30:54.240 --> 00:30:56.310 different ways and that will give me 00:30:56.310 --> 00:30:58.790 different distributions and different 00:30:58.790 --> 00:31:00.400 measurements of things like entropy. 00:31:01.340 --> 00:31:04.420 So if I chose a different step size, if 00:31:04.420 --> 00:31:06.950 I step in .1, that means I'm going to 00:31:06.950 --> 00:31:08.719 count how many times I observe this 00:31:08.720 --> 00:31:11.220 continuous variable in little tiny 00:31:11.220 --> 00:31:11.660 ranges. 00:31:11.660 --> 00:31:14.010 How many times do I observe it between 00:31:14.010 --> 00:31:16.222 40.0 and 40.1? 00:31:16.222 --> 00:31:18.030 And sometimes I might have no 00:31:18.030 --> 00:31:19.630 observations because I only have like 00:31:19.630 --> 00:31:22.216 300 data points and so that's why when 00:31:22.216 --> 00:31:24.370 I plot it as a line plot, I get this 00:31:24.370 --> 00:31:25.965 like super spiky thing because I've got 00:31:25.965 --> 00:31:27.640 a bunch of zeros, but I didn't observe 00:31:27.640 --> 00:31:29.390 anything in those tiny step sizes. 00:31:29.390 --> 00:31:30.950 And then there's other times when I 00:31:30.950 --> 00:31:31.200 observe. 00:31:31.250 --> 00:31:32.260 Several points. 00:31:32.930 --> 00:31:34.630 Inside of a tiny step size. 00:31:36.100 --> 00:31:37.710 So these are different representations 00:31:37.710 --> 00:31:40.780 of the same data and it's kind of like 00:31:40.780 --> 00:31:43.312 up to us to decide to think about like 00:31:43.312 --> 00:31:45.690 which of these is a better 00:31:45.690 --> 00:31:47.360 representation, which one do we think 00:31:47.360 --> 00:31:49.290 more closely reflects the true 00:31:49.290 --> 00:31:50.100 distribution? 00:31:51.310 --> 00:31:53.600 And I guess I'll ask you, so do you 00:31:53.600 --> 00:31:55.750 think if I had to rely on one of these 00:31:55.750 --> 00:31:58.632 as a probability density estimate of 00:31:58.632 --> 00:32:01.360 this, of this variable, would you 00:32:01.360 --> 00:32:03.790 prefer the left side or the right side? 00:32:06.800 --> 00:32:07.090 Right. 00:32:08.680 --> 00:32:09.930 All right, I'll take a vote. 00:32:09.930 --> 00:32:11.590 So how many prefer the left side? 00:32:13.000 --> 00:32:14.850 How many prefer the right side? 00:32:14.850 --> 00:32:16.750 That's interesting. 00:32:17.770 --> 00:32:20.455 OK, so it's mixed and there's not 00:32:20.455 --> 00:32:22.650 really a right answer, but I personally 00:32:22.650 --> 00:32:23.853 would prefer the left side. 00:32:23.853 --> 00:32:25.960 And the reason is just because I don't 00:32:25.960 --> 00:32:26.433 really think. 00:32:26.433 --> 00:32:28.580 It's true that there's like a whole lot 00:32:28.580 --> 00:32:31.898 of Penguins that would have a length of 00:32:31.898 --> 00:32:32.750 like 40.5. 00:32:32.750 --> 00:32:35.190 But then it's almost impossible for a 00:32:35.190 --> 00:32:37.059 Penguin to have a length of 40.6. 00:32:37.059 --> 00:32:38.900 But then 40.7 is like pretty likely. 00:32:38.900 --> 00:32:41.185 Again, that's not, that's not my model 00:32:41.185 --> 00:32:42.440 of how the world works. 00:32:42.440 --> 00:32:44.370 I tend to think that this distribution 00:32:44.370 --> 00:32:45.870 should be pretty smooth, right? 00:32:45.870 --> 00:32:47.020 It might be a multimodal. 00:32:47.080 --> 00:32:50.486 Distribution you might have like the 00:32:50.486 --> 00:32:53.250 adult males, the adult females, and the 00:32:53.250 --> 00:32:54.850 kid Penguins. 00:32:54.850 --> 00:32:56.260 Maybe that's what it is. 00:32:57.300 --> 00:32:58.140 I don't really know. 00:32:58.140 --> 00:32:58.466 I'm not. 00:32:58.466 --> 00:32:59.700 I don't study Penguins. 00:32:59.700 --> 00:33:00.770 But it's possible. 00:33:03.440 --> 00:33:04.040 That's right. 00:33:07.480 --> 00:33:11.030 So the as I mentioned, the entropy 00:33:11.030 --> 00:33:12.350 measures how many bits? 00:33:12.350 --> 00:33:13.130 Question. 00:33:14.390 --> 00:33:14.960 Yeah. 00:33:30.580 --> 00:33:34.050 So that's a good question, comment so. 00:33:35.640 --> 00:33:37.275 The so you might choose. 00:33:37.275 --> 00:33:38.960 So you're saying that you chose this 00:33:38.960 --> 00:33:40.870 because the entropy is lower. 00:33:41.620 --> 00:33:45.100 The. 00:33:46.510 --> 00:33:48.210 So that kind of like makes sense 00:33:48.210 --> 00:33:51.420 intuitively, but I would say the reason 00:33:51.420 --> 00:33:54.369 that I wouldn't choose the entropy 00:33:54.370 --> 00:33:55.832 value as a way of choosing the 00:33:55.832 --> 00:33:58.095 distribution is that these entropy 00:33:58.095 --> 00:33:59.740 values are actually not like the true 00:33:59.740 --> 00:34:00.590 entropy values. 00:34:00.590 --> 00:34:02.920 They're just the estimate of the 00:34:02.920 --> 00:34:04.470 entropy based on the distribution that 00:34:04.470 --> 00:34:06.050 we estimated. 00:34:06.050 --> 00:34:08.160 And for example, if I really want to 00:34:08.160 --> 00:34:10.941 minimize this distribution or the 00:34:10.941 --> 00:34:12.800 entropy, I would say that my 00:34:12.800 --> 00:34:14.510 distribution is just like a bunch of 00:34:14.510 --> 00:34:16.050 delta functions, which means that. 00:34:16.100 --> 00:34:17.600 They say that each data point that I 00:34:17.600 --> 00:34:20.235 observed is equally likely. 00:34:20.235 --> 00:34:22.887 So if I have 300 data points and each 00:34:22.887 --> 00:34:24.518 one has a probability of one out of 00:34:24.518 --> 00:34:27.360 300, and that will minimize my entropy. 00:34:27.360 --> 00:34:29.660 But it will also mean that basically 00:34:29.660 --> 00:34:31.070 all I can do is represent those 00:34:31.070 --> 00:34:32.700 particular data points and I won't have 00:34:32.700 --> 00:34:34.540 any generalization to new data. 00:34:34.540 --> 00:34:37.386 So I think that's a really good point 00:34:37.386 --> 00:34:38.200 to bring up. 00:34:39.540 --> 00:34:42.970 That the we have to like, always 00:34:42.970 --> 00:34:45.430 remember that the measurements that we 00:34:45.430 --> 00:34:47.290 make on data are not like true 00:34:47.290 --> 00:34:47.560 measurements. 00:34:47.560 --> 00:34:48.012 They're not. 00:34:48.012 --> 00:34:49.585 They don't tell us anything, or they 00:34:49.585 --> 00:34:51.354 tell us something, but they don't 00:34:51.354 --> 00:34:52.746 reveal the true distribution. 00:34:52.746 --> 00:34:54.690 They only reveal what we've estimated 00:34:54.690 --> 00:34:55.939 about the distribution. 00:34:55.940 --> 00:34:57.907 And those estimates depend not only on 00:34:57.907 --> 00:34:59.519 the data that we're measuring, but the 00:34:59.520 --> 00:35:00.570 way that we measure it. 00:35:01.820 --> 00:35:04.593 So that's like a really tricky, that's 00:35:04.593 --> 00:35:07.590 like a really tricky concept that is 00:35:07.590 --> 00:35:09.329 kind of like the main concept that. 00:35:10.330 --> 00:35:12.280 That I'm trying to illustrate. 00:35:15.110 --> 00:35:17.257 All right, so the entropy measures like 00:35:17.257 --> 00:35:20.270 how many bits are required to store an 00:35:20.270 --> 00:35:22.872 element of data, the true entropy. 00:35:22.872 --> 00:35:25.320 So the true entropy again, if they 00:35:25.320 --> 00:35:27.250 were, if we were able to know the 00:35:27.250 --> 00:35:28.965 distribution, which we almost never 00:35:28.965 --> 00:35:29.350 know. 00:35:29.350 --> 00:35:31.960 But if we knew it, and we had an ideal 00:35:31.960 --> 00:35:34.230 way to store the data, then the entropy 00:35:34.230 --> 00:35:35.900 tells us how many bits we would need in 00:35:35.900 --> 00:35:37.390 order to store that data in the most 00:35:37.390 --> 00:35:38.750 compressed format possible. 00:35:43.500 --> 00:35:46.600 So does this mean that the entropy is a 00:35:46.600 --> 00:35:48.780 measure of information? 00:35:50.290 --> 00:35:50.970 So. 00:35:52.540 --> 00:35:54.419 How many people would say that the 00:35:54.420 --> 00:35:56.113 entropy is a measure? 00:35:56.113 --> 00:35:58.130 Is the information that the data 00:35:58.130 --> 00:35:59.140 contains? 00:36:00.740 --> 00:36:02.000 If yes, raise your hand. 00:36:04.860 --> 00:36:07.890 If no raise, raise your hand. 00:36:07.890 --> 00:36:10.260 OK, so most people more people say not, 00:36:10.260 --> 00:36:11.400 so why not? 00:36:13.870 --> 00:36:14.580 Just measures. 00:36:15.690 --> 00:36:16.130 Cortana. 00:36:19.330 --> 00:36:21.230 The information environment more like. 00:36:22.430 --> 00:36:25.340 The incoming data has like that 00:36:25.340 --> 00:36:25.710 element. 00:36:27.760 --> 00:36:29.580 The company information communication, 00:36:29.580 --> 00:36:32.200 but not correct, right? 00:36:32.200 --> 00:36:33.640 Yeah, so I think that I think what 00:36:33.640 --> 00:36:36.700 you're saying is that the entropy 00:36:36.700 --> 00:36:38.920 measures essentially like how hard it 00:36:38.920 --> 00:36:40.170 is to predict some variable. 00:36:40.820 --> 00:36:43.680 But it doesn't mean that variable like 00:36:43.680 --> 00:36:45.320 tells us anything about anything else, 00:36:45.320 --> 00:36:46.080 right? 00:36:46.080 --> 00:36:47.870 It's just how hard this variable is 00:36:47.870 --> 00:36:49.040 fixed, right? 00:36:49.040 --> 00:36:53.230 And so you could say so again that both 00:36:53.230 --> 00:36:54.680 of those answers can be correct. 00:36:55.530 --> 00:36:58.860 For example, if I have a random array, 00:36:58.860 --> 00:37:00.820 you would probably say like. 00:37:00.820 --> 00:37:02.210 Intuitively this doesn't contain 00:37:02.210 --> 00:37:02.863 information, right? 00:37:02.863 --> 00:37:05.370 If I just say I generated this random 00:37:05.370 --> 00:37:06.910 variable, it's a bunch of zeros and 00:37:06.910 --> 00:37:07.300 ones. 00:37:07.300 --> 00:37:09.260 I 5050 chance it's each one. 00:37:09.960 --> 00:37:13.120 Here's a whole TB of this like random 00:37:13.120 --> 00:37:15.325 variable that I generated for you now. 00:37:15.325 --> 00:37:16.810 Like how much is this worth? 00:37:17.430 --> 00:37:18.690 You would probably be like, it's not 00:37:18.690 --> 00:37:20.080 really worth anything because it 00:37:20.080 --> 00:37:21.926 doesn't like tell me anything about 00:37:21.926 --> 00:37:23.290 anything else, right? 00:37:23.290 --> 00:37:26.700 And so the IT contains in this case, 00:37:26.700 --> 00:37:29.060 like knowing the value of this random 00:37:29.060 --> 00:37:30.907 variable only gives me information 00:37:30.907 --> 00:37:32.250 about itself, it doesn't give me 00:37:32.250 --> 00:37:33.410 information about anything else. 00:37:34.210 --> 00:37:36.390 And so information is always a relative 00:37:36.390 --> 00:37:37.040 term, right? 00:37:37.840 --> 00:37:41.335 Information is the amount of 00:37:41.335 --> 00:37:43.630 uncertainty about something that's 00:37:43.630 --> 00:37:45.760 reduced by knowing something else. 00:37:45.760 --> 00:37:48.190 So if I know the temperature of today, 00:37:48.190 --> 00:37:50.090 then that might reduce my uncertainty 00:37:50.090 --> 00:37:52.810 about the temperature of tomorrow or 00:37:52.810 --> 00:37:54.010 whether it's a good idea to wear a 00:37:54.010 --> 00:37:55.740 jacket when I go out, right? 00:37:55.740 --> 00:37:57.330 So the temperature of today gives me 00:37:57.330 --> 00:37:58.383 information about that. 00:37:58.383 --> 00:38:00.839 But the but knowing the temperature of 00:38:00.839 --> 00:38:02.495 today does not give me any information 00:38:02.495 --> 00:38:04.260 about who's the President of the United 00:38:04.260 --> 00:38:04.895 States. 00:38:04.895 --> 00:38:07.040 So it has information about certain 00:38:07.040 --> 00:38:07.930 things and doesn't have. 00:38:07.980 --> 00:38:09.300 Information about other things. 00:38:12.900 --> 00:38:14.570 So we have this measure called 00:38:14.570 --> 00:38:19.410 information gain, which is a measure of 00:38:19.410 --> 00:38:23.221 how much information does one variable 00:38:23.221 --> 00:38:25.711 give me about another variable, or one 00:38:25.711 --> 00:38:28.201 set of variables give me about another 00:38:28.201 --> 00:38:29.979 variable or set of variables. 00:38:31.690 --> 00:38:35.820 So the information gain of Y given X is 00:38:35.820 --> 00:38:36.480 the. 00:38:37.590 --> 00:38:39.790 Is the entropy of Y my initial 00:38:39.790 --> 00:38:41.515 uncertainty and being able to predict 00:38:41.515 --> 00:38:41.850 Y? 00:38:42.860 --> 00:38:44.980 Minus the entropy of Y given X. 00:38:45.570 --> 00:38:47.230 In other words, like how uncertain am I 00:38:47.230 --> 00:38:50.320 still about why after I know X and this 00:38:50.320 --> 00:38:51.970 difference is the information gain. 00:38:51.970 --> 00:38:54.940 So if I want to know what is the 00:38:54.940 --> 00:38:57.280 temperature going to be in 5 minutes. 00:38:57.280 --> 00:38:59.389 So knowing the temperature right now 00:38:59.390 --> 00:39:01.450 has super high information gain, it 00:39:01.450 --> 00:39:04.350 reduces my entropy almost completely. 00:39:04.350 --> 00:39:05.530 Where knowing the temperature right 00:39:05.530 --> 00:39:07.418 now, if I want to know the temperature 00:39:07.418 --> 00:39:09.900 in 10 days, my information gain would 00:39:09.900 --> 00:39:10.380 be low. 00:39:10.380 --> 00:39:12.233 It might tell me like some guess about 00:39:12.233 --> 00:39:13.890 what season it is that can help a 00:39:13.890 --> 00:39:15.809 little bit, but it's not going to be 00:39:15.810 --> 00:39:16.400 very. 00:39:16.790 --> 00:39:18.450 Highly predictive of the temperature in 00:39:18.450 --> 00:39:18.910 10 days. 00:39:22.270 --> 00:39:25.140 So we can so we can also, of course 00:39:25.140 --> 00:39:25.980 compute this. 00:39:27.800 --> 00:39:28.590 With code. 00:39:28.590 --> 00:39:30.430 So here I'm computing the information 00:39:30.430 --> 00:39:32.560 gain over binary variables. 00:39:34.990 --> 00:39:39.020 Of some feature I = 0 in this case. 00:39:40.280 --> 00:39:41.800 With respect to male, female. 00:39:41.800 --> 00:39:44.120 So how much does a particular variable 00:39:44.120 --> 00:39:46.390 tell me about whether whether a Penguin 00:39:46.390 --> 00:39:47.840 is male or female? 00:39:49.010 --> 00:39:51.430 And so here this was a little bit 00:39:51.430 --> 00:39:53.600 tricky code wise because there was also 00:39:53.600 --> 00:39:56.760 unknown so I have to like ignore the 00:39:56.760 --> 00:39:57.680 unknown case. 00:39:57.680 --> 00:40:00.947 So I take I create a variable Y that is 00:40:00.947 --> 00:40:03.430 one if the Penguin is male and -, 1 if 00:40:03.430 --> 00:40:04.090 it's female. 00:40:05.160 --> 00:40:09.567 And then I extracted out the values of 00:40:09.567 --> 00:40:09.905 XI. 00:40:09.905 --> 00:40:13.150 So I got XI where I = 0 in this case. 00:40:13.150 --> 00:40:16.822 And then I took all the Xis where Y was 00:40:16.822 --> 00:40:19.321 male, where it was male and where it 00:40:19.321 --> 00:40:19.945 was female. 00:40:19.945 --> 00:40:21.507 So this is the male. 00:40:21.507 --> 00:40:23.159 I happens to correspond to island of 00:40:23.160 --> 00:40:23.690 Bisco. 00:40:23.690 --> 00:40:26.260 So this is like the bit string of the 00:40:26.260 --> 00:40:26.550 weather. 00:40:26.550 --> 00:40:28.650 Penguins came from the island of Biscoe 00:40:28.650 --> 00:40:30.490 and were male, and this is whether they 00:40:30.490 --> 00:40:32.190 came from Cisco and they were female. 00:40:34.110 --> 00:40:34.740 And. 00:40:35.810 --> 00:40:37.870 Then I'm counting how many times I see 00:40:37.870 --> 00:40:40.232 either male or female Penguins, and so 00:40:40.232 --> 00:40:42.127 I can use that to get the probability 00:40:42.127 --> 00:40:43.236 that a Penguin is male. 00:40:43.236 --> 00:40:44.700 And of course the probability that's 00:40:44.700 --> 00:40:46.092 female is 1 minus that. 00:40:46.092 --> 00:40:48.850 So I compute my entropy of Penguins 00:40:48.850 --> 00:40:50.400 being male or female. 00:40:50.400 --> 00:40:53.220 So probability y = 1 times log 00:40:53.220 --> 00:40:54.289 probability that minus. 00:40:55.070 --> 00:40:58.123 1 minus probability of y = 1 times log 00:40:58.123 --> 00:40:58.760 probability of that. 00:41:00.390 --> 00:41:03.180 And then I can get the probability that 00:41:03.180 --> 00:41:07.340 a male Penguin. 00:41:07.500 --> 00:41:08.260 00:41:09.460 --> 00:41:13.190 So this is the this is just the 00:41:13.190 --> 00:41:15.562 probability that a Penguin comes from 00:41:15.562 --> 00:41:15.875 Biscoe. 00:41:15.875 --> 00:41:17.940 So the probability that the sum of all 00:41:17.940 --> 00:41:20.015 the male and female Penguins that do 00:41:20.015 --> 00:41:21.603 not, sorry that do not come from Biscoe 00:41:21.603 --> 00:41:22.230 that are 0. 00:41:22.940 --> 00:41:24.070 Divide by the number. 00:41:25.070 --> 00:41:27.720 And then I can get the probability that 00:41:27.720 --> 00:41:28.820 a Penguin is. 00:41:29.950 --> 00:41:33.006 Is male given that it doesn't come from 00:41:33.006 --> 00:41:34.450 Biscoe, and the probability that 00:41:34.450 --> 00:41:36.410 Penguin is male given that it comes 00:41:36.410 --> 00:41:37.150 from Biscoe. 00:41:38.010 --> 00:41:40.550 And then finally I can compute my 00:41:40.550 --> 00:41:44.630 entropy of Y given X, which I can say 00:41:44.630 --> 00:41:46.240 there's different ways to express that. 00:41:46.240 --> 00:41:49.465 But here I express as the sum over the 00:41:49.465 --> 00:41:52.490 probability of whether the Penguin 00:41:52.490 --> 00:41:54.845 comes from VISCO or not, times the 00:41:54.845 --> 00:41:57.730 probability that the Penguin is male or 00:41:57.730 --> 00:42:00.290 female given that it came from Biscoe 00:42:00.290 --> 00:42:03.016 or not, times the log of that 00:42:03.016 --> 00:42:03.274 probability. 00:42:03.274 --> 00:42:05.975 And so I end up with this big term 00:42:05.975 --> 00:42:08.300 here, and so that's the entropy. 00:42:08.350 --> 00:42:12.720 The island given or the entropy of the 00:42:12.720 --> 00:42:15.510 sex of the Penguin given, whether it 00:42:15.510 --> 00:42:16.640 came from Biscoe or not. 00:42:17.240 --> 00:42:20.080 And if I compare those, I see that I 00:42:20.080 --> 00:42:21.297 gained very little information. 00:42:21.297 --> 00:42:23.560 So the so knowing what island of 00:42:23.560 --> 00:42:25.080 Penguin came from doesn't tell me much 00:42:25.080 --> 00:42:26.440 about whether it's male or female. 00:42:26.440 --> 00:42:28.420 That's not like a huge surprise, 00:42:28.420 --> 00:42:30.710 although it's not always exactly true. 00:42:30.710 --> 00:42:36.508 For example, something 49% of people in 00:42:36.508 --> 00:42:40.450 the United States are male and I think 00:42:40.450 --> 00:42:42.880 51% of people in China are male. 00:42:42.880 --> 00:42:44.570 So sometimes there is a slight 00:42:44.570 --> 00:42:45.980 distribution difference depending on 00:42:45.980 --> 00:42:47.150 where you come from and maybe that. 00:42:47.230 --> 00:42:49.220 The figure for some kinds of animals. 00:42:50.000 --> 00:42:51.740 But in any case, like quantitatively we 00:42:51.740 --> 00:42:54.010 can see knowing this island. 00:42:54.010 --> 00:42:55.690 Knowing that island tells me almost 00:42:55.690 --> 00:42:57.230 nothing about whether Penguins likely 00:42:57.230 --> 00:42:58.850 to be male or female, so the 00:42:58.850 --> 00:43:00.530 information gain is very small. 00:43:01.730 --> 00:43:03.230 Because it doesn't reduce the number of 00:43:03.230 --> 00:43:05.160 bits I need to represent whether each 00:43:05.160 --> 00:43:06.360 Penguin is male or female. 00:43:08.780 --> 00:43:10.590 We can also compute the information 00:43:10.590 --> 00:43:13.510 gain in a continuous case, so. 00:43:15.230 --> 00:43:18.550 So here I have again the same initial 00:43:18.550 --> 00:43:21.500 processing to get the male, female, Y 00:43:21.500 --> 00:43:22.020 value. 00:43:22.640 --> 00:43:24.980 And now I do a step through the 00:43:24.980 --> 00:43:28.110 different discrete ranges of the 00:43:28.110 --> 00:43:29.600 variable Kalman length. 00:43:30.710 --> 00:43:32.590 And I compute the probability that a 00:43:32.590 --> 00:43:34.300 variable falls within this range. 00:43:36.100 --> 00:43:38.855 And I also compute the probability that 00:43:38.855 --> 00:43:41.300 a Penguin is male given that it falls 00:43:41.300 --> 00:43:42.060 within a range. 00:43:42.670 --> 00:43:46.480 So that is, out of how many times does 00:43:46.480 --> 00:43:49.240 the value fall within this range and 00:43:49.240 --> 00:43:52.330 the Penguin is male divide by the 00:43:52.330 --> 00:43:53.855 number of times that it falls within 00:43:53.855 --> 00:43:55.665 this range, which was the last element 00:43:55.665 --> 00:43:56.440 of PX. 00:43:57.160 --> 00:43:59.320 And then I add this like very tiny 00:43:59.320 --> 00:44:01.110 value to avoid divide by zero. 00:44:02.830 --> 00:44:05.300 And then so now I have the probability 00:44:05.300 --> 00:44:07.340 that's male given each possible like 00:44:07.340 --> 00:44:08.350 little range of X. 00:44:09.100 --> 00:44:12.590 And I can then compute the entropy as a 00:44:12.590 --> 00:44:15.606 over probability of X times 00:44:15.606 --> 00:44:16.209 probability. 00:44:16.210 --> 00:44:19.240 Or the entropy of Y is computed as 00:44:19.240 --> 00:44:22.243 before and then the entropy of Y given 00:44:22.243 --> 00:44:24.681 X is the sum over probability of X 00:44:24.681 --> 00:44:26.815 times probability of Y given X times 00:44:26.815 --> 00:44:29.330 the log probability of Y given X. 00:44:31.430 --> 00:44:32.880 And then I can look at the information 00:44:32.880 --> 00:44:33.770 gain. 00:44:33.770 --> 00:44:38.660 So here here's the probability of X. 00:44:39.040 --> 00:44:39.780 00:44:40.400 --> 00:44:43.160 And here's the probability of y = 1 00:44:43.160 --> 00:44:43.680 given X. 00:44:44.570 --> 00:44:46.380 And the reason that these are different 00:44:46.380 --> 00:44:49.608 ranges is that is that probability of X 00:44:49.608 --> 00:44:52.260 is a continuous variable, so it should 00:44:52.260 --> 00:44:55.371 integrate to one, and probability of y 00:44:55.371 --> 00:44:58.600 = 1 given X will be somewhere between 00:44:58.600 --> 00:44:59.830 zero and one. 00:44:59.830 --> 00:45:01.442 But it's only modeling this discrete 00:45:01.442 --> 00:45:04.390 variable, so given a particular XY is 00:45:04.390 --> 00:45:06.429 equal to either zero or one, and so 00:45:06.430 --> 00:45:07.880 sometimes the probability could be as 00:45:07.880 --> 00:45:10.073 high as one and other times it could be 00:45:10.073 --> 00:45:10.381 0. 00:45:10.381 --> 00:45:12.660 It's just a discrete value condition on 00:45:12.660 --> 00:45:14.690 X where X is a continuous. 00:45:14.750 --> 00:45:17.280 Variable, but it's sometimes useful to 00:45:17.280 --> 00:45:20.150 plot these together, so lots and lots 00:45:20.150 --> 00:45:21.890 of times when I'm trying to solve some 00:45:21.890 --> 00:45:24.180 new problem, one of the first things 00:45:24.180 --> 00:45:26.510 I'll do is create plots like this for 00:45:26.510 --> 00:45:28.020 the different features to give me an 00:45:28.020 --> 00:45:30.650 understanding of like how linearly. 00:45:30.880 --> 00:45:32.725 How linear is the relationship between 00:45:32.725 --> 00:45:37.280 the features and the and the thing that 00:45:37.280 --> 00:45:38.160 I'm trying to predict? 00:45:39.070 --> 00:45:40.780 In this case, for example, there's a 00:45:40.780 --> 00:45:44.220 strong relationship, so if the common 00:45:44.220 --> 00:45:47.920 length is very high, then this Penguin 00:45:47.920 --> 00:45:49.310 is almost certainly male. 00:45:51.280 --> 00:45:52.330 If the. 00:45:53.150 --> 00:45:55.980 If the common length is moderately 00:45:55.980 --> 00:45:59.090 high, then it's pretty likely to be 00:45:59.090 --> 00:45:59.840 female. 00:46:00.900 --> 00:46:05.219 And if it's even lower, if it's even 00:46:05.220 --> 00:46:09.610 smaller, then it's kind of like roughly 00:46:09.610 --> 00:46:12.522 more evenly likely to be male and 00:46:12.522 --> 00:46:13.040 female. 00:46:13.040 --> 00:46:16.360 So again, this may not be too, this 00:46:16.360 --> 00:46:17.990 might not be super intuitive, like, why 00:46:17.990 --> 00:46:19.320 do we have this step here? 00:46:19.320 --> 00:46:22.454 But if you take my hypothesis that the 00:46:22.454 --> 00:46:25.580 adult male Penguins have large common 00:46:25.580 --> 00:46:27.481 links, and then adult female Penguins 00:46:27.481 --> 00:46:29.010 have the next largest. 00:46:30.070 --> 00:46:31.670 And then so there's like these 00:46:31.670 --> 00:46:32.980 different modes of the distribution, 00:46:32.980 --> 00:46:35.260 see these three humps, so this could be 00:46:35.260 --> 00:46:37.630 the adult male, adult female and the 00:46:37.630 --> 00:46:39.380 kids, which have a big range because 00:46:39.380 --> 00:46:41.290 they're different, different ages. 00:46:41.960 --> 00:46:44.300 And if you know it's a kid, then it 00:46:44.300 --> 00:46:44.640 doesn't. 00:46:44.640 --> 00:46:45.820 You don't really know if it's male or 00:46:45.820 --> 00:46:46.150 female. 00:46:46.150 --> 00:46:48.080 It could be a different, you know, 00:46:48.080 --> 00:46:51.980 bigger child or smaller child will kind 00:46:51.980 --> 00:46:54.290 of conflate with the gender. 00:46:56.150 --> 00:46:57.932 So if I looked at this then I might say 00:46:57.932 --> 00:46:58.861 I don't want to. 00:46:58.861 --> 00:47:00.610 I don't want to use this as part of a 00:47:00.610 --> 00:47:01.197 logistic regressor. 00:47:01.197 --> 00:47:03.650 I need a tree or I need to like cluster 00:47:03.650 --> 00:47:05.455 it or process this feature in some way 00:47:05.455 --> 00:47:06.990 to make this information more 00:47:06.990 --> 00:47:08.600 informative for my machine learning 00:47:08.600 --> 00:47:08.900 model. 00:47:10.510 --> 00:47:12.515 I'll take a break in just a minute, but 00:47:12.515 --> 00:47:13.930 I want to show him one more thing 00:47:13.930 --> 00:47:14.560 first. 00:47:14.560 --> 00:47:20.330 So again, like this is very subject to 00:47:20.330 --> 00:47:22.310 how I estimate these distributions. 00:47:22.310 --> 00:47:26.225 So if I choose a different step size, 00:47:26.225 --> 00:47:28.737 so here I choose a broader one, then I 00:47:28.737 --> 00:47:29.940 get a different probability 00:47:29.940 --> 00:47:32.060 distribution, I get a different P of X 00:47:32.060 --> 00:47:33.480 and I get a different conditional 00:47:33.480 --> 00:47:34.230 distribution. 00:47:34.910 --> 00:47:38.135 This P of X it's probably a bit too 00:47:38.135 --> 00:47:40.150 this step size is probably too big 00:47:40.150 --> 00:47:41.760 because it seemed like there were three 00:47:41.760 --> 00:47:44.530 modes which I can sort of interpret in 00:47:44.530 --> 00:47:45.050 some way. 00:47:45.050 --> 00:47:47.500 Making some guess where here I just had 00:47:47.500 --> 00:47:49.690 one mode I like basically smoothed out 00:47:49.690 --> 00:47:52.270 the whole distribution and I get a very 00:47:52.270 --> 00:47:56.240 different kind of like very much 00:47:56.240 --> 00:47:59.385 smoother probability of y = 1 given X 00:47:59.385 --> 00:48:00.010 estimate. 00:48:00.010 --> 00:48:02.082 So just using my intuition I think this 00:48:02.082 --> 00:48:03.580 is probably a better estimate than 00:48:03.580 --> 00:48:05.500 this, but it's something that you could 00:48:05.500 --> 00:48:06.050 validate. 00:48:06.110 --> 00:48:07.440 With their validation set, for example, 00:48:07.440 --> 00:48:09.430 to see given these two estimates of the 00:48:09.430 --> 00:48:11.520 distribution, which one better reflects 00:48:11.520 --> 00:48:12.850 some held out set of data. 00:48:12.850 --> 00:48:14.850 That's one way that you can that you 00:48:14.850 --> 00:48:16.850 can try to get a more concrete answer 00:48:16.850 --> 00:48:18.210 to what's the better way. 00:48:19.350 --> 00:48:21.437 And then these different ways of 00:48:21.437 --> 00:48:22.910 estimating this distribution lead to 00:48:22.910 --> 00:48:24.190 very different estimates of the 00:48:24.190 --> 00:48:25.150 information gain. 00:48:25.150 --> 00:48:28.142 So estimating it with a smoother with 00:48:28.142 --> 00:48:30.543 this bigger step size gives me a 00:48:30.543 --> 00:48:32.920 smoother distribution that reduces my 00:48:32.920 --> 00:48:35.200 information gain quite significantly. 00:48:39.480 --> 00:48:42.110 So let's take let's take a 2 minute 00:48:42.110 --> 00:48:42.680 break. 00:48:42.680 --> 00:48:46.200 I've been talking a lot and you can 00:48:46.200 --> 00:48:47.910 think about this like how can the 00:48:47.910 --> 00:48:49.430 information gain be different? 00:48:50.300 --> 00:48:52.100 Depending on our step size and what 00:48:52.100 --> 00:48:55.240 does this kind of like imply about our 00:48:55.240 --> 00:48:56.420 machine learning algorithms. 00:48:57.900 --> 00:48:59.390 Right, so I'll set it. 00:48:59.390 --> 00:49:01.480 I'll set a timer. 00:49:01.480 --> 00:49:03.240 Feel free to get up and stretch and 00:49:03.240 --> 00:49:05.170 talk or clear your brain or whatever. 00:49:59.230 --> 00:50:01.920 So why is the information, our 00:50:01.920 --> 00:50:04.655 information gain get improved from this 00:50:04.655 --> 00:50:06.060 slide to this slide? 00:50:06.060 --> 00:50:08.430 I'm kind of confused like these are 00:50:08.430 --> 00:50:09.275 different things. 00:50:09.275 --> 00:50:11.630 So here it's here, it's based on the 00:50:11.630 --> 00:50:12.246 common length. 00:50:12.246 --> 00:50:13.970 So I'm measuring the information gain 00:50:13.970 --> 00:50:15.645 of the Cullman length. 00:50:15.645 --> 00:50:17.850 So how much does Coleman length tell me 00:50:17.850 --> 00:50:19.900 about the male, female and then in the 00:50:19.900 --> 00:50:20.870 previous slide? 00:50:21.280 --> 00:50:22.515 Based on the island. 00:50:22.515 --> 00:50:25.723 So if I know in one case it's like if I 00:50:25.723 --> 00:50:27.300 know what island that came from, how 00:50:27.300 --> 00:50:29.505 much does that tell me about its 00:50:29.505 --> 00:50:31.080 whether it's male or female. 00:50:31.080 --> 00:50:32.850 And in this case, if I know the Cullman 00:50:32.850 --> 00:50:34.456 length, how much does that tell me 00:50:34.456 --> 00:50:35.832 about whether it's male or female? 00:50:35.832 --> 00:50:36.750 I see I see. 00:50:36.750 --> 00:50:39.093 So we changed to another feature. 00:50:39.093 --> 00:50:39.794 Yeah. 00:50:39.794 --> 00:50:42.770 So that I should have said that more 00:50:42.770 --> 00:50:43.090 clearly. 00:50:43.090 --> 00:50:45.690 But the I here is the feature index. 00:50:45.940 --> 00:50:46.353 I see. 00:50:46.353 --> 00:50:47.179 I see, I see. 00:50:47.180 --> 00:50:48.360 That makes sense, yeah. 00:50:50.170 --> 00:50:53.689 OK, it says we need like a check, 00:50:53.690 --> 00:50:53.980 right? 00:50:53.980 --> 00:50:54.805 Yeah. 00:50:54.805 --> 00:50:57.483 So I'm able to make the decision tree 00:50:57.483 --> 00:51:00.390 and I get, I get this like I get the 00:51:00.390 --> 00:51:02.226 first check is just less or equal to 00:51:02.226 --> 00:51:05.560 26, but the second check it differs 00:51:05.560 --> 00:51:07.897 from one side, it'll be like less than 00:51:07.897 --> 00:51:10.530 equal to 14.95 of depth and then one 00:51:10.530 --> 00:51:11.476 side it will be. 00:51:11.476 --> 00:51:13.603 So you want to look down on the tree 00:51:13.603 --> 00:51:14.793 here like here. 00:51:14.793 --> 00:51:17.050 You have basically a perfect 00:51:17.050 --> 00:51:18.760 classification here. 00:51:18.820 --> 00:51:21.050 Right here you have perfect 00:51:21.050 --> 00:51:22.860 classifications into Gen. 00:51:22.860 --> 00:51:23.260 2. 00:51:24.000 --> 00:51:28.360 And so these are two decisions that you 00:51:28.360 --> 00:51:28.970 could use. 00:51:28.970 --> 00:51:30.460 For example, right? 00:51:30.460 --> 00:51:32.710 Each of these paths give you a decision 00:51:32.710 --> 00:51:33.590 about whether it's a Gen. 00:51:33.590 --> 00:51:34.330 2 or not. 00:51:36.470 --> 00:51:39.660 So a decision is 1 path through the OR 00:51:39.660 --> 00:51:41.650 rule is like one path through the tree. 00:51:42.660 --> 00:51:46.200 So in so in the case of the work would 00:51:46.200 --> 00:51:48.026 you just because we need like a two 00:51:48.026 --> 00:51:48.870 check thing right? 00:51:48.870 --> 00:51:50.793 So are two check thing would be this 00:51:50.793 --> 00:51:53.770 and this for example if this is greater 00:51:53.770 --> 00:51:57.010 than that and if this is less than that 00:51:57.010 --> 00:51:58.420 then it's that. 00:52:03.860 --> 00:52:06.510 Yeah, I need to start, OK. 00:52:08.320 --> 00:52:10.760 Alright, so actually so one thing I 00:52:10.760 --> 00:52:12.585 want to clarify based is a question is 00:52:12.585 --> 00:52:14.460 that the things that I'm showing here 00:52:14.460 --> 00:52:15.631 are for different features. 00:52:15.631 --> 00:52:17.595 So I is the feature index. 00:52:17.595 --> 00:52:19.390 So the reason that these have different 00:52:19.390 --> 00:52:21.303 entropies, this was for island, we're 00:52:21.303 --> 00:52:22.897 here, I'm talking about Coleman length. 00:52:22.897 --> 00:52:24.970 So different features will give us 00:52:24.970 --> 00:52:26.655 different, different information gains 00:52:26.655 --> 00:52:28.300 about whether the Penguin is male or 00:52:28.300 --> 00:52:30.753 female and the particular feature index 00:52:30.753 --> 00:52:32.270 is just like here. 00:52:34.260 --> 00:52:35.550 All right, so. 00:52:36.750 --> 00:52:39.380 So why does someone have an answer? 00:52:39.380 --> 00:52:41.655 So why is it that the information gain 00:52:41.655 --> 00:52:43.040 is different depending on the step 00:52:43.040 --> 00:52:43.285 size? 00:52:43.285 --> 00:52:45.050 That seems a little bit unintuitive, 00:52:45.050 --> 00:52:45.350 right? 00:52:45.350 --> 00:52:45.870 Because. 00:52:46.520 --> 00:52:47.560 The same data. 00:52:47.560 --> 00:52:48.730 Why does it? 00:52:48.730 --> 00:52:50.830 Why does information gain depend on 00:52:50.830 --> 00:52:51.290 this? 00:52:51.290 --> 00:52:52.110 Yeah? 00:52:52.600 --> 00:52:56.200 If we have for a bigger step that we 00:52:56.200 --> 00:52:58.130 might overshoot and like, we might not 00:52:58.130 --> 00:52:59.330 capture those like. 00:53:01.000 --> 00:53:03.400 Local like optimized or like local? 00:53:09.790 --> 00:53:10.203 Right. 00:53:10.203 --> 00:53:13.070 So the answer was like, if we have a 00:53:13.070 --> 00:53:15.930 bigger step size, then we might like be 00:53:15.930 --> 00:53:17.525 grouping too many things together so 00:53:17.525 --> 00:53:19.905 that it no longer like contains the 00:53:19.905 --> 00:53:21.610 information that is needed to 00:53:21.610 --> 00:53:24.580 distinguish whether a Penguin is male 00:53:24.580 --> 00:53:25.417 or female, right? 00:53:25.417 --> 00:53:27.515 Or it contains less of that 00:53:27.515 --> 00:53:28.590 information, right. 00:53:28.590 --> 00:53:30.560 And so, like, the key concept that's 00:53:30.560 --> 00:53:33.020 really important to know is that. 00:53:33.590 --> 00:53:34.240 00:53:35.310 --> 00:53:37.820 Is that the information gain? 00:53:37.820 --> 00:53:41.008 It depends on how we use the data. 00:53:41.008 --> 00:53:43.130 It depends on how we model the data. 00:53:43.130 --> 00:53:45.110 So that the information gain is not 00:53:45.110 --> 00:53:47.400 really inherent in the data itself or 00:53:47.400 --> 00:53:48.400 even in. 00:53:48.400 --> 00:53:50.580 It doesn't even depend on the. 00:53:51.600 --> 00:53:54.290 The true distribution between the data 00:53:54.290 --> 00:53:56.600 and the thing that we're trying to 00:53:56.600 --> 00:53:57.190 predict. 00:53:57.190 --> 00:53:58.880 So there may be a theoretical 00:53:58.880 --> 00:54:00.730 information gain, which is if you knew 00:54:00.730 --> 00:54:03.360 the true distribution of and Y then 00:54:03.360 --> 00:54:04.570 what would be the probability of Y 00:54:04.570 --> 00:54:05.640 given X? 00:54:05.640 --> 00:54:08.370 But in practice, we never know the true 00:54:08.370 --> 00:54:08.750 distribution. 00:54:09.630 --> 00:54:12.540 It's only the actual information gain 00:54:12.540 --> 00:54:14.695 depends on how we model the data, how 00:54:14.695 --> 00:54:16.430 we're able to squeeze the information 00:54:16.430 --> 00:54:17.770 out and make a prediction. 00:54:17.770 --> 00:54:22.450 For example, if I were like in China or 00:54:22.450 --> 00:54:24.069 something and I stopped somebody and I 00:54:24.070 --> 00:54:27.270 say, how do I get like over how do I 00:54:27.270 --> 00:54:29.110 get to this place and they start 00:54:29.110 --> 00:54:31.490 talking to me in Chinese and I have no 00:54:31.490 --> 00:54:32.430 idea what they're saying. 00:54:33.080 --> 00:54:35.190 They have like all the information is 00:54:35.190 --> 00:54:36.390 in that data. 00:54:36.390 --> 00:54:38.390 Somebody else could use that 00:54:38.390 --> 00:54:40.070 information to get where they want to 00:54:40.070 --> 00:54:42.050 go, but I can't use it because I don't 00:54:42.050 --> 00:54:43.560 have the right model for that data. 00:54:43.560 --> 00:54:45.858 So the information gained to me is 0, 00:54:45.858 --> 00:54:47.502 but the information gain is somebody 00:54:47.502 --> 00:54:49.260 else could be very high because of 00:54:49.260 --> 00:54:49.926 their model. 00:54:49.926 --> 00:54:52.257 And in the same way like we can take 00:54:52.257 --> 00:54:54.870 the same data and that data may have no 00:54:54.870 --> 00:54:57.369 information gain if we don't model it 00:54:57.370 --> 00:54:58.970 correctly, if we're not sure how to 00:54:58.970 --> 00:55:01.520 model it or use the data to extract our 00:55:01.520 --> 00:55:02.490 predictions. 00:55:02.490 --> 00:55:03.070 But. 00:55:03.130 --> 00:55:05.670 As we get better models, we're able to 00:55:05.670 --> 00:55:07.830 improve the information gain that we 00:55:07.830 --> 00:55:09.130 can get from that same data. 00:55:09.130 --> 00:55:10.920 And so that's basically like the goal 00:55:10.920 --> 00:55:13.480 of machine learning is to be able to 00:55:13.480 --> 00:55:14.740 model the data and model the 00:55:14.740 --> 00:55:16.850 relationships in a way that maximizes 00:55:16.850 --> 00:55:19.350 your information gain for predicting 00:55:19.350 --> 00:55:20.470 the thing that you're trying to 00:55:20.470 --> 00:55:20.810 predict. 00:55:23.300 --> 00:55:26.760 So again, we only have an empirical 00:55:26.760 --> 00:55:28.630 estimate based on the observed samples. 00:55:30.680 --> 00:55:31.580 And so. 00:55:32.510 --> 00:55:34.000 So we don't know the true information 00:55:34.000 --> 00:55:36.070 gain, just some estimated information 00:55:36.070 --> 00:55:37.850 gain based on estimated probability 00:55:37.850 --> 00:55:38.560 distributions. 00:55:39.330 --> 00:55:40.930 If we had more data, we could probably 00:55:40.930 --> 00:55:42.200 get a better estimate. 00:55:43.950 --> 00:55:46.870 And when we're trying to estimate 00:55:46.870 --> 00:55:49.090 things based on continuous variables, 00:55:49.090 --> 00:55:50.270 then we have different choices of 00:55:50.270 --> 00:55:50.850 models. 00:55:50.850 --> 00:55:53.753 And so there's a tradeoff between like 00:55:53.753 --> 00:55:55.380 over smoothing or simplifying the 00:55:55.380 --> 00:55:57.770 distribution and making overly 00:55:57.770 --> 00:55:59.740 confident predictions based on small 00:55:59.740 --> 00:56:00.720 data samples. 00:56:00.720 --> 00:56:03.790 So over here, I may have like very good 00:56:03.790 --> 00:56:06.060 estimates for the probability that X 00:56:06.060 --> 00:56:07.840 falls within this broader range. 00:56:09.610 --> 00:56:11.770 But maybe I have, like, smoothed out 00:56:11.770 --> 00:56:13.960 the important information for 00:56:13.960 --> 00:56:15.630 determining whether the Penguin is male 00:56:15.630 --> 00:56:16.230 or female. 00:56:16.980 --> 00:56:19.090 Maybe over here I have much more 00:56:19.090 --> 00:56:20.590 uncertain estimates of each of these 00:56:20.590 --> 00:56:21.360 probabilities. 00:56:21.360 --> 00:56:23.090 Like, is the probability distribution 00:56:23.090 --> 00:56:23.920 really that spiky? 00:56:23.920 --> 00:56:24.990 It's probably not. 00:56:24.990 --> 00:56:26.000 It's probably. 00:56:26.000 --> 00:56:27.710 This is probably a mixture of a few 00:56:27.710 --> 00:56:28.460 Gaussians. 00:56:29.590 --> 00:56:31.490 Which would be a smoother bumpy 00:56:31.490 --> 00:56:34.430 distribution, but on the other hand 00:56:34.430 --> 00:56:35.770 I've like preserved more of the 00:56:35.770 --> 00:56:37.650 information that is needed I would 00:56:37.650 --> 00:56:40.860 think to classify the Penguin as male 00:56:40.860 --> 00:56:41.390 or female. 00:56:42.260 --> 00:56:43.420 So there's this tradeoff. 00:56:44.030 --> 00:56:46.010 And this is just another simple example 00:56:46.010 --> 00:56:47.540 of the bias variance tradeoff. 00:56:47.540 --> 00:56:51.740 So here I have a I have a low variance 00:56:51.740 --> 00:56:53.160 but high bias estimate. 00:56:53.160 --> 00:56:53.960 My distribution. 00:56:53.960 --> 00:56:55.100 It's overly smooth. 00:56:56.000 --> 00:57:00.290 And over there I have a I have a higher 00:57:00.290 --> 00:57:02.575 variance, lower bias estimate of the 00:57:02.575 --> 00:57:02.896 distribution. 00:57:02.896 --> 00:57:04.980 And if I made the step size really 00:57:04.980 --> 00:57:07.175 small so I had that super spiky 00:57:07.175 --> 00:57:08.973 distribution, then that would be a 00:57:08.973 --> 00:57:10.852 really low bias but very high variance 00:57:10.852 --> 00:57:11.135 estimate. 00:57:11.135 --> 00:57:13.250 If I resampled it, I might get spikes 00:57:13.250 --> 00:57:14.987 in totally different places, so a 00:57:14.987 --> 00:57:16.331 totally different estimate of the 00:57:16.331 --> 00:57:16.600 distribution. 00:57:20.910 --> 00:57:22.506 And it's also important to note that 00:57:22.506 --> 00:57:24.040 the that when you're dealing with 00:57:24.040 --> 00:57:25.570 something like the bias variance 00:57:25.570 --> 00:57:28.382 tradeoff, in this case the complexity 00:57:28.382 --> 00:57:29.985 parameter is a step size. 00:57:29.985 --> 00:57:32.200 The optimal parameter depends on how 00:57:32.200 --> 00:57:34.210 much data we have, because the more 00:57:34.210 --> 00:57:36.180 data we have, the lower the variance of 00:57:36.180 --> 00:57:39.870 our estimate and so you the ideal 00:57:39.870 --> 00:57:42.610 complexity changes. 00:57:42.610 --> 00:57:45.256 So if I had lots of data, lots and lots 00:57:45.256 --> 00:57:47.090 and lots of data, then maybe I would 00:57:47.090 --> 00:57:47.360 choose. 00:57:47.430 --> 00:57:49.745 Step size even smaller than one because 00:57:49.745 --> 00:57:51.660 I could estimate those probabilities 00:57:51.660 --> 00:57:53.143 pretty well given all that data. 00:57:53.143 --> 00:57:54.890 I could estimate those little tiny 00:57:54.890 --> 00:57:57.346 ranges where if I'd weigh less data 00:57:57.346 --> 00:57:59.060 than maybe this would become the better 00:57:59.060 --> 00:58:02.470 choice because I otherwise my estimate 00:58:02.470 --> 00:58:03.910 was step size of 1 would just be too 00:58:03.910 --> 00:58:04.580 noisy. 00:58:08.850 --> 00:58:11.050 So the true probability distribution, 00:58:11.050 --> 00:58:13.990 entropy and I mean and information gain 00:58:13.990 --> 00:58:14.880 cannot be known. 00:58:14.880 --> 00:58:16.820 We can only try to make our best 00:58:16.820 --> 00:58:17.420 estimate. 00:58:19.140 --> 00:58:21.550 Alright, so that was all just focusing 00:58:21.550 --> 00:58:22.620 on X. 00:58:22.620 --> 00:58:23.320 Pretty much. 00:58:23.320 --> 00:58:25.716 A little bit of X&Y, but mostly X. 00:58:25.716 --> 00:58:28.130 So let's come back to how this fits 00:58:28.130 --> 00:58:29.760 into the whole machine learning 00:58:29.760 --> 00:58:30.310 framework. 00:58:31.120 --> 00:58:34.240 So we can say that one way that we can 00:58:34.240 --> 00:58:35.100 look at this function. 00:58:35.100 --> 00:58:36.515 Here we're trying to find parameters 00:58:36.515 --> 00:58:39.720 that minimize the loss of our models 00:58:39.720 --> 00:58:41.020 predictions compared to the ground 00:58:41.020 --> 00:58:41.910 truth prediction. 00:58:42.840 --> 00:58:45.126 One way that we can view this is that 00:58:45.126 --> 00:58:48.380 we're we're trying to maximize the 00:58:48.380 --> 00:58:52.550 information gain of Y given X, maybe 00:58:52.550 --> 00:58:54.000 with some additional constraints and 00:58:54.000 --> 00:58:55.850 priors that will improve the robustness 00:58:55.850 --> 00:58:57.940 to limited data that essentially like 00:58:57.940 --> 00:59:00.290 find that trade off for us in the bias 00:59:00.290 --> 00:59:00.720 variance. 00:59:01.920 --> 00:59:02.590 Trade off? 00:59:03.910 --> 00:59:06.960 So I could rewrite this if I'm if my 00:59:06.960 --> 00:59:09.430 loss function is the log probability of 00:59:09.430 --> 00:59:10.090 Y given X. 00:59:11.840 --> 00:59:13.710 Or let's just say for now that I 00:59:13.710 --> 00:59:16.807 rewrite this in terms of the in terms 00:59:16.807 --> 00:59:18.940 of the conditional entropy, or in terms 00:59:18.940 --> 00:59:20.120 of the information gain. 00:59:20.920 --> 00:59:22.610 So let's say I want to find the 00:59:22.610 --> 00:59:23.990 parameters Theta. 00:59:23.990 --> 00:59:25.830 That means that. 00:59:26.770 --> 00:59:29.390 Minimize my negative information gain, 00:59:29.390 --> 00:59:31.730 otherwise maximize my information gain, 00:59:31.730 --> 00:59:32.010 right? 00:59:32.750 --> 00:59:36.690 So that is, I want to maximize the 00:59:36.690 --> 00:59:38.670 difference between the entropy. 00:59:39.690 --> 00:59:43.149 And the entropy of Y the entropy of Y 00:59:43.150 --> 00:59:45.240 given X or equivalently, minimize the 00:59:45.240 --> 00:59:45.920 negative of that. 00:59:46.760 --> 00:59:49.530 Plus some kind of regularization or 00:59:49.530 --> 00:59:52.300 penalty on having unlikely parameters. 00:59:52.300 --> 00:59:54.814 So this would typically be like our 00:59:54.814 --> 00:59:56.380 squared penalty regularization. 00:59:56.380 --> 00:59:57.480 I mean our squared weight 00:59:57.480 --> 00:59:58.290 regularization. 01:00:00.680 --> 01:00:06.810 And if I write down what this entropy 01:00:06.810 --> 01:00:08.810 of Y given X is, then it's just the 01:00:08.810 --> 01:00:12.019 integral over all my data over all 01:00:12.020 --> 01:00:15.839 possible values X of probability of X 01:00:15.840 --> 01:00:18.120 times log probability of Y given X. 01:00:19.490 --> 01:00:22.016 I don't have a continuous distribution 01:00:22.016 --> 01:00:23.685 of XI don't have infinite samples. 01:00:23.685 --> 01:00:25.810 I just have an empirical sample. 01:00:25.810 --> 01:00:27.750 I have a few observations, some limited 01:00:27.750 --> 01:00:30.220 number of observations, and so my 01:00:30.220 --> 01:00:33.040 estimate of this of this integral 01:00:33.040 --> 01:00:35.620 becomes a sum over all the samples I do 01:00:35.620 --> 01:00:36.050 have. 01:00:36.770 --> 01:00:38.700 Assuming that each of these are all 01:00:38.700 --> 01:00:40.850 equally likely, then they'll just be 01:00:40.850 --> 01:00:43.406 some constant for the probability of X. 01:00:43.406 --> 01:00:46.020 So I can kind of like ignore that in 01:00:46.020 --> 01:00:47.470 relative terms, right? 01:00:47.470 --> 01:00:49.830 So I have a over the probability of X 01:00:49.830 --> 01:00:51.170 which would just be like one over 01:00:51.170 --> 01:00:51.420 north. 01:00:52.260 --> 01:00:55.765 Times the negative log probability of 01:00:55.765 --> 01:00:58.510 the label or of the thing that I'm 01:00:58.510 --> 01:01:00.919 trying to predict for the NTH sample 01:01:00.920 --> 01:01:02.900 given the features of the NTH sample. 01:01:03.910 --> 01:01:06.814 And this is exactly the cross entropy. 01:01:06.814 --> 01:01:07.998 This is. 01:01:07.998 --> 01:01:10.180 If Y is a discrete variable, for 01:01:10.180 --> 01:01:11.663 example, this would give us our cross 01:01:11.663 --> 01:01:14.718 entropy, or even if it's not, this is 01:01:14.718 --> 01:01:15.331 the. 01:01:15.331 --> 01:01:18.870 This is the negative log likelihood of 01:01:18.870 --> 01:01:21.430 my labels given the data, and so this 01:01:21.430 --> 01:01:23.420 gives us the loss term that we use 01:01:23.420 --> 01:01:24.610 typically for deep network 01:01:24.610 --> 01:01:26.200 classification or for logistic 01:01:26.200 --> 01:01:26.850 regression. 01:01:27.470 --> 01:01:29.230 And so it's exactly the same as 01:01:29.230 --> 01:01:33.330 maximizing the information gain of the 01:01:33.330 --> 01:01:34.890 variables that we're trying to predict 01:01:34.890 --> 01:01:36.070 given the features that we have 01:01:36.070 --> 01:01:36.560 available. 01:01:39.760 --> 01:01:44.390 So I've been like manually computing 01:01:44.390 --> 01:01:46.207 information gain and probabilities and 01:01:46.207 --> 01:01:48.399 stuff like that using code, but like 01:01:48.400 --> 01:01:50.920 kind of like hand coding lots of stuff. 01:01:50.920 --> 01:01:53.370 But that has its limitations. 01:01:53.370 --> 01:01:56.670 Like I can analyze 11 continuous 01:01:56.670 --> 01:01:59.310 variable or maybe 2 features at once 01:01:59.310 --> 01:02:00.970 and I can come up with some function 01:02:00.970 --> 01:02:03.060 and look at it and use my intuition and 01:02:03.060 --> 01:02:04.570 try to like create a good model based 01:02:04.570 --> 01:02:05.176 on that. 01:02:05.176 --> 01:02:06.910 But if you have thousands of variables, 01:02:06.910 --> 01:02:08.535 it's just like completely impractical 01:02:08.535 --> 01:02:09.430 to do this. 01:02:09.490 --> 01:02:12.246 Right, it would take forever to try to 01:02:12.246 --> 01:02:14.076 like plot all the different features 01:02:14.076 --> 01:02:16.530 and plot combinations and try to like 01:02:16.530 --> 01:02:19.420 manually explore this a big data set. 01:02:19.790 --> 01:02:21.590 And so. 01:02:22.780 --> 01:02:24.370 So we need more like automatic 01:02:24.370 --> 01:02:26.110 approaches to figure out how we can 01:02:26.110 --> 01:02:29.890 maximize the information gain of Y 01:02:29.890 --> 01:02:31.140 given X. 01:02:31.140 --> 01:02:32.810 And so that's basically why we have 01:02:32.810 --> 01:02:33.843 machine learning. 01:02:33.843 --> 01:02:36.560 So in machine learning, we're trying to 01:02:36.560 --> 01:02:39.560 build encoders sometimes to try to 01:02:39.560 --> 01:02:41.740 automatically transform X into some 01:02:41.740 --> 01:02:44.160 representation that makes it easier to 01:02:44.160 --> 01:02:45.850 extract information about why. 01:02:47.110 --> 01:02:49.220 Sometimes, sometimes people do this 01:02:49.220 --> 01:02:49.517 part. 01:02:49.517 --> 01:02:51.326 Sometimes we like hand code the 01:02:51.326 --> 01:02:51.910 features right. 01:02:51.910 --> 01:02:54.270 We create histogram, a gradient 01:02:54.270 --> 01:03:00.120 features for images, or we like I could 01:03:00.120 --> 01:03:01.780 take that common length and split it 01:03:01.780 --> 01:03:03.409 into three different ranges that I 01:03:03.410 --> 01:03:06.185 think represent like the adult male and 01:03:06.185 --> 01:03:08.520 adult female and children for example. 01:03:09.480 --> 01:03:11.770 But sometimes some methods do this 01:03:11.770 --> 01:03:13.925 automatically, and then second we have 01:03:13.925 --> 01:03:15.940 some decoder, something that predicts Y 01:03:15.940 --> 01:03:18.050 from X that automatically extracts the 01:03:18.050 --> 01:03:18.730 information. 01:03:19.530 --> 01:03:22.260 About why from X so our logistic 01:03:22.260 --> 01:03:23.560 regressor for example. 01:03:26.940 --> 01:03:29.460 The most powerful machine learning 01:03:29.460 --> 01:03:32.870 algorithms smoothly combine the feature 01:03:32.870 --> 01:03:34.940 extraction with the decoding, the 01:03:34.940 --> 01:03:37.530 prediction and offer controls or 01:03:37.530 --> 01:03:39.370 protections against overfitting. 01:03:40.860 --> 01:03:43.910 So they both try to make as good 01:03:43.910 --> 01:03:45.190 predictions as possible and the 01:03:45.190 --> 01:03:47.290 training data, and they try to do it in 01:03:47.290 --> 01:03:49.920 a way that is not like overfitting or 01:03:49.920 --> 01:03:51.103 leading to like high variance 01:03:51.103 --> 01:03:52.300 predictions that aren't going to 01:03:52.300 --> 01:03:52.970 generalize well. 01:03:53.800 --> 01:03:55.750 Random forests, for example. 01:03:55.750 --> 01:03:58.070 We have these deep trees that partition 01:03:58.070 --> 01:04:00.830 the feature space, chunk it up, and 01:04:00.830 --> 01:04:03.445 they optimize by optimizing the 01:04:03.445 --> 01:04:04.180 information gain. 01:04:04.180 --> 01:04:04.770 At each step. 01:04:04.770 --> 01:04:06.140 Those trees are trained to try to 01:04:06.140 --> 01:04:07.830 maximize the information gain for the 01:04:07.830 --> 01:04:08.970 variable that you're predicting. 01:04:09.940 --> 01:04:13.300 And until you get some full tree, and 01:04:13.300 --> 01:04:15.910 so individually each of these trees has 01:04:15.910 --> 01:04:16.710 low bias. 01:04:16.710 --> 01:04:18.250 It makes very accurate predictions on 01:04:18.250 --> 01:04:20.480 the training data, but high variance. 01:04:20.480 --> 01:04:22.560 You might get different trees if you 01:04:22.560 --> 01:04:24.479 were to resample the training data. 01:04:25.350 --> 01:04:28.790 And then in a random forest you train a 01:04:28.790 --> 01:04:30.120 whole bunch of these trees with 01:04:30.120 --> 01:04:31.570 different subsets of features. 01:04:32.640 --> 01:04:34.010 And then you average over their 01:04:34.010 --> 01:04:36.550 predictions and that averaging reduces 01:04:36.550 --> 01:04:38.820 the variance and so at the end of the 01:04:38.820 --> 01:04:40.719 day you have like a low variance, low 01:04:40.720 --> 01:04:42.510 bias predictor. 01:04:44.560 --> 01:04:46.350 The boosted trees similarly. 01:04:47.560 --> 01:04:50.020 You have shallow trees this time that 01:04:50.020 --> 01:04:51.860 kind of have low variance individually, 01:04:51.860 --> 01:04:53.170 at least if you have a relatively 01:04:53.170 --> 01:04:54.640 uniform data distribution. 01:04:56.760 --> 01:04:59.000 They again partition the feature space 01:04:59.000 --> 01:05:01.250 by optimizing the information gain, now 01:05:01.250 --> 01:05:02.805 using all the features but on a 01:05:02.805 --> 01:05:04.120 weighted data sample. 01:05:04.120 --> 01:05:05.980 And then each tree is trained on some 01:05:05.980 --> 01:05:07.933 weighted sample that focuses more on 01:05:07.933 --> 01:05:09.560 the examples that previous trees 01:05:09.560 --> 01:05:12.245 misclassified in order to reduce the 01:05:12.245 --> 01:05:12.490 bias. 01:05:12.490 --> 01:05:14.240 So that a sequence of these little 01:05:14.240 --> 01:05:16.640 trees actually has like much lower bias 01:05:16.640 --> 01:05:18.690 than the first tree because they're 01:05:18.690 --> 01:05:20.200 incrementally trying to improve their 01:05:20.200 --> 01:05:21.120 prediction function. 01:05:22.780 --> 01:05:24.690 Now, the downside of the boosted 01:05:24.690 --> 01:05:27.950 decision trees, or the danger of them 01:05:27.950 --> 01:05:30.474 is that they will tend to focus more 01:05:30.474 --> 01:05:32.510 and more on smaller and smaller amounts 01:05:32.510 --> 01:05:33.840 of data that are just really hard to 01:05:33.840 --> 01:05:34.810 misclassify. 01:05:34.810 --> 01:05:36.410 Maybe some of that data was mislabeled 01:05:36.410 --> 01:05:38.040 and so that's why it's so hard to 01:05:38.040 --> 01:05:38.850 classify. 01:05:38.850 --> 01:05:40.626 And maybe it's just very unusual. 01:05:40.626 --> 01:05:43.250 And so as you train lots of these 01:05:43.250 --> 01:05:45.666 boosted trees, eventually they start to 01:05:45.666 --> 01:05:48.326 focus on like a tiny subset of data and 01:05:48.326 --> 01:05:50.080 that can cause high variance 01:05:50.080 --> 01:05:50.640 overfitting. 01:05:51.900 --> 01:05:54.075 And so random forests are very robust 01:05:54.075 --> 01:05:55.476 to overfitting boosted trees. 01:05:55.476 --> 01:05:57.700 You still have to be careful, careful 01:05:57.700 --> 01:06:00.060 about how big those trees are and how 01:06:00.060 --> 01:06:00.990 many of them you train. 01:06:02.650 --> 01:06:03.930 And then deep networks. 01:06:03.930 --> 01:06:05.709 So we have deep networks. 01:06:05.710 --> 01:06:08.066 The mantra of deep networks is end to 01:06:08.066 --> 01:06:11.342 end learning, which means that you just 01:06:11.342 --> 01:06:13.865 give it your simplest features. 01:06:13.865 --> 01:06:17.080 You try not to like, preprocess it too 01:06:17.080 --> 01:06:18.610 much, because then you're just like 01:06:18.610 --> 01:06:20.230 removing some information. 01:06:20.230 --> 01:06:21.856 So you don't compute hog features, you 01:06:21.856 --> 01:06:23.060 just give it pixels. 01:06:24.320 --> 01:06:29.420 And then the optimization is jointly 01:06:29.420 --> 01:06:32.100 trying to process those raw inputs into 01:06:32.100 --> 01:06:35.012 useful features, and then to use those 01:06:35.012 --> 01:06:37.140 useful features to make predictions. 01:06:37.790 --> 01:06:41.040 On your on your for your for your final 01:06:41.040 --> 01:06:41.795 prediction. 01:06:41.795 --> 01:06:44.290 And it's a joint optimization. 01:06:44.290 --> 01:06:47.010 So random forests and boosted trees 01:06:47.010 --> 01:06:50.245 sort of do this, but they're kind of 01:06:50.245 --> 01:06:50.795 like greedy. 01:06:50.795 --> 01:06:52.519 You're trying to you're greedy 01:06:52.520 --> 01:06:54.484 decisions to try to optimize your to 01:06:54.484 --> 01:06:56.070 try to like select your features and 01:06:56.070 --> 01:06:57.420 then use them for predictions. 01:06:58.100 --> 01:07:01.390 While deep networks are like not 01:07:01.390 --> 01:07:02.460 greedy, they're trying to do this 01:07:02.460 --> 01:07:05.460 global optimization to try to maximize 01:07:05.460 --> 01:07:07.750 the information gain of your prediction 01:07:07.750 --> 01:07:08.910 given your features. 01:07:09.670 --> 01:07:11.760 And this end to end learning of 01:07:11.760 --> 01:07:13.220 learning your features and prediction 01:07:13.220 --> 01:07:15.990 at the same time is a big reason why 01:07:15.990 --> 01:07:18.576 people often say that deep learning is 01:07:18.576 --> 01:07:20.869 like the best or it can be the best 01:07:20.870 --> 01:07:22.180 algorithm, at least if you have enough 01:07:22.180 --> 01:07:23.840 data to apply it. 01:07:25.250 --> 01:07:27.210 The intermediate features represent 01:07:27.210 --> 01:07:29.660 transformations of the data that are 01:07:29.660 --> 01:07:31.520 more easily reusable than, like tree 01:07:31.520 --> 01:07:32.609 partitions, for example. 01:07:32.610 --> 01:07:33.925 So this is another big advantage that 01:07:33.925 --> 01:07:36.433 you can take, like the output at some 01:07:36.433 --> 01:07:38.520 intermediate layer, and you can reuse 01:07:38.520 --> 01:07:40.450 it for some other problem, because it 01:07:40.450 --> 01:07:42.200 represents some kind of like 01:07:42.200 --> 01:07:44.446 transformation of image pixels, for 01:07:44.446 --> 01:07:47.510 example, in a way that may be 01:07:47.510 --> 01:07:49.090 semantically meaningful or meaningful 01:07:49.090 --> 01:07:51.250 for a bunch of different tests. 01:07:51.250 --> 01:07:52.870 I'll talk about that more later. 01:07:53.810 --> 01:07:54.660 In another lecture. 01:07:55.470 --> 01:07:57.460 And then the structure of the network, 01:07:57.460 --> 01:07:59.200 for example like the number of nodes 01:07:59.200 --> 01:08:01.290 per layer is something that can be used 01:08:01.290 --> 01:08:02.460 to control the overfitting. 01:08:02.460 --> 01:08:03.840 So you can kind of like squeeze the 01:08:03.840 --> 01:08:07.160 representation into say 512 floating 01:08:07.160 --> 01:08:09.660 point values and that can prevent. 01:08:10.820 --> 01:08:11.810 Prevent overfitting. 01:08:12.770 --> 01:08:15.000 And then often deep learning is used in 01:08:15.000 --> 01:08:17.200 conjunction with massive data sets 01:08:17.200 --> 01:08:18.730 which help to further reduce the 01:08:18.730 --> 01:08:20.210 variance so that you can apply a very 01:08:20.210 --> 01:08:21.250 powerful models. 01:08:22.140 --> 01:08:25.430 Which have low bias and then rely on 01:08:25.430 --> 01:08:27.240 your enormous amount of data to reduce 01:08:27.240 --> 01:08:28.050 the variance. 01:08:31.530 --> 01:08:33.855 So in deep networks, the big challenge, 01:08:33.855 --> 01:08:35.820 the long standing problem with deep 01:08:35.820 --> 01:08:37.400 networks was the optimization. 01:08:37.400 --> 01:08:40.530 So how do we like optimize a many layer 01:08:40.530 --> 01:08:41.070 network? 01:08:41.920 --> 01:08:45.500 And one of the key ideas there was the 01:08:45.500 --> 01:08:47.170 stochastic gradient descent and back 01:08:47.170 --> 01:08:47.723 propagation. 01:08:47.723 --> 01:08:50.720 So we update the weights by summing the 01:08:50.720 --> 01:08:52.875 products of the error gradients from 01:08:52.875 --> 01:08:55.150 the input of the weight to the output 01:08:55.150 --> 01:08:55.730 of the network. 01:08:55.730 --> 01:08:57.710 So we basically trace all the paths 01:08:57.710 --> 01:09:00.050 from some weight into our prediction, 01:09:00.050 --> 01:09:01.810 and then based on that we see how this 01:09:01.810 --> 01:09:03.416 weight contributed to the error. 01:09:03.416 --> 01:09:05.620 And we make a small step to try to 01:09:05.620 --> 01:09:07.850 reduce that error based on a limited 01:09:07.850 --> 01:09:09.510 set of observations. 01:09:11.150 --> 01:09:13.840 And then the back propagation is a kind 01:09:13.840 --> 01:09:16.060 of dynamic program that efficiently 01:09:16.060 --> 01:09:17.970 reuses the weight gradient computations 01:09:17.970 --> 01:09:21.020 that each layer to predict the to do 01:09:21.020 --> 01:09:23.460 the weight updates for the previous 01:09:23.460 --> 01:09:23.890 layer. 01:09:24.670 --> 01:09:27.389 So this step, even though it feels 01:09:27.390 --> 01:09:29.170 backpropagation, feels kind of 01:09:29.170 --> 01:09:31.750 complicated computationally, it's very 01:09:31.750 --> 01:09:32.480 efficient. 01:09:32.480 --> 01:09:33.520 It takes almost. 01:09:33.520 --> 01:09:35.940 It takes about the same amount of time 01:09:35.940 --> 01:09:38.090 to update your weights as to do a 01:09:38.090 --> 01:09:38.700 prediction. 01:09:41.550 --> 01:09:43.160 The deep networks are composed of 01:09:43.160 --> 01:09:44.225 layers and activations. 01:09:44.225 --> 01:09:46.590 So we have these like we talked about 01:09:46.590 --> 01:09:50.350 sigmoid activations, where the downside 01:09:50.350 --> 01:09:52.710 the sigmoids map everything from zero 01:09:52.710 --> 01:09:54.420 to one, and they're downside is that 01:09:54.420 --> 01:09:56.230 the gradient is always less than zero. 01:09:56.230 --> 01:09:57.800 Even at the peak the gradient is only 01:09:57.800 --> 01:10:01.000 .25, and at the gradient is really 01:10:01.000 --> 01:10:01.455 small. 01:10:01.455 --> 01:10:03.099 So if you have a lot of layers. 01:10:03.750 --> 01:10:07.740 The since the gradient update is based 01:10:07.740 --> 01:10:09.900 on a product of these gradients along 01:10:09.900 --> 01:10:11.800 the path, then if you have a whole 01:10:11.800 --> 01:10:13.360 bunch of sigmoids, the gradient keeps 01:10:13.360 --> 01:10:15.209 getting smaller and smaller and smaller 01:10:15.210 --> 01:10:17.320 as you go earlier in the network until 01:10:17.320 --> 01:10:19.226 it's essentially 0 at the beginning of 01:10:19.226 --> 01:10:20.680 the network, which means that you can't 01:10:20.680 --> 01:10:23.050 optimize like the early weights. 01:10:23.050 --> 01:10:25.220 That's the vanishing gradient problem, 01:10:25.220 --> 01:10:27.220 and that was one of the things that got 01:10:27.220 --> 01:10:29.160 like neural networks stuck for many 01:10:29.160 --> 01:10:29.800 years. 01:10:30.950 --> 01:10:31.440 Can you? 01:10:31.440 --> 01:10:32.210 Yeah. 01:10:33.700 --> 01:10:37.490 OK so the OK so first like if you look 01:10:37.490 --> 01:10:40.115 at the gradient of a sigmoid it looks 01:10:40.115 --> 01:10:41.030 like this right? 01:10:41.670 --> 01:10:45.460 And at the peak it's only 25 and then 01:10:45.460 --> 01:10:47.340 at the extreme values it's extremely 01:10:47.340 --> 01:10:48.175 small. 01:10:48.175 --> 01:10:51.290 And So what that means is if you're 01:10:51.290 --> 01:10:52.765 gradient, let's say this is the end of 01:10:52.765 --> 01:10:54.000 the network and this is the beginning. 01:10:54.650 --> 01:10:57.030 Your gradient update for this weight 01:10:57.030 --> 01:10:58.925 will be based on a product of gradients 01:10:58.925 --> 01:11:00.975 for all the weights in between this 01:11:00.975 --> 01:11:02.680 weight and the output. 01:11:03.360 --> 01:11:05.286 And if they're all sigmoid activations, 01:11:05.286 --> 01:11:07.190 all of those gradients are going to be 01:11:07.190 --> 01:11:08.072 less than one. 01:11:08.072 --> 01:11:09.860 And so when you take the product of a 01:11:09.860 --> 01:11:11.330 whole bunch of numbers that are less 01:11:11.330 --> 01:11:12.873 than one, you end up with a really, 01:11:12.873 --> 01:11:14.410 really small number, right? 01:11:14.410 --> 01:11:16.080 And so that's why you can't train a 01:11:16.080 --> 01:11:18.230 deep network using sigmoids, because 01:11:18.230 --> 01:11:20.975 the gradients get they like vanish by 01:11:20.975 --> 01:11:22.525 the time you get to the earlier layers. 01:11:22.525 --> 01:11:24.490 And so the early layers don't train. 01:11:25.120 --> 01:11:26.130 And then you end up with these 01:11:26.130 --> 01:11:27.960 uninformative layers that are sitting 01:11:27.960 --> 01:11:29.170 between the inputs and the final 01:11:29.170 --> 01:11:30.300 layers, so you get really bad 01:11:30.300 --> 01:11:30.910 predictions. 01:11:32.510 --> 01:11:34.390 So that's a sigmoid problem. 01:11:34.390 --> 01:11:36.980 Very loose have a gradient of zero or 01:11:36.980 --> 01:11:40.195 one everywhere, so the relay looks like 01:11:40.195 --> 01:11:40.892 that. 01:11:40.892 --> 01:11:43.996 And in this part the gradient is 1, and 01:11:43.996 --> 01:11:45.869 this part the gradient is zero. 01:11:45.870 --> 01:11:48.470 They helped get networks deeper because 01:11:48.470 --> 01:11:49.880 that gradient of one is perfect. 01:11:49.880 --> 01:11:51.150 It doesn't get bigger, it doesn't get 01:11:51.150 --> 01:11:52.010 smaller as you like. 01:11:52.010 --> 01:11:53.060 Go through a bunch of ones. 01:11:53.930 --> 01:11:56.310 But the problem is that you can have 01:11:56.310 --> 01:11:59.420 these dead Railers where like a 01:11:59.420 --> 01:12:02.140 activation for some node is 0 for most 01:12:02.140 --> 01:12:04.780 of the data and then it has no gradient 01:12:04.780 --> 01:12:07.240 going into the weight and then it never 01:12:07.240 --> 01:12:07.790 changes. 01:12:10.460 --> 01:12:13.690 And so then the final thing that kind 01:12:13.690 --> 01:12:15.179 of fixed this problem was this skip 01:12:15.180 --> 01:12:15.710 connection. 01:12:15.710 --> 01:12:18.000 So the skip connections are a shortcut 01:12:18.000 --> 01:12:19.950 around different layers of the network 01:12:19.950 --> 01:12:22.065 so that the gradients can flow along 01:12:22.065 --> 01:12:23.130 the skip connections. 01:12:23.880 --> 01:12:25.080 All the way to the beginning of the 01:12:25.080 --> 01:12:28.150 network and with a gradient of 1. 01:12:29.330 --> 01:12:30.900 So that was that was coming with the 01:12:30.900 --> 01:12:31.520 Resnet. 01:12:32.980 --> 01:12:33.750 And then? 01:12:35.510 --> 01:12:37.880 And then I also talked about how SGD 01:12:37.880 --> 01:12:39.185 has like a lot of different variants 01:12:39.185 --> 01:12:41.130 and tricks to improve the speed of the 01:12:41.130 --> 01:12:42.960 instability of the optimization. 01:12:42.960 --> 01:12:44.830 For example, we have momentum so that 01:12:44.830 --> 01:12:46.250 if you keep getting weight updates in 01:12:46.250 --> 01:12:47.730 the same direction, those weight 01:12:47.730 --> 01:12:49.394 updates get faster and faster to 01:12:49.394 --> 01:12:50.229 improve the speed. 01:12:51.200 --> 01:12:52.970 You also have these normalizations so 01:12:52.970 --> 01:12:54.690 that you don't focus too much on 01:12:54.690 --> 01:12:56.890 updating weights updating particular 01:12:56.890 --> 01:12:58.620 weights, but you try to minimize the 01:12:58.620 --> 01:13:00.420 overall path of like how much each 01:13:00.420 --> 01:13:01.120 weight changes. 01:13:02.610 --> 01:13:04.173 I didn't talk about it, but another 01:13:04.173 --> 01:13:06.320 another strategy is gradient clipping, 01:13:06.320 --> 01:13:08.990 where you say that a gradient can't be 01:13:08.990 --> 01:13:10.740 too big and that can improve further, 01:13:10.740 --> 01:13:13.515 improve the strategy, the stability of 01:13:13.515 --> 01:13:14.470 the optimization. 01:13:15.670 --> 01:13:18.570 And then most commonly people either 01:13:18.570 --> 01:13:21.410 use SGD plus momentum or atom which is 01:13:21.410 --> 01:13:23.290 one of the last things I talked about. 01:13:23.290 --> 01:13:25.740 But there's more advanced methods range 01:13:25.740 --> 01:13:27.760 or rectified atom with gradient centric 01:13:27.760 --> 01:13:29.860 gradient centering and look ahead which 01:13:29.860 --> 01:13:31.570 have like a whole bunch of complicated 01:13:31.570 --> 01:13:34.160 strategies for doing the same thing but 01:13:34.160 --> 01:13:35.420 just a better search. 01:13:39.250 --> 01:13:40.270 Alright, let me see. 01:13:40.270 --> 01:13:42.280 All right, so I think you probably 01:13:42.280 --> 01:13:44.459 don't want me to skip this, so let me 01:13:44.460 --> 01:13:45.330 talk about. 01:13:46.840 --> 01:13:48.860 Let me just talk about this in the last 01:13:48.860 --> 01:13:49.390 minute. 01:13:49.900 --> 01:13:53.860 And so the so the mid term, so this is 01:13:53.860 --> 01:13:55.703 so the midterm is only going to be on 01:13:55.703 --> 01:13:57.090 things that we've already covered up to 01:13:57.090 --> 01:13:57.280 now. 01:13:57.280 --> 01:13:58.935 It's not going to be on anything that 01:13:58.935 --> 01:14:00.621 we cover in the next couple of days. 01:14:00.621 --> 01:14:02.307 The things that we cover in the next 01:14:02.307 --> 01:14:03.550 couple of days are important for 01:14:03.550 --> 01:14:04.073 homework three. 01:14:04.073 --> 01:14:06.526 So don't skip the lectures or anything, 01:14:06.526 --> 01:14:08.986 but they're not going to be on the 01:14:08.986 --> 01:14:09.251 midterm. 01:14:09.251 --> 01:14:11.750 So the midterms on March 9th and now 01:14:11.750 --> 01:14:12.766 it'll be on Prairie learn. 01:14:12.766 --> 01:14:14.735 So the exam will be open for most of 01:14:14.735 --> 01:14:15.470 the day. 01:14:15.470 --> 01:14:17.600 You don't come here to take it, you 01:14:17.600 --> 01:14:19.650 just take it somewhere else. 01:14:20.070 --> 01:14:23.000 Wherever you are and the exam will be 01:14:23.000 --> 01:14:24.740 75 minutes long or longer. 01:14:24.740 --> 01:14:27.185 If you have dress accommodations and 01:14:27.185 --> 01:14:29.380 you sent them to me, it's mainly going 01:14:29.380 --> 01:14:30.730 to be multiple choice or multiple 01:14:30.730 --> 01:14:31.560 select. 01:14:31.560 --> 01:14:34.950 There's no coding complex calculations 01:14:34.950 --> 01:14:36.920 in it, mainly is like conceptual. 01:14:38.060 --> 01:14:40.350 You can, as I said, take it at home. 01:14:40.350 --> 01:14:42.670 It's open book, so it's not cheating to 01:14:42.670 --> 01:14:43.510 during the exam. 01:14:43.510 --> 01:14:45.630 Consult your notes, look at practice 01:14:45.630 --> 01:14:47.630 questions and answers, look at slides, 01:14:47.630 --> 01:14:48.590 search on the Internet. 01:14:48.590 --> 01:14:49.320 That's all fine. 01:14:50.030 --> 01:14:51.930 It would be cheating if you were to 01:14:51.930 --> 01:14:53.940 talk to a classmate about the exam 01:14:53.940 --> 01:14:55.550 after one, but not both of you have 01:14:55.550 --> 01:14:56.290 taken it. 01:14:56.290 --> 01:14:57.510 So don't try to find out. 01:14:57.510 --> 01:14:59.210 Don't have like one person or I don't 01:14:59.210 --> 01:15:00.120 want to give you ideas. 01:15:02.340 --> 01:15:02.970 I. 01:15:07.170 --> 01:15:09.080 It's also cheating of course to get 01:15:09.080 --> 01:15:10.490 help from another person during the 01:15:10.490 --> 01:15:10.910 exam. 01:15:10.910 --> 01:15:12.510 So like if I found out about either of 01:15:12.510 --> 01:15:13.960 those things, it would be a big deal, 01:15:13.960 --> 01:15:16.150 but I prefer it. 01:15:16.150 --> 01:15:17.260 Just don't do it. 01:15:17.370 --> 01:15:17.880 01:15:19.180 --> 01:15:21.330 And then also it's important to note 01:15:21.330 --> 01:15:22.717 you won't have time to look up all the 01:15:22.717 --> 01:15:22.895 answers. 01:15:22.895 --> 01:15:24.680 So it might sound like multiple choice. 01:15:24.680 --> 01:15:25.855 Open book is like really easy. 01:15:25.855 --> 01:15:27.156 You don't need to study it, just look 01:15:27.156 --> 01:15:28.015 it up when you get there. 01:15:28.015 --> 01:15:28.930 That will not work. 01:15:28.930 --> 01:15:31.879 I can almost guarantee you need to 01:15:31.880 --> 01:15:34.060 learn it ahead of time so that most of 01:15:34.060 --> 01:15:36.380 the answers and you may have time to 01:15:36.380 --> 01:15:37.960 look up one or two, but not more than 01:15:37.960 --> 01:15:38.100 that. 01:15:40.030 --> 01:15:42.600 I've got a list of some of the central 01:15:42.600 --> 01:15:44.210 topics here, and since we're at time, 01:15:44.210 --> 01:15:45.880 I'm not going to walk through it right 01:15:45.880 --> 01:15:46.970 now, but you can review it. 01:15:46.970 --> 01:15:48.040 The slides are posted. 01:15:48.760 --> 01:15:50.540 And then there's just some review 01:15:50.540 --> 01:15:51.230 questions. 01:15:51.230 --> 01:15:53.215 So you can look at these and I think 01:15:53.215 --> 01:15:55.140 the best way to study is to look at the 01:15:55.140 --> 01:15:56.720 practice questions that are posted on 01:15:56.720 --> 01:15:59.744 the website and use that not only to if 01:15:59.744 --> 01:16:01.322 those questions, but also how familiar 01:16:01.322 --> 01:16:02.970 are you with each of those concepts. 01:16:02.970 --> 01:16:04.830 And then go back and review the slides 01:16:04.830 --> 01:16:07.447 if you're like if you feel less 01:16:07.447 --> 01:16:08.660 familiar with the topic. 01:16:09.620 --> 01:16:11.186 Alright, so thank you. 01:16:11.186 --> 01:16:13.330 And on Thursday we're going to resume 01:16:13.330 --> 01:16:15.783 with CNN's and computer vision and 01:16:15.783 --> 01:16:17.320 we're getting into our section on 01:16:17.320 --> 01:16:19.190 applications, so like natural language 01:16:19.190 --> 01:16:20.510 processing and all kinds of other 01:16:20.510 --> 01:16:20.860 things. 01:16:27.120 --> 01:16:30.250 So we are. 01:16:32.010 --> 01:16:34.620 Start a code contains the code from 01:16:34.620 --> 01:16:37.380 homework wise that you normally load 01:16:37.380 --> 01:16:39.650 the data and numbers and yeah Aries, 01:16:39.650 --> 01:16:42.220 but essentially we should transform 01:16:42.220 --> 01:16:44.360 them into like my torch.