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Algorithm-Independent Machine Learning Shyh-Kang Jeng Department of Electrical Engineering/ Graduate Institute of Communication/ Graduate Institute of Networking and Multimedia, National Taiwan University
Some Fundamental Problems ,[object Object],[object Object],[object Object],[object Object],[object Object]
Meaning of  “Algorithm-Independent”  ,[object Object],[object Object],[object Object],[object Object]
Roadmap ,[object Object],[object Object],[object Object],[object Object]
Generalization Performance by  Off-Training Set Error ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Generalization Performance by  Off-Training Set Error ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Generalization Performance by  Off-Training Set Error ,[object Object],[object Object],[object Object],[object Object]
Generalization Performance by  Off-Training Set Error ,[object Object],[object Object]
No Free Lunch Theorem
No Free Lunch Theorem ,[object Object],[object Object],[object Object]
No Free Lunch Theorem ,[object Object]
Example 1 No Free Lunch for Binary Data -1 1 1 111 -1 1 1 110 -1 1 -1 101 -1 1 1 100 -1 1 -1 011 1 1 1 010 -1 -1 -1 001 D 1 1 1 000 h 2 h 1 F x
No Free Lunch Theorem
Conservation in Generalization ,[object Object],[object Object],[object Object]
Ugly Duckling Theorem ,[object Object],[object Object]
Venn Diagram Representation of Features as Predicates
Rank of a Predicate ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Examples of Rank of a Predicate ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Examples of Rank of a Predicate ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Total Number of Predicates in Absence of Constraints ,[object Object]
A Measure of Similarity in Absence of Prior Information ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
A Plausible Measure of Similarity in Absence of Prior Information ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Ugly Duckling Theorem ,[object Object],[object Object],[object Object]
Ugly Duckling Theorem ,[object Object],[object Object]
Minimum Description Length (MDL) ,[object Object],[object Object],[object Object]
Algorithm Complexity  (Kolmogorov Complexity) ,[object Object],[object Object],[object Object],[object Object]
Algorithm Complexity Example ,[object Object],[object Object],[object Object],[object Object]
Algorithm Complexity Example ,[object Object],[object Object],[object Object]
Algorithm Complexity Example ,[object Object],[object Object],[object Object]
Minimum Description Length (MDL) Principle ,[object Object]
An Application of MDL Principle ,[object Object],[object Object],[object Object],[object Object]
Convergence of MDL Classifiers ,[object Object],[object Object],[object Object]
Bayesian Perspective of  MDL Principle
Overfitting Avoidance ,[object Object],[object Object],[object Object],[object Object]
Explanation of Success of  Occam’s Razor ,[object Object],[object Object],[object Object],[object Object]
Bias and Variance ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Bias and Variance for Regression
Bias-Variance Dilemma
Bias-Variance Dilemma ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Bias-Variance Dilemma ,[object Object],[object Object],[object Object],[object Object],[object Object]
Bias and Variance for Classification ,[object Object],[object Object]
Bias and Variance for Classification ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Bias and Variance for Classification ,[object Object],[object Object],[object Object],[object Object],[object Object]
Bias and Variance for Classification
Bias and Variance for Classification
Bias and Variance for Classification
Bias and Variance for Classification
Bias and Variance for Classification ,[object Object],[object Object],[object Object],[object Object]
Error rates and optimal  K  vs.  N  for  d  = 20 in KNN
Estimation and classification error vs.  d  for  N  = 12800 in KNN d
Boundary Bias-Variance Trade-Off
Leave-One-Out Method (Jackknife)
Generalization to Estimates of Other Statistics  ,[object Object],[object Object],[object Object],[object Object]
Jackknife Bias Estimate
Example 2 Jackknife for Mode
Bootstrap ,[object Object],[object Object],[object Object]
Bootstrap Bias and Variance Estimate
Properties of Bootstrap Estimates ,[object Object],[object Object],[object Object]
Bagging ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Unstable Algorithm and Bagging ,[object Object],[object Object],[object Object],[object Object],[object Object]
Boosting ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Boosting Procedure ,[object Object]
Training Data and Weak Learner
[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],“Most Informative” Set Given  C 1
Third Data Set and Classifier  C 3 ,[object Object],[object Object]
Classification of a Test Pattern ,[object Object],[object Object]
Choosing  n 1 ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
AdaBoost  ,[object Object],[object Object],[object Object]
AdaBoost Algorithm
Final Decision ,[object Object]
Ensemble Training Error
AdaBoost vs.  No Free Lunch Theorem ,[object Object],[object Object],[object Object],[object Object]
Learning with Queries ,[object Object],[object Object],[object Object],[object Object],[object Object]
Application Example ,[object Object],[object Object],[object Object]
Learning with Queries ,[object Object],[object Object],[object Object],[object Object]
Selecting Most Informative Patterns ,[object Object],[object Object],[object Object],[object Object],[object Object]
Active Learning Example
Arcing and Active Learning  vs. IID Sampling ,[object Object],[object Object],[object Object],[object Object]
Arcing and Active Learning  ,[object Object],[object Object],[object Object]
Estimating the Generalization Rate ,[object Object],[object Object],[object Object],[object Object]
Parametric Models ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Simple Cross-Validation ,[object Object]
m -Fold Cross-Validation ,[object Object],[object Object],[object Object],[object Object],[object Object]
Forms of Learning for  Cross-Validation ,[object Object],[object Object],[object Object],[object Object],[object Object]
Portion    of  D  as a Validation Set ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Anti-Cross-Validation ,[object Object],[object Object],[object Object],[object Object],[object Object]
Estimation of Error Rate ,[object Object],[object Object],[object Object]
95% Confidence Intervals for a Given Estimated  p
Jackknife Estimation of Classification Accuracy ,[object Object],[object Object],[object Object]
Jackknife Estimation of Classification Accuracy
Bootstrap Estimation of Classification Accuracy ,[object Object],[object Object],[object Object]
Maximum-Likelihood Comparison (ML-II) ,[object Object],[object Object],[object Object],[object Object]
Maximum-Likelihood Comparison
Scientific Process *D. J. C. MacKay, “Bayesian interpolation,” Neural Computation, 4(3), 415-447, 1992
Bayesian Model Comparison
Concept of Occam Factor
Concept of Occam Factor ,[object Object],[object Object]
Evidence for Gaussian Parameters
Bayesian Model Selection vs.  No Free Lunch Theorem ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Error Rate as a Function of Number  n  of Training Samples ,[object Object],[object Object],[object Object],[object Object],[object Object]
Analytical Analysis ,[object Object],[object Object],[object Object],[object Object]
Analytical Analysis
Analytical Analysis
Analytical Analysis
Results of Simulation Experiments
Discussions on Error Rate  for Given  n ,[object Object],[object Object],[object Object],[object Object]
Discussions on Error Rate  for Given  n ,[object Object],[object Object],[object Object],[object Object]
Test Errors vs.  Number of Training Patterns
Test and Training Error
Power Law
Sum and Difference of  Test and Training Error
Fraction of Dichotomies of  n  Points in  d  Dimensions That are Linear
One-Dimensional Case f ( n  = 4,  d  = 1) = 0.5 X 1111 X 0111 X 1110 0110 1101 0101 X 1100 0100 1011 X 0011 1010 0010 1001 X 0001 X 1000 X 0000 Linearly Separable? Labels Linearly Separable? Labels
Capacity of a Separating Plane ,[object Object],[object Object],[object Object],[object Object]
Mixture-of-Expert Models ,[object Object],[object Object],[object Object],[object Object],[object Object],[object Object]
Mixture Model for  Producing Patterns
Mixture-of-Experts Architecture
Ensemble Classifiers
Maximum-Likelihood Estimation
Final Decision Rule ,[object Object],[object Object],[object Object],[object Object],[object Object]
Component Classifiers without Discriminant Functions ,[object Object],[object Object],[object Object],[object Object],[object Object]
Heuristics to Convert Outputs to Discrimunant Values
Illustration Examples 0.0 0 3/21=0.143 4th 0.111 0.1 0.0 0 5/21=0.238 2nd 0.129 0.2 0.0 0 6/21=0.286 1st 0.143 0.3 0.0 0 2/21=0.095 5th 0.260 0.9 1.0 1 1/21=0.048 6th 0.193 0.6 0.0 0 4/21=0.194 3rd 0.158 0.4 g i g i g i One-of- c Rank Order Analog

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MachineLearning.ppt