Learning From Data: Lecture Slides



Lecture 1. Introduction and Motivation
A pattern exists; we don't know it; we have data to learn it. Netflix; Credit Approval,...
LFD Chapter 1 (The Learning Problem): § 1.1
Lecture 2. General Setup and the Perceptron
The liniear separator; types of learning: supervised, reinforcement, unsupervised; a puzzle.
LFD Chapter 1 (The Learning Problem): § 1.1, 1.2
Lecture 3. Is Learning Feasible
Can we reach outside the data? Probability to the rescue - Hoeffding's lemma.
LFD Chapter 1 (The Learning Problem): § 1.3
Lecture 4. Real Learning is Feasible
Real learning, the 2 step solution. Back to reality: error measures and noisy targets.
LFD Chapter 1 (The Learning Problem): § 1.3, 1.4
Lecture 5. Training Versus Testing
Toward an "effective size" for infinite hypothesis sets: the growth function.
LFD Chapter 2 (Training Versus Testing): § 2.1.1
Lecture 6. Bounding the Growth Function
A polynomial bound on the growth function and the VC generalization bound.
LFD Chapter 2 (Training Versus Testing): § 2.1.2
Lecture 7. The VC Dimension
Approximation versus generalization; bias-variance analysis and learning curves.
LFD Chapter 2 (Training Versus Testing): § 2.1.3, 2.2, 2.3
Lecture 8. Linear Classification, Regression
Non-separable data and the linear model for estimating a real value and the pseudo-inverse.
LFD Chapter 3 (The Linear Model): § 3.1, 3.2
Lecture 9. Logistic Regression and Gradient Descent
Estimating a probability: the cross entropy error and gradient descent minimization.
LFD Chapter 3 (The Linear Model): § 3.3
Lecture 10. Non Linear Transforms
Nonlinear hypotheses using the non-linear transform.
LFD Chapter 3 (The Linear Model): § 3.4
Lecture 11. Overfitting
When are simpler models better than complex ones? Deterministic and stochastic noise
LFD Chapter 4 (Overfitting): § 4.1
Lecture 12. Regularization
Constraining a model toward simpler hypotheses to combat noise.
LFD Chapter 4 (Overfitting): § 4.2
Lecture 13. Validation and Model Selection
Estimating out-of-sample error and its use to make high level choices in learning.
LFD Chapter 4 (Overfitting): § 4.3
Lecture 14. Three Learning Principles
Occam's razor (choosing hypotheses); sampling bias (getting data); data snooping (handling data).
LFD Chapter 5 (Three Learning Priniciples): § 5