### Lecture 2

```CS4442/9542b
Artificial Intelligence II
Prof. Olga Veksler
Lecture 2
Introduction to ML
Basic Linear Algebra
Matlab
Some slides on Linear Algebra are from Patrick Nichols
Outline
• Introduction to Machine Learning
• Basic Linear Algebra
• Matlab Intro
Intro: What is Machine Learning?
• How to write a computer program that automatically
improves its performance through experience
• Machine learning is useful when it is too difficult to
come up with a program to perform a desired task
• Make computer to learn by showing examples (most
• “supervised” learning or learning with a teacher
• In practice: computer program (or function) which has
a tunable parameters, tune parameters until the
desirable behavior on the examples
Different Types of Learning
• Learning from examples:
• Supervised Learning: given training examples of
inputs and corresponding outputs, produce the
“correct” outputs for new inputs
• study in this course
• Unsupervised Learning: given only inputs as
training, find structure in the world: e.g. discover
clusters
• Other types, such as reinforcement learning are
not covered in this course
Supervised Machine Learning
• Training samples (or examples) x1,x2,…, xn
• Each example xi is typically multi-dimensional
• xi1, xi2 ,…, xid are called features, xi is often called a
feature vector
• Example: x1 = {3,7, 35}, x2 = {5, 9, 47}, …
• how many and which features do we take?
• Know desired output for each example y1, y2,…yn
• This learning is supervised (“teacher” gives desired outputs)
• yi are often one-dimensional
• Example: y1 = 1 (“face”), y2 = 0 (“not a face”)
Supervised Machine Learning
• Two types of supervised learning:
• Classification (we will only do classification in this
course):
• yi takes value in finite set, typically called a label
or a class
• Example: yi ∈{“sunny”, ”cloudy”, ”raining”}
• Regression
• yi continuous, typically called an output value
• Example: yi = temperature ∈[-60,60]
Toy Application: fish sorting
classifier
fis
h
fis
h
im
ag
sp
ec
ie
salmon
s
e
sorting
chamber
sea bass
Classifier design
• Notice salmon tends to be shorter than sea bass
• Use fish length as the discriminating feature
• Count number of bass and salmon of each length
2
4
8
10
12
14
bass
0
1
3
8
10
5
salmon
2
5
10
5
1
0
12
10
Count
8
salmon
sea bass
6
4
2
0
2
4
8
10
Length
12
14
Single Feature (length) Classifier
• Find the best length L threshold
fish length < L
classify as salmon
fish length > L
classify as sea bass
• For example, at L = 5, misclassified:
• 1 sea bass
• 16 salmon
2
4
8
10
12
14
bass
0
1
3
8
10
5
salmon
2
5
10
5
1
0
• Classification error (total error) 17 = 34%
50
Single Feature (length) Classifier
12
fish classified
as salmon
fish classified
as sea bass
10
Count
8
salmon
sea bass
6
4
2
0
2
4
8
10
12
14
Length
• After searching through all possible thresholds L, the
best L= 9, and still 20% of fish is misclassified
Next Step
• Lesson learned:
• Length is a poor feature alone!
• What to do?
• Try another feature
• Salmon tends to be lighter
• Try average fish lightness
Single Feature (lightness) Classifier
1
2
3
4
5
bass
0
1
2
10
12
salmon
6
10
6
1
0
14
12
Count
10
8
salmon
sea bass
6
4
2
0
1
2
3
4
5
Lightness
• Now fish are classified best at lightness
threshold of 3.5 with classification error of 8%
Can do better by feature combining
• Use both length and lightness features
• Feature vector [length,lightness]
lightness
ba
ss
decision
boundary
decision regions
sa
lm
on
length
• Classification error 4%
lightness
Even Better Decision Boundary
length
• Decision boundary (wiggly) with 0% classification error
Test Classifier on New Data
lightness
• The goal is for classifier to perform well on new data
• Test “wiggly” classifier on new data: 25% error
length
What Went Wrong?
• We always have only a limited amount of data, not all
possible data
• We should make sure the decision boundary does not
adapt too closely to the particulars of the data we have
at hand, but rather grasps the “big picture”
What Went Wrong: Overfitting
• Complicated boundaries overfit the data, they are too
tuned to the particular training data at hand
• Therefore complicated boundaries tend to not
generalize well to the new data
• We usually refer to the new data as “test” data
Overfitting: Extreme Example
• Say we have 2 classes: face and non-face images
• Memorize (i.e. store) all the “face” images
• For a new image, see if it is one of the stored faces
• if yes, output “face” as the classification result
• If no, output “non-face”
• also called “rote learning”
• problem: new “face” images are different from stored
“face” examples
• zero error on stored data, 50% error on test (new) data
• Rote learning is memorization without generalization
slide is modified from Y. LeCun
Generalization
training data
test data
• The ability to produce correct outputs on previously unseen
examples is called generalization
• The big question of learning theory: how to get good generalization
with a limited number of examples
• Intuitive idea: favor simpler classifiers
•
William of Occam (1284-1347): “entities are not to be multiplied without necessity”
• Simpler decision boundary may not fit ideally to the training data
but tends to generalize better to new data
Underfitting
• We can also underfit data, i.e. use too simple decision
boundary
• chosen model is not expressive enough
• There is no way to fit a linear decision boundary so that
the training examples are well separated
• Training error is too high
• test error is, of course, also high
Underfitting → Overfitting
underfitting
“just right”
overfitting
Sketch of Supervised Machine Learning
• Chose a learning machine f(x,w)
•
•
•
•
w are tunable weights
x is the input sample
f(x,w) should output the correct class of sample x
use labeled samples to tune weights w so that f(x,w)
give the correct label for sample x
• Which function f(x,w) do we choose?
• has to be expressive enough to model our problem
well, i.e. to avoid underfitting
• yet not to complicated to avoid overfitting
Training and Testing
• There are 2 phases, training and testing
• Divide all labeled samples x1,x2,…xn into 2 sets,
training set and test set
• Training phase is for “teaching” our machine (finding
optimal weights w)
• Testing phase is for evaluating how well our machine
works on unseen examples
Training Phase
• Find the weights w s.t. f(xi,w) = yi “as much as
possible” for training samples (xi, yi)
• “as much as possible” needs to be defined
• How do we find parameters w to ensure
f(xi,w) = yi for most training samples (xi,yi) ?
• This step is usually done by optimization, can be
quite time consuming
Testing Phase
• The goal is to design machine which performs
well on unseen examples
• Evaluate the performance of the trained
machine f(x,w) on the test samples (unseen
labeled samples)
• Testing the machine on unseen labeled examples
lets us approximate how well it will perform in
practice
• If testing results are poor, may have to go back
to the training phase and redesign f(x,w)
Generalization and Overfitting
• Generalization is the ability to produce correct
output on previously unseen examples
• In other words, low error on unseen examples
• Good generalization is the main goal of ML
• Low training error does not necessarily imply that
we will have low test error
• we have seen that it is easy to produce f(x,w) which is
perfect on training samples (rote “learning”)
• Overfitting
• when the machine performs well on training data but
poorly on test data
Classification System Design Overview
• Collect and label data by hand
salmon
sea bass
salmon
salmon
sea bass
sea bass
• Split data into training and test sets
• Preprocess by segmenting fish from background
• Extract possibly discriminating features
• length, lightness, width, number of fins,etc.
• Classifier design
• Choose model for classifier
• Train classifier on training data
• Test classifier on test data
we look at these two
steps in this course
Basic Linear Algebra
• Basic Concepts in Linear Algebra
• vectors and matrices
• products and norms
• vector spaces and linear transformations
• Introduction to Matlab
Why Linear Algebra?
• For each example (e.g. a fish image), we extract a set
of features (e.g. length, width, color)
• This set of features is represented as a feature vector
• [length, width, color]
• All collected examples will be represented as
collection of (feature) vectors
[l1, w1 , c1 ]
[l2 , w2 , c2 ]
example 1
example 2
[l3 , w3 , c3 ]
example 3
 l1
l 2
l
3
w1
w2
w3
c1 
c2 
c3 
matrix
• Also, we will use linear models since they are simple
and computationally tractable
What is a Matrix?
• A matrix is a set of elements, organized into
rows and columns
rows
feature 4
feature 3
feature 2
feature 1
columns
2 7 6 10
1 4 4 9 


6 4 9 6 
example 1
example 2
example 3
Basic Matrix Operations
• addition, subtraction, multiplication by a scalar
a b   e
c d  +  g

 
f  a + e b + f 
=


h  c + g d + h 
a b   e
c d  −  g

 
f  a − e b − f 
subtract elements
=


h  c − g d − h 
a b α ⋅ a α ⋅ b
=
α ⋅
multiply every entry


c d  α ⋅ c α ⋅ d 
Matrix Transpose
T
• n by m matrix A and its m by n transpose A
 x11 x12
x x
21
22

A=
M
M

xn1 xn2
L x1m 

L x2m 
L M 

L xnm 
 x11 x21
x
x
12
22
T

A =
M
M

x1m x2m
L xn1 

L xn2 
L M 

L xnm 
Vectors
• Vector: N x 1 matrix
 x1 
v= 
 x2 
• dot product and magnitude defined on vectors only
x2
x2
x2
a a+b
v
x1
b
a-b
a
x1
b
x1
vector subtraction
More on Vectors
• n-dimensional row vector x = [x1 x2 K xn ]
 x1 
x 
2
T

x
=
• Transpose of row vector is column vector
M
 
xn 
• Vector product (or inner or dot product)
x, y = x ⋅ y = xT y = x1 y1 + x2 y2 +K+ xn yn =
∑x y
i i
i=1Kn
More on Vectors
• Euclidian norm or length x =
2
x
∑i
x, x =
i =1Kn
• If ||x|| =1 we say x is normalized or unit length
xT y
• angle q between vectors x and y : cos θ =
x y
• inner product captures direction relationship
cos θ = 0
y
cos θ = 1
cos θ = −1
y
x
y
x
T
x y=0
x⊥y
xT y = x y > 0
x
xT y = − x y < 0
More on Vectors
• Vectors x and y are orthonormal if they are
orthogonal and ||x|| = ||y|| =1
• Euclidian distance between vectors x and y
x− y =
∑( x − y )
2
i
i =1Kn
x-y
x
i
y
Linear Dependence and Independence
•
Vectors x1, x2,…, xn are linearly dependent if
there exist constants α1, α2,…, αn s.t.
•
•
•
α1x1+ α2x2+…+αnxn = 0
αi ≠ 0 for at least one I
Vectors x1, x2,…, xn are linearly independent if
α1x1+ α2x2+…+αnxn = 0 ⇒ α1 = α2=…= αn= 0
Vector Spaces and Basis
• The set of all n-dimensional vectors is called a
vector space V
• A set of vectors {u1,u2,…, un } are called a basis
for vector space if any v in V can be written as
v = α1u1+ α2u2+…+αnun
• u1,u2,…, un are independent implies they form a
basis, and vice versa
• u1,u2,…, un give an orthonormal basis if
1. ui = 1 ∀i
2. ui ⊥ u j ∀i ≠ j
Orthonormal Basis
• x, y,…, z form an orthonormal basis
T
x = [1 0 0]
x⋅ y = 0
y = [0 1 0]
x⋅z = 0
y⋅z = 0
T
z = [0 0 1]
T
Matrix Product
a11
AB =  M
an1

a12
M
an2
a13
M
an3
L
M
L
b11
a1d  b21
M  b31
and   M

bd1
L
L
L
L
L
b1m 
b2m  
b3m  = 
 
M  
bdm 
cij




cij = 〈ai, bj〉
ai is row i of A
bj is column j of B
• # of columns of A = # of rows of B
• even if defined, in general AB ≠ BA
Matrices
• Rank of a matrix is the number of linearly
independent rows (or equivalently columns)
• A square matrix is non-singular if its rank equal
to the number of rows. If its rank is less than
number of rows it is singular.
• Identity matrix
AI=IA=A
1
0
I =
0

0
0 L 0
1 L 0
0 O M

0 L 1
T
• Matrix A is symmetric if A=A
1
2

9

5
2 9 5

7 4 8
4 3 6

8 6 4
Matrices
-1
• Inverse of a square matrix A is matrix A s.t.
-1
AA = I
• If A is singular or not square, inverse does not
exist
T
• Pseudo-inverse A is defined whenever A A is
not singular (it is square)
-1 T
T
A = (A A) A
T
-1 T
AA =(A A) AA=I
MATLAB
•
Starting matlab
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Clear
+ - */ ^
help arith
•
A=[2 3;4 5]
A’
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find(A>3), colon operator
* / ^ .* ./ .^
eye(n),norm(A),det(A),eig(A)
max,min,std
help matfun
•
if i== 1else end, if else if end
for i=1:0.5:2 … end
while i == 1 … end
Return
help lang
Graphics
•
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Matrix and vector operations
.m files
scripts
function y=square(x)
help lang
Flow control
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==,&,|,~,xor
help relop
double
Char
Programming in Matlab
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Lists, vectors, matrices
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help elfun
Data types
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Relational operators
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Scalars, variables, basic arithmetic
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quit
more
help general
Elementary functions
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xterm -fn 12X24
matlab
•
help graphics
help graph3d
File I/O
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