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Machine Learning
CS5122 DESCRIPTIVE & PREDICTIVE ANALYTICS
DILUM BANDARA
Dilum.Bandara@uom.lk
Some slides extracted from CSE 446 Machine Learning by Pedro
Domingos
2
Traditional Programming
Machine Learning
Computer
Data
Program
Output
Computer
Data
Output
Program
Getting computers to program themselves based on data
ML in a Nutshell
• 10s of 1000s of machine learning algorithms
• 100s new every year
• Every machine learning algorithm has 3
components:
◦ Representation
◦ Evaluation
◦ Optimization
3
Representation
• Sets of rules / Logic programs
• Decision trees
• Instances
• Graphical models (Bayes/Markov nets)
• Neural networks
• Support Vector Machines (SVM)
• Model ensembles
4
Evaluation
• Accuracy
• Precision & recall
• Squared error
• Likelihood
• Posterior probability
• Cost / Utility
• Margin
• Entropy
• K-L divergence
5
Optimization
• E.g., Greedy search
Combinatorial
optimization
• E.g., Gradient descent
Convex
optimization
• E.g., Linear programming
Constrained
optimization
6
Types of Learning
• Association Analysis
• Supervised (inductive) learning
• Training data includes desired outputs
• Classification
• Regression/Prediction
• Unsupervised learning
• Training data does not include desired outputs
• Semi-supervised learning
• Training data includes a few desired outputs
• Reinforcement learning
• Rewards from sequence of actions
7
Learning Associations
Basket analysis:
P (Y | X ) probability that somebody who buys X also buys Y
where X and Y are products/services.
Example: P ( milk | beer ) = 0.66
8
Market-Basket transactions
TID Items
1 Bread, Milk
2 Bread, Diaper, Beer, Eggs
3 Milk, Diaper, Beer, Coke
4 Bread, Milk, Diaper, Beer
5 Bread, Milk, Diaper, Coke
Inductive Learning
Given examples of a function (X, F(X))
Predict function F(X) for new examples X
◦ Discrete F(X): Classification
◦ Continuous F(X): Regression
◦ F(X) = Probability(X): Probability estimation
9
Classification
10
 Example: Credit
scoring
 Differentiating
between low-risk and
high-risk customers
from their income and
savings
Discriminant: IF income > θ1 AND savings > θ2
THEN low-risk ELSE high-risk
Model
Prediction: Regression
11
 Example: Price of a used car
 x : car attributes
y : price
y = g (x | θ )
g ( ) model,
θ parameters
y = wx+w0
Supervised Learning
• Decision tree induction
• Rule induction
• Instance-based learning
• Bayesian learning
• Neural networks
• Support Vector Machines
• Model ensembles
• Learning theory
12
Unsupervised Learning
• Clustering
• Dimensionality reduction
13
R Examples
• Support Vector Machines
◦ Supervised learning methods
◦ Used for classification & regression tasks
◦ Generates non-overlapping partitions & usually employs
all attributes
• Decision tree
◦ Random forest
14

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Introduction to Machine Learning

  • 1. Machine Learning CS5122 DESCRIPTIVE & PREDICTIVE ANALYTICS DILUM BANDARA Dilum.Bandara@uom.lk Some slides extracted from CSE 446 Machine Learning by Pedro Domingos
  • 3. ML in a Nutshell • 10s of 1000s of machine learning algorithms • 100s new every year • Every machine learning algorithm has 3 components: ◦ Representation ◦ Evaluation ◦ Optimization 3
  • 4. Representation • Sets of rules / Logic programs • Decision trees • Instances • Graphical models (Bayes/Markov nets) • Neural networks • Support Vector Machines (SVM) • Model ensembles 4
  • 5. Evaluation • Accuracy • Precision & recall • Squared error • Likelihood • Posterior probability • Cost / Utility • Margin • Entropy • K-L divergence 5
  • 6. Optimization • E.g., Greedy search Combinatorial optimization • E.g., Gradient descent Convex optimization • E.g., Linear programming Constrained optimization 6
  • 7. Types of Learning • Association Analysis • Supervised (inductive) learning • Training data includes desired outputs • Classification • Regression/Prediction • Unsupervised learning • Training data does not include desired outputs • Semi-supervised learning • Training data includes a few desired outputs • Reinforcement learning • Rewards from sequence of actions 7
  • 8. Learning Associations Basket analysis: P (Y | X ) probability that somebody who buys X also buys Y where X and Y are products/services. Example: P ( milk | beer ) = 0.66 8 Market-Basket transactions TID Items 1 Bread, Milk 2 Bread, Diaper, Beer, Eggs 3 Milk, Diaper, Beer, Coke 4 Bread, Milk, Diaper, Beer 5 Bread, Milk, Diaper, Coke
  • 9. Inductive Learning Given examples of a function (X, F(X)) Predict function F(X) for new examples X ◦ Discrete F(X): Classification ◦ Continuous F(X): Regression ◦ F(X) = Probability(X): Probability estimation 9
  • 10. Classification 10  Example: Credit scoring  Differentiating between low-risk and high-risk customers from their income and savings Discriminant: IF income > θ1 AND savings > θ2 THEN low-risk ELSE high-risk Model
  • 11. Prediction: Regression 11  Example: Price of a used car  x : car attributes y : price y = g (x | θ ) g ( ) model, θ parameters y = wx+w0
  • 12. Supervised Learning • Decision tree induction • Rule induction • Instance-based learning • Bayesian learning • Neural networks • Support Vector Machines • Model ensembles • Learning theory 12
  • 13. Unsupervised Learning • Clustering • Dimensionality reduction 13
  • 14. R Examples • Support Vector Machines ◦ Supervised learning methods ◦ Used for classification & regression tasks ◦ Generates non-overlapping partitions & usually employs all attributes • Decision tree ◦ Random forest 14