ECE 5424 Introduction to Machine Learning Topics Regression
- Slides: 28
ECE 5424: Introduction to Machine Learning Topics: – Regression Readings: Barber 17. 1, 17. 2 Stefan Lee Virginia Tech
Administrativia • HW 1 – 39 Submissions – 58 Students Enrolled – 19 MIA (? ? ? ) • Project Proposal – Due: 09/21, 11: 55 pm – <= 2 pages, NIPS format (LESS THAN A WEEK!) • HW 2 – – (C) Dhruv Batra Out today Due on Wednesday 09/28, 11: 55 pm Please please start early Implement Linear Regression, Naïve Bayes, Logistic Regression 2
Recap of last time (C) Dhruv Batra 3
Learning a Gaussian • Collect a bunch of data – Hopefully, i. i. d. samples – e. g. , exam scores • Learn parameters – Mean – Variance (C) Dhruv Batra 4
MLE for Gaussian • Prob. of i. i. d. samples D={x 1, …, x. N}: • Log-likelihood of data: (C) Dhruv Batra Slide Credit: Carlos Guestrin 5
Your second learning algorithm: MLE for mean of a Gaussian • What’s MLE for mean? (C) Dhruv Batra Slide Credit: Carlos Guestrin 6
Learning Gaussian parameters • MLE: (C) Dhruv Batra 7
Bayesian learning of Gaussian parameters • Conjugate priors – Mean: Gaussian prior – Variance: Inverse Gamma or Wishart Distribution • Prior for mean: (C) Dhruv Batra Slide Credit: Carlos Guestrin 8
MAP for mean of Gaussian (C) Dhruv Batra Slide Credit: Carlos Guestrin 9
New Topic: Regression (C) Dhruv Batra 10
1 -NN for Regression • Often bumpy (overfits) (C) Dhruv Batra Figure Credit: Andrew Moore 11
(C) Dhruv Batra Slide Credit: Greg Shakhnarovich 12
(C) Dhruv Batra Slide Credit: Greg Shakhnarovich 13
(C) Dhruv Batra Slide Credit: Greg Shakhnarovich 14
Linear Regression • Demo – http: //hspm. sph. sc. edu/courses/J 716/demos/Least. Squares/L east. Squares. Demo. html (C) Dhruv Batra 15
(C) Dhruv Batra Slide Credit: Greg Shakhnarovich 16
Plan for Today • Regression – Linear Regression Recap • Some matrix calculus review – Connections with Gaussians • The outlier problem – Robust Least Squares (C) Dhruv Batra 17
(C) Dhruv Batra Slide Credit: Greg Shakhnarovich 18
(C) Dhruv Batra Slide Credit: Greg Shakhnarovich 19
(C) Dhruv Batra Slide Credit: Greg Shakhnarovich 20
(C) Dhruv Batra Slide Credit: Greg Shakhnarovich 21
(C) Dhruv Batra Slide Credit: Greg Shakhnarovich 22
(C) Dhruv Batra Slide Credit: Greg Shakhnarovich 23
But, why? • Why sum squared error? ? ? • Gaussians, Watson, Gaussians… (C) Dhruv Batra 24
(C) Dhruv Batra Slide Credit: Greg Shakhnarovich 25
MLE Under Gaussian Model • On board (C) Dhruv Batra 26
Is OLS Robust? • Demo – http: //www. calpoly. edu/~srein/Stat. Demo/All. html • Bad things happen when the data does not come from your model! • How do we fix this? (C) Dhruv Batra 27
Robust Linear Regression • y ~ Lap(w’x, b) • On board (C) Dhruv Batra 28
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