updating summary slides
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@@ -35,7 +35,6 @@ o Simpler models, binomial distribution, the Poisson distribution, simple and mu
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o Central elements of Bayesian statistics and modeling;
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o Central elements from linear algebra
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o Gradient methods for data optimization
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o Monte Carlo methods, Markov chains, Metropolis-Hastings algorithm;
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o Estimation of errors using cross-validation, blocking, bootstrapping and jackknife methods;
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o Practical optimization using Singular-value decomposition and least squares for parameterizing data.
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o Principal Component Analysis.
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@@ -45,9 +44,8 @@ o Principal Component Analysis.
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The following topics will be covered
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o Linear methods for regression and classification;
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o Boltzmann machines;
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o Neural networks;
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o Decisions trees and nearest neighbor algorithms
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o Decisions trees, random forests, boosting and bagging
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o Support vector machines
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@@ -66,15 +64,112 @@ ethical conduct is emphasized throughout the course.
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* Understand linear methods for regression and classification;
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* Learn about neural network;
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* Learn about basic data analysis, Bayesian statistics, Monte Carlo methods, data optimization and machine learning;
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* Learn about baggin, boosting and trees
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* Support vector machines
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* Learn about basic data analysis;
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* Be capable of extending the acquired knowledge to other systems and cases;
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* Have an understanding of central algorithms used in data analysis and machine learning;
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* Gain knowledge of central aspects of Monte Carlo methods, Markov chains, Metropolis and Gibbs samplers and their possible applications;
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* Work on numerical projects to illustrate the theory. The projects play a central role and students are expected to know modern programming languages like Python or C++.
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* Work on numerical projects to illustrate the theory. The projects play a central role and you are expected to know modern programming languages like Python or C++.
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!split
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===== Perspective on Machine Learning =====
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o Rapidly emerging application area
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o Experiment AND theory are evolving in many many fields. Still many low-hanging fruits.
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o Requires education/retraining for more widespread adoption
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o A lot of “word-of-mouth” development methods
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Huge amounts of data sets require automation, classical analysis tools often inadequate.
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High energy physics hit this wall in the 90’s.
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In 2009 single top quark production was determined via "Boosted decision trees, Bayesian
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Neural Networks, etc.":"https://arxiv.org/pdf/0903.0850.pdf"
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!split
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===== Machine Learning Research =====
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Where to find recent results:
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o Conference proceedings, arXiv and blog posts!
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o _NIPS_: "Neural Information Processing Systems":"https://papers.nips.cc"
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o _ICLR_: "International Conference on Learning Representations":"https://openreview.net/group?id=ICLR.cc/2018/Conference#accepted-oral-papers"
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o _ICML_: International Conference on Machine Learning
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o "Journal of Machine Learning Research":"http://www.jmlr.org/papers/v19/"
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!split
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===== Hot Topics Now =====
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o Boosting techniques and complex neural networks
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o "Adversarial examples":"https://medium.com/@ml.at.berkeley/trickingneural-networks-create-your-own-adversarial-examples-a61eb7620fd8"
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o "Zero shot learning":"https://arxiv.org/pdf/1707.00600"
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o Transfer learning
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o "Model interpretability":"https://christophm.github.io/interpretable-mlbook/interpretability.html"
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!split
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===== Starting your Machine Learning Project =====
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o Identify problem type: classification, generation, regression
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o Consider your data carefully
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o Choose a simple model that fits 1. and 2.
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o Consider your data carefully again… data representation
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o Based on results, feedback loop to earliest possible point
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!split
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===== Choose a Model and Algorithm =====
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o Supervised?
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o Start with the simplest model that fits your problem
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o Start with minimal processing of data
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!split
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===== Preparing Your Data =====
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o Shuffle your data
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o Mean center your data
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* Why?
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o Normalize the variance
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* Why?
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o _Whitening_
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* Decorrelates data
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* Can be hit or miss
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o When to do train/test split?
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!split
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===== Which Activation and Weights to Choose in Neural Networks =====
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o RELU? ELU?
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o Sigmoid or Tanh?
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o Set all weights to 0?
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* Terrible idea
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o Set all weights to random values?
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* Small random values
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!split
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===== Optimization Methods and Hyperparameters =====
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o Stochastic gradient descent
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o Stochastic gradient descent + momentum
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o State-of-the-art approaches:
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* RMSProp
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* Adam
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Which regularization and hyperparameters? $L_1$ or $L_2$, soft classifiers, depths of trees and many other. Need to explore a large set of hyperparameters and regularization methods.
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!split
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===== Resampling =====
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When do we resample?
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o Bootstrap
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o Cross-validation
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o Jackknife and many other
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!split
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