From 8dc7f755e773c77e81b4dda737e3f25bf78a00ea Mon Sep 17 00:00:00 2001
From: mhjensen <morten.hjorth-jensen@fys.uio.no>
Date: Fri, 25 Sep 2020 11:34:34 +0200
Subject: [PATCH] updating week 39

---
 doc/pub/week39/html/._week39-bs034.html      |   2 +-
 doc/pub/week39/html/._week39-bs043.html      |   4 ++--
 doc/pub/week39/html/._week39-bs059.html      |   2 +-
 doc/pub/week39/html/week39-reveal.html       |   8 ++++----
 doc/pub/week39/html/week39-solarized.html    |   8 ++++----
 doc/pub/week39/html/week39.html              |   8 ++++----
 doc/pub/week39/ipynb/ipynb-week39-src.tar.gz | Bin 192 -> 189 bytes
 doc/pub/week39/ipynb/week39.ipynb            |   8 ++++----
 doc/src/week39/week39.do.txt                 |   8 ++++----
 9 files changed, 24 insertions(+), 24 deletions(-)

diff --git a/doc/pub/week39/html/._week39-bs034.html b/doc/pub/week39/html/._week39-bs034.html
index b3ebfda6e..b2b4c3686 100644
--- a/doc/pub/week39/html/._week39-bs034.html
+++ b/doc/pub/week39/html/._week39-bs034.html
@@ -273,7 +273,7 @@ desirable properties such as:
 <li> The cost function is convex which guarantees that gradient descent converges for small enough learning rates</li>
 </ol>
 
-We revisitan example similar to what we had in the first homework set. We had a function  of the type
+We revisit an example similar to what we had in the first homework set. We had a function  of the type
 
 <p>
 
diff --git a/doc/pub/week39/html/._week39-bs043.html b/doc/pub/week39/html/._week39-bs043.html
index 8556d99f0..c1c21d3d8 100644
--- a/doc/pub/week39/html/._week39-bs043.html
+++ b/doc/pub/week39/html/._week39-bs043.html
@@ -262,9 +262,9 @@ MathJax.Hub.Config({
 <h2 id="___sec42" class="anchor">Using gradient descent methods, limitations </h2>
 
 <ul>
-<li> <b>Gradient descent (GD) finds local minima of our function</b>. Since the GD algorithm is deterministic, if it converges, it will converge to a local minimum of our energy function. Because in ML we are often dealing with extremely rugged landscapes with many local minima, this can lead to poor performance.</li>
+<li> <b>Gradient descent (GD) finds local minima of our function</b>. Since the GD algorithm is deterministic, if it converges, it will converge to a local minimum of our cost/loss/risk function. Because in ML we are often dealing with extremely rugged landscapes with many local minima, this can lead to poor performance.</li>
 <li> <b>GD is sensitive to initial conditions</b>. One consequence of the local nature of GD is that initial conditions matter. Depending on where one starts, one will end up at a different local minima. Therefore, it is very important to think about how one initializes the training process. This is true for GD as well as more complicated variants of GD.</li>
-<li> <b>Gradients are computationally expensive to calculate for large datasets</b>. In many cases in statistics and ML, the energy function is a sum of terms, with one term for each data point. For example, in linear regression, \( E \propto \sum_{i=1}^n (y_i - \mathbf{w}^T\cdot\mathbf{x}_i)^2 \); for logistic regression, the square error is replaced by the cross entropy. To calculate the gradient we have to sum over <em>all</em> \( n \) data points. Doing this at every GD step becomes extremely computationally expensive. An ingenious solution to this, is to calculate the gradients using small subsets of the data called &quot;mini batches&quot;. This has the added benefit of introducing stochasticity into our algorithm.</li>
+<li> <b>Gradients are computationally expensive to calculate for large datasets</b>. In many cases in statistics and ML, the cost/loss/risk function is a sum of terms, with one term for each data point. For example, in linear regression, \( E \propto \sum_{i=1}^n (y_i - \mathbf{w}^T\cdot\mathbf{x}_i)^2 \); for logistic regression, the square error is replaced by the cross entropy. To calculate the gradient we have to sum over <em>all</em> \( n \) data points. Doing this at every GD step becomes extremely computationally expensive. An ingenious solution to this, is to calculate the gradients using small subsets of the data called &quot;mini batches&quot;. This has the added benefit of introducing stochasticity into our algorithm.</li>
 <li> <b>GD is very sensitive to choices of learning rates</b>. GD is extremely sensitive to the choice of learning rates. If the learning rate is very small, the training process take an extremely long time. For larger learning rates, GD can diverge and give poor results. Furthermore, depending on what the local landscape looks like, we have to modify the learning rates to ensure convergence. Ideally, we would <em>adaptively</em> choose the learning rates to match the landscape.</li>
 <li> <b>GD treats all directions in parameter space uniformly.</b> Another major drawback of GD is that unlike Newton's method, the learning rate for GD is the same in all directions in parameter space. For this reason, the maximum learning rate is set by the behavior of the steepest direction and this can significantly slow down training. Ideally, we would like to take large steps in flat directions and small steps in steep directions. Since we are exploring rugged landscapes where curvatures change, this requires us to keep track of not only the gradient but second derivatives. The ideal scenario would be to calculate the Hessian but this proves to be too computationally expensive.</li> 
 <li> GD can take exponential time to escape saddle points, even with random initialization. As we mentioned, GD is extremely sensitive to initial condition since it determines the particular local minimum GD would eventually reach. However, even with a good initialization scheme, through the introduction of randomness, GD can still take exponential time to escape saddle points.</li>
diff --git a/doc/pub/week39/html/._week39-bs059.html b/doc/pub/week39/html/._week39-bs059.html
index 6ab9e296c..d7323c542 100644
--- a/doc/pub/week39/html/._week39-bs059.html
+++ b/doc/pub/week39/html/._week39-bs059.html
@@ -263,7 +263,7 @@ MathJax.Hub.Config({
 
 <ul>
 <li> <b>Randomize the data when making mini-batches</b>. It is always important to randomly shuffle the data when forming mini-batches. Otherwise, the gradient descent method can fit spurious correlations resulting from the order in which data is presented.</li>
-<li> <b>Transform your inputs</b>. Learning becomes difficult when our landscape has a mixture of steep and flat directions. One simple trick for minimizing these situations is to standardize the data by subtracting the mean and normalizing the variance of input variables. Whenever possible, also decorrelate the inputs. To understand why this is helpful, consider the case of linear regression. It is easy to show that for the squared error cost function, the Hessian of the energy matrix is just the correlation matrix between the inputs. Thus, by standardizing the inputs, we are ensuring that the landscape looks homogeneous in all directions in parameter space. Since most deep networks can be viewed as linear transformations followed by a non-linearity at each layer, we expect this intuition to hold beyond the linear case.</li>
+<li> <b>Transform your inputs</b>. Learning becomes difficult when our landscape has a mixture of steep and flat directions. One simple trick for minimizing these situations is to standardize the data by subtracting the mean and normalizing the variance of input variables. Whenever possible, also decorrelate the inputs. To understand why this is helpful, consider the case of linear regression. It is easy to show that for the squared error cost function, the Hessian of the cost function is just the correlation matrix between the inputs. Thus, by standardizing the inputs, we are ensuring that the landscape looks homogeneous in all directions in parameter space. Since most deep networks can be viewed as linear transformations followed by a non-linearity at each layer, we expect this intuition to hold beyond the linear case.</li>
 <li> <b>Monitor the out-of-sample performance.</b> Always monitor the performance of your model on a validation set (a small portion of the training data that is held out of the training process to serve as a proxy for the test set. If the validation error starts increasing, then the model is beginning to overfit. Terminate the learning process. This <em>early stopping</em> significantly improves performance in many settings.</li>
 <li> <b>Adaptive optimization methods don't always have good generalization.</b> Recent studies have shown that adaptive methods such as ADAM, RMSPorp, and AdaGrad tend to have poor generalization compared to SGD or SGD with momentum, particularly in the high-dimensional limit (i.e. the number of parameters exceeds the number of data points). Although it is not clear at this stage why these methods perform so well in training deep neural networks, simpler procedures like properly-tuned SGD may work as well or better in these applications.</li>
 </ul>
diff --git a/doc/pub/week39/html/week39-reveal.html b/doc/pub/week39/html/week39-reveal.html
index 1c0b2f5a7..18d08c9ed 100644
--- a/doc/pub/week39/html/week39-reveal.html
+++ b/doc/pub/week39/html/week39-reveal.html
@@ -1165,7 +1165,7 @@ desirable properties such as:
 </ol>
 <p>
 
-We revisitan example similar to what we had in the first homework set. We had a function  of the type
+We revisit an example similar to what we had in the first homework set. We had a function  of the type
 
 <p>
 
@@ -1445,9 +1445,9 @@ plt.show()
 <h2 id="___sec42">Using gradient descent methods, limitations </h2>
 
 <ul>
-<p><li> <b>Gradient descent (GD) finds local minima of our function</b>. Since the GD algorithm is deterministic, if it converges, it will converge to a local minimum of our energy function. Because in ML we are often dealing with extremely rugged landscapes with many local minima, this can lead to poor performance.</li>
+<p><li> <b>Gradient descent (GD) finds local minima of our function</b>. Since the GD algorithm is deterministic, if it converges, it will converge to a local minimum of our cost/loss/risk function. Because in ML we are often dealing with extremely rugged landscapes with many local minima, this can lead to poor performance.</li>
 <p><li> <b>GD is sensitive to initial conditions</b>. One consequence of the local nature of GD is that initial conditions matter. Depending on where one starts, one will end up at a different local minima. Therefore, it is very important to think about how one initializes the training process. This is true for GD as well as more complicated variants of GD.</li>
-<p><li> <b>Gradients are computationally expensive to calculate for large datasets</b>. In many cases in statistics and ML, the energy function is a sum of terms, with one term for each data point. For example, in linear regression, \( E \propto \sum_{i=1}^n (y_i - \mathbf{w}^T\cdot\mathbf{x}_i)^2 \); for logistic regression, the square error is replaced by the cross entropy. To calculate the gradient we have to sum over <em>all</em> \( n \) data points. Doing this at every GD step becomes extremely computationally expensive. An ingenious solution to this, is to calculate the gradients using small subsets of the data called &quot;mini batches&quot;. This has the added benefit of introducing stochasticity into our algorithm.</li>
+<p><li> <b>Gradients are computationally expensive to calculate for large datasets</b>. In many cases in statistics and ML, the cost/loss/risk function is a sum of terms, with one term for each data point. For example, in linear regression, \( E \propto \sum_{i=1}^n (y_i - \mathbf{w}^T\cdot\mathbf{x}_i)^2 \); for logistic regression, the square error is replaced by the cross entropy. To calculate the gradient we have to sum over <em>all</em> \( n \) data points. Doing this at every GD step becomes extremely computationally expensive. An ingenious solution to this, is to calculate the gradients using small subsets of the data called &quot;mini batches&quot;. This has the added benefit of introducing stochasticity into our algorithm.</li>
 <p><li> <b>GD is very sensitive to choices of learning rates</b>. GD is extremely sensitive to the choice of learning rates. If the learning rate is very small, the training process take an extremely long time. For larger learning rates, GD can diverge and give poor results. Furthermore, depending on what the local landscape looks like, we have to modify the learning rates to ensure convergence. Ideally, we would <em>adaptively</em> choose the learning rates to match the landscape.</li>
 <p><li> <b>GD treats all directions in parameter space uniformly.</b> Another major drawback of GD is that unlike Newton's method, the learning rate for GD is the same in all directions in parameter space. For this reason, the maximum learning rate is set by the behavior of the steepest direction and this can significantly slow down training. Ideally, we would like to take large steps in flat directions and small steps in steep directions. Since we are exploring rugged landscapes where curvatures change, this requires us to keep track of not only the gradient but second derivatives. The ideal scenario would be to calculate the Hessian but this proves to be too computationally expensive.</li> 
 <p><li> GD can take exponential time to escape saddle points, even with random initialization. As we mentioned, GD is extremely sensitive to initial condition since it determines the particular local minimum GD would eventually reach. However, even with a good initialization scheme, through the introduction of randomness, GD can still take exponential time to escape saddle points.</li>
@@ -1981,7 +1981,7 @@ $$
 
 <ul>
 <p><li> <b>Randomize the data when making mini-batches</b>. It is always important to randomly shuffle the data when forming mini-batches. Otherwise, the gradient descent method can fit spurious correlations resulting from the order in which data is presented.</li>
-<p><li> <b>Transform your inputs</b>. Learning becomes difficult when our landscape has a mixture of steep and flat directions. One simple trick for minimizing these situations is to standardize the data by subtracting the mean and normalizing the variance of input variables. Whenever possible, also decorrelate the inputs. To understand why this is helpful, consider the case of linear regression. It is easy to show that for the squared error cost function, the Hessian of the energy matrix is just the correlation matrix between the inputs. Thus, by standardizing the inputs, we are ensuring that the landscape looks homogeneous in all directions in parameter space. Since most deep networks can be viewed as linear transformations followed by a non-linearity at each layer, we expect this intuition to hold beyond the linear case.</li>
+<p><li> <b>Transform your inputs</b>. Learning becomes difficult when our landscape has a mixture of steep and flat directions. One simple trick for minimizing these situations is to standardize the data by subtracting the mean and normalizing the variance of input variables. Whenever possible, also decorrelate the inputs. To understand why this is helpful, consider the case of linear regression. It is easy to show that for the squared error cost function, the Hessian of the cost function is just the correlation matrix between the inputs. Thus, by standardizing the inputs, we are ensuring that the landscape looks homogeneous in all directions in parameter space. Since most deep networks can be viewed as linear transformations followed by a non-linearity at each layer, we expect this intuition to hold beyond the linear case.</li>
 <p><li> <b>Monitor the out-of-sample performance.</b> Always monitor the performance of your model on a validation set (a small portion of the training data that is held out of the training process to serve as a proxy for the test set. If the validation error starts increasing, then the model is beginning to overfit. Terminate the learning process. This <em>early stopping</em> significantly improves performance in many settings.</li>
 <p><li> <b>Adaptive optimization methods don't always have good generalization.</b> Recent studies have shown that adaptive methods such as ADAM, RMSPorp, and AdaGrad tend to have poor generalization compared to SGD or SGD with momentum, particularly in the high-dimensional limit (i.e. the number of parameters exceeds the number of data points). Although it is not clear at this stage why these methods perform so well in training deep neural networks, simpler procedures like properly-tuned SGD may work as well or better in these applications.</li>
 </ul>
diff --git a/doc/pub/week39/html/week39-solarized.html b/doc/pub/week39/html/week39-solarized.html
index c5b459f7c..c63d9cf3d 100644
--- a/doc/pub/week39/html/week39-solarized.html
+++ b/doc/pub/week39/html/week39-solarized.html
@@ -1125,7 +1125,7 @@ desirable properties such as:
 <li> The cost function is convex which guarantees that gradient descent converges for small enough learning rates</li>
 </ol>
 
-We revisitan example similar to what we had in the first homework set. We had a function  of the type
+We revisit an example similar to what we had in the first homework set. We had a function  of the type
 
 <p>
 
@@ -1382,9 +1382,9 @@ plt.show()
 <h2 id="___sec42">Using gradient descent methods, limitations </h2>
 
 <ul>
-<li> <b>Gradient descent (GD) finds local minima of our function</b>. Since the GD algorithm is deterministic, if it converges, it will converge to a local minimum of our energy function. Because in ML we are often dealing with extremely rugged landscapes with many local minima, this can lead to poor performance.</li>
+<li> <b>Gradient descent (GD) finds local minima of our function</b>. Since the GD algorithm is deterministic, if it converges, it will converge to a local minimum of our cost/loss/risk function. Because in ML we are often dealing with extremely rugged landscapes with many local minima, this can lead to poor performance.</li>
 <li> <b>GD is sensitive to initial conditions</b>. One consequence of the local nature of GD is that initial conditions matter. Depending on where one starts, one will end up at a different local minima. Therefore, it is very important to think about how one initializes the training process. This is true for GD as well as more complicated variants of GD.</li>
-<li> <b>Gradients are computationally expensive to calculate for large datasets</b>. In many cases in statistics and ML, the energy function is a sum of terms, with one term for each data point. For example, in linear regression, \( E \propto \sum_{i=1}^n (y_i - \mathbf{w}^T\cdot\mathbf{x}_i)^2 \); for logistic regression, the square error is replaced by the cross entropy. To calculate the gradient we have to sum over <em>all</em> \( n \) data points. Doing this at every GD step becomes extremely computationally expensive. An ingenious solution to this, is to calculate the gradients using small subsets of the data called &quot;mini batches&quot;. This has the added benefit of introducing stochasticity into our algorithm.</li>
+<li> <b>Gradients are computationally expensive to calculate for large datasets</b>. In many cases in statistics and ML, the cost/loss/risk function is a sum of terms, with one term for each data point. For example, in linear regression, \( E \propto \sum_{i=1}^n (y_i - \mathbf{w}^T\cdot\mathbf{x}_i)^2 \); for logistic regression, the square error is replaced by the cross entropy. To calculate the gradient we have to sum over <em>all</em> \( n \) data points. Doing this at every GD step becomes extremely computationally expensive. An ingenious solution to this, is to calculate the gradients using small subsets of the data called &quot;mini batches&quot;. This has the added benefit of introducing stochasticity into our algorithm.</li>
 <li> <b>GD is very sensitive to choices of learning rates</b>. GD is extremely sensitive to the choice of learning rates. If the learning rate is very small, the training process take an extremely long time. For larger learning rates, GD can diverge and give poor results. Furthermore, depending on what the local landscape looks like, we have to modify the learning rates to ensure convergence. Ideally, we would <em>adaptively</em> choose the learning rates to match the landscape.</li>
 <li> <b>GD treats all directions in parameter space uniformly.</b> Another major drawback of GD is that unlike Newton's method, the learning rate for GD is the same in all directions in parameter space. For this reason, the maximum learning rate is set by the behavior of the steepest direction and this can significantly slow down training. Ideally, we would like to take large steps in flat directions and small steps in steep directions. Since we are exploring rugged landscapes where curvatures change, this requires us to keep track of not only the gradient but second derivatives. The ideal scenario would be to calculate the Hessian but this proves to be too computationally expensive.</li> 
 <li> GD can take exponential time to escape saddle points, even with random initialization. As we mentioned, GD is extremely sensitive to initial condition since it determines the particular local minimum GD would eventually reach. However, even with a good initialization scheme, through the introduction of randomness, GD can still take exponential time to escape saddle points.</li>
@@ -1886,7 +1886,7 @@ $$
 
 <ul>
 <li> <b>Randomize the data when making mini-batches</b>. It is always important to randomly shuffle the data when forming mini-batches. Otherwise, the gradient descent method can fit spurious correlations resulting from the order in which data is presented.</li>
-<li> <b>Transform your inputs</b>. Learning becomes difficult when our landscape has a mixture of steep and flat directions. One simple trick for minimizing these situations is to standardize the data by subtracting the mean and normalizing the variance of input variables. Whenever possible, also decorrelate the inputs. To understand why this is helpful, consider the case of linear regression. It is easy to show that for the squared error cost function, the Hessian of the energy matrix is just the correlation matrix between the inputs. Thus, by standardizing the inputs, we are ensuring that the landscape looks homogeneous in all directions in parameter space. Since most deep networks can be viewed as linear transformations followed by a non-linearity at each layer, we expect this intuition to hold beyond the linear case.</li>
+<li> <b>Transform your inputs</b>. Learning becomes difficult when our landscape has a mixture of steep and flat directions. One simple trick for minimizing these situations is to standardize the data by subtracting the mean and normalizing the variance of input variables. Whenever possible, also decorrelate the inputs. To understand why this is helpful, consider the case of linear regression. It is easy to show that for the squared error cost function, the Hessian of the cost function is just the correlation matrix between the inputs. Thus, by standardizing the inputs, we are ensuring that the landscape looks homogeneous in all directions in parameter space. Since most deep networks can be viewed as linear transformations followed by a non-linearity at each layer, we expect this intuition to hold beyond the linear case.</li>
 <li> <b>Monitor the out-of-sample performance.</b> Always monitor the performance of your model on a validation set (a small portion of the training data that is held out of the training process to serve as a proxy for the test set. If the validation error starts increasing, then the model is beginning to overfit. Terminate the learning process. This <em>early stopping</em> significantly improves performance in many settings.</li>
 <li> <b>Adaptive optimization methods don't always have good generalization.</b> Recent studies have shown that adaptive methods such as ADAM, RMSPorp, and AdaGrad tend to have poor generalization compared to SGD or SGD with momentum, particularly in the high-dimensional limit (i.e. the number of parameters exceeds the number of data points). Although it is not clear at this stage why these methods perform so well in training deep neural networks, simpler procedures like properly-tuned SGD may work as well or better in these applications.</li>
 </ul>
diff --git a/doc/pub/week39/html/week39.html b/doc/pub/week39/html/week39.html
index 2867f99c3..ca6f6768e 100644
--- a/doc/pub/week39/html/week39.html
+++ b/doc/pub/week39/html/week39.html
@@ -1130,7 +1130,7 @@ desirable properties such as:
 <li> The cost function is convex which guarantees that gradient descent converges for small enough learning rates</li>
 </ol>
 
-We revisitan example similar to what we had in the first homework set. We had a function  of the type
+We revisit an example similar to what we had in the first homework set. We had a function  of the type
 
 <p>
 
@@ -1387,9 +1387,9 @@ plt<span style="color: #666666">.</span>show()
 <h2 id="___sec42">Using gradient descent methods, limitations </h2>
 
 <ul>
-<li> <b>Gradient descent (GD) finds local minima of our function</b>. Since the GD algorithm is deterministic, if it converges, it will converge to a local minimum of our energy function. Because in ML we are often dealing with extremely rugged landscapes with many local minima, this can lead to poor performance.</li>
+<li> <b>Gradient descent (GD) finds local minima of our function</b>. Since the GD algorithm is deterministic, if it converges, it will converge to a local minimum of our cost/loss/risk function. Because in ML we are often dealing with extremely rugged landscapes with many local minima, this can lead to poor performance.</li>
 <li> <b>GD is sensitive to initial conditions</b>. One consequence of the local nature of GD is that initial conditions matter. Depending on where one starts, one will end up at a different local minima. Therefore, it is very important to think about how one initializes the training process. This is true for GD as well as more complicated variants of GD.</li>
-<li> <b>Gradients are computationally expensive to calculate for large datasets</b>. In many cases in statistics and ML, the energy function is a sum of terms, with one term for each data point. For example, in linear regression, \( E \propto \sum_{i=1}^n (y_i - \mathbf{w}^T\cdot\mathbf{x}_i)^2 \); for logistic regression, the square error is replaced by the cross entropy. To calculate the gradient we have to sum over <em>all</em> \( n \) data points. Doing this at every GD step becomes extremely computationally expensive. An ingenious solution to this, is to calculate the gradients using small subsets of the data called &quot;mini batches&quot;. This has the added benefit of introducing stochasticity into our algorithm.</li>
+<li> <b>Gradients are computationally expensive to calculate for large datasets</b>. In many cases in statistics and ML, the cost/loss/risk function is a sum of terms, with one term for each data point. For example, in linear regression, \( E \propto \sum_{i=1}^n (y_i - \mathbf{w}^T\cdot\mathbf{x}_i)^2 \); for logistic regression, the square error is replaced by the cross entropy. To calculate the gradient we have to sum over <em>all</em> \( n \) data points. Doing this at every GD step becomes extremely computationally expensive. An ingenious solution to this, is to calculate the gradients using small subsets of the data called &quot;mini batches&quot;. This has the added benefit of introducing stochasticity into our algorithm.</li>
 <li> <b>GD is very sensitive to choices of learning rates</b>. GD is extremely sensitive to the choice of learning rates. If the learning rate is very small, the training process take an extremely long time. For larger learning rates, GD can diverge and give poor results. Furthermore, depending on what the local landscape looks like, we have to modify the learning rates to ensure convergence. Ideally, we would <em>adaptively</em> choose the learning rates to match the landscape.</li>
 <li> <b>GD treats all directions in parameter space uniformly.</b> Another major drawback of GD is that unlike Newton's method, the learning rate for GD is the same in all directions in parameter space. For this reason, the maximum learning rate is set by the behavior of the steepest direction and this can significantly slow down training. Ideally, we would like to take large steps in flat directions and small steps in steep directions. Since we are exploring rugged landscapes where curvatures change, this requires us to keep track of not only the gradient but second derivatives. The ideal scenario would be to calculate the Hessian but this proves to be too computationally expensive.</li> 
 <li> GD can take exponential time to escape saddle points, even with random initialization. As we mentioned, GD is extremely sensitive to initial condition since it determines the particular local minimum GD would eventually reach. However, even with a good initialization scheme, through the introduction of randomness, GD can still take exponential time to escape saddle points.</li>
@@ -1891,7 +1891,7 @@ $$
 
 <ul>
 <li> <b>Randomize the data when making mini-batches</b>. It is always important to randomly shuffle the data when forming mini-batches. Otherwise, the gradient descent method can fit spurious correlations resulting from the order in which data is presented.</li>
-<li> <b>Transform your inputs</b>. Learning becomes difficult when our landscape has a mixture of steep and flat directions. One simple trick for minimizing these situations is to standardize the data by subtracting the mean and normalizing the variance of input variables. Whenever possible, also decorrelate the inputs. To understand why this is helpful, consider the case of linear regression. It is easy to show that for the squared error cost function, the Hessian of the energy matrix is just the correlation matrix between the inputs. Thus, by standardizing the inputs, we are ensuring that the landscape looks homogeneous in all directions in parameter space. Since most deep networks can be viewed as linear transformations followed by a non-linearity at each layer, we expect this intuition to hold beyond the linear case.</li>
+<li> <b>Transform your inputs</b>. Learning becomes difficult when our landscape has a mixture of steep and flat directions. One simple trick for minimizing these situations is to standardize the data by subtracting the mean and normalizing the variance of input variables. Whenever possible, also decorrelate the inputs. To understand why this is helpful, consider the case of linear regression. It is easy to show that for the squared error cost function, the Hessian of the cost function is just the correlation matrix between the inputs. Thus, by standardizing the inputs, we are ensuring that the landscape looks homogeneous in all directions in parameter space. Since most deep networks can be viewed as linear transformations followed by a non-linearity at each layer, we expect this intuition to hold beyond the linear case.</li>
 <li> <b>Monitor the out-of-sample performance.</b> Always monitor the performance of your model on a validation set (a small portion of the training data that is held out of the training process to serve as a proxy for the test set. If the validation error starts increasing, then the model is beginning to overfit. Terminate the learning process. This <em>early stopping</em> significantly improves performance in many settings.</li>
 <li> <b>Adaptive optimization methods don't always have good generalization.</b> Recent studies have shown that adaptive methods such as ADAM, RMSPorp, and AdaGrad tend to have poor generalization compared to SGD or SGD with momentum, particularly in the high-dimensional limit (i.e. the number of parameters exceeds the number of data points). Although it is not clear at this stage why these methods perform so well in training deep neural networks, simpler procedures like properly-tuned SGD may work as well or better in these applications.</li>
 </ul>
diff --git a/doc/pub/week39/ipynb/ipynb-week39-src.tar.gz b/doc/pub/week39/ipynb/ipynb-week39-src.tar.gz
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diff --git a/doc/pub/week39/ipynb/week39.ipynb b/doc/pub/week39/ipynb/week39.ipynb
index ab8fd9e22..cf535875c 100644
--- a/doc/pub/week39/ipynb/week39.ipynb
+++ b/doc/pub/week39/ipynb/week39.ipynb
@@ -1256,7 +1256,7 @@
     "\n",
     "3. The cost function is convex which guarantees that gradient descent converges for small enough learning rates\n",
     "\n",
-    "We revisitan example similar to what we had in the first homework set. We had a function  of the type"
+    "We revisit an example similar to what we had in the first homework set. We had a function  of the type"
    ]
   },
   {
@@ -1636,11 +1636,11 @@
    "source": [
     "## Using gradient descent methods, limitations\n",
     "\n",
-    "* **Gradient descent (GD) finds local minima of our function**. Since the GD algorithm is deterministic, if it converges, it will converge to a local minimum of our energy function. Because in ML we are often dealing with extremely rugged landscapes with many local minima, this can lead to poor performance.\n",
+    "* **Gradient descent (GD) finds local minima of our function**. Since the GD algorithm is deterministic, if it converges, it will converge to a local minimum of our cost/loss/risk function. Because in ML we are often dealing with extremely rugged landscapes with many local minima, this can lead to poor performance.\n",
     "\n",
     "* **GD is sensitive to initial conditions**. One consequence of the local nature of GD is that initial conditions matter. Depending on where one starts, one will end up at a different local minima. Therefore, it is very important to think about how one initializes the training process. This is true for GD as well as more complicated variants of GD.\n",
     "\n",
-    "* **Gradients are computationally expensive to calculate for large datasets**. In many cases in statistics and ML, the energy function is a sum of terms, with one term for each data point. For example, in linear regression, $E \\propto \\sum_{i=1}^n (y_i - \\mathbf{w}^T\\cdot\\mathbf{x}_i)^2$; for logistic regression, the square error is replaced by the cross entropy. To calculate the gradient we have to sum over *all* $n$ data points. Doing this at every GD step becomes extremely computationally expensive. An ingenious solution to this, is to calculate the gradients using small subsets of the data called \"mini batches\". This has the added benefit of introducing stochasticity into our algorithm.\n",
+    "* **Gradients are computationally expensive to calculate for large datasets**. In many cases in statistics and ML, the cost/loss/risk function is a sum of terms, with one term for each data point. For example, in linear regression, $E \\propto \\sum_{i=1}^n (y_i - \\mathbf{w}^T\\cdot\\mathbf{x}_i)^2$; for logistic regression, the square error is replaced by the cross entropy. To calculate the gradient we have to sum over *all* $n$ data points. Doing this at every GD step becomes extremely computationally expensive. An ingenious solution to this, is to calculate the gradients using small subsets of the data called \"mini batches\". This has the added benefit of introducing stochasticity into our algorithm.\n",
     "\n",
     "* **GD is very sensitive to choices of learning rates**. GD is extremely sensitive to the choice of learning rates. If the learning rate is very small, the training process take an extremely long time. For larger learning rates, GD can diverge and give poor results. Furthermore, depending on what the local landscape looks like, we have to modify the learning rates to ensure convergence. Ideally, we would *adaptively* choose the learning rates to match the landscape.\n",
     "\n",
@@ -2345,7 +2345,7 @@
     "\n",
     "* **Randomize the data when making mini-batches**. It is always important to randomly shuffle the data when forming mini-batches. Otherwise, the gradient descent method can fit spurious correlations resulting from the order in which data is presented.\n",
     "\n",
-    "* **Transform your inputs**. Learning becomes difficult when our landscape has a mixture of steep and flat directions. One simple trick for minimizing these situations is to standardize the data by subtracting the mean and normalizing the variance of input variables. Whenever possible, also decorrelate the inputs. To understand why this is helpful, consider the case of linear regression. It is easy to show that for the squared error cost function, the Hessian of the energy matrix is just the correlation matrix between the inputs. Thus, by standardizing the inputs, we are ensuring that the landscape looks homogeneous in all directions in parameter space. Since most deep networks can be viewed as linear transformations followed by a non-linearity at each layer, we expect this intuition to hold beyond the linear case.\n",
+    "* **Transform your inputs**. Learning becomes difficult when our landscape has a mixture of steep and flat directions. One simple trick for minimizing these situations is to standardize the data by subtracting the mean and normalizing the variance of input variables. Whenever possible, also decorrelate the inputs. To understand why this is helpful, consider the case of linear regression. It is easy to show that for the squared error cost function, the Hessian of the cost function is just the correlation matrix between the inputs. Thus, by standardizing the inputs, we are ensuring that the landscape looks homogeneous in all directions in parameter space. Since most deep networks can be viewed as linear transformations followed by a non-linearity at each layer, we expect this intuition to hold beyond the linear case.\n",
     "\n",
     "* **Monitor the out-of-sample performance.** Always monitor the performance of your model on a validation set (a small portion of the training data that is held out of the training process to serve as a proxy for the test set. If the validation error starts increasing, then the model is beginning to overfit. Terminate the learning process. This *early stopping* significantly improves performance in many settings.\n",
     "\n",
diff --git a/doc/src/week39/week39.do.txt b/doc/src/week39/week39.do.txt
index 17edab35d..c013e4806 100644
--- a/doc/src/week39/week39.do.txt
+++ b/doc/src/week39/week39.do.txt
@@ -766,7 +766,7 @@ o An analytical solution (recall homework set 1).
 o The gradient can be computed analytically.
 o The cost function is convex which guarantees that gradient descent converges for small enough learning rates
 
-We revisitan example similar to what we had in the first homework set. We had a function  of the type
+We revisit an example similar to what we had in the first homework set. We had a function  of the type
 
 !bc pycod
 x = 2*np.random.rand(m,1)
@@ -1014,11 +1014,11 @@ plt.show()
 !split
 ===== Using gradient descent methods, limitations =====
 
-* _Gradient descent (GD) finds local minima of our function_. Since the GD algorithm is deterministic, if it converges, it will converge to a local minimum of our energy function. Because in ML we are often dealing with extremely rugged landscapes with many local minima, this can lead to poor performance.
+* _Gradient descent (GD) finds local minima of our function_. Since the GD algorithm is deterministic, if it converges, it will converge to a local minimum of our cost/loss/risk function. Because in ML we are often dealing with extremely rugged landscapes with many local minima, this can lead to poor performance.
 
 * _GD is sensitive to initial conditions_. One consequence of the local nature of GD is that initial conditions matter. Depending on where one starts, one will end up at a different local minima. Therefore, it is very important to think about how one initializes the training process. This is true for GD as well as more complicated variants of GD.
 
-* _Gradients are computationally expensive to calculate for large datasets_. In many cases in statistics and ML, the energy function is a sum of terms, with one term for each data point. For example, in linear regression, $E \propto \sum_{i=1}^n (y_i - \mathbf{w}^T\cdot\mathbf{x}_i)^2$; for logistic regression, the square error is replaced by the cross entropy. To calculate the gradient we have to sum over *all* $n$ data points. Doing this at every GD step becomes extremely computationally expensive. An ingenious solution to this, is to calculate the gradients using small subsets of the data called ``mini batches''. This has the added benefit of introducing stochasticity into our algorithm.
+* _Gradients are computationally expensive to calculate for large datasets_. In many cases in statistics and ML, the cost/loss/risk function is a sum of terms, with one term for each data point. For example, in linear regression, $E \propto \sum_{i=1}^n (y_i - \mathbf{w}^T\cdot\mathbf{x}_i)^2$; for logistic regression, the square error is replaced by the cross entropy. To calculate the gradient we have to sum over *all* $n$ data points. Doing this at every GD step becomes extremely computationally expensive. An ingenious solution to this, is to calculate the gradients using small subsets of the data called ``mini batches''. This has the added benefit of introducing stochasticity into our algorithm.
 
 * _GD is very sensitive to choices of learning rates_. GD is extremely sensitive to the choice of learning rates. If the learning rate is very small, the training process take an extremely long time. For larger learning rates, GD can diverge and give poor results. Furthermore, depending on what the local landscape looks like, we have to modify the learning rates to ensure convergence. Ideally, we would *adaptively* choose the learning rates to match the landscape.
 
@@ -1485,7 +1485,7 @@ update rule for this parameter is given by
 
 * _Randomize the data when making mini-batches_. It is always important to randomly shuffle the data when forming mini-batches. Otherwise, the gradient descent method can fit spurious correlations resulting from the order in which data is presented.
 
-* _Transform your inputs_. Learning becomes difficult when our landscape has a mixture of steep and flat directions. One simple trick for minimizing these situations is to standardize the data by subtracting the mean and normalizing the variance of input variables. Whenever possible, also decorrelate the inputs. To understand why this is helpful, consider the case of linear regression. It is easy to show that for the squared error cost function, the Hessian of the energy matrix is just the correlation matrix between the inputs. Thus, by standardizing the inputs, we are ensuring that the landscape looks homogeneous in all directions in parameter space. Since most deep networks can be viewed as linear transformations followed by a non-linearity at each layer, we expect this intuition to hold beyond the linear case.
+* _Transform your inputs_. Learning becomes difficult when our landscape has a mixture of steep and flat directions. One simple trick for minimizing these situations is to standardize the data by subtracting the mean and normalizing the variance of input variables. Whenever possible, also decorrelate the inputs. To understand why this is helpful, consider the case of linear regression. It is easy to show that for the squared error cost function, the Hessian of the cost function is just the correlation matrix between the inputs. Thus, by standardizing the inputs, we are ensuring that the landscape looks homogeneous in all directions in parameter space. Since most deep networks can be viewed as linear transformations followed by a non-linearity at each layer, we expect this intuition to hold beyond the linear case.
 
 * _Monitor the out-of-sample performance._ Always monitor the performance of your model on a validation set (a small portion of the training data that is held out of the training process to serve as a proxy for the test set. If the validation error starts increasing, then the model is beginning to overfit. Terminate the learning process. This *early stopping* significantly improves performance in many settings.