diff --git a/doc/Projects/2019/hw1/html/._hw1-bs000.html b/doc/Projects/2019/hw1/html/._hw1-bs000.html new file mode 100644 index 000000000..fea4f8954 --- /dev/null +++ b/doc/Projects/2019/hw1/html/._hw1-bs000.html @@ -0,0 +1,327 @@ + + + + + + + + +Homework 1 Fall Semester 2019 + + + + + + + + + + + + + + + + + + + + + + + + + + +
+ +

 

 

 

+ + + + + + +
+

Homework 1 Fall Semester 2019

+ +

+ + +

+Data Analysis and Machine Learning FYS-STK3155/FYS4155 +
+ +

+ + +

Department of Physics, University of Oslo, Norway
+
+

+

Aug 20, 2019

+
+

+

+ +

Exercise 1

+ +

+The first exercise here is of a mere technical art. We want you to have + +

+ +We will make extensive use of Python as programming language and its +myriad of available libraries. You will find +IPython/Jupyter notebooks invaluable in your work. You can run R +codes in the Jupyter/IPython notebooks, with the immediate benefit of +visualizing your data. You can also use compiled languages like C++, +Rust, Fortran etc if you prefer. The focus in these lectures will be +on Python. + +

+If you have Python installed (we recommend Python3) and you feel +pretty familiar with installing different packages, we recommend that +you install the following Python packages via pip as + +

    +
  1. pip install numpy scipy matplotlib ipython scikit-learn sympy pandas pillow
  2. +
+ +For Tensorflow, we recommend following the instructions in the text of +Aurelien Geron, Hands‑On Machine Learning with Scikit‑Learn and TensorFlow, O'Reilly + +

+We will come back to tensorflow later. + +

+For Python3, replace pip with pip3. + +

+For OSX users we recommend, after having installed Xcode, to +install brew. Brew allows for a seamless installation of additional +software via for example + +

    +
  1. brew install python3
  2. +
+ +For Linux users, with its variety of distributions like for example the widely popular Ubuntu distribution, +you can use pip as well and simply install Python as + +
    +
  1. sudo apt-get install python3 (or python for pyhton2.7)
  2. +
+ +If you don't want to perform these operations separately and venture +into the hassle of exploring how to set up dependencies and paths, we +recommend two widely used distrubutions which set up all relevant +dependencies for Python, namely + + + +which is an open source +distribution of the Python and R programming languages for large-scale +data processing, predictive analytics, and scientific computing, that +aims to simplify package management and deployment. Package versions +are managed by the package management system conda. + + + +is a Python +distribution for scientific and analytic computing distribution and +analysis environment, available for free and under a commercial +license. + +

+We recommend using Anaconda. + +

Exercise 2

+ +

+We will generate our own dataset for a function \( y(x) \) where \( x \in [0,1] \) and defined by random numbers computed with the uniform distribution. The function \( y \) is a quadratic polynomial in \( x \) with added stochastic noise according to the normal distribution \( \cal {N}(0,1) \). +The following simple Python instructions define our \( x \) and \( y \) values (with 100 data points). +

+ + +

x = np.random.rand(100,1)
+y = 5*x*x+0.1*np.random.randn(100,1)
+
+
    +
  1. Write your own code (following the examples under the regression slides) for computing the parametrization of the data set fitting a second-order polynomial.
  2. +
  3. Use thereafter scikit-learn (see again the examples in the regression slides) and compare with your own code.
  4. +
  5. Using scikit-learn, compute also the mean square error, a risk metric corresponding to the expected value of the squared (quadratic) error defined as
  6. +
+ +$$ MSE(\hat{y},\hat{\tilde{y}}) = \frac{1}{n} +\sum_{i=0}^{n-1}(y_i-\tilde{y}_i)^2, +$$ + +and the \( R^2 \) score function. +If \( \tilde{\hat{y}}_i \) is the predicted value of the \( i-th \) sample and \( y_i \) is the corresponding true value, then the score \( R^2 \) is defined as +$$ +R^2(\hat{y}, \tilde{\hat{y}}) = 1 - \frac{\sum_{i=0}^{n - 1} (y_i - \tilde{y}_i)^2}{\sum_{i=0}^{n - 1} (y_i - \bar{y})^2}, +$$ + +where we have defined the mean value of \( \hat{y} \) as +$$ +\bar{y} = \frac{1}{n} \sum_{i=0}^{n - 1} y_i. +$$ + +You can use the functionality included in scikit-learn. If you feel for it, you can use your own program and define functions which compute the above two functions. +Discuss the meaning of these results. Try also to vary the coefficient in front of the added stochastic noise term and discuss the quality of the fits. + +

Exercise 3, mean values and variances in linear regression

+ +

+This exercise deals with various mean values ad variances in linear regression method (here it may be useful to look up chapter 3, equation (3.8) of Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer). + +

+The assumption we have made is +that there exists a function \( f(\boldsymbol{x}) \) and a normal distributed error \( \boldsymbol{\varepsilon}\sim \mathcal{N}(0, \sigma^2) \) +which describes our data +$$ +\boldsymbol{y} = f(\boldsymbol{x})+\boldsymbol{\varepsilon} +$$ + +

+We then approximate this function with our model from the solution of the linear regression equations (ordinary least squares OLS), that is our +function \( f \) is approximated by \( \boldsymbol{\tilde{y}} \) where we minimized \( (\boldsymbol{y}-\boldsymbol{\tilde{y}})^2 \), with +$$ +\boldsymbol{\tilde{y}} = \boldsymbol{X}\boldsymbol{\beta}. +$$ + +The matrix \( \boldsymbol{X} \) is the so-called design matrix. + +

+Show that the expectation value of \( \boldsymbol{y} \) for a given element \( i \) +$$ +\begin{align*} +\mathbb{E}(y_i) & =\mathbf{X}_{i, \ast} \, \beta, +\end{align*} +$$ + +and that +its variance is +$$ +\begin{align*} \mbox{Var}(y_i) & = \sigma^2. +\end{align*} +$$ + +Hence, \( y_i \sim \mathcal{N}( \mathbf{X}_{i, \ast} \, \boldsymbol{\beta}, \sigma^2) \), that is \( \boldsymbol{y} \) follows a normal distribution with +mean value \( \boldsymbol{X}\boldsymbol{\beta} \) and variance \( \sigma^2 \). + +

+With the OLS expressions for the parameters \( \boldsymbol{\beta} \) show that +$$ +\mathbb{E}(\boldsymbol{\beta}) = \boldsymbol{\beta}. +$$ + +This means that the estimator of the regression parameters is unbiased. + +

+Show finally that the variance of \( \boldsymbol{\beta} \) is +$$ +\begin{eqnarray*} +\mbox{Var}(\boldsymbol{\beta}) & = & \sigma^2 \, (\mathbf{X}^{T} \mathbf{X})^{-1}. +\end{eqnarray*} +$$ + +

+ +

+ +

+ + +
+ + + + + + + +
+ © 1999-2019, "Data Analysis and Machine Learning FYS-STK3155/FYS4155":"http://www.uio.no/studier/emner/matnat/fys/FYS3155/index-eng.html". Released under CC Attribution-NonCommercial 4.0 license +
+ + + + + + diff --git a/doc/Projects/2019/hw1/html/hw1-bs.html b/doc/Projects/2019/hw1/html/hw1-bs.html new file mode 100644 index 000000000..fea4f8954 --- /dev/null +++ b/doc/Projects/2019/hw1/html/hw1-bs.html @@ -0,0 +1,327 @@ + + + + + + + + +Homework 1 Fall Semester 2019 + + + + + + + + + + + + + + + + + + + + + + + + + + +
+ +

 

 

 

+ + + + + + +
+

Homework 1 Fall Semester 2019

+ +

+ + +

+Data Analysis and Machine Learning FYS-STK3155/FYS4155 +
+ +

+ + +

Department of Physics, University of Oslo, Norway
+
+

+

Aug 20, 2019

+
+

+

+ +

Exercise 1

+ +

+The first exercise here is of a mere technical art. We want you to have + +

+ +We will make extensive use of Python as programming language and its +myriad of available libraries. You will find +IPython/Jupyter notebooks invaluable in your work. You can run R +codes in the Jupyter/IPython notebooks, with the immediate benefit of +visualizing your data. You can also use compiled languages like C++, +Rust, Fortran etc if you prefer. The focus in these lectures will be +on Python. + +

+If you have Python installed (we recommend Python3) and you feel +pretty familiar with installing different packages, we recommend that +you install the following Python packages via pip as + +

    +
  1. pip install numpy scipy matplotlib ipython scikit-learn sympy pandas pillow
  2. +
+ +For Tensorflow, we recommend following the instructions in the text of +Aurelien Geron, Hands‑On Machine Learning with Scikit‑Learn and TensorFlow, O'Reilly + +

+We will come back to tensorflow later. + +

+For Python3, replace pip with pip3. + +

+For OSX users we recommend, after having installed Xcode, to +install brew. Brew allows for a seamless installation of additional +software via for example + +

    +
  1. brew install python3
  2. +
+ +For Linux users, with its variety of distributions like for example the widely popular Ubuntu distribution, +you can use pip as well and simply install Python as + +
    +
  1. sudo apt-get install python3 (or python for pyhton2.7)
  2. +
+ +If you don't want to perform these operations separately and venture +into the hassle of exploring how to set up dependencies and paths, we +recommend two widely used distrubutions which set up all relevant +dependencies for Python, namely + + + +which is an open source +distribution of the Python and R programming languages for large-scale +data processing, predictive analytics, and scientific computing, that +aims to simplify package management and deployment. Package versions +are managed by the package management system conda. + + + +is a Python +distribution for scientific and analytic computing distribution and +analysis environment, available for free and under a commercial +license. + +

+We recommend using Anaconda. + +

Exercise 2

+ +

+We will generate our own dataset for a function \( y(x) \) where \( x \in [0,1] \) and defined by random numbers computed with the uniform distribution. The function \( y \) is a quadratic polynomial in \( x \) with added stochastic noise according to the normal distribution \( \cal {N}(0,1) \). +The following simple Python instructions define our \( x \) and \( y \) values (with 100 data points). +

+ + +

x = np.random.rand(100,1)
+y = 5*x*x+0.1*np.random.randn(100,1)
+
+
    +
  1. Write your own code (following the examples under the regression slides) for computing the parametrization of the data set fitting a second-order polynomial.
  2. +
  3. Use thereafter scikit-learn (see again the examples in the regression slides) and compare with your own code.
  4. +
  5. Using scikit-learn, compute also the mean square error, a risk metric corresponding to the expected value of the squared (quadratic) error defined as
  6. +
+ +$$ MSE(\hat{y},\hat{\tilde{y}}) = \frac{1}{n} +\sum_{i=0}^{n-1}(y_i-\tilde{y}_i)^2, +$$ + +and the \( R^2 \) score function. +If \( \tilde{\hat{y}}_i \) is the predicted value of the \( i-th \) sample and \( y_i \) is the corresponding true value, then the score \( R^2 \) is defined as +$$ +R^2(\hat{y}, \tilde{\hat{y}}) = 1 - \frac{\sum_{i=0}^{n - 1} (y_i - \tilde{y}_i)^2}{\sum_{i=0}^{n - 1} (y_i - \bar{y})^2}, +$$ + +where we have defined the mean value of \( \hat{y} \) as +$$ +\bar{y} = \frac{1}{n} \sum_{i=0}^{n - 1} y_i. +$$ + +You can use the functionality included in scikit-learn. If you feel for it, you can use your own program and define functions which compute the above two functions. +Discuss the meaning of these results. Try also to vary the coefficient in front of the added stochastic noise term and discuss the quality of the fits. + +

Exercise 3, mean values and variances in linear regression

+ +

+This exercise deals with various mean values ad variances in linear regression method (here it may be useful to look up chapter 3, equation (3.8) of Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer). + +

+The assumption we have made is +that there exists a function \( f(\boldsymbol{x}) \) and a normal distributed error \( \boldsymbol{\varepsilon}\sim \mathcal{N}(0, \sigma^2) \) +which describes our data +$$ +\boldsymbol{y} = f(\boldsymbol{x})+\boldsymbol{\varepsilon} +$$ + +

+We then approximate this function with our model from the solution of the linear regression equations (ordinary least squares OLS), that is our +function \( f \) is approximated by \( \boldsymbol{\tilde{y}} \) where we minimized \( (\boldsymbol{y}-\boldsymbol{\tilde{y}})^2 \), with +$$ +\boldsymbol{\tilde{y}} = \boldsymbol{X}\boldsymbol{\beta}. +$$ + +The matrix \( \boldsymbol{X} \) is the so-called design matrix. + +

+Show that the expectation value of \( \boldsymbol{y} \) for a given element \( i \) +$$ +\begin{align*} +\mathbb{E}(y_i) & =\mathbf{X}_{i, \ast} \, \beta, +\end{align*} +$$ + +and that +its variance is +$$ +\begin{align*} \mbox{Var}(y_i) & = \sigma^2. +\end{align*} +$$ + +Hence, \( y_i \sim \mathcal{N}( \mathbf{X}_{i, \ast} \, \boldsymbol{\beta}, \sigma^2) \), that is \( \boldsymbol{y} \) follows a normal distribution with +mean value \( \boldsymbol{X}\boldsymbol{\beta} \) and variance \( \sigma^2 \). + +

+With the OLS expressions for the parameters \( \boldsymbol{\beta} \) show that +$$ +\mathbb{E}(\boldsymbol{\beta}) = \boldsymbol{\beta}. +$$ + +This means that the estimator of the regression parameters is unbiased. + +

+Show finally that the variance of \( \boldsymbol{\beta} \) is +$$ +\begin{eqnarray*} +\mbox{Var}(\boldsymbol{\beta}) & = & \sigma^2 \, (\mathbf{X}^{T} \mathbf{X})^{-1}. +\end{eqnarray*} +$$ + +

+ +

+ +

+ + +
+ + + + + + + +
+ © 1999-2019, "Data Analysis and Machine Learning FYS-STK3155/FYS4155":"http://www.uio.no/studier/emner/matnat/fys/FYS3155/index-eng.html". Released under CC Attribution-NonCommercial 4.0 license +
+ + + + + + diff --git a/doc/Projects/2019/hw1/html/hw1.html b/doc/Projects/2019/hw1/html/hw1.html new file mode 100644 index 000000000..7adc27611 --- /dev/null +++ b/doc/Projects/2019/hw1/html/hw1.html @@ -0,0 +1,275 @@ + + + + + + + + +Homework 1 Fall Semester 2019 + + + + + + + + + + + + + + + + + + + + + + + +

Homework 1 Fall Semester 2019

+ +

+ + +

+Data Analysis and Machine Learning FYS-STK3155/FYS4155 +
+ +

+ + +

Department of Physics, University of Oslo, Norway
+
+

+

Aug 20, 2019

+
+ +

Exercise 1

+ +

+The first exercise here is of a mere technical art. We want you to have + +

+ +We will make extensive use of Python as programming language and its +myriad of available libraries. You will find +IPython/Jupyter notebooks invaluable in your work. You can run R +codes in the Jupyter/IPython notebooks, with the immediate benefit of +visualizing your data. You can also use compiled languages like C++, +Rust, Fortran etc if you prefer. The focus in these lectures will be +on Python. + +

+If you have Python installed (we recommend Python3) and you feel +pretty familiar with installing different packages, we recommend that +you install the following Python packages via pip as + +

    +
  1. pip install numpy scipy matplotlib ipython scikit-learn sympy pandas pillow
  2. +
+ +For Tensorflow, we recommend following the instructions in the text of +Aurelien Geron, Hands‑On Machine Learning with Scikit‑Learn and TensorFlow, O'Reilly + +

+We will come back to tensorflow later. + +

+For Python3, replace pip with pip3. + +

+For OSX users we recommend, after having installed Xcode, to +install brew. Brew allows for a seamless installation of additional +software via for example + +

    +
  1. brew install python3
  2. +
+ +For Linux users, with its variety of distributions like for example the widely popular Ubuntu distribution, +you can use pip as well and simply install Python as + +
    +
  1. sudo apt-get install python3 (or python for pyhton2.7)
  2. +
+ +If you don't want to perform these operations separately and venture +into the hassle of exploring how to set up dependencies and paths, we +recommend two widely used distrubutions which set up all relevant +dependencies for Python, namely + + + +which is an open source +distribution of the Python and R programming languages for large-scale +data processing, predictive analytics, and scientific computing, that +aims to simplify package management and deployment. Package versions +are managed by the package management system conda. + + + +is a Python +distribution for scientific and analytic computing distribution and +analysis environment, available for free and under a commercial +license. + +

+We recommend using Anaconda. + +

Exercise 2

+ +

+We will generate our own dataset for a function \( y(x) \) where \( x \in [0,1] \) and defined by random numbers computed with the uniform distribution. The function \( y \) is a quadratic polynomial in \( x \) with added stochastic noise according to the normal distribution \( \cal {N}(0,1) \). +The following simple Python instructions define our \( x \) and \( y \) values (with 100 data points). +

+ + +

x = np.random.rand(100,1)
+y = 5*x*x+0.1*np.random.randn(100,1)
+
+
    +
  1. Write your own code (following the examples under the regression slides) for computing the parametrization of the data set fitting a second-order polynomial.
  2. +
  3. Use thereafter scikit-learn (see again the examples in the regression slides) and compare with your own code.
  4. +
  5. Using scikit-learn, compute also the mean square error, a risk metric corresponding to the expected value of the squared (quadratic) error defined as
  6. +
+ +$$ MSE(\hat{y},\hat{\tilde{y}}) = \frac{1}{n} +\sum_{i=0}^{n-1}(y_i-\tilde{y}_i)^2, +$$ + +and the \( R^2 \) score function. +If \( \tilde{\hat{y}}_i \) is the predicted value of the \( i-th \) sample and \( y_i \) is the corresponding true value, then the score \( R^2 \) is defined as +$$ +R^2(\hat{y}, \tilde{\hat{y}}) = 1 - \frac{\sum_{i=0}^{n - 1} (y_i - \tilde{y}_i)^2}{\sum_{i=0}^{n - 1} (y_i - \bar{y})^2}, +$$ + +where we have defined the mean value of \( \hat{y} \) as +$$ +\bar{y} = \frac{1}{n} \sum_{i=0}^{n - 1} y_i. +$$ + +You can use the functionality included in scikit-learn. If you feel for it, you can use your own program and define functions which compute the above two functions. +Discuss the meaning of these results. Try also to vary the coefficient in front of the added stochastic noise term and discuss the quality of the fits. + +

Exercise 3, mean values and variances in linear regression

+ +

+This exercise deals with various mean values ad variances in linear regression method (here it may be useful to look up chapter 3, equation (3.8) of Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer). + +

+The assumption we have made is +that there exists a function \( f(\boldsymbol{x}) \) and a normal distributed error \( \boldsymbol{\varepsilon}\sim \mathcal{N}(0, \sigma^2) \) +which describes our data +$$ +\boldsymbol{y} = f(\boldsymbol{x})+\boldsymbol{\varepsilon} +$$ + +

+We then approximate this function with our model from the solution of the linear regression equations (ordinary least squares OLS), that is our +function \( f \) is approximated by \( \boldsymbol{\tilde{y}} \) where we minimized \( (\boldsymbol{y}-\boldsymbol{\tilde{y}})^2 \), with +$$ +\boldsymbol{\tilde{y}} = \boldsymbol{X}\boldsymbol{\beta}. +$$ + +The matrix \( \boldsymbol{X} \) is the so-called design matrix. + +

+Show that the expectation value of \( \boldsymbol{y} \) for a given element \( i \) +$$ +\begin{align*} +\mathbb{E}(y_i) & =\mathbf{X}_{i, \ast} \, \beta, +\end{align*} +$$ + +and that +its variance is +$$ +\begin{align*} \mbox{Var}(y_i) & = \sigma^2. +\end{align*} +$$ + +Hence, \( y_i \sim \mathcal{N}( \mathbf{X}_{i, \ast} \, \boldsymbol{\beta}, \sigma^2) \), that is \( \boldsymbol{y} \) follows a normal distribution with +mean value \( \boldsymbol{X}\boldsymbol{\beta} \) and variance \( \sigma^2 \). + +

+With the OLS expressions for the parameters \( \boldsymbol{\beta} \) show that +$$ +\mathbb{E}(\boldsymbol{\beta}) = \boldsymbol{\beta}. +$$ + +This means that the estimator of the regression parameters is unbiased. + +

+Show finally that the variance of \( \boldsymbol{\beta} \) is +$$ +\begin{eqnarray*} +\mbox{Var}(\boldsymbol{\beta}) & = & \sigma^2 \, (\mathbf{X}^{T} \mathbf{X})^{-1}. +\end{eqnarray*} +$$ + +

+ + + + +

+ © 1999-2019, "Data Analysis and Machine Learning FYS-STK3155/FYS4155":"http://www.uio.no/studier/emner/matnat/fys/FYS3155/index-eng.html". Released under CC Attribution-NonCommercial 4.0 license +
+ + + + + + diff --git a/doc/Projects/2019/hw1/ipynb/ipynb-hw1-src.tar.gz b/doc/Projects/2019/hw1/ipynb/ipynb-hw1-src.tar.gz new file mode 100644 index 000000000..1f556cb3d Binary files /dev/null and b/doc/Projects/2019/hw1/ipynb/ipynb-hw1-src.tar.gz differ diff --git a/doc/Projects/2019/hw1/pdf/hw1.pdf b/doc/Projects/2019/hw1/pdf/hw1.pdf new file mode 100644 index 000000000..275a618ae Binary files /dev/null and b/doc/Projects/2019/hw1/pdf/hw1.pdf differ diff --git a/doc/Projects/2019/hw1/pdf/hw1.tex b/doc/Projects/2019/hw1/pdf/hw1.tex new file mode 100644 index 000000000..321c8139c --- /dev/null +++ b/doc/Projects/2019/hw1/pdf/hw1.tex @@ -0,0 +1,298 @@ +%% +%% Automatically generated file from DocOnce source +%% (https://github.com/hplgit/doconce/) +%% +%% + + +%-------------------- begin preamble ---------------------- + +\documentclass[% +oneside, % oneside: electronic viewing, twoside: printing +final, % draft: marks overfull hboxes, figures with paths +10pt]{article} + +\listfiles % print all files needed to compile this document + +\usepackage{relsize,makeidx,color,setspace,amsmath,amsfonts,amssymb} +\usepackage[table]{xcolor} +\usepackage{bm,ltablex,microtype} + +\usepackage[pdftex]{graphicx} + +\usepackage{fancyvrb} % packages needed for verbatim environments + +\usepackage[T1]{fontenc} +%\usepackage[latin1]{inputenc} +\usepackage{ucs} +\usepackage[utf8x]{inputenc} + +\usepackage{lmodern} % Latin Modern fonts derived from Computer Modern + +% Hyperlinks in PDF: +\definecolor{linkcolor}{rgb}{0,0,0.4} +\usepackage{hyperref} +\hypersetup{ + breaklinks=true, + colorlinks=true, + linkcolor=linkcolor, + urlcolor=linkcolor, + citecolor=black, + filecolor=black, + %filecolor=blue, + pdfmenubar=true, + pdftoolbar=true, + bookmarksdepth=3 % Uncomment (and tweak) for PDF bookmarks with more levels than the TOC + } +%\hyperbaseurl{} % hyperlinks are relative to this root + +\setcounter{tocdepth}{2} % levels in table of contents + +% --- fancyhdr package for fancy headers --- +\usepackage{fancyhdr} +\fancyhf{} % sets both header and footer to nothing +\renewcommand{\headrulewidth}{0pt} +\fancyfoot[LE,RO]{\thepage} +% Ensure copyright on titlepage (article style) and chapter pages (book style) +\fancypagestyle{plain}{ + \fancyhf{} + \fancyfoot[C]{{\footnotesize \copyright\ 1999-2019, "Data Analysis and Machine Learning FYS-STK3155/FYS4155":"http://www.uio.no/studier/emner/matnat/fys/FYS3155/index-eng.html". Released under CC Attribution-NonCommercial 4.0 license}} +% \renewcommand{\footrulewidth}{0mm} + \renewcommand{\headrulewidth}{0mm} +} +% Ensure copyright on titlepages with \thispagestyle{empty} +\fancypagestyle{empty}{ + \fancyhf{} + \fancyfoot[C]{{\footnotesize \copyright\ 1999-2019, "Data Analysis and Machine Learning FYS-STK3155/FYS4155":"http://www.uio.no/studier/emner/matnat/fys/FYS3155/index-eng.html". Released under CC Attribution-NonCommercial 4.0 license}} + \renewcommand{\footrulewidth}{0mm} + \renewcommand{\headrulewidth}{0mm} +} + +\pagestyle{fancy} + + +% prevent orhpans and widows +\clubpenalty = 10000 +\widowpenalty = 10000 + +% --- end of standard preamble for documents --- + + +% insert custom LaTeX commands... + +\raggedbottom +\makeindex +\usepackage[totoc]{idxlayout} % for index in the toc +\usepackage[nottoc]{tocbibind} % for references/bibliography in the toc + +%-------------------- end preamble ---------------------- + +\begin{document} + +% matching end for #ifdef PREAMBLE + +\newcommand{\exercisesection}[1]{\subsection*{#1}} + + +% ------------------- main content ---------------------- + + + +% ----------------- title ------------------------- + +\thispagestyle{empty} + +\begin{center} +{\LARGE\bf +\begin{spacing}{1.25} +Homework 1 Fall Semester 2019 +\end{spacing} +} +\end{center} + +% ----------------- author(s) ------------------------- + +\begin{center} +{\bf \href{{http://www.uio.no/studier/emner/matnat/fys/FYS3155/index-eng.html}}{Data Analysis and Machine Learning FYS-STK3155/FYS4155}} +\end{center} + + \begin{center} +% List of all institutions: +\centerline{{\small Department of Physics, University of Oslo, Norway}} +\end{center} + +% ----------------- end author(s) ------------------------- + +% --- begin date --- +\begin{center} +Aug 20, 2019 +\end{center} +% --- end date --- + +\vspace{1cm} + + +\subsection*{Exercise 1} + +The first exercise here is of a mere technical art. We want you to have +\begin{itemize} +\item git as a version control software and to establish a user account on a provider like GitHub. Other providers like GitLab etc are equally fine. You can also use the University of Oslo \href{{https://www.uio.no/tjenester/it/maskin/filer/versjonskontroll/github.html}}{GitHub facilities}. + +\item Install various Python packages +\end{itemize} + +\noindent +We will make extensive use of Python as programming language and its +myriad of available libraries. You will find +IPython/Jupyter notebooks invaluable in your work. You can run \textbf{R} +codes in the Jupyter/IPython notebooks, with the immediate benefit of +visualizing your data. You can also use compiled languages like C++, +Rust, Fortran etc if you prefer. The focus in these lectures will be +on Python. + +If you have Python installed (we recommend Python3) and you feel +pretty familiar with installing different packages, we recommend that +you install the following Python packages via \textbf{pip} as + +\begin{enumerate} +\item pip install numpy scipy matplotlib ipython scikit-learn sympy pandas pillow +\end{enumerate} + +\noindent +For \textbf{Tensorflow}, we recommend following the instructions in the text of +\href{{http://shop.oreilly.com/product/0636920052289.do}}{Aurelien Geron, Hands‑On Machine Learning with Scikit‑Learn and TensorFlow, O'Reilly} + +We will come back to \textbf{tensorflow} later. + +For Python3, replace \textbf{pip} with \textbf{pip3}. + +For OSX users we recommend, after having installed Xcode, to +install \textbf{brew}. Brew allows for a seamless installation of additional +software via for example + +\begin{enumerate} +\item brew install python3 +\end{enumerate} + +\noindent +For Linux users, with its variety of distributions like for example the widely popular Ubuntu distribution, +you can use \textbf{pip} as well and simply install Python as + +\begin{enumerate} +\item sudo apt-get install python3 (or python for pyhton2.7) +\end{enumerate} + +\noindent +If you don't want to perform these operations separately and venture +into the hassle of exploring how to set up dependencies and paths, we +recommend two widely used distrubutions which set up all relevant +dependencies for Python, namely + +\begin{itemize} +\item \href{{https://docs.anaconda.com/}}{Anaconda}, +\end{itemize} + +\noindent +which is an open source +distribution of the Python and R programming languages for large-scale +data processing, predictive analytics, and scientific computing, that +aims to simplify package management and deployment. Package versions +are managed by the package management system \textbf{conda}. + +\begin{itemize} +\item \href{{https://www.enthought.com/product/canopy/}}{Enthought canopy} +\end{itemize} + +\noindent +is a Python +distribution for scientific and analytic computing distribution and +analysis environment, available for free and under a commercial +license. + +We recommend using \textbf{Anaconda}. + +\subsection*{Exercise 2} + +We will generate our own dataset for a function $y(x)$ where $x \in [0,1]$ and defined by random numbers computed with the uniform distribution. The function $y$ is a quadratic polynomial in $x$ with added stochastic noise according to the normal distribution $\cal {N}(0,1)$. +The following simple Python instructions define our $x$ and $y$ values (with 100 data points). +\begin{verbatim} +x = np.random.rand(100,1) +y = 5*x*x+0.1*np.random.randn(100,1) +\end{verbatim} + +\begin{enumerate} +\item Write your own code (following the examples under the \href{{https://compphysics.github.io/MachineLearning/doc/pub/Regression/html/Regression-bs.html}}{regression slides}) for computing the parametrization of the data set fitting a second-order polynomial. + +\item Use thereafter \textbf{scikit-learn} (see again the examples in the regression slides) and compare with your own code. + +\item Using scikit-learn, compute also the mean square error, a risk metric corresponding to the expected value of the squared (quadratic) error defined as +\end{enumerate} + +\noindent +\[ MSE(\hat{y},\hat{\tilde{y}}) = \frac{1}{n} +\sum_{i=0}^{n-1}(y_i-\tilde{y}_i)^2, +\] +and the $R^2$ score function. +If $\tilde{\hat{y}}_i$ is the predicted value of the $i-th$ sample and $y_i$ is the corresponding true value, then the score $R^2$ is defined as +\[ +R^2(\hat{y}, \tilde{\hat{y}}) = 1 - \frac{\sum_{i=0}^{n - 1} (y_i - \tilde{y}_i)^2}{\sum_{i=0}^{n - 1} (y_i - \bar{y})^2}, +\] +where we have defined the mean value of $\hat{y}$ as +\[ +\bar{y} = \frac{1}{n} \sum_{i=0}^{n - 1} y_i. +\] +You can use the functionality included in scikit-learn. If you feel for it, you can use your own program and define functions which compute the above two functions. +Discuss the meaning of these results. Try also to vary the coefficient in front of the added stochastic noise term and discuss the quality of the fits. + + + + +\subsection*{Exercise 3, mean values and variances in linear regression} + + +This exercise deals with various mean values ad variances in linear regression method (here it may be useful to look up chapter 3, equation (3.8) of \href{{https://www.springer.com/gp/book/9780387848570}}{Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer}). + +The assumption we have made is +that there exists a function $f(\bm{x})$ and a normal distributed error $\bm{\varepsilon}\sim \mathcal{N}(0, \sigma^2)$ +which describes our data +\[ +\bm{y} = f(\bm{x})+\bm{\varepsilon} +\] + +We then approximate this function with our model from the solution of the linear regression equations (ordinary least squares OLS), that is our +function $f$ is approximated by $\bm{\tilde{y}}$ where we minimized $(\bm{y}-\bm{\tilde{y}})^2$, with +\[ +\bm{\tilde{y}} = \bm{X}\bm{\beta}. +\] +The matrix $\bm{X}$ is the so-called design matrix. + + +Show that the expectation value of $\bm{y}$ for a given element $i$ +\begin{align*} +\mathbb{E}(y_i) & =\mathbf{X}_{i, \ast} \, \beta, +\end{align*} +and that +its variance is +\begin{align*} \mbox{Var}(y_i) & = \sigma^2. +\end{align*} +Hence, $y_i \sim \mathcal{N}( \mathbf{X}_{i, \ast} \, \bm{\beta}, \sigma^2)$, that is $\bm{y}$ follows a normal distribution with +mean value $\bm{X}\bm{\beta}$ and variance $\sigma^2$. + + +With the OLS expressions for the parameters $\bm{\beta}$ show that +\[ +\mathbb{E}(\bm{\beta}) = \bm{\beta}. +\] +This means that the estimator of the regression parameters is unbiased. + +Show finally that the variance of $\bm{\beta}$ is +\begin{eqnarray*} +\mbox{Var}(\bm{\beta}) & = & \sigma^2 \, (\mathbf{X}^{T} \mathbf{X})^{-1}. +\end{eqnarray*} + + + +% ------------------- end of main content --------------- + +\end{document} + diff --git a/doc/Projects/2019/hw1/pdf/hw1.tex~ b/doc/Projects/2019/hw1/pdf/hw1.tex~ new file mode 100644 index 000000000..8839a47df --- /dev/null +++ b/doc/Projects/2019/hw1/pdf/hw1.tex~ @@ -0,0 +1,298 @@ +%% +%% Automatically generated file from DocOnce source +%% (https://github.com/hplgit/doconce/) +%% +%% + + +%-------------------- begin preamble ---------------------- + +\documentclass[% +oneside, % oneside: electronic viewing, twoside: printing +final, % draft: marks overfull hboxes, figures with paths +10pt]{article} + +\listfiles % print all files needed to compile this document + +\usepackage{relsize,makeidx,color,setspace,amsmath,amsfonts,amssymb} +\usepackage[table]{xcolor} +\usepackage{bm,ltablex,microtype} + +\usepackage[pdftex]{graphicx} + +\usepackage{fancyvrb} % packages needed for verbatim environments + +\usepackage[T1]{fontenc} +%\usepackage[latin1]{inputenc} +\usepackage{ucs} +\usepackage[utf8x]{inputenc} + +\usepackage{lmodern} % Latin Modern fonts derived from Computer Modern + +% Hyperlinks in PDF: +\definecolor{linkcolor}{rgb}{0,0,0.4} +\usepackage{hyperref} +\hypersetup{ + breaklinks=true, + colorlinks=true, + linkcolor=linkcolor, + urlcolor=linkcolor, + citecolor=black, + filecolor=black, + %filecolor=blue, + pdfmenubar=true, + pdftoolbar=true, + bookmarksdepth=3 % Uncomment (and tweak) for PDF bookmarks with more levels than the TOC + } +%\hyperbaseurl{} % hyperlinks are relative to this root + +\setcounter{tocdepth}{2} % levels in table of contents + +% --- fancyhdr package for fancy headers --- +\usepackage{fancyhdr} +\fancyhf{} % sets both header and footer to nothing +\renewcommand{\headrulewidth}{0pt} +\fancyfoot[LE,RO]{\thepage} +% Ensure copyright on titlepage (article style) and chapter pages (book style) +\fancypagestyle{plain}{ + \fancyhf{} + \fancyfoot[C]{{\footnotesize \copyright\ 1999-2019, "Data Analysis and Machine Learning FYS-STK3155/FYS4155":"http://www.uio.no/studier/emner/matnat/fys/FYS3155/index-eng.html". Released under CC Attribution-NonCommercial 4.0 license}} +% \renewcommand{\footrulewidth}{0mm} + \renewcommand{\headrulewidth}{0mm} +} +% Ensure copyright on titlepages with \thispagestyle{empty} +\fancypagestyle{empty}{ + \fancyhf{} + \fancyfoot[C]{{\footnotesize \copyright\ 1999-2019, "Data Analysis and Machine Learning FYS-STK3155/FYS4155":"http://www.uio.no/studier/emner/matnat/fys/FYS3155/index-eng.html". Released under CC Attribution-NonCommercial 4.0 license}} + \renewcommand{\footrulewidth}{0mm} + \renewcommand{\headrulewidth}{0mm} +} + +\pagestyle{fancy} + + +% prevent orhpans and widows +\clubpenalty = 10000 +\widowpenalty = 10000 + +% --- end of standard preamble for documents --- + + +% insert custom LaTeX commands... + +\raggedbottom +\makeindex +\usepackage[totoc]{idxlayout} % for index in the toc +\usepackage[nottoc]{tocbibind} % for references/bibliography in the toc + +%-------------------- end preamble ---------------------- + +\begin{document} + +% matching end for #ifdef PREAMBLE + +\newcommand{\exercisesection}[1]{\subsection*{#1}} + + +% ------------------- main content ---------------------- + + + +% ----------------- title ------------------------- + +\thispagestyle{empty} + +\begin{center} +{\LARGE\bf +\begin{spacing}{1.25} +Homework 1 Fall Semester 2019 +\end{spacing} +} +\end{center} + +% ----------------- author(s) ------------------------- + +\begin{center} +{\bf \href{{http://www.uio.no/studier/emner/matnat/fys/FYS3155/index-eng.html}}{Data Analysis and Machine Learning FYS-STK3155/FYS4155}} +\end{center} + + \begin{center} +% List of all institutions: +\centerline{{\small Department of Physics, University of Oslo, Norway}} +\end{center} + +% ----------------- end author(s) ------------------------- + +% --- begin date --- +\begin{center} +Aug 20, 2019 +\end{center} +% --- end date --- + +\vspace{1cm} + + +\subsection*{Exercise 1} + +The first exercise here is of a mere technical art. We want you to have +\begin{itemize} +\item git as a version control software and to establish a user account on a provider like GitHub. Other providers like GitLab etc are equally fine. You can also use the University of Oslo \href{{https://www.uio.no/tjenester/it/maskin/filer/versjonskontroll/github.html}}{GitHub facilities}. + +\item Install various Python packages +\end{itemize} + +\noindent +We will make extensive use of Python as programming language and its +myriad of available libraries. You will find +IPython/Jupyter notebooks invaluable in your work. You can run \textbf{R} +codes in the Jupyter/IPython notebooks, with the immediate benefit of +visualizing your data. You can also use compiled languages like C++, +Rust, Fortran etc if you prefer. The focus in these lectures will be +on Python. + +If you have Python installed (we recommend Python3) and you feel +pretty familiar with installing different packages, we recommend that +you install the following Python packages via \textbf{pip} as + +\begin{enumerate} +\item pip install numpy scipy matplotlib ipython scikit-learn sympy pandas pillow +\end{enumerate} + +\noindent +For \textbf{Tensorflow}, we recommend following the instructions in the text of +\href{{http://shop.oreilly.com/product/0636920052289.do}}{Aurelien Geron, Hands‑On Machine Learning with Scikit‑Learn and TensorFlow, O'Reilly} + +We will come back to \textbf{tensorflow} later. + +For Python3, replace \textbf{pip} with \textbf{pip3}. + +For OSX users we recommend, after having installed Xcode, to +install \textbf{brew}. Brew allows for a seamless installation of additional +software via for example + +\begin{enumerate} +\item brew install python3 +\end{enumerate} + +\noindent +For Linux users, with its variety of distributions like for example the widely popular Ubuntu distribution, +you can use \textbf{pip} as well and simply install Python as + +\begin{enumerate} +\item sudo apt-get install python3 (or python for pyhton2.7) +\end{enumerate} + +\noindent +If you don't want to perform these operations separately and venture +into the hassle of exploring how to set up dependencies and paths, we +recommend two widely used distrubutions which set up all relevant +dependencies for Python, namely + +\begin{itemize} +\item \href{{https://docs.anaconda.com/}}{Anaconda}, +\end{itemize} + +\noindent +which is an open source +distribution of the Python and R programming languages for large-scale +data processing, predictive analytics, and scientific computing, that +aims to simplify package management and deployment. Package versions +are managed by the package management system \textbf{conda}. + +\begin{itemize} +\item \href{{https://www.enthought.com/product/canopy/}}{Enthought canopy} +\end{itemize} + +\noindent +is a Python +distribution for scientific and analytic computing distribution and +analysis environment, available for free and under a commercial +license. + +We recommend using \textbf{Anaconda}. + +\subsection*{Exercise 2} + +We will generate our own dataset for a function $y(x)$ where $x \in [0,1]$ and defined by random numbers computed with the uniform distribution. The function $y$ is a quadratic polynomial in $x$ with added stochastic noise according to the normal distribution $\cal {N}(0,1)$. +The following simple Python instructions define our $x$ and $y$ values (with 100 data points). +\begin{print} +x = np.random.rand(100,1) +y = 5*x*x+0.1*np.random.randn(100,1) +\end{print} + +\begin{enumerate} +\item Write your own code (following the examples under the \href{{https://compphysics.github.io/MachineLearning/doc/pub/Regression/html/Regression-bs.html}}{regression slides}) for computing the parametrization of the data set fitting a second-order polynomial. + +\item Use thereafter \textbf{scikit-learn} (see again the examples in the regression slides) and compare with your own code. + +\item Using scikit-learn, compute also the mean square error, a risk metric corresponding to the expected value of the squared (quadratic) error defined as +\end{enumerate} + +\noindent +\[ MSE(\hat{y},\hat{\tilde{y}}) = \frac{1}{n} +\sum_{i=0}^{n-1}(y_i-\tilde{y}_i)^2, +\] +and the $R^2$ score function. +If $\tilde{\hat{y}}_i$ is the predicted value of the $i-th$ sample and $y_i$ is the corresponding true value, then the score $R^2$ is defined as +\[ +R^2(\hat{y}, \tilde{\hat{y}}) = 1 - \frac{\sum_{i=0}^{n - 1} (y_i - \tilde{y}_i)^2}{\sum_{i=0}^{n - 1} (y_i - \bar{y})^2}, +\] +where we have defined the mean value of $\hat{y}$ as +\[ +\bar{y} = \frac{1}{n} \sum_{i=0}^{n - 1} y_i. +\] +You can use the functionality included in scikit-learn. If you feel for it, you can use your own program and define functions which compute the above two functions. +Discuss the meaning of these results. Try also to vary the coefficient in front of the added stochastic noise term and discuss the quality of the fits. + + + + +\subsection*{Exercise 3, mean values and variances in linear regression} + + +This exercise deals with various mean values ad variances in linear regression method (here it may be useful to look up chapter 3, equation (3.8) of \href{{https://www.springer.com/gp/book/9780387848570}}{Trevor Hastie, Robert Tibshirani, Jerome H. Friedman, The Elements of Statistical Learning, Springer}). + +The assumption we have made is +that there exists a function $f(\bm{x})$ and a normal distributed error $\bm{\varepsilon}\sim \mathcal{N}(0, \sigma^2)$ +which describes our data +\[ +\bm{y} = f(\bm{x})+\bm{\varepsilon} +\] + +We then approximate this function with our model from the solution of the linear regression equations (ordinary least squares OLS), that is our +function $f$ is approximated by $\bm{\tilde{y}}$ where we minimized $(\bm{y}-\bm{\tilde{y}})^2$, with +\[ +\bm{\tilde{y}} = \bm{X}\bm{\beta}. +\] +The matrix $\bm{X}$ is the so-called design matrix. + + +Show that the expectation value of $\bm{y}$ for a given element $i$ +\begin{align*} +\mathbb{E}(y_i) & =\mathbf{X}_{i, \ast} \, \beta, +\end{align*} +and that +its variance is +\begin{align*} \mbox{Var}(y_i) & = \sigma^2. +\end{align*} +Hence, $y_i \sim \mathcal{N}( \mathbf{X}_{i, \ast} \, \bm{\beta}, \sigma^2)$, that is $\bm{y}$ follows a normal distribution with +mean value $\bm{X}\bm{\beta}$ and variance $\sigma^2$. + + +With the OLS expressions for the parameters $\bm{\beta}$ show that +\[ +\mathbb{E}(\bm{\beta}) = \bm{\beta}. +\] +This means that the estimator of the regression parameters is unbiased. + +Show finally that the variance of $\bm{\beta}$ is +\begin{eqnarray*} +\mbox{Var}(\bm{\beta}) & = & \sigma^2 \, (\mathbf{X}^{T} \mathbf{X})^{-1}. +\end{eqnarray*} + + + +% ------------------- end of main content --------------- + +\end{document} +