Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
Outlines
Canberra
February June 2013
Overview
Introduction
Linear Algebra
Probability
Linear Regression 1
Linear Regression 2
Linear Classification 1
Linear Classification 2
Neural Networks 1
Neural Networks 2
Kernel Methods
Sparse Kernel Methods
Graphical Models 1
Graphical Models 2
Graphical Models 3
Mixture Models and EM 1
Mixture Models and EM 2
Approximate Inference
Sampling
Principal Component Analysis
Sequential Data 1
Sequential Data 2
Combining Models
Selected Topics
Discussion and Summary
1of 73
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
Part I
I
SML
2013
Examples
Overview
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Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
16/02/09 17:23
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15 May 2008 ... The other speakers will detail or built upon this introduction. Statistical
machine learning is concerned with the development of algorithms ...
videolectures.net/mlss08au_hutter_isml/ - 75k - Cached - Similar pages
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Elefant
28of 73
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
29of 73
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
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Some Basic Notation
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Elefant
30of 73
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
Examples
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Some Basic Notation
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31of 73
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
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Backgammon
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
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Elefant
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Introduction to Statistical
Machine Learning
Image Denoising
1 Learn a statistics over patches from many images of
natural scenes
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
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Elefant
x 10
0.03
0.025
0.04
15
x 10
0.03
McAuley et. al., "Learning High-Order MRF Priors of Color Images", ICML2006
10
10
0.02
0.02
0.015
5
0.01
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Introduction to Statistical
Machine Learning
Image Denoising
c
2013
Christfried Webers
NICTA
The Australian National
University
Noise added
Denoised
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2013
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Elefant
McAuley et. al., "Learning High-Order MRF Priors of Color Images", ICML2006
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Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
Microphones
Audio Mixtures
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2013
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1.0
0.5
0.5
10
20
30
40
50
10
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Definition
0.5
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1.0
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0.5
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Python
1.0
Elefant
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Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
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Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
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Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
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39of 73
autonomous robotics,
detecting credit card fraud,
detecting network intrusion,
bioinformatics,
neuroscience,
medical diagnosis,
stock market analysis,
playing games by self-play: Checker and Backgammon.
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
Examples
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Some Basic Notation
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Elefant
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Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
1
2
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Elefant
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Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
Examples
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Definition
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Some Basic Notation
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of Learning
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Elefant
42of 73
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
Examples
43of 73
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
Examples
Journals, Conferences
Python
Elefant
44of 73
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
Examples
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examples?
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Some Basic Notation
Some Fundamental Types
of Learning
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Elefant
45of 73
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
Examples
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Definition
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Some Basic Notation
Some Fundamental Types
of Learning
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Journals, Conferences
Python
Elefant
46of 73
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
Examples
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Definition
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Some Basic Notation
Some Fundamental Types
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Elefant
47of 73
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
Examples
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Some Basic Notation
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of Learning
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Elefant
48of 73
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
Examples
49of 73
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
Examples
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Definition
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Some Basic Notation
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Elefant
50of 73
Related Fields
Artificial Intelligence - AI
Statistics
Game Theory
Neuroscience, Psychology
Data Mining
Computer Science
Adaptive Control Theory
...
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
Examples
What is common to this
examples?
Definition
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Some Basic Notation
Some Fundamental Types
of Learning
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Python
Elefant
51of 73
Artificial Intelligence - AI
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
Examples
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Some Basic Notation
Some Fundamental Types
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Elefant
52of 73
Statistics
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
Examples
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Some Basic Notation
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Elefant
53of 73
Neuroscience, Psychology
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
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Elefant
54of 73
Data Mining
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
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Computer Science
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
Examples
56of 73
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
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I
SML
2013
Examples
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57of 73
T
x1,1 . . . x1,D
x1
x2,1 . . . x2,D
= . . . .
X=
...
xTN
xN,1 . . . xN,D
(Note : Each data point xi is a column vector, but appears
as a row vector in X.)
If D = 1, X is a vector of N scalar data points. We write
x1
x = . . . .
xN
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
Examples
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Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
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59of 73
Supervised Learning
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
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60of 73
Supervised Learning
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
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61of 73
Unsupervised Learning
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
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I
SML
2013
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Unsupervised Learning
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
Examples
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Elefant
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
Examples
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Reinforcement Learning
Introduction to Statistical
Machine Learning
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2013
Christfried Webers
NICTA
The Australian National
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SML
2013
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Introduction to Statistical
Machine Learning
Reinforcement Learning
observation1
reward1
observation2
reward2
observationi
receive
reward
receive
reward
Agent
c
2013
Christfried Webers
NICTA
The Australian National
University
Agent
rewardi
receive
reward
...
Agent
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choose action
choose action
choose action
action1
action2
actioni
Definition
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66of 73
Active Learning
The algorithm may choose which data xi X to select next
when building the model.
The order of the data is actively chosen by the algorithm at
run-time.
Transduction
The algorithms is allowed to use the test data (but of course
not labels!) when building a model.
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
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I
SML
2013
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Training Regimes
Batch Learning
All training data X = {x1 , . . . , xn } and targets t = {t1 , . . . , tn }
are given.
Learn a mapping from xi to ti which can then be applied to
yet unseen data X0 = {x01 , . . . , x0m } to find t0 = {t10 , . . . , tm0 }.
Online Processing
Pairs of (xi , ti ) become available one at a time.
At each step, learn and refine a mapping from xi to ti which
can then be applied to yet unseen data x0i .
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
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Journals
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
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I
SML
2013
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Conferences
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
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I
SML
2013
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Python
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
Examples
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Introduction to Statistical
Machine Learning
Elefant
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
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72of 73
Introduction to Statistical
Machine Learning
c
2013
Christfried Webers
NICTA
The Australian National
University
I
SML
2013
Examples
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