Class: TTh 2-3:45, E2-506
Office hours: Mo 10-11, We 11-12 - E2-357
Prerequisite: CMPS 201, or concurrent enrollment in CMPS 201, or my consent
some probability theory
Recommended Textbook by Chris Bishop
"Pattern Recognition and Machine Learning"
Previous CMPS 242 by myself Fall 02
Related Advanced Machine Learning Class CMPS 290C Spring 07
Summary of lectures
1 Notes 1
Intro to Machine Learning using curve fitting as an example
Overfitting, complexity control, regularization
Experimental setups w. training, validation and test sets
On-line versus batch
Definition of regret
Halfing algorithm and its bound
Weighted Majority algorithm
Regret bound for WM via potential function
Bug Machine
Weighted Majority paper
2 Notes 2
Randomized Weighted Majority alorithm, Follow the Leader algorithm
Analysis via potential function
Talk re. various Share Updates incl. one that induce longterm memory
Long term memory paper
Original "Tracking the best expert" paper
Talk re measuring on-lineness
Talk w. more details on Disk Spindown Problem
Original Disk Spindown paper
Homework 1 Due Th Jan. 17, beginning of class
Datasets
3 Notes 3
Information theoretic of relative entropy
- motivation of updates and analyses of expert algs
Online updates for linear regression
- and learning linear threshold functions
Motivation for the GD, EG and EGU
Logistic regression
Visualizations of relatie entropies Maple file
4 Notes 4
More on logistic regression
Newton updates
Linearly Least Squares using the SVD decomposition
Newton type algs for logistic regression
5 Notes 5
GD versus EG in the case of linear regression
Regret bounds w. dual norms
How to prove the regret bounds
The kernel trick and its limits
Leaving the span talk
Leaving the span paper
Homework 2 Due Tu, Jan. 29, beginning of class
Clarified and modified some of the problems
Some info about line searches Thanks Maya for scanning it in!
6 Notes 6 Made some corrections
Optimization
- Lagrangians
- Duality
How applied to Support Vector Machines
More on kernel
7 Finish with Support Vector machines
Regularizing logisting regression via clipping&stretching Thanks Dima and Karen!
8 Details re the shrink/stretch alg
How moving the labels affects the loss pdf maple
ROC curve for evaluating a ranking
ROC curves of perfect and random classifier
Cross validation
Bregman divergences, Generalized Pythagorean Thm, Matching Loss, motivation via exponential families
Homework 3 Due Tu, Feb. 12, beginning of class
Spam data set provided by D. Sculley
Visualization of data Ditto permuted Thanks Nikhila
9 Finish matching loss
Nodes 9
Expert framework with a variety of loss functions paper
10 Finish: Conditional probabilities and Bayes rule
The expert framework and Bayesian methods
Motivation of Bayes rule
More about Shrink/Stretch and logistic regression talk
11 Notes 11
ML and MAP estimators
Naive Bayes and spam application
filtering spam w. SVMs
filtering spam w. Naive Bayes
12 Notes 12 on EM
Homework 3 reports
Homework 4 Due Tu, Feb. 26, beginning of class
A problem similar to Problem 2 appears in [Boyd, Vanderbenberghe, p. 228]
13 Averaging hypotheses can help
Voted Perceptron
Rob Schapire's NIPS 07 tutorial on Boosting
web page with video links
beautiful paper on Boosting - read by next class
14 More details on Boosting
Talk focused on Game Theory connetion
Talk focused on proof techniques via Bregman Projection
TotalBoost paper
SoftBoost paper
Entropy Regularized LPBoost paper With duality proof similar to the one in HW4
Posted a cleaned up version of above paper
Homework 5 Due Th, Feb. 28, beginning of class
15 Why do relative entropy appear everywhere in nature?
The blessing and curse of the multiplicative updates
- Three mechanisms for avoiding the curse
- Motivating multiplicative updates as relative entropy minimization problems
For the sake of completeness - here are some of the original papers
Paper that uses conservative update for learning disjunctions
Paper that essentially uses lower bounds on 187 the weights
Paper and talk using capped weights
Another application of entropies: Estimating the potential distribution of a species
Schapire's ICML talk
Machine learning oriented paper
More biologically oriented paper
16 Notes 16 Corrected!
Learning permutations talk paper
Implementing the fancier Boosting algs based on convex optimization
17 Partial Hw2sols
The optimal algorithm for the basic expert setting paper partial talk
Notes 17
18 Applications of Boosting to Dialogue System
talk by Marylin Walker
19 Stock market prediction
20 Variance minimization on the simplex
On-line PCA
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