Machine Learning Lecture 1
Machine Learning Lecture 1
• Learning a Function
• Machine learning algorithms are described as learning a target function (f)
that best maps input variables (X) to an output variable (Y).
Y = f(X)
• This is a general learning task where we would like to make predictions in
the future (Y) given new examples of input variables (X).
• We don’t know what the function (f) looks like or it’s form. If we did, we
would use it directly and we would not need to learn it from data using
machine learning algorithms.
• It is harder than you think. There is also error (e) that is independent of the
input data (X).
Y = f(X) + e
Error
• This error might be error such as not having enough attributes to
sufficiently characterize the best mapping from X to Y. This error is
called irreducible error because no matter how good we get at
estimating the target function (f), we cannot reduce this error.
• This is to say, that the problem of learning a function from data is a
difficult problem and this is the reason why the field of machine
learning and machine learning algorithms exisst.