Introduction to Machine Learning
Introduction to Machine Learning
MACHINE LEARNING
What is Machine Learning?
• Machine learning can be broadly defined as
computational methods using experience to improve
performance or to make accurate predictions.
• Data:
• training data (typically labeled).
• test data (labeled but labels not seen).
• validation data (labeled, for tuning parameters).
Learning stages
• Loss function: A function that measures the difference, or
loss, between a predicted label and a true label.
• Misclassification loss
• Squared loss
• Overfitting
• When the sample size is relatively small, choosing from a too
complex a family may lead to poor generalization.
• Underfitting
• with a too simple a family, it may not be possible to achieve a
sufficient accuracy.
Parametric Vs. Non-parametric model
• Assumptions can greatly simplify the learning process, but
can also limit what can be learned.
• Parametric
• A learning model that summarizes data with a set of parameters of
fixed size (independent of the number of training examples)
• The algorithms involve two steps:
• Select a form for the function.
• Learn the coefficients for the function from the training data.
• Non-parametric
• do not make strong assumptions about the form of the mapping
function
• good when you have a lot of data and no prior knowledge, and when
you don’t want to worry too much about choosing just the right
features.