CS6780 Advanced Machine Learning, Lecture notes of Machine Learning

Advanced Machine Learning. Spring 2019. Thorsten Joachims. Cornell University. Department of Computer Science. Outline of Today. • Who we are?

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CS6780
Advanced Machine Learning
Spring 2019
Thorsten Joachims
Cornell University
Department of Computer Science
Outline of Today
Who we are?
Prof: Thorsten Joachims
TAs: Aman Agarwal, Ashudeep Singh
What is learning?
Examples of machine learning (ML).
What drives research in and use of ML today?
Syllabus
Topics and Methods
Themes
Administrivia
(One) Definition of Learning
Definition [Mitchell]:
A computer program is said to learn from
experience E with respect to some class of
tasks T and
performance measure P,
if its performance at tasks in T, as measured by P,
improves with experience E.
What is the goal of CS6780?
PhD-level introduction to machine learning
First or second ML class
Broad, but deep along several key themes
Enable your research in or with machine
learning
Practice “soft” skills you need as researcher
Syllabus
Supervised Batch Learning: model, decision theoretic foundation, model
selection, model assessment, empirical risk minimization
Decision Trees: TDIDT, attribute selection, pruning and overfitting
Statistical Learning Theory: generalization error bounds, VC dimension
Large-Margin Methods: linear Rules, margin, Perceptron, SVMs
Kernels: duality, non-linear rules, non-vectorialdata
Deep Networks: multi-layer perceptrons, convolutions, pooling
Structured Output Prediction: hidden Markov model, Viterbi, structural
SVMs, conditional random fields
Probabilistic Models: generative vs. discriminative, maximum likelihood,
Bayesian inference
Latent Variable Models: k-means clustering, mixture of Gaussians,
expectation-maximization algorithm, matrix factorization, embeddings
Online Learning: experts, bandits, online convex optimization
Causal Inference: interventional vs. observational data, treatment effects,
policy learning
Theme: Prediction and Action
Building intelligent systems vs. analyzing
existing systems
Prediction
Intelligent action
Guarantees on prediction/action quality
Causality
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CS

Advanced Machine Learning

Spring 2019 Thorsten Joachims Cornell University Department of Computer Science

Outline of Today

  • Who we are?
    • Prof: Thorsten Joachims
    • TAs: Aman Agarwal, Ashudeep Singh
  • What is learning?
    • Examples of machine learning (ML).
    • What drives research in and use of ML today?
  • Syllabus
    • Topics and Methods
    • Themes
  • Administrivia

(One) Definition of Learning

  • Definition [Mitchell]: A computer program is said to learn from - experience E with respect to some class of - tasks T and - performance measure P, if its performance at tasks in T, as measured by P, improves with experience E.

What is the goal of CS6780?

  • PhD-level introduction to machine learning
    • First or second ML class
  • Broad, but deep along several key themes
  • Enable your research in or with machine

learning

  • Practice “soft” skills you need as researcher

Syllabus

  • Supervised Batch Learning: model, decision theoretic foundation, model selection, model assessment, empirical risk minimization
  • Decision Trees: TDIDT, attribute selection, pruning and overfitting
  • Statistical Learning Theory: generalization error bounds, VC dimension
  • Large-Margin Methods: linear Rules, margin, Perceptron, SVMs
  • Kernels: duality, non-linear rules, non-vectorial data
  • Deep Networks: multi-layer perceptrons, convolutions, pooling
  • Structured Output Prediction: hidden Markov model, Viterbi, structural SVMs, conditional random fields
  • Probabilistic Models: generative vs. discriminative, maximum likelihood, Bayesian inference
  • Latent Variable Models: k-means clustering, mixture of Gaussians, expectation-maximization algorithm, matrix factorization, embeddings
  • Online Learning: experts, bandits, online convex optimization
  • Causal Inference: interventional vs. observational data, treatment effects, policy learning

Theme: Prediction and Action

  • Building intelligent systems vs. analyzing

existing systems

  • Prediction
  • Intelligent action
  • Guarantees on prediction/action quality
  • Causality

Theme: Bias vs. Variance

  • Fundamental trade-off in learning
    • Training error vs. prediction error
    • Model capacity
    • Statistical learning theory
    • Empirical risk minimization

Theme: Massive

Overparameterization

  • The success story of machine learning
    • Sparse linear models
    • Kernels
    • Deep networks  Number of parameters ≫ number of examples

Theme: Theoretical Underpinning

  • Theory for understanding sake
    • Identify the mechanisms at play in ML
    • Understand model complexity
    • Understand common themes between algorithms

Secondary Syllabus

  • Practice “soft skills” needed to be a successful

researcher

  • Pitch ideas
  • Present your work
  • Write convincing papers
  • Work in groups
  • Give constructive feedback to others
  • Use feedback constructively

Textbook and Course Material

  • Main Textbooks
    • Kevin Murphy, “Machine Learning – a Probabilistic Perspective”, MIT Press, 2012.
    • See other references on course web page
  • Course Notes
    • Writing on blackboard
    • Slides available on course homepage

Pre-Requisites

  • Pre-Requisites
    • Programming skills (e.g. CS 2110)
    • Basic linear algebra (e.g. MATH 2940)
    • Basic probability theory (e.g. MATH 4710)
    • Basic multivariable calculus (e.g. MATH 1920)
  • Not required
    • Previous ugrad machine learning course

How to Get in Touch

  • Online
    • Course Homepage (slides, references, policies, office hours)
      • http://www.cs.cornell.edu/Courses/cs6780/2019sp/
    • Piazza forum (questions and comments)
    • CMS (homeworks and grades)
    • CMT (projects)
  • Email Addresses
  • Office Hours
    • Thorsten Joachims:
      • Fridays 11:00am – 12:00pm, 418 Gates Hall
    • Other office hours:
      • See course homepage
    • Zoom for CT students