Lecture 1: Aug. 20, 2012 EE645 Machine Learning Fall, 2012 • Instructor: Tony Kuh • POST 205E / 484 Holmes • Dept. of Electrical Engineering • University of Hawaii • Phone: 956-7527, 956-4214 • Email: kuh@hawaii.edu Department of Electrical Engineering 1 Lecture 1: Aug. 20, 2012 Preliminaries • Class Meeting Time: MWF 11:30-12:20 (248 Holmes), after this week twice a week • Website: go to my website to get access to EE645 site • Office Hours: MW 10-11:30 or by appointment • Prerequisites – Probability: EE342 or equivalent • Random variables, Expectation, Bayes analysis, Gaussian RVs and Gaussian processes – Linear Algebra: vector and matrix operations – Programming: Matlab or C experience Department of Electrical Engineering 2 Lecture 1: Aug. 20, 2012 Objectives and Grading Topics: Machine learning, pattern recognition, signal processing, neural networks, applications Objectives: obtain basic understanding and knowledge of fundamental concepts of machine learning, learn about current research in area, conduct project on topic of current research Grading: • Homework: 30% • Exam:30% • Final project: 40% (oral presentation and written report) Department of Electrical Engineering 3 Lecture 1: Aug. 20, 2012 Motivation • Handling data; process, analyze, and learn from data • Processing data: CPUs and storage device technology have improved dramatically, algorithm development to process data has not increased nearly as rapidly • Learn from data. Develop paradigms for learning that mimic features of natural learning for applications in engineering and science • Multidisciplinary area requiring tools from EE, CS, Statistics, Physics, Math, Biology Department of Electrical Engineering 4 Lecture 1: Aug. 20, 2012 Overview of Course Material • Linear algorithms for classification and regression – Classification • Linear Threshold Unit (Perceptron Learning Algorithm) • Optimum margin classifiers • Linear logistic regression – Regression (linear unit) • LMS algorithm • Least squares algorithm Department of Electrical Engineering 5 Lecture 1: Aug. 20, 2012 Overview continued • Kernel Methods – – – – – Optimization methods Kernels Support Vector Machines Least Squares kernel algorithms On-line algorithms • More learning algorithms – – – – Generative classifier: Naive Bayes Multilayer networks: Backpropagation Ensemble learning (boosting, AdaBoost) Mixture models, EM algorithm Department of Electrical Engineering 6 Lecture 1: Aug. 20, 2012 Overview continued • Learning Theory – Learning and generalization – Structural risk minimization – Dimensionality and generalization bounds • Unsupervised Learning – Component Analysis: PCA, Kernel PCA, ICA – Competitive Learning • Self – Organizing Feature Maps • Vector quantization • Reinforcement learning – Markov decision processes and dynamic programming – TD learning, Q learning Department of Electrical Engineering 7 Lecture 1: Aug. 20, 2012 Historical notes • 1940s: Hebb, The organization of behavior, McCulloch-Pitts model, Von Neumann • 1950s-1960s: Rosenblatt, Minsky-Papert, Perceptrons, artificial intelligence, Widrow • 1970s-1980s: Pioneers (Grossberg, Amari, Kohonen), Hopfield, PDP Group • 1990s-2000s: Multidisciplinary area (machine learning, statistics, physics, biology), mathematical rigor (learning theory, kernel methods, reinforcement learning,Bayesian learning, unsupervised learning) • 2010s: renewed interest “big data” Department of Electrical Engineering 8 Lecture 1: Aug. 20, 2012 Applications • • • • Character recognition Text classification Biomedical classification: disease diagnosis Bioinformatics: gene sequencing and protein classification • Time series prediction • Social network applications: Netflix, internet advertising • Energy and smart grid applications Department of Electrical Engineering 9 Lecture 1: Aug. 20, 2012 References • • • • • • • • • • T. Hastie, R. Tibshirani, and J. Friedman. Elements of Statistical Learning Data Mining, Inference, and Prediction 2nd ed., Springer, 2009. Y. S. Abu-Mostafa, M. Magdon-Ismail, and H.-T. Lin, Learning from Data, AMLBook, 2012. C. Bishop. Pattern Recognition and Machine Learning. Springer, 2006. S. Haykin. Neural Networks and Learning Machines. 3rd Ed. Prentice Hall, Englewood Cliffs,NJ, 2008. R. Duda, P. Hart, and D. Stork. Pattern Classification. 2nd Ed. Wiley, 2000. J. Shawe-Taylor and N. Cristianini. Kernel Methods for Pattern Analysis. Cambridge University Press, 2004. B. Scholkopf and A. Smola. Learning with Kernels: Support Vector Machines, Regularization, Optimization and Beyond. MIT Press, Cambridge, MA, 2002. N. Cristianini and J. Shawe-Taylor. An Introduction to Support Vector Machines: and other Kernel Based Learning Methods. Cambridge University Press, Cambridge, UK, 2000. D. Koller and N. Friedman. Probabilistic Graphical Models Principles and Techniques. MIT Press, 2009. R. Sutton and A. Barto. Reinforcement Learning: An Introduction (Adaptive computation and machine learning). Bradford Book. 1998. Department of Electrical Engineering 10 Lecture 1: Aug. 20, 2012 Web resources • Organizations – IEEE Computational Intelligence Society – International Neural Network Society • Journals and Conferences – – – – – IEEE Trans. on Neural Networks and Learning Systems Neural Computation Neural Networks Neural Information Processing Systems (NIPS), tutorials WCCI, IJCNN • Online courses (iTunes U) – Machine Learning Course: Y. Abu Mostafa, Caltech – Machine Learning: A. Ng, Stanford Department of Electrical Engineering 11 Lecture 1: Aug. 20, 2012 Web resource continued • Other sites – Kernel methods – Tutorials (from conferences, short courses) – Datasets (e.g. UC Irvine machine learning repository) Department of Electrical Engineering 12