Intro Flashcards
Why is machine learning popular?
-Lots of data available
-current control theory methods struggle to solve large scale complex problems
What are the types of supervised learning?
regression and classification
what are the types of unsupervised learning?
clustering and dimensionality reduction
what are the types of reinforcement learning?
Value iteration and policy iteration
What is supervised learning?
a function that maps an input to an output based on labelled example input output pairs
what is unsupervised learning?
an algorithm that learns patterns from un labelled data
What is the key difference between regression and classification?
in regression the data is continuous whereas discrete data is used for classification
How does regression work?
find a function that minimises a cost function (most often mean squared error)
Describe a nearest neighbour model?
individual data point is grouped depending on proximity
Describe a piecewise linear model
data follows different linear trends over different regions of the data
What are some model types?
Linear, low order polynomial, high order polynomial, piecewise linear, nearest neighbour
When does overfitting occur?
- when a model fits the data set too well and is unable to generalise
- low density of data
What is a characteristic of overfitting?
oversensitivity to measurement noise
How can overfitting be avoided?
do not use a model that is more complicated than required (Occam’s razor)
What is a white box model?
-increased system information
-low model uncertainty
What is a black box model?
-decreased system information
-high model uncertainty
what is inference?
the process in which prediction is made
What does the expected mean square error of the prediction depend on?
bias and variance
what is meant by high bias?
model fails to capture the underlying structure of the data (underfitting)
what is meant by high variance?
model is sensitive to small fluctuations in the data (overfitting)
when is variance high?
in complex models
what is the bias-variance trade-off?
If biased is increased then variance decreases and vice versa. Therefore need to minimise both bias and variance.
what is meant by error?
the error between the true value and the predicted value
what happens in simple linear regression?
identify a line of best fit y=a0+a1x+err, where a0 and a1 need to be determined
How do you find a0 and a1 that minimises the sums of square errors of residuals?
-find stationary points by taking partial derivatives of sum of square residuals
-set to zero to solve optimization problem
What is the ordinary least squares (OLS) method?
approximately select X, Y an theta, and solve
theta = (XT X)^-1(XT Y)
What is the X matrix known as?
design matrix
regressor matrix
When does the OLS method not work for linear regression?
- If XTX is not invertible, it cannot be solved
- not invertible if the the OLS problem has non-unique solutions
What is meant by collinearity?
two sequences of data are said to be colinear if there exists k not=0 such that x1i=kx2i
What occurs in the OLS if there is a pair of feature data sequences that are collinear?
the associated OLS has infinite optimal solutions
when does collinearity occur?
when two feature variables are highly correlated providing redundant information
How can you deal with collinearity in data?
- increase the amount of training data
- find and remove highly correlated data
What are some issues with the OLS method?
- computing inverse of XTX can be computationally expensive
- if the data is close to being collinear then the OLS solution becomes very sensitive to small changes in the training data set
Which models can be fit using the OLS method?
those linear in parameters