Regression and Classification With Neural Networks

Regression and
Classification with
Neural Networks
Note to other teachers and users of
these slides. Andrew would be delighted
Andrew W. Moore
Professor
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412-268-7599
Copyright © 2001, 2003, Andrew W. Moore Sep 25th, 2001
Linear Regression
DATASET
inputs outputs
x1 = 1 y1 = 1
x2 = 3 y2 = 2.2
↑
w x3 = 2 y3 = 2
← 1 →↓
x4 = 1.5 y4 = 1.9
x5 = 4 y5 = 3.1
Linear regression assumes that the expected value of

the output given an input, E[y|x], is linear.
Simplest case: Out(x) = wx for some unknown w.
Given the data, we can estimate w.
Copyright © 2001, 2003, Andrew W. Moore Neural Networks: Slide 2
1
1-parameter linear regression
Assume that the data is formed by
yi = wxi + noisei
where…
• the noise signals are independent
• the noise has a normal distribution with mean 0
and unknown variance σ2
P(y|w,x) has a normal distribution with

• mean wx
• variance σ2
Bayesian Linear Regression

P(y|w,x) = Normal (mean wx, var σ2)
We have a set of datapoints (x1,y1) (x2,y2) … (xn,yn)

which are EVIDENCE about w.
We want to infer w from the data.

P(w|x1, x2, x3,…xn, y1, y2…yn)
•You can use BAYES rule to work out a posterior
distribution for w given the data.
•Or you could do Maximum Likelihood Estimation
2
Maximum likelihood estimation of w
Asks the question:

“For which value of w is this data most likely to have
happened?”
<=>
For what w is
P(y1, y2…yn |x1, x2, x3,…xn, w) maximized?
<=>
For what w is n
∏P( y w, x ) maximized?
i =1
i i
For what w is
n
∏ P( y
i =1
i w , x i ) maximized?
For what w isn

1
∏ exp(− 2 (
yi − wxi
) 2 ) maximized?
i =1 σ
For what w is
2
n
1  y − wx i 
∑ i =1
−  i
2 σ
 maximized?

For what w is 2
n
∑ (y
i =1
i − wx i ) minimized?
3
Linear Regression
The maximum
likelihood w is
the one that E(w)
w
minimizes sum-
Ε = ∑( yi − wxi )
2
of-squares of
residuals i
= ∑ yi − (2∑ xi yi )w +
2
(∑ x )w i
2 2
i
We want to minimize a quadratic function of w.
Linear Regression
Easy to show the sum of
squares is minimized
when
w=
∑x y i i
∑x
2
i
The maximum likelihood

model is
Out(x) = wx
We can use it for
prediction
4
Linear Regression
Easy to show the sum of
squares is minimized
when
∑ xi yi
p(w)
w= w
∑x
2
i Note: In Bayesian stats you’d have
ended up with a prob dist of w
The maximum likelihood
model is
Out(x) = wx And predictions would have given a prob
dist of expected output
Often useful to know your confidence.

We can use it for
Max likelihood can give some kinds of
prediction
confidence too.
Multivariate Regression
What if the inputs are vectors?
3.
.4
6.
2-d input
. 5 example
.8
x2 . 10
x1
Dataset has form
x1 y1
x2 y2
x3 y3
.: :
.
xR yR
5
Write matrix X and Y thus:
 .....x1 .....   x11 x12 ... x1m   y1 

.....x .....  x x22 
... x2 m  y 
x= 2  =  21 y =  2
 M   M  M
     
.....x R .....  xR1 xR 2 ... xRm   yR 
(there are R datapoints. Each input has m components)

The linear regression model assumes a vector w such that
Out(x) = wTx = w1x[1] + w2x[2] + ….wmx[D]
The max. likelihood w is w = (XTX) -1(XTY)
Write matrix X and Y thus:
 .....x1 .....   x11 x12 ... x1m   y1 

.....x .....  x x22 ... x2 m  y 
x= 2  =  21 y =  2
 M   M  M
     
.....x R .....  xR1 xR 2 ... xRm   yR 
IMPORTANT EXERCISE:
(there are R datapoints. Each input hasPROVE
m components)
IT !!!!!
The linear regression model assumes a vector w such that
Out(x) = wTx = w1x[1] + w2x[2] + ….wmx[D]
The max. likelihood w is w = (XTX) -1(XTY)
6
Multivariate Regression (con’t)
The max. likelihood w is w = (XTX)-1(XTY)

R
XTX is an m x m matrix: i,j’th elt is ∑x x

k =1
ki kj
R
XTY is an m-element vector: i’th elt ∑x
k =1
y
ki k
What about a constant term?

We may expect
linear data that does
not go through the
origin.
Statisticians and
Neural Net Folks all
agree on a simple
obvious hack.
Can you guess??

7
The constant term
• The trick is to create a fake input “X0” that
always takes the value 1
X1 X2 Y X0 X1 X2 Y
2 4 16 1 2 4 16
3 4 17 1 3 4 17
5 5 20 1 5 5 20
Before: After:
Y=w1X1+ w2X2 Y= w0X0+w1X1+ w2X2
…has to be a poor In this example, = w0+w1X1+ w2X2
You should be able
model to see the MLE w0 …has a fine constant
, w1 and w2 by
inspection
term
Regression with varying noise

• Suppose you know the variance of the noise that
was added to each datapoint.
y=3
σ=2
xi yi σi2
½ ½ 4 y=2
σ=1/2
1 1 1
σ=1
2 1 1/4 y=1
σ=1/2
σ=2
2 3 4 y=0
3 2 1/4 x=0 x=1 x=2 x=3
LE
heM ?
yi ~ N ( wxi , σ i2 )
t
at’s fw
Assume W h at e o
m
esti
8
MLE estimation with varying noise
argmax log p( y , y ,..., y 1 2 R | x1 , x2 ,..., xR , σ 12 , σ 22 ,..., σ R2 , w) =
w Assuming i.i.d. and
R
( yi − wxi ) 2 then plugging in
argmin ∑ σ i2
= equation for Gaussian
and simplifying.
i =1
w
 R
x ( y − wx )  Setting dLL/dw
 w such that ∑ i i 2 i = 0  = equal to zero
 i =1 σi 
 R xi yi  Trivial algebra
 ∑ 2 
 i =1 σ i 
 R xi2 
 ∑ 2 
 i =1 σ i 
This is Weighted Regression

• We are asking to minimize the weighted sum of
squares
y=3
σ=2
R
( yi − wxi ) 2
argmin ∑ σ i2 y=2
i =1 σ=1/2
w
y=1 σ=1
σ=1/2
σ=2
y=0
x=0 x=1 x=2 x=3
1
where weight for i’th datapoint is σ i2
9
Weighted Multivariate Regression
The max. likelihood w is w = (WXTWX)-1(WXTWY)
R xki xkj
(WXTWX) is an m x m matrix: i,j’th elt is ∑
k =1 σ i2
R
(WXTWY) is an m-element vector: i’th elt xki yk
∑
k =1 σ i2
Non-linear Regression
• Suppose you know that y is related to a function of x in
such a way that the predicted values have a non-linear
dependence on w, e.g:
y=3
xi yi
½ ½ y=2
1 2.5
2 3 y=1
3 2 y=0
3 3 x=0 x=1 x=2 x=3
LE
eM ?
yi ~ N ( w + xi , σ ) 2 th
at’s fw
Assume W h at e o
m
esti
10
Non-linear MLE estimation
argmax log p( y , y ,..., y 1 2 R | x1 , x2 ,..., xR , σ , w) =
argmin ∑ (y )
R 2 then plugging in
i − w + xi = equation for Gaussian
i =1 and simplifying.
w
 R
y − w + xi  Setting dLL/dw
 w such that ∑ i = 0 = equal to zero
 w + xi 
 i =1 

argmin ∑ (y )
R 2 then plugging in
i − w + xi = equation for Gaussian
i =1 and simplifying.
w
 R
y − w + xi  Setting dLL/dw
 w such that ∑ i = 0 = equal to zero
 w + xi 
 i =1 
We’re down the

algebraic toilet
t
ss wha
u e
So g e do?
w
11
argmin ∑ ( )
R
Common (but not only) approach: 2 then plugging in
yi − w + xi = equation for Gaussian
Numerical Solutions: and simplifying.
i =1
• Line Search w
• Simulated Annealing
 
R
yi − w + xi Setting dLL/dw
 w such that
• Gradient Descent
 w +
∑
x
= 0 =

equal to zero

• Conjugate Gradient i = 1 i 
• Levenberg Marquart
• Newton’s Method We’re down the
algebraic toilet
Also, special purpose statistical-
hat
ss w
optimization-specific tricks such as
u e
So g e do?
E.M. (See Gaussian Mixtures lecture
for introduction) w
GRADIENT DESCENT
Suppose we have a scalar function
f(w): ℜ → ℜ
We want to find a local minimum.
Assume our current weight is w
∂
GRADIENT DESCENT RULE: w ← w −η f (w)
∂w
η is called the LEARNING RATE. A small positive

number, e.g. η = 0.05
12
GRADIENT DESCENT
Suppose we have a scalar function
f(w): ℜ → ℜ
We want to find a local minimum.
Assume our current weight is w
∂
GRADIENT DESCENT RULE: w ← w −η f (w)
∂w
Recall Andrew’s favorite
default value for anything
η is called the LEARNING RATE. A small positive
number, e.g. η = 0.05
QUESTION: Justify the Gradient Descent Rule
Gradient Descent in “m” Dimensions

Given f(w ) : ℜ m → ℜ
 ∂ 
 f (w ) 
 ∂w1 
∇f (w) =  M  points in direction of steepest ascent.
 ∂ 
 ∂w f (w)
 m 
∇f (w) is the gradient in that direction
GRADIENT DESCENT RULE: w ← w -η∇f (w)

Equivalently ∂
wj ← wj - η f (w ) ….where wj is the jth weight
∂w j
“just like a linear feedback system”
13
What’s all this got to do with Neural
Nets, then, eh??
For supervised learning, neural nets are also models with
vectors of w parameters in them. They are now called
weights.
As before, we want to compute the weights to minimize sum-
of-squared residuals.
Which turns out, under “Gaussian i.i.d noise”
assumption to be max. likelihood.
Instead of explicitly solving for max. likelihood weights, we
use GRADIENT DESCENT to SEARCH for them.
our eyes.
s exp ression in y
” you a sk, a querulou
“Wh y?
e later.”
ply: “We’ll se
“Aha!!” I re
Linear Perceptrons
They are multivariate linear models:
Out(x) = wTx
And “training” consists of minimizing sum-of-squared residuals

by gradient descent.
Ε = ∑ (Out (x ) −
k
k yk )2
∑ (w )
Τ 2
= x k − yk
k
QUESTION: Derive the perceptron training rule.

14
Linear Perceptron Training Rule
R
E = ∑ ( yk − w T x k ) 2
k =1
Gradient descent tells us

we should update w
thusly if we wish to
minimize E:
∂E
wj ← wj - η
∂w j
∂E
So what’s ?
∂w j

R
∂E R
∂
E = ∑ ( yk − w T x k ) 2 =∑ ( yk − w T x k ) 2
k =1
∂w j k =1 ∂w j
R
∂
Gradient descent tells us = ∑ 2( y k − w T x k ) ( yk − w T x k )
we should update w k =1 ∂w j
thusly if we wish to R
∂
minimize E: = −2∑ δk wT xk
k =1 ∂w j
∂E …where…
wj ← wj - η δk = yk − w T x k
∂w j R
∂ m
= −2∑ δk ∑w x i ki
k =1 ∂w j i =1
∂E
So what’s ? R
∂w j = −2∑ δk xkj
k =1
15
R
E = ∑ ( yk − w T x k ) 2
k =1
Gradient descent tells us

we should update w
thusly if we wish to
minimize E:
∂E
wj ← wj - η R
…where…
∂w j w j ← w j + 2η∑ δk xkj
k =1
∂E R
= −2∑ δk xkj
∂w j k =1 We frequently neglect the 2 (meaning
we halve the learning rate)
The “Batch” perceptron algorithm

1) Randomly initialize weights w1 w2 … wm
2) Get your dataset (append 1’s to the inputs if

you don’t want to go through the origin).
3) for i = 1 to R
δ i := yi − wΤxi
4) for j = 1 to m R
w j ← w j + η ∑ δ i xij
i =1
5) if ∑ δ i 2 stops improving then stop. Else loop

back to 3.
16
δ i ← yi − w Τ x i A RULE KNOWN BY
w j ← w j + ηδ i xij
MANY NAMES
rule
ule Hoff
MSR id row
L W
Th e The
The delta ru
le
Th
e ad
alin
er
ule
Classical
conditioning
If data is voluminous and arrives fast
Input-output pairs (x,y) come streaming in very

quickly. THEN
Don’t bother remembering old ones.
Just keep using new ones.
observe (x,y)
δ ← y − wΤx
∀j w j ← w j + η δ x j
17
Gradient Descent vs Matrix Inversion
for Linear Perceptrons
GD Advantages (MI disadvantages):
• Biologically plausible
• With very very many attributes each iteration costs only O(mR). If
fewer than m iterations needed we’ve beaten Matrix Inversion
• More easily parallelizable (or implementable in wetware)?
GD Disadvantages (MI advantages):
• It’s moronic
• It’s essentially a slow implementation of a way to build the XTX matrix
and then solve a set of linear equations
• If m is small it’s especially outageous. If m is large then the direct
matrix inversion method gets fiddly but not impossible if you want to
be efficient.
• Hard to choose a good learning rate
• Matrix inversion takes predictable time. You can’t be sure when
gradient descent will stop.

• More easily parallelizable (or implementable in wetware)?
GD Disadvantages (MI advantages):
• It’s moronic
• It’s essentially a slow implementation of a way to build the XTX matrix
be efficient.
18
But we’llin wetware)?
• More easily parallelizable (or implementable
GD Disadvantages (MIsoon see that
advantages):
• It’s moronic GD
has an important
• It’s essentially a slow implementation of a way to extra
build the XTX matrix
trick up its sleeve
be efficient.
Perceptrons for Classification

What if all outputs are 0’s or 1’s ?
or
We can do a linear fit.

Our prediction is 0 if out(x)≤1/2
1 if out(x)>1/2
WHAT’S THE BIG PROBLEM WITH THIS???
19
or
Blue = Out(x)
Our prediction is 0 if out(x)≤½
1 if out(x)>½
WHAT’S THE BIG PROBLEM WITH THIS???

or
Blue = Out(x)
Our prediction is 0 if out(x)≤½ Green = Classification
1 if out(x)>½
20
Classification with Perceptrons I
∑ (y )2
Don’t minimize i − w Τxi .
Minimize number of misclassifications instead. [Assume outputs are
∑ (y ( ))
+1 & -1, not +1 & 0]
i − Round w Τ x i
where Round(x) = -1 if x<0 NOTE: CUTE &

NON OBVIOUS WHY
1 if x≥0 THIS WORKS!!
The gradient descent rule can be changed to:

if (xi,yi) correctly classed, don’t change
if wrongly predicted as 1 w Å w - xi
if wrongly predicted as -1 w Å w + xi
Classification with Perceptrons II:

Sigmoid Functions
Least squares fit useless

This fit would classify much
better. But not a least
squares fit.
21
Classification with Perceptrons II:
Sigmoid Functions
Least squares fit useless

This fit would classify much
SOLUTION: better. But not a least
squares fit.
Instead of Out(x) = wTx
We’ll use Out(x) = g(wTx)
where g( x) : ℜ → (0,1) is a
squashing function
The Sigmoid
1
g ( h) =
1 + exp(− h)
Note that if you rotate this

curve through 180o
centered on (0,1/2) you get
the same curve.
i.e. g(h)=1-g(-h)
Can you prove this?

22
The Sigmoid
1
g ( h) =
1 + exp(− h)
Now we choose w to minimize
∑ [ yi − Out(x i )] = ∑ [yi − g (w Τ x i )]
R R
2 2
i =1 i =1
Linear Perceptron Classification

Regions
0 0
0
1
X2 1
1
X1
We’ll use the model Out(x) = g(wT(x,1))

= g(w1x1 + w2x2 + w0)
Which region of above diagram classified with +1, and
which with 0 ??
23
Gradient descent with sigmoid on a perceptron
First, notice g ' ( x ) = g ( x )(1 − g ( x ))
1 − e− x
Because : g ( x ) = so g ' ( x ) =
1 + e− x 1 + e − x 
2
 
1 −1 − e− x 1 1 −1  1 
= = − = 1 −  = − g ( x )(1 − g ( x ))
− −  
1 + e − x 
2
1 + e − x 
2 1+ e x 1+ e x  1 + e− x 
   
 
Out(x) = g  ∑ wk xk 
 k  The sigmoid perceptron
update rule:
2
  
Ε = ∑  yi − g  ∑ wk xik  
i   k 
R
∂Ε     ∂ 
= ∑ 2 yi − g  ∑ wk xik   −

g  ∑ wk xik   w j ← w j + η ∑ δ i gi (1 − gi )xij
∂w j i   k   ∂w j  k   i =1
     ∂
= ∑ − 2 yi − g  ∑ wk xik  g '  ∑ wk xik  ∑w x  m 
i   k   k  ∂w j k
k ik
where gi = g  ∑ w j xij 
= ∑ − 2δ i g (net i )(1 − g (net i ))xij  j =1 
δ i = yi − gi
i
where δ i = yi − Out(x i ) net i = ∑ wk xk

k
Other Things about Perceptrons
• Invented and popularized by Rosenblatt (1962)
• Even with sigmoid nonlinearity, correct

convergence is guaranteed
• Stable behavior for overconstrained and

underconstrained problems
24
Perceptrons and Boolean Functions
If inputs are all 0’s and 1’s and outputs are all 0’s and 1’s…
• Can learn the function x1 ∧ x2 X2
X1
X2
• Can learn the function x1 ∨ x2 .
X1
• Can learn any conjunction of literals, e.g.
x1 ∧ ~x2 ∧ ~x3 ∧ x4 ∧ x5
QUESTION: WHY?
Perceptrons and Boolean Functions

• Can learn any disjunction of literals
e.g. x1 ∧ ~x2 ∧ ~x3 ∧ x4 ∧ x5
• Can learn majority function

f(x1,x2 … xn) = 1 if n/2 xi’s or more are = 1
0 if less than n/2 xi’s are = 1
• What about the exclusive or function?

f(x1,x2) = x1 ∀ x2 =
(x1 ∧ ~x2) ∨ (~ x1 ∧ x2)
25
Multilayer Networks
The class of functions representable by perceptrons
is limited  
( )
Out(x) = g w Τ x = g  ∑ w j x j 
 j 
Use a wider
representation !
  
Out(x) = g  ∑W j g  ∑ w jk x jk   This is a nonlinear function
 j  k 
Of a linear combination
Of non linear functions
Of linear combinations of inputs
A 1-HIDDEN LAYER NET

NINPUTS = 2 NHIDDEN = 3
 NINS 
w11
v1 = g ∑ w1k xk 
 k =1  w1
x1 w21
w31
 NINS 
v2 = g ∑ w2k xk  w2  N HID 
Out = g  ∑ Wk vk 
w12  k =1   k =1 
w22
x2 w3
w32
 NINS 
v3 = g ∑ w3k xk 
 k =1 
26
OTHER NEURAL NETS
1
x1
x2
x3
2-Hidden layers + Constant Term
“JUMP” CONNECTIONS
x1
 N INS N HID

Out = g  ∑ w0 k xk + ∑Wk vk 
x2
 k =1 k =1 
Backpropagation
  
Out(x) = g  ∑W j g  ∑ w jk xk  
 j  k 
Find a set of weights {W j },{w jk }
to minimize
∑ ( y − Out(x ))
2
i i
i
by gradient descent.
That’s
That’sit!
it!
That’s
That’s thebackpropagation
the backpropagation
algorithm.
algorithm.
27
Backpropagation Convergence
Convergence to a global minimum is not
guaranteed.
•In practice, this is not a problem, apparently.
Tweaking to find the right number of hidden
units, or a useful learning rate η, is more
hassle, apparently.
IMPLEMENTING BACKPROP: Differentiate Monster sum-square residual

Write down the Gradient Descent Rule It turns out to be easier &
computationally efficient to use lots of local variables with names like hj ok vj neti
etc…
Choosing the learning rate

• This is a subtle art.
• Too small: can take days instead of minutes
to converge
• Too large: diverges (MSE gets larger and
larger while the weights increase and
usually oscillate)
• Sometimes the “just right” value is hard to
find.
28
Learning-rate problems
From J. Hertz, A. Krogh, and R.

G. Palmer. Introduction to the
Theory of Neural Computation.
Addison-Wesley, 1994.
Improving Simple Gradient Descent

Momentum
Don’t just change weights according to the current datapoint.
Re-use changes from earlier iterations.
Let ∆w(t) = weight changes at time t.
Let ∂Ε be the change we would make with
−η
∂w regular gradient descent.
Instead we use
∂Ε
∆w (t +1) = −η + α∆w (t )
∂w
w (t + 1) = w (t ) + ∆w (t )
Momentum damps oscillations. momentum parameter
A hack? Well, maybe.
29
Momentum illustration

Newton’s method
∂E 1 T ∂ 2 E
E ( w + h) = E ( w ) + hT + h h + O(| h |3 )
∂w 2 ∂w 2
If we neglect the O(h3) terms, this is a quadratic form
Quadratic form fun facts:

If y = c + bT x - 1/2 xT A x
And if A is SPD
Then
xopt = A-1b is the value of x that maximizes y
30
Newton’s method
∂E 1 T ∂ 2 E
E ( w + h) = E ( w ) + hT + h h + O(| h |3 )
∂w 2 ∂w 2
If we neglect the O(h3) terms, this is a quadratic form

−1
 ∂ 2 E  ∂E
w ←w− 2
 ∂w  ∂w
This should send us directly to the global minimum if the
function is truly quadratic.
And it might get us close if it’s locally quadraticish

Newton’s method
∂E 1 T ∂ 2 E
E ( w + h) = E ( w ) + hT + h h + O(| h |3 )
∂w 2 ∂w 2
IfBweUT neglect the O(h3) terms, this is a quadratic form

(and
it’s a
That big b
secon ut) −1
expen d der w ←…  ∂ 2 E  ∂E
w− 2
s i ve a i va
nd fid tive matr  ∂w  ∂w
If we dly to ix
weThis
’re no
t comp can be
a
’ll goshould lrsend uto
te.the global minimum if the
nuts. eadyus in directly
t h
function is truly quadratic. e quad
ratic
bowl,
And it might get us close if it’s locally quadraticish
31
Conjugate Gradient
Another method which attempts to exploit the “local
quadratic bowl” assumption
But does so while only needing to use ∂E
∂w
and not ∂ E
2
∂w 2
It is also more stable than Newton’s method if the local

quadratic bowl assumption is violated.
It’s complicated, outside our scope, but it often works well.
More details in Numerical Recipes in C.
BEST GENERALIZATION
Intuitively, you want to use the smallest,
simplest net that seems to fit the data.
HOW TO FORMALIZE THIS INTUITION?
1. Don’t. Just use intuition

2. Bayesian Methods Get it Right
3. Statistical Analysis explains what’s going on
4. Cross-validation
Discussed in the next
lecture
32
What You Should Know
• How to implement multivariate Least-
squares linear regression.
• Derivation of least squares as max.
likelihood estimator of linear coefficients
• The general gradient descent rule
What You Should Know

• Perceptrons
Æ Linear output, least squares
Æ Sigmoid output, least squares
• Multilayer nets
Æ The idea behind back prop
Æ Awareness of better minimization methods
• Generalization. What it means.
33
APPLICATIONS
To Discuss:
• What can non-linear regression be useful for?
• What can neural nets (used as non-linear

regressors) be useful for?
• What are the advantages of N. Nets for

nonlinear regression?
• What are the disadvantages?
Other Uses of Neural Nets…

• Time series with recurrent nets
• Unsupervised learning (clustering principal
components and non-linear versions
thereof)
• Combinatorial optimization with Hopfield
nets, Boltzmann Machines
• Evaluation function learning (in
reinforcement learning)
34

Regression and Classification With Neural Networks

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Regression and Classification With Neural Networks

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Regression and

Copyright © 2001, 2003, Andrew W. Moore Sep 25th, 2001

Linear regression assumes that the expected value of

P(y|w,x) has a normal distribution with

Bayesian Linear Regression

We have a set of datapoints (x1,y1) (x2,y2) … (xn,yn)

We want to infer w from the data.

Copyright © 2001, 2003, Andrew W. Moore Neural Networks: Slide 4

Asks the question:

Copyright © 2001, 2003, Andrew W. Moore Neural Networks: Slide 5

For what w isn

Copyright © 2001, 2003, Andrew W. Moore Neural Networks: Slide 6

The maximum likelihood

Often useful to know your confidence.

Copyright © 2001, 2003, Andrew W. Moore Neural Networks: Slide 9

 .....x1 .....   x11 x12 ... x1m   y1 

(there are R datapoints. Each input has m components)

Copyright © 2001, 2003, Andrew W. Moore Neural Networks: Slide 11

 .....x1 .....   x11 x12 ... x1m   y1 

Copyright © 2001, 2003, Andrew W. Moore Neural Networks: Slide 12

The max. likelihood w is w = (XTX)-1(XTY)

XTX is an m x m matrix: i,j’th elt is ∑x x

Copyright © 2001, 2003, Andrew W. Moore Neural Networks: Slide 13

What about a constant term?

Can you guess??

Regression with varying noise

3 2 1/4 x=0 x=1 x=2 x=3

This is Weighted Regression

The max. likelihood w is w = (WXTWX)-1(WXTWY)

Copyright © 2001, 2003, Andrew W. Moore Neural Networks: Slide 19

3 3 x=0 x=1 x=2 x=3

Copyright © 2001, 2003, Andrew W. Moore Neural Networks: Slide 21

Non-linear MLE estimation

We’re down the

η is called the LEARNING RATE. A small positive

Copyright © 2001, 2003, Andrew W. Moore Neural Networks: Slide 24

Gradient Descent in “m” Dimensions

GRADIENT DESCENT RULE: w ← w -η∇f (w)

And “training” consists of minimizing sum-of-squared residuals

QUESTION: Derive the perceptron training rule.

Gradient descent tells us

Linear Perceptron Training Rule

Copyright © 2001, 2003, Andrew W. Moore Neural Networks: Slide 30

Gradient descent tells us

The “Batch” perceptron algorithm

2) Get your dataset (append 1’s to the inputs if

5) if ∑ δ i 2 stops improving then stop. Else loop

Copyright © 2001, 2003, Andrew W. Moore Neural Networks: Slide 33

If data is voluminous and arrives fast

Input-output pairs (x,y) come streaming in very

Copyright © 2001, 2003, Andrew W. Moore Neural Networks: Slide 34

Gradient Descent vs Matrix Inversion

Perceptrons for Classification

We can do a linear fit.

Copyright © 2001, 2003, Andrew W. Moore Neural Networks: Slide 38

Copyright © 2001, 2003, Andrew W. Moore Neural Networks: Slide 39

Perceptrons for Classification

Copyright © 2001, 2003, Andrew W. Moore Neural Networks: Slide 40

where Round(x) = -1 if x<0 NOTE: CUTE &

The gradient descent rule can be changed to:

Copyright © 2001, 2003, Andrew W. Moore Neural Networks: Slide 41

Classification with Perceptrons II:

IMPLEMENTING BACKPROP: Differentiate Monster sum-square residual