classification
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 regressor doesn’t classify well
 even in binary case, outliers skew fit
 asymptotic classifier  assumes infinite data
 linear classifer $\implies$ boundaries are hyperplanes
 discriminative  model $P(Y\vert X)$ directly
 usually lower bias $\implies$smaller asymptotic error
 slow convergence ~ $O(p)$
 generative  model $P(X, Y) = P(X\vert Y) P(Y)$
 usually higher bias $\implies$ can handle missing data
 this is because we assume some underlying X
 fast convergence ~ $O[\log(p)]$
 usually higher bias $\implies$ can handle missing data
 decision theory  models don’t require finding $p(yx)$ at all
binary classification
 $\hat{y} = \text{sign}(\theta^T x)$
 usually $\theta^Tx$ includes b term, but generally we don’t want to regularize b
Model  $\mathbf{\hat{\theta}}$ objective (minimize) 

Perceptron  $\sum_i \max(0, y_i \cdot \theta^T x_i)$ 
Linear SVM  $\theta^T\theta + C \sum_i \max(0,1y_i \cdot \theta^T x_i)$ 
Logistic regression  $\theta^T\theta + C \sum_i \log[1+\exp(y_i \cdot \theta^T x_i)]$ 
 svm, perceptron use +1/1, logistic use 1/0
 perceptron  tries to find separating hyperplane
 whenever misclassified, update w
 can add in delta term to maximize margin
multiclass classification
 reducing multiclass (K categories) to binary
 oneagainstall
 train K binary classifiers
 class i = positive otherwise negative
 take max of predictions
 onevsone = allvsall
 train $C(K, 2)$ binary classifiers
 labels are class i and class j
 inference  any class can get up to k1 votes, must decide how to break ties
 flaws  learning only optimizes local correctness
 oneagainstall
 single classifier  one hot vector encoding
 multiclass perceptron (Kesler)
 if label=i, want $\theta_i ^Tx > \theta_j^T x \quad \forall j$
 if not, update $\theta_i$ and $\theta_j$* accordingly
 kessler construction
 $\theta = [\theta_1 … \theta_k] $
 want $\theta_i^T x > \theta_j^T x \quad \forall j$
 rewrite $\theta^T \phi (x,i) > \theta^T \phi (x,j) \quad \forall j$
 here $\phi (x, i)$ puts x in the ith spot and zeros elsewhere
 $\phi$ is often used for feature representation
 define margin: $\Delta (y,y’) = \begin{cases} \delta& if : y \neq y’ \ 0& if : y=y’\end{cases}$
 check if $y=\text{argmax}_{y’} \theta^T \phi(x,y’) + \delta (y,y’)$
 multiclass SVMs (Crammer & Singer)
 minimize total norm of weights s.t. true label score is at least 1 more than second best label
 multinomial logistic regression = multiclass loglinear model (softmax on outputs)
 we control the peakedness of this by dividing by stddev
 multiclass perceptron (Kesler)
discriminative
logistic regression

$p(Y=1 x, \theta) = \text{logistic}(\theta^Tx)$  assume Y ~ $\text{Bernoulli}(p)$ with $p=\text{logistic}(\theta^Tx$)
 can solve this online with GD of likelihood
 better to solve with iteratively reweighted least squares
 $Logit(p) = \log[p / (1p)] = \theta^Tx$
 multiway logistic classification

assume $P(Y^k=1 x, \theta) = \frac{e^{\theta_k^Tx}}{\sum_i e^{\theta_i^Tx}}$, just as arises from classconditional exponential family distributions

 logistic weight change represents change in odds
 fitting requires penalty on weights, otherwise they might not converge (i.e. go to infinity)
binary models
 probit (binary) regression

$p(Y=1 x, \theta) = \phi(\theta^Tx)$ where $\phi$ is the Gaussian CDF  pretty similar to logistic

 noiseOR (binary) model
 consider $Y = X_1 \lor X_2 \lor … X_m$ where each has a probability of failing
 define $\theta$ to be the failure probabilities

$p(Y=1 x, \theta) = 1e^{\theta^Tx}$
 other (binary) exponential models

$p(Y=1 x, \theta) = 1e^{\theta^Tx}$ but x doesn’t have to be binary 
complementary loglog model: $p(Y=1 x, \theta) = 1\text{exp}[e^{\theta^Tx}]$

decision trees / rfs  R&N 18.3; HTF 9.2.19.2.3
 importance scores
 datasetlevel
 for all splits where the feature was used, measure how much variance reduced (either summed or averaged over splits)
 the sum of importances is scaled to 1
 predictionlevel: go through the splits and add up the changes (one change per each split) for each features
 note: this bakes in interactions of other variables
 ours: only apply rules based on this variable (all else constant)
 why not perturbation based?
 trees group things, which can be nice
 trees are unstsable
 datasetlevel
 follow rules: predict based on prob distr. of points in same leaf you end up in
 inductive bias
 prefer small trees
 prefer tres with high IG near root
 good for certain types of problems
 instances are attributevalue pairs
 target function has discrete output values
 disjunctive descriptions may be required
 training data may have errors
 training data may have missing attributes
 greedy  use statistical test to figure out which attribute is best
 split on this attribute then repeat
 growing algorithm
 information gain  decrease in entropy
 weight resulting branches by their probs
 biased towards attributes with many values
 use GainRatio = Gain/SplitInformation
 can incorporate SplitInformation  discourages selection of attributes with many uniformly distributed values
 sometimes SplitInformation is very low (when almost all attributes are in one category)
 might want to filter using Gain then use GainRatio
 regression tree
 must decide when to stop splitting and start applying linear regression
 must minimize SSE
 information gain  decrease in entropy
 can get stuck in local optima
 avoid overfitting
 don’t grow too deep
 early stopping doesn’t see combinations of useful attributes
 overfit then prune  proven more succesful
 reducederror pruning  prune only if doesn’t decrease error on validation set
 $\chi^2$ pruning  test if each split is statistically significant with $\chi^2$ test
 rule postpruning = costcomplexity pruning
 infer the decision tree from the training set, growing the tree until the training data is fit as well as possible and allowing overfitting to occur.
 convert the learned tree into an equivalent set of rules by creating one rule for each path from the root node to a leaf node.
 these rules are easier to work with, have no structure
 prune (generalize) each rule by removing any preconditions that result in improving its estimated accuracy.
 sort the pruned rules by their estimated accuracy, and consider them in this sequence when classifying subsequent instances.
 incorporating continuousvalued attributes
 choose candidate thresholds which separate examples that differ in their target classification
 just evaluate them all
 missing values
 could just fill in most common value
 also could assign values probabilistically
 differing costs
 can bias the tree to favor lowcost attributes
 ex. divide gain by the cost of the attribute
 can bias the tree to favor lowcost attributes
 high variance  instability  small changes in data yield changes to tree
 many trees
 bagging = bootstrap aggregation  an ensemble method
 bootstrap  resampling with replacement
 training multiple models by randomly drawing new training data
 bootstrap with replacement can keep the sampling size the same as the original size
 random forest  for each split of each tree, choose from only m of the p possible features
 smaller m decorrelates trees, reduces variance
 RF with m=p $\implies$ bagging
 voting
 consensus: take the majority vote
 average: take average of distribution of votes
 reduces variance, better for improving more variable (unstable) models
 adaboost  weight models based on their performance
 bagging = bootstrap aggregation  an ensemble method
 optimal classification trees  simultaneously optimize all splits, not one at a time
svms
 svm benefits
 maximum margin separator generalizes well
 kernel trick makes it very nonlinear
 nonparametric  can retain training examples, although often get rid of many
 at test time, can’t just store w  have to store support vectors
 $\hat{y} =\begin{cases} 1 &\text{if } w^Tx +b \geq 0 \ 1 &\text{otherwise}\end{cases}$
 $\hat{\theta} = \text{argmin} :\frac{1}{2} \vert \vert \theta\vert \vert ^2 \s.t. : y^{(i)}(\theta^Tx^{(i)}+b)\geq1, i = 1,…,m$
 functional margin $\gamma^{(i)} = y^{(i)} (\theta^T x +b)$
 limit the size of $(\theta, b)$ so we can’t arbitrarily increase functional margin
 function margin $\hat{\gamma}$ is smallest functional margin in a training set
 geometric margin = functional margin / $\vert \vert \theta \vert \vert $
 if $\vert \vert \theta \vert \vert =1$, then same as functional margin
 invariant to scaling of w
 derived from maximizing margin: \(\max \: \gamma \\\: s.t. \: y^{(i)} (\theta^T x^{(i)} + b) \geq \gamma, i=1,..,m\\ \vert \vert \theta\vert \vert =1\)
 difficult to solve, especially because of $\vert \vert w\vert \vert =1$ constraint
 assume $\hat{\gamma}=1$ ~ just a scaling factor
 now we are maximizing $1/\vert \vert w\vert \vert $
 functional margin $\gamma^{(i)} = y^{(i)} (\theta^T x +b)$
 soft margin classifier  lets examples fall on wrong side of decision boundary
 assigns them penalty proportional to distance required to move them back to correct side

min $\frac{1}{2} \theta ^2 \textcolor{blue}{ + C \sum_i^n \epsilon_i} \s.t. y^{(i)} (\theta^T x^{(i)} + b) \geq 1 \textcolor{blue}{ \epsilon_i}, i=1:m \ \textcolor{blue}{\epsilon_i \geq0, 1:m}$  large C can lead to overfitting
 benefits
 number of parameters remains the same (and most are set to 0)
 we only care about support vectors
 maximizing margin is like regularization: reduces overfitting
 actually solve dual formulation (which only requires calculating dot product)  QP
 replace dot product $x_j \cdot x_k$ with kernel function $K(x_j, x_k)$, that computes dot product in expanded feature space
 linear $K(x,z) = x^Tz$
 polynomial $K (x, z) = (1+x^Tz)^d$
 radial basis kernel $K (x, z) = \exp(r\vert \vert xz\vert \vert ^2)$
 transforming then computing is O($m^2$), but this is just $O(m)$
 practical guide
 use m numbers to represent categorical features
 scale before applying
 fill in missing values
 start with RBF
 valid kernel: kernel matrix is Psd
decision rules
 ifthens, rule can contain ands
 good rules have large support and high accuracy (they tradeoff)
 decision list is ordered, decision set is not (requires way to resolve rules)
 most common rules: Gini  classification, variance  regression
 ways to learn rules
 oneR  learn from a single feature
 sequential covering  iteratively learn rules and then remove data points which are covered
 ex rule could be learn decision tree and only take purest node
 bayesian rule lists  use premined frequent patterns
 generally more interpretable than trees, but doesn’t work well for regression
 features often have to be categorical
 rulefit
 learns a sparse linear model with the original features and also a number of new features that are decision rules
 train trees and extract rules from them  these become features in a sparse linear model
 feature importance becomes a little stickier….
generative
gaussian classconditioned classifiers

binary case: posterior probability $p(Y=1 x, \theta)$ is a sigmoid $\frac{1}{1+e^{z}}$ where $z = \beta^Tx+\gamma$  multiclass extends to softmax function: $\frac{e^{\beta_k^Tx}}{\sum_i e^{\beta_i^Tx}}$  $\beta$s can be used for dim reduction
 probabilistic interpretation
 assumes classes are distributed as different Gaussians
 it turns out this yields posterior probability in the form of sigmoids / softmax
 only a linear classifier when covariance matrices are the same (LDA)
 otherwise a quadratic classifier (like QDA)  decision boundary is quadratic
 MLE for estimates are pretty intuitive
 decision boundary are points satisfying $P(C_i\vert X) = P(C_j\vert X)$
 regularized discriminant analysis  shrink the separate covariance matrices towards a common matrix
 $\Sigma_k = \alpha \Sigma_k + (1\alpha) \Sigma$
 parameter estimation: treat each feature attribute and class label as random variables
 assume distributions for these
 for 1D Gaussian, just set mean and var to sample mean and sample var
 can use directions for dimensionality reduction (classseparation)
naive bayes classifier
 assume multinomial Y

with clever tricks, can produce $P(Y^i=1 x, \eta)$ again as a softmax  let $y_1,…y_l$ be the classes of Y
 want Posterior $P(Y\vert X) = \frac{P(X\vert Y)(P(Y)}{P(X)}$
 MAP rule  maximum a posterior rule
 use prior P(Y)
 given x, predict $\hat{y}=\text{argmax}_y P(y\vert X_1,…,X_p)=\text{argmax}_y P(X_1,…,X_p\vert y) P(y)$
 generally ignore constant denominator
 naive assumption  assume that all input attributes are conditionally independent given y
 $P(X_1,…,X_p\vert Y) = P(X_1\vert Y)\cdot…\cdot P(X_p\vert Y) = \prod_i P(X_i\vert Y)$
 learning
 learn L distributions $P(y_1),P(y_2),…,P(y_l)$
 for i in 1:$\vert Y \vert$
 learn $P(X \vert y_i)$
 for discrete case we store $P(X_j\vert y_i)$, otherwise we assume a prob. distr. form
 naive: $\vert Y\vert \cdot (\vert X_1\vert + \vert X_2\vert + … + \vert X_p\vert )$ distributions
 otherwise: $\vert Y\vert \cdot (\vert X_1\vert \cdot \vert X_2\vert \cdot … \cdot \vert X_p\vert )$
 smoothing  used to fill in 0s
 $P(x_i\vert y_j) = \frac{N(x_i, y_j) +1}{N(y_j)+\vert X_i\vert }$
 then, $\sum_i P(x_i\vert y_j) = 1$
exponential family classconditioned classifiers
 includes Gaussian, binomial, Poisson, gamma, Dirichlet

$p(x \eta) = \text{exp}[\eta^Tx  a(\eta)] h(x)$  for classification, anything from exponential family will result in posterior probability that is logistic function of a linear function of x
text classification
 bag of words  represent text as a vector of word frequencies X
 remove stopwords, stemming, collapsing multiple  NLTK package in python
 assumes word order isn’t important
 can store ngrams
 multivariate Bernoulli: $P(X\vert Y)=P(w_1=true,w_2=false,…\vert Y)$
 multivariate Binomial: $P(X\vert Y)=P(w_1=n_1,w_2=n_2,…\vert Y)$
 this is inherently naive
 time complexity
 training O(n*average_doc_length_train+$\vert c\vert \vert dict\vert $)
 testing O($\vert Y\vert $ average_doc_length_test)
 implementation
 have symbol for unknown words
 underflow prevention  take logs of all probabilities so we don’t get 0
 $y = \text{argmax }log :P(y) + \sum_i log : P(X_i\vert y)$
instancebased (nearest neighbors)  really discriminative
 also called lazy learners = nonparametric models
 make Voronoi diagrams
 can take majority vote of neighbors or weight them by distance
 distance can be Euclidean, cosine, or other
 should scale attributes so largevalued features don’t dominate
 Mahalanobois distance metric accounts for covariance between neighbors
 in higher dimensions, distances tend to be much farther, worse extrapolation
 sometimes need to use invariant metrics
 ex. rotate digits to find the most similar angle before computing pixel difference
 could just augment data, but can be infeasible
 computationally costly so we can approximate the curve these rotations make in pixel space with the invariant tangent line
 stores this line for each point and then find distance as the distance between these lines
 ex. rotate digits to find the most similar angle before computing pixel difference
 finding NN with kd (kdimensional) tree
 balanced binary tree over data with arbitrary dimensions
 each level splits in one dimension
 might have to search both branches of tree if close to split
 finding NN with localitysensitive hashing
 approximate
 make multiple hash tables
 each uses random subset of bitstring dimensions to project onto a line
 union candidate points from all hash tables and actually check their distances
 comparisons
 error rate of 1 NN is never more than twice that of Bayes error
likelihood calcs
single Bernoulli

$L(p) = P$[Train Bernoulli(p)]= $P(X_1,…,X_n\vert p)=\prod_i P(X_i\vert p)=\prod_i p^{X_i} (1p)^{1X_i}$  $=p^x (1p)^{nx}$ where x = $\sum x_i$
 $\log[L(p)] = \log[p^x (1p)^{nx}]=x \log(p) + (nx) \log(1p)$
 $0=\frac{dL(p)}{dp} = \frac{x}{p}  \frac{nx}{1p} = \frac{xxp  np+xp}{p(1p)}=xnp$
 $\implies \hat{p} = \frac{x}{n}$
multinomial
 $L(\theta) = P(x_1,…,x_n\vert \theta_1,…,\theta_p) = \prod_i^n P(d_i\vert \theta_1,…\theta_p)=\prod_i^n factorials \cdot \theta_1^{x_1},…,\theta_p^{x_p}$ ignore factorials because they are always same
 require $\sum \theta_i = 1$
 $\implies \theta_i = \frac{\sum_{j=1}^n x_{ij}}{N}$ where N is total number of words in all docs
boosting
 adaboost
 freund & schapire
 reweight data points based on errs of previous weak learners, then train new classifiers
 classify as an ensemble
 gradient boosting
 leo breiman
 actually fits the residual errors made by the previous predictors
 newer algorithms for gradient boosting (speed / approximations)
 xgboost (2014  popularized around 2016)
 implementation of gradient boosted decision trees designed for speed and performance
 things like caching, etc.
 light gbm (2017)
 can get gradient of each point wrt to loss  this is like importance for point (like weights in adaboost)
 when picking split, filter out unimportant points
 can get gradient of each point wrt to loss  this is like importance for point (like weights in adaboost)
 Catboost (2017)
 xgboost (2014  popularized around 2016)

boosting with different cost function ($y \in {1, 1}$, or for $L_2$Boost, also $y \in \mathbb R$)
Adaboost LogitBoost $L_2$Boost $\exp(y\hat{y})$ $\log_2 (1 + \exp(2y \hat y ))$ $(y  \hat y)^2 / 2$