Machine Learning for...

OKKAMoids Part II
Delving Deeper: Models, Parameter Estimation, and ML in Practice George Giannakopoulos

April 13, 2010

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Material

Thanks Simon Colton [Colton, 2010] T. Palpanas Wikipedia Commons [wik, 2010] S. Theodoridis and K. Koutroumbas [Theodoridis and Koutroumbas, 2003]
Please cite http://www.iit.demokritos.gr/~ggianna if you reuse.

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

Connection to Part I Denitions

In the previous episode...

Learning from Experience Various tasks Dierentiation based on input (classication, clustering, ...) Dierentiation based on inductive bias (strategy) Several ways to evaluate performance

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

Connection to Part I Denitions

Purpose

Part II: Delving Deeper We will touch the following subjects: How can I classify sequences? Aspects of modeling and parameter estimation Good Practices for Using Machine Learning Techniques Matching Problems to Algorithms Available Tools

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

Connection to Part I Denitions

Pattern Recognition

Pattern Recognition is the scientic discipline whose goal is the classication of objects into a number of categories or classes. [Theodoridis and Koutroumbas, 2003]

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

Connection to Part I Denitions

Sequence

A sequence is an ordered list of terms: S is a set , f : I S

Strings vs. time-series abcdacde: A string or symbol sequence (0.2, 0.4, 0.3, 0.1, 2.1): A time series

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

Overview Types of Modeling

Classifying sequences The basics

Pattern determination / mining Modeling Measuring best model for an instance, implying class

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

Overview Types of Modeling

Classifying sequences The models

Deterministic Grammars and Automata [Cicchello and Kremer, 2003] Probabilistic State Machines and Bayesian Networks [Heckerman, 2008] Constraint Satisfaction (e.g. N-gram Graphs [Giannakopoulos, 2009])

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

Overview Types of Modeling

Classifying sequences What is this all about?

Observations, i.e. what we see, the output Optionally (Hidden) States (also termed labels), i.e. what causes the observations Parameters, i.e. the details of the cause that determines the output or of the model that explains it

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

Overview Types of Modeling

An example Hidden Markov Model

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

Overview Types of Modeling

Modeling Discriminative vs. Generative Models (1)

Discriminative model: does not take into account previous observations Generative model: takes into account previous observations

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

Overview Types of Modeling

Modeling Discriminative vs. Generative Models (2)

Discriminative model: No assumption for the observations (e.g. Conditional Random Fields: see [Wallach, 2004] for an introduction) Generative models: Some assumptions for the observations (e.g. Hidden Markov Models: see [Rabiner, 1989] for a introduction tutorial) Which is better? See: [Long and Servedio, 2006], [Jebara and Meila, 2006]1

See also http://tinyurl.com/y7yat5q for a related discussion.

George Giannakopoulos Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

The Basics Models Model Optimization

Example of Model with Parameters

SPRINKLER RAIN F T T 0.4 0.01 F 0.6 0.99 SPRINKLER RAIN T 0.2 RAIN F 0.8

GRASS WET GRASS WET SPRINKLER RAIN F F T T F T F T T 0.0 0.8 0.9 0.99 F 1.0 0.2 0.1 0.01

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

The Basics Models Model Optimization

The Question

What is the best model to describe a set of observations/instances?

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

The Basics Models Model Optimization

Searching for a Model

Assumptions (Independence, Underlying Probability Distributions, etc.) A priori knowledge (Previous Studies, Expert Knowledge, etc.)

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

The Basics Models Model Optimization

Parameteric vs. Non-parametric Approaches

Parametric approaches: Stable set of unknown parameters (e.g. Power-law parameters) Non-parametric approaches: Determined set of unknown parameters, based on the learning (e.g. histogram)

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

The Basics Models Model Optimization

Rening a Model (1)

Example For a gaussian distribution nd the best parameters (, ) that desribe the following values: 0.7168090 0.6515225 0.6213850 -0.6626706 -1.1918936 0.7711588 -3.1388009 0.2561228 1.1569174 0.6771980

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

The Basics Models Model Optimization

Rening a Model (2)

Best parameters Mean: 0.01422517, St. Dev: 1.311977 Usually, we have to search in the parameter space.

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

The Basics Models Model Optimization

Searching for Optimal Parameters

Small search space Brute force methods High-speed approximation Greedy techniques No local maxima Gradient descent Small plateau Simulated annealing Little known Evolutionary (genetic) algorithms

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

Tools From Problem to Solution

ML tools
WEKA: Many algorithms HMM: JaHMM, Hidden Markov Model Toolbox CRF: CRF for Java SVM: LibSVM, SVMLite Time Series: Gnu Regression, Econometrics and Time-series Library (Gretl), Rapid-I (former YALE) Constraint-based: JINSECT2 MLOSS3

2 3

See http://sourceforge.net/projects/jinsect/. See http://mloss.org/software/ for many tools.

George Giannakopoulos Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

Tools From Problem to Solution

Questions

What data do I have/need? What is the data type: sequence or What do I want to learn? What do I know beforehand?

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

Tools From Problem to Solution

Considerations

What are the features?

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

Tools From Problem to Solution

Considerations

What are the features? What do they mean?

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

Tools From Problem to Solution

Considerations

What are the features? What do they mean? Is there an obvious connection to the class?

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

Tools From Problem to Solution

Considerations

What are the features? What do they mean? Is there an obvious connection to the class? Feature vector: what does every dimension represent in simple words?

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

Tools From Problem to Solution

Considerations

What are the features? What do they mean? Is there an obvious connection to the class? Feature vector: what does every dimension represent in simple words? Can I describe in a sentence what my instance is?

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

What did we talk about today? Is that all?

Recapitulation

Sequences Models Parameters Tools Practices

George Giannakopoulos

Machine Learning for... OKKAMoids Part II

Introduction Classifying sequences Parameter Estimation In Practice Closing

What did we talk about today? Is that all?

Yes, we are done! If you need more, see the references in Section 6

Thank you!
Please check the feedback form4 to help me improve.

http://tinyurl.com/ycommj3
George Giannakopoulos Machine Learning for... OKKAMoids Part II

References

(2010). Wikimedia commons. Cicchello, O. and Kremer, S. C. (2003). Inducing grammars from sparse data sets: a survey of algorithms and results. J. Mach. Learn. Res., 4:603632. Colton, S. (March 30, 2010). Articial intelligence course v231. Giannakopoulos, G. (2009). Automatic summarization from multiple documents. PhD thesis, Ph. D. dissertation, Department of Information and Communication Systems Engineering, University of the Aegean, Samos, Greece, http://www. iit. demokritos. gr/ggianna/thesis. pdf. Heckerman, D. (2008). George Giannakopoulos
Machine Learning for... OKKAMoids Part II