I'm hoping someone with a lot more knowledge of machine learning can help me out here. I've been reading examples of regression and classification and I always seem to come back to the question 'what is really the difference between what this algorithm is doing and what standard statistical analysis would do'.
Specifically, none of the examples I read seem to discuss the predictive element. For example, when looking at linear regression the articles commonly explain the concept of trying to create a 'best fit' - the combination of a linear equation and then iterating a cost function until it reaches a minimum. Of course, throughout a lot of emphasis is put on a 'training data set'. No problem... but this is usually where it ends. At this point I can't see the difference between the above and the standard way in which one would carry out statistical analysis on a data set that was assumed to have a linear relationship. Presumably, future values here are 'predicted' from the equation that was produced when the cost function converged on a minimum - again, there doesn't seem to be much 'learning' here as this is exactly what would be done in the usual case.
After a long winded intro... what I'm trying to ask is how has the algorithm learned from the original training data? and how does this training set help with future data sets? (again, this is where I get a bit lost - to me it seems that you would give it a new data set and carry out the same task of minimising the cost function - however, this time you have a better 'starting' point but all of your knowledge really comes from what you already 'knew' about the dataset i.e that one assumed a linear relationship).
I hope this makes sense - it's clearly a lack of understanding, but I'm hoping someone can shove me in the right direction.
Thanks!
You are right, there is no difference. Linear regression is purely a statistical method, and "fitting" would probably be more accurate than "learning" in this case. But again, this is usually just the first lecture on the subject. There many approaches where the differences are much clearer, for example SVMs. There are also approaches where the "learning" aspect is much clearer, eg using reirforcement learning in games, where you can actually see your system improve its performance with experience.
Anyway, the main subject of machine learning is learning from examples. You are given a list of 100 patients, along with blood pressure, age, cholesterol level etc, and for each of them you are told whether they have heart disease or not. Then, you are given a patient that you had not seen before. Does he have heart disease?? Most people call this prediction. You might prefer to call it fitting, or anything else. But the fact is, it usually works quite well.
Still, the subject remains closely tied to statistics, and indeed, you need to make some assumptions (to a larger or smaller extent, depending on the algorithm) about the underlying function. It is not perfect, but in many cases it's the best thing we have, so I would say it is worth studying. If you are starting now, there is a great online course, Stanford's "Statistical Learning", which deals with the subject from your point of view.
Related
I have some data about programmer actions inside an ide. From this data I am trying to make a good algorithm to calculate a programmers efficiency.
If we consider
efficiency = useful energy out / energy in
I made this rough equation:
energy in = active time(run events x code editing time)
Basically its the the time where stuff is actually being done by the programmer multiplied by run events like
debugging,build etc x the time where the programmer is actually editing code.
useful energy out = energy in - (#unsuccessfulbuilds + abortedtestruns
+ debuggerusetime)
Useful energy out is basically energy in minus things that I consider to be inefficient.
Can anyone see how to improve this, particularly from a mathematical point of view. Maths isn't my strong point and am not sure if I should use some sort of weighting for the equations and how to do this correctly. Also, I'm thinking of how to make it that whats minused from energy in in the useful energy out equation cant end up as less than 0. Can anyone give a hand with these questions ?
Your "algorithm" is completely arbitrary, making judgement of value over things that are inocuous to whatever you called "efficient/inneficient", and will endup with a completely incoherent final value after being calculated. Compilation time? So the first compilation of a C++ plugin that takes 30+ minutes is good? Debugging time is both efficient and inefficient in your proposal.
A programmer that codes for 10 minutes and make 6 consecutive builds with close to no changes will have the same output as the guy that code for 60 minutes.
I suggest you look firts to what is a good use of a programmers time, how other programs contabilize programmers efficiency. Etc.
Just on a side note, to create a model of efficiency of work of a highly technical and creative field, you must understand quite well math, statistics and project management. Thats why good scrum masters are so sought after.
Anyway, what you propose is not an algorithm, but a scoring system, usually algorithms do make use of scoring systems to help their internal rules work out the best solution based on the scoring. The scoring is just a value, while the algorithm is a process to an end.
I would like to know the difference between uncertainty and randomness in mathematical fashion. I tried to find it but I get confused , as some people said they are the same? But can any one provide me logical reasoning behind it. If they are not same then please explain it why?
Don't get too hung up on it.
People use different words in different situations.
It's not so much that they have different meanings, as that their meanings are situation-dependent.
Randomness is just a fuzzy general term meaning something is random.
In statistics, uncertainty is used to mean that some property of a distribution, such as its mean, is itself unknown but can be given a distribution.
For example, suppose you want to know the average weight of all people.
You could find it out exactly if you could go around to all people, get their weight, add it all up, and divide by the number of people.
But that's too hard to do, so suppose you just pick 10 people at random and get their average weight, and pretend it's the same as the average of everybody.
That's called the sample mean, but you know it isn't accurate.
It has what is called a standard error, meaning it has uncertainty.
In fact, if you were to do that experiment many times over with different people, you would get a different sample mean every time, and those sample means would themselves form a bell-shaped distribution, the standard deviation of which would be called the standard error, representing its uncertainty.
In general, if you increased the number of people you look at by a factor of 100, you can reduce the standard error, the uncertainty, by a factor of 10.
I bet you can tell that people who take polls for a living care about this stuff very much.
EDIT for the downvoter: In case the downvote is because this doesn't look like a stackoverflow question or answer,
I've made a point of advocating the random pausing method of profiling.
Profiling in large part is perceived to be about measuring (statistically) the time that programming constructs are responsible for.
Often people are inhibited from using that method because they are afraid the results have too much uncertainty.
This post gets very specific about what that uncertainty actually is.
It shows that the bogey-man fear of uncertainty has the effect of preventing people from finding really substantial speedups in their code.
So naivete' about statistics is definitely a serious programming problem.
My view looks at a scenario using three different coloured balls:
I love some of the answers given here. My own view, based on my current research, is that these are two distinct terms. Uncertainty refers to not knowing in advance which ball could be selected when a person, for instance, is given a chance to select one ball from three different coloured balls.
This remains true when each ball has an equal chance of being selected i.e. equal probabilities. However, things soon get complex when each ball has it's own distinct probability. Chances are that the one with the highest probability will be selected. This seems especially true in algorithm development which would almost always select the highest probability compromising the meaning of randomness.
Having said all of this - I believe these concepts remain confusing which has just made me realise the time I need to dedicate on clearly distinguishing between the two to make sure my current research is not confusing. My own predicament is that I need to work on stochastic vs deterministic views. Based on the current view stochastic would be more uncertain than random whereas deterministic would be more probability based i.e. knowing for certain that the highest probability would be chosen; but this seems very far from the truth.
It seems as if uncertainty holds until just before a ball is selected/touched and soon looses its meaning as soon as the ball is picked which should result to its probability being revised. I personally think the terms have theoretical differences which perhaps allows them to be used interchangeably.
Uncertainty in math and science typically means there are a lack of facts, or the facts are unobtainable. Weather forecasting is a great example of uncertainty.
Randomness has many definitions. Commonly it's used in probability / statistics as a measure or quantification of uncertainty. So in my weather example, a 30% chance of rain is a measure of uncertainty. The more general definition (which also applies to math / science) is unpredictable, or lack of order.
There is definitely a fuzzy distinction between the two.
According to the Bayesian interpretation of probability, uncertainty and randomness are just two names for the same thing.
If an experiment is random, then it is uncertain to you. If something is uncertain to you, then it has the randomness property.
I'm not sure if this is the best place to ask this, but you guys have been helpful with plenty of my CS homework in the past so I figure I'll give it a shot.
I'm looking for an algorithm to blindly combine several dependent variables into an index that produces the best linear fit with an external variable. Basically, it would combine the dependent variables using different mathematical operators, include or not include each one, etc. until an index is developed that best correlates with my external variable.
Has anyone seen/heard of something like this before? Even if you could point me in the right direction or to the right place to ask, I would appreciate it. Thanks.
Sounds like you're trying to do Multivariate Linear Regression or Multiple Regression. The simplest method (Read: less accurate) to do this is to individually compute the linear regression lines of each of the component variables and then do a weighted average of each of the lines. Beyond that I am afraid I will be of little help.
This appears to be simple linear regression using multiple explanatory variables. As the implication here is that you are using a computational approach you could do something as simple apply a linear model to your data using every possible combination of your explanatory variables that you have (whether you want to include interaction effects is your choice), choose a goodness of fit measure (R^2 being just one example) and use that to rank the fit of each model you fit?? The quality of a model is also somewhat subjective in many fields - you could reject a model containing 15 variables if it only moderately improves the fit over a far simpler model just containing 3 variables. If you have not read it already I don't doubt that you will find many useful suggestions in the following text :
Draper, N.R. and Smith, H. (1998).Applied Regression Analysis Wiley Series in Probability and Statistics
You might also try doing a google for the LASSO method of model selection.
The thing you're asking for is essentially the entirety of regression analysis.
this is what linear regression does, and this is a good portion of what "machine learning" does (machine learning is basically just a name for more complicated regression and classification algorithms). There are hundreds or thousands of different approaches with various tradeoffs, but the basic ones frequently work quite well.
If you want to learn more, the coursera course on machine learning is a great place to get a deeper understanding of this.
I am interested in writing a twenty questions algorithm similar to what akinator and, to a lesser extent, 20q.net uses. The latter seems to focus more on objects, explicitly telling you not to think of persons or places. One could say that akinator is more general, allowing you to think of literally anything, including abstractions such as "my brother".
The problem with this is that I don't know what algorithm these sites use, but from what I read they seem to be using a probabilistic approach in which questions are given a certain fitness based on how many times they have lead to correct guesses. This SO question presents several techniques, but rather vaguely, and I would be interested in more details.
So, what could be an accurate and efficient algorithm for playing twenty questions?
I am interested in details regarding:
What question to ask next.
How to make the best guess at the end of the 20 questions.
How to insert a new object and a new question into the database.
How to query (1, 2) and update (3) the database efficiently.
I realize this may not be easy and I'm not asking for code or a 2000 words presentation. Just a few sentences about each operation and the underlying data structures should be enough to get me started.
Update, 10+ years later
I'm now hosting a (WIP, but functional) implementation here: https://twentyq.evobyte.org/ with the code here: https://github.com/evobyte-apps/open-20-questions. It's based on the same rough idea listed below.
Well, over three years later, I did it (although I didn't work full time on it). I hosted a crude implementation at http://twentyquestions.azurewebsites.net/ if anyone is interested (please don't teach it too much wrong stuff yet!).
It wasn't that hard, but I would say it's the non-intuitive kind of not hard that you don't immediately think of. My methods include some trivial fitness-based ranking, ideas from reinforcement learning and a round-robin method of scheduling new questions to be asked. All of this is implemented on a normalized relational database.
My basic ideas follow. If anyone is interested, I will share code as well, just contact me. I plan on making it open source eventually, but once I have done a bit more testing and reworking. So, my ideas:
an Entities table that holds the characters and objects played;
a Questions table that holds the questions, which are also submitted by users;
an EntityQuestions table holds entity-question relations. This holds the number of times each answer was given for each question in relation to each entity (well, those for which the question was asked for anyway). It also has a Fitness field, used for ranking questions from "more general" down to "more specific";
a GameEntities table is used for ranking the entities according to the answers given so far for each on-going game. An answer of A to a question Q pushes up all the entities for which the majority answer to question Q is A;
The first question asked is picked from those with the highest sum of fitnesses across the EntityQuestions table;
Each next question is picked from those with the highest fitness associated with the currently top entries in the GameEntities table. Questions for which the expected answer is Yes are favored even before the fitness, because these have more chances of consolidating the current top ranked entity;
If the system is quite sure of the answer even before all 20 questions have been asked, it will start asking questions not associated with its answer, so as to learn more about that entity. This is done in a round-robin fashion from the global questions pool right now. Discussion: is round-robin fine, or should it be fully random?
Premature answers are also given under certain conditions and probabilities;
Guesses are given based on the rankings in GameEntities. This allows the system to account for lies as well, because it never eliminates any possibility, just decreases its likeliness of being the answer;
After each game, the fitness and answers statistics are updated accordingly: fitness values for entity-question associations decrease if the game was lost, and increase otherwise.
I can provide more details if anyone is interested. I am also open to collaborating on improving the algorithms and implementation.
This is a very interesting question. Unfortunately I don't have a full answer, let me just write down the ideas I could come up with in 10 minutes:
If you are able to halve the set of available answers on each question, you can distinguish between 2^20 ~ 1 million "objects". Your set is probably going to be larger, so it's right to assume that sometimes you have to make a guess.
You want to maximize utility. Some objects are chosen more often than others. If you want to make good guesses you have to take into consideration the weight of each object (= the probability of that object being picked) when creating the tree.
If you trust a little bit of your users you can gain knowledge based on their answers. This also means that you cannot use a static tree to ask questions because then you'll get the answers for the same questions.. and you'll learn nothing new if you encounter with the same object.
If a simple question is not able to divide the set to two halves, you could combine them to get better results: eg: "is the object green or blue?". "green or has a round shape?"
I am trying try to write a python implementation using a naïve Bayesian network for learning and minimizing the expected entropy after the question has been answered as criterium for selecting a question (with an epsilon chance of selecting a random question in order to learn more about that question), following the ideas in http://lists.canonical.org/pipermail/kragen-tol/2010-March/000912.html. I have put what I got so far on github.
Preferably choose questions with low remaining entropy expectation. (For putting together something quickly, I stole from ε-greedy multi-armed bandit learning and use: With probability 1–ε: Ask the question with the lowest remaining entropy expectation. With probability ε: Ask any random question. However, this approach seems far from optimal.)
Since my approach is a Bayesian network, I obtain the probabilities of the objects and can ask for the most probable object.
A new object is added as new column to the probabilities matrix, with low a priori probability and the answers to the questions as given if given or as guessed by the Bayes network if not given. (I expect that this second part would work much better if I would add Bayes network structure learning instead of just using naive Bayes.)
Similarly, a new question is a new row in the matrix. If it comes from user input, probably only very few answer probabilities are known, the rest needs to be guessed. (In general, if you can get objects by asking for properties, you can obtain properties by asking if given objects have them or not, and the transformation between these is essentially Bayes' theorem and breaks down to transposition in the easiest case. The guessing quality should improve again once the network has an appropriate structure.)
(This is a problem, since I calculate lots of probabilities. My goal is to do it using database-oriented sparse tensor calculations optimized for working with weighted directed acyclic graphs.)
It would be interesting to see how good a decision tree based algorithm would serve you. The trick here is purely in the learning/sorting of the tree. I'd like to note that this is stuff I remember from AI class and student work in the AI working group and should be taken with a semi-large grain (or nugget) of salt.
To answer the questions:
You just walk the tree :)
This is a big downside of decision trees. You'd only have one guess that can be attached to the end nodes of the tree at depth 20 (or earlier, if the tree is still sparse).
There are whole books dedicated to this topic. As far as I remember from AI class you try minimize entropy at all times, so you want to ask questions that ideally divide the set of remaining objects into two sets of equal size. I'm afraid you'd have to look this up in AI books.
Decision trees are highly efficient during the query phase, as you literally walk the tree and follow the 'yes' or 'no' branch at each node. Update efficiency depends on the learning algorithm applied. You might be able to do this offline as in a nightly batched update or something like that.
I did a little GP (note:very little) work in college and have been playing around with it recently. My question is in regards to the intial run settings (population size, number of generations, min/max depth of trees, min/max depth of initial trees, percentages to use for different reproduction operations, etc.). What is the normal practice for setting these parameters? What papers/sites do people use as a good guide?
You'll find that this depends very much on your problem domain - in particular the nature of the fitness function, your implementation DSL etc.
Some personal experience:
Large population sizes seem to work
better when you have a noisy fitness
function, I think this is because the growth
of sub-groups in the population over successive generations acts
to give more sampling of
the fitness function. I typically use
100 for less noisy/deterministic functions, 1000+
for noisy.
For number of generations it is best to measure improvements in the
fitness function and stop when it
meets your target criteria. I normally run a few hundred generations and see what kind of answers are coming out, if it is showing no improvement then you probably have an issue elsewhere.
Tree depth requirements are really dependent on your DSL. I sometimes try to do an
implementation without explicit
limits but penalise or eliminate
programs that run too long (which is probably
what you really care about....). I've also found total node counts of ~1000 to be quite useful hard limits.
Percentages for different mutation / recombination operators don't seem
to matter all that much. As long as
you have a comprehensive set of mutations, any reasonably balanced
distribution will usually work. I think the reason for this is that you are basically doing a search for favourable improvements so the main objective is just to make sure the trial improvements are reasonably well distributed across all the possibilities.
Why don't you try using a genetic algorithm to optimise these parameters for you? :)
Any problem in computer science can be
solved with another layer of
indirection (except for too many
layers of indirection.)
-David J. Wheeler
When I started looking into Genetic Algorithms I had the same question.
I wanted to collect data variating parameters on a very simple problem and link given operators and parameters values (such as mutation rates, etc) to given results in function of population size etc.
Once I started getting into GA a bit more I then realized that given the enormous number of variables this is a huge task, and generalization is extremely difficult.
talking from my (limited) experience, if you decide to simplify the problem and use a fixed way to implement crossover, selection, and just play with population size and mutation rate (implemented in a given way) trying to come up with general results you'll soon realize that too many variables are still into play because at the end of the day the number of generations after which statistically you will get a decent result (whatever way you wanna define decent) still obviously depend primarily on the problem you're solving and consequently on the genome size (representing the same problem in different ways will obviously lead to different results in terms of effect of given GA parameters!).
It is certainly possible to draft a set of guidelines - as the (rare but good) literature proves - but you will be able to generalize the results effectively in statistical terms only when the problem at hand can be encoded in the exact same way and the fitness is evaluated in a somehow an equivalent way (which more often than not means you're ealing with a very similar problem).
Take a look at Koza's voluminous tomes on these matters.
There are very different schools of thought even within the GP community -
Some regard populations in the (low) thousands as sufficient whereas Koza and others often don't deem if worthy to start a GP run with less than a million individuals in the GP population ;-)
As mentioned before it depends on your personal taste and experiences, resources and probably the GP system used!
Cheers,
Jan