My notes for the Machine Learning Course on Coursera by Andrew NG for week 1
Definition of Machine Learning:
The field of study that gives computers the ability to learn without being explicitly programmed.
In other words, a Computer program is said to learn from experience E with respect to some class of tasks T and performance measure P, if its performance at tasks in T, as measured by P, improves with experience E.
In supervised learning, we are given a data set and already know what our correct output should look like, having the idea that there is a relationship between the input and the output.
Regression: trying to predict results within a continuous output, meaning that we are trying to map input variables to some continuous function. Eg: predicting housing prices given no. of bedrooms, area etc.
Classification: trying to predict results in a discrete output or trying to map input variables into discrete categories. Eg: Cat vs Dog classifier.
In unsupervised learning, we approach ideas with little or no idea about what our results should look like. For example, Take a collection of 1,000,000 different genes, and find a way to automatically group these genes into groups that are somehow similar or related by different variables, such as lifespan, location, roles, and so on.
Model and Cost Function:
Given a training set, our goal is to learn a ‘hypothesis’ function h : X →Y, so that h(x) is a ‘good’ predictor for the corresponding value of y. It can be pictorially represented as follows:
We can measure the accuracy of our hypothesis function by using a cost function. This takes an average difference of all the results of the hypothesis with inputs from x’s and the actual output y’s. This is called the squared error function or mean squared error.
We have our hypothesis function and a way of measuring how well it fits into the data. Now, we need to estimate the parameters in the hypothesis function. This is where gradient descent comes in. Imagine that we graph our hypothesis function based on its fields θ0 on the x-axis and θ1 on the y axis with the cost function on the vertical z axis. The points on our graph will be the result of the cost function using our hypothesis with those specific θ parameters. The graph below depicts such a setup.
We will know that we have succeeded when our cost function is at the very bottom of the pits in our graph, i.e. when its value is the minimum. The red arrows show the minimum points in the graph.
The way we do this is by taking the derivative (the tangential line to a function) of our cost function. The slope of the tangent is the derivative at that point and it will give us a direction to move towards. We make steps down the cost function in the direction with the steepest descent. The size of each step is determined by the parameter α, which is called the learning rate.
The gradient descent algorithm is: