Machine Learning

Basic knowledge

Bias and variance

• Bias:

Represent fitting ability, a naive model will lead to high bias because of underfitting.

• Variance

Represent stability, a complex model will lead to high variance beacause of overfitting.

$$Generalization error = Bias^2 + Variance + Irreducible Error$$

Generative model and Discriminative Model

• Discriminative Model

Learn a function or conditional probability model P(X|Y)(posterior probability) directly.

• Generative Model Learn a joint probability model P(X, Y) then to calculate P(Y|X)

Search hyper-parameter

• Grid search

• Random search

Euclidean distance and Cosine distance

Example: A=[2, 2, 2] B=[5, 5, 5] represents two review scores of three movie. the Euclidean distance is $\sqrt{3^2 + 3^2 + 3^2}$, and the Cosine distance is $1$. As a result, Cosine distance can avoid of difference

After normalization, essentially they are the same, $$D=(x-y)^2 = x^2+y^2-2|x||y|cosA = 2-2cosA，D=2(1-cosA)$$

Confusion Matrix

• accuracy: $ACC = \frac{TP+TN}{TP+FN+FP+FN}$

• precison: $P = \frac{TP}{TP+FP}$

• recall: $R = \frac{TP}{TP+FN}$

• F1: $F_1 = \frac{2TP}{2TP+FP+FN}$

deal with missing value

• More missing value: drop feature column.

• Less missing value: fill a value

• Fill outlier: data.fillna(0)

• Fill mean value: data.fillna(data.mean())

Describe your project

• Abstract reality to math problem

• Describe your data

• Proprocessing and feature selection

• Model training and tuning

Algorithm

Logistic regreesion

Defination

Loss: negative log los

Support Vector Machine

Decision Tree

• ID3: use information gain

• C4.5: use information gain rate

Ensemble Learning

Boosting: AdaBoost GBDT

Seiral strategy, new learning machine is based on previous one

GBDT(Gradient Boosting Decision Tree)

XGBoost

Bagging: Random forest and Dropout in Neural Network

Parallel strategy, no dependency between learning machines.

Deep Learning

Basic Knowledge

Overfitting and underfitting

Deal with overfitting

Data enhancement

• image: translation, rotation, scaling

• GAN: generate new data

• NLP: generate new data via neural machine translation

Decrease the complexity of model

• neural network: decrease layer numbers and neuron numbers

• decision tree: decrease tree depth and pruning

Constrain weight:

• L1 regularization

• L2 regularization

Ensemble learning:

• Neural network: Dropout

• Decision tree: random forest, GBDT

early stopping

Deal with underfitting

• add new feature

• add model complexity

• decrease regularization

Back-propagation TODO:https://github.com/imhuay/Algorithm_Interview_Notes-Chinese/blob/master/A-%E6%B7%B1%E5%BA%A6%E5%AD%A6%E4%B9%A0/A-%E6%B7%B1%E5%BA%A6%E5%AD%A6%E4%B9%A0%E5%9F%BA%E7%A1%80.md

Superscript (l) represents the layer of the network, (L) represents the output layer (last layer); subscripts j and k indicate the position of neurons; w_jk represents the weight on the connection between the jth neuron in layer l and the kth neuron in layer (l-1)

MSE as loss function:

another expression:

Activation function: improve ability of expression

sigmoid(z)

$$\sigma(z)=\frac{1}{1+exp(-z)}, where the range is [0, 1]$$

the derivative of simoid is: TODO: to f(x) $$f’(x)=f(x)(1-f(x))$$

Batch Normalization

Goal: restrict data point to same distribution through normalization data before each layer.

Optimizers

SGD

Stochastic Gradient Descent, update weights each mini-batch

Momentum

Add former gradients with decay into current gradient.

Adagrad

Dynamically adjust learning rate when training.

Learning rate is in reverse ratio to the sum of parameters.

Adam

Dynamically adjust learning rate when training.

utilize first order moment estisourmation and second order moment estimation to make sure the steadiness.

How to deal with L1 not differentiable

Update parameters along the axis direction.

How to initialize the neural network

Init network with Gaussian Distribution or Uniform Distribution.

Glorot Initializer: $$W_{i,j}~U(-\sqrt{\frac{6}{m+n}}, \sqrt{\frac{6}{m+n}})$$

Computer Vision

Models and History

• 2015 VGGNet(16/19): Very Deep Convolutional Networks for Large-Scale Image Recognition, ICLR 2015.

• 2015 GoogleNet:

• 2016 Inception-v1/v2/v3: Rethinking the Inception Architecture for Computer Vision, CVPR 2016.

• 2016 ResNet: Deep Residual Learning for Image Recognition, CVPR 2016.

• 2017 Xception: Xception: Deep Learning with Depthwise Separable Convolutions, CVPR 2017.

• 2017 InceptionResNet-v1/v2、Inception-v4

• 2017 MobileNet: MobileNets: Efficient Convolutional Neural Networks for Mobile Vision Applications, arXiv 2017.

• 2017 DenseNet: Densely Connected Convolutional Networks, CVPR 2017.

• 2017 NASNet: Learning Transferable Architectures for Scalable Image Recognition, arXiv 2017.

• 2018 MobileNetV2: MobileNetV2: Inverted Residuals and Linear Bottlenecks, CVPR 2018.

Basic knowledge

Practice experience

Loss function decline to 0.0000

Because of overflow in Tensorflow or other framework. it is better to initialize parameters in a reasonable interval. The solution is Xavier initialization and Kaiming initialization.

Do not normaolize the bias in neural network

That will lead to underfitting because of sparse $b$

Do not set learning rate too large

When using Adam optimizer, try $10^{-3}$ to $10^{-4}$

Do not add activation before sotmax layer

Do not forget to shuffle training data

For the sake of overfitting

Do not use same label in a batch

For the sake of overfitting

Do not use vanilla SGD optimizer

Avoid getting into saddle point

Please checkout gradient in each layer

For the sake of potential gradient explosion, we need to use gradient clip to cut off gradient

Please checkout your labels are not random

Problem of classification confidence

Symptom: When losses increasing, but the accuracy still increasing

For the sake of confidence: [0.9,0.01,0.02,0.07] in epoch 5 VS [0.5,0.4,0.05,0.05] in epoch 20.

Overall, this phenomenon is kind of overfitting.

Do not use batch normalization layer with small batch size

The data in batch size can not represent the statistical feature over whole dataset。

Set BN layer in the front of Activation or behind Activation

Improperly Use dropout in Conv layer may lead to worse performance

It is better to use dropout layer in a low probability such as 0.1 or 0.2.

Just like add some noise to Conv layer for normalization.

Do not initiate weight to 0, but bias can

Do not forget your bias in each FNN layer

Evaluation accuracy better than training accuracy

Because the distributions between training set and test set have large difference.

Try methods in transfer learning.

KL divergence goes negative number

Need to pay attention to softmax for computing probability.

Nan values appear in numeral calculation

Reference

• Deep Learning Debug Reflection