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the feasibility of machine learning . Component of learning. Formalization Input (输入) :X (customer application) think of it as deed dimension vector Output (输出) :Y(+1,-1) good/bad customer Target Function( 目标函数 ) : f :x → y ideal credit approval formula. Component of learning.
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Component of learning • Formalization • Input(输入):X (customer application) think of it as deed dimension vector • Output(输出):Y(+1,-1) good/bad customer • Target Function(目标函数) : f :x→y ideal credit approval formula Company Logo
Component of learning • Formalization • Data(数据): (), (),…, () historical records ↓↓↓ • Hypothesis(假设) :g :x→y 为了得到目标函数的公式 F is unknown G is very much known actually we created it Company Logo
Component of learning UNKNOWN TARGET FUNCTION f :x→y ↓ ↓ TRAINING EXAMPLES (), (),…, () FINAL HYPOTHESIS g (G hopefully approximates F) Company Logo
Component of learning UNKNOWN TARGET FUNCTION f :x→y ↓ ↓ TRAINING EXAMPLES (), (),…, () FINAL HYPOTHESIS g (G hopefully approximates F) Company Logo
Component of learning TRAINING EXAMPLES (), (),…, () LEARNING ALGORITHM →HYPOTHESIS SET (从现实模型公式中创造公式) (将它们成为假设集) FINAL HYPOTHESIS Company Logo
Component of learning HYPOTHESIS SET H 从假设集选出一个假设 H 衍生出一堆H’s(待定函数) Company Logo
Component of learning UNKNOWN TARGET FUNCTION f :x→y ↓ ↓ TRAINING EXAMPLES (), (),…, () FINAL HYPOTHESIS g (G hopefully approximates F) Company Logo
HYPOTHESIS SET • Hypothesis Set • H = {h} g∈ H • Learning Algorithm • Together. they are referred to as the learning model. a hypothesis set and a learning algorithm Company Logo
A simplehypothesis set—’perceptron’ • For input X= attributes of a customer • Approve credit if > threshold • Deny credit if < threshold This linear formula h∈ H can be written as h(x) = sign( ()– threshold ) Company Logo
Learning Feasible Company Logo
Learning Feasible • A related experiment P(picking red)=μ P(picking green)=1-μ μ=probability of red marbles Company Logo
Learning Feasible Pick N marbles independently The fraction of red marbles in sample =v Company Logo
Does v Say anything about μ? • NO! Sample can be mostly green while bin is mostly red Company Logo
Does v Say anything about μ? • Yes Sample frequency v is close to bin frequency μ This is called Hoeffding Inequality Company Logo
Learning Feasible • Bin • Unknown is a number μ • Learning • Unknown is a function f:x→y each marble is a point x ∈ X Company Logo
Learning Feasible • Bin • Unknown is a number μ • Learning • Unknown is a function f:x→y each marble is a point x ∈ X Hypothesis got it right h(x)=f(x) Company Logo
Learning Feasible • Bin • Unknown is a number μ • Learning • Unknown is a function f:x→y each marble is a point x ∈ X Hypothesis got it wrong h(x)≠f(x) Company Logo
Learning Feasible UNKNOWN TARGET FUNCTION f :x→y ↓ ↓ TRAINING EXAMPLES (), (),…, () FINAL HYPOTHESIS g (G hopefully approximates F) Company Logo
Learning Feasible Probability distribution P on X Company Logo