Download Top10DM / Overfitting / Neural Nets / SVMs

Data Mining
(and machine learning)
A few important things in brief
top10dm, - neural networks – overfitting --- SVM
http://is.gd/top10dm
1.
2.
3.
4.
5.
C4.5
k-means
SVMs
A priori
EM algorithm
6. PageRank
7. Adaboost
8. k-NN
9. Naive-Bayes
10. CART
http://is.gd/top10dm
1.
2.
3.
4.
5.
C4.5
k-means
SVMs
A priori
EM algorithm
6. PageRank
7. Adaboost
8. k-NN
9. Naive-Bayes
10. CART
The 10 most mentioned in
Data Mining academic literature up to 2007,
not including Machine Learning literature
http://is.gd/top10dm
1.
2.
3.
4.
5.
C4.5
k-means
SVMs
A priori
EM algorithm
6. PageRank
7. Adaboost
8. k-NN
9. Naive-Bayes
10. CART
http://is.gd/top10dm
1.
2.
3.
4.
5.
C4.5
k-means
SVMs
A priori
EM algorithm
6. PageRank
7. Adaboost
8. k-NN
9. Naive-Bayes
10. CART
Decision tree methods
Machine-learning decision boundary method
Heavily mathematical//
generalised version of k-means
Specific to certain kinds of data
So ...
Today we will look at:
The no. 1 Machine Learning method …
Overfitting (this is a good place for it...)
Support vector machines
in the last lecture we will see the new number 1
Machine learning method …
Decision boundary methods:
finding a separating boundary
Decision boundary methods:
finding a separating boundary
Decision boundary methods:
finding a separating boundary
Decision boundary methods:
finding a separating boundary
Decision boundary methods:
finding a separating boundary
Decision boundary methods:
finding a separating boundary
If your data were 2D, you could plot your
known data points, colour with known classes
and draw the boundary you think looks best,
and use that as the classifier
If your data were 2D, you could plot your
known data points, colour with known classes
and draw the boundary you think looks best,
and use that as the classifier
But it’s much more common (and effective) to
use machine learning methods.
Neural Networks and Support Vector
Machines are the most common ‘decision
boundary’ methods. In both cases they learn
by finding the parameters for a very complex
curve – and that’s the decision boundary.
Artificial Neural Networks
An artificial neuron (node)
An ANN (neural network)
Nodes abstractly model neurons; they do very simple number crunching
Numbers flow from left to right: the numbers arriving at the input layer get
“transformed” to a new set of numbers at the output layer.
There are many kinds of nodes, and many ways of combining them into
a network, but we need only be concerned with the types described here,
which turn out to be sufficient for any (consistent) pattern classification task.
A single node (artificial neuron)
works like this
3
2
1
-2
2
A single node (artificial neuron)
works like this
4
-3
3
2
1
-2
2
0
Field values come along (inputs from us, or from other nodes)
A single node (artificial neuron)
works like this
4x3=12
2
-3x1=-3
-2
0x2=0
They get multiplied by the strengths on the input lines …
A single node (artificial neuron)
works like this
3
f(12-3+0)
2
1
-2
2
The node adds up its inputs, and applies a simple function to it
A single node (artificial neuron)
works like this
3
2 x f(9)
1
-2 x f(9)
2
It sends the result out along its output lines, where it will in turn get
multiplied by the line weights before being delivered …
Computing AND with a NN
A
0.5
B
0.5
The blue node is the output node.
It adds the weighted inputs, and outputs 1 if the result is >= 1, otherwise 0.
Computing OR with a NN
A
1
B
1
The blue node is the output node.
It adds the weighted inputs, and outputs 1 if the result is >= 1, otherwise 0.
With these weights, only one of the inputs needs to be a 1, and the output
will be 1. Output will be 0 only if both inputs are zero.
Computing NOT with a NN
A
-1
1
Bias unit which always
sends fixed signal of 1
This NN computes the NOT of input A
The blue unit is a threshold unit with a threshold of 1 as before.
So if A is 1, the weighted sum at the output unit is 0, hence output is 0;
If A is 0, the weighted sum is 1, so output is 1.
So, an NN can compute AND,
OR and NOT – so what?
It is straightforward to combine ANNs together, with outputs
from some becoming the inputs of others, etc. That is, we
can combine them just like logic gates on a microchip.
And this means that a neural
network can compute ANY
function of the inputs
And you’re telling me this because … ?
Imagine this.
Image of handwritten character converted into array of grey levels (inputs)
26 outputs, one for each character
7
2
0
0
3
0
…
a
b
c
d
e
f
… …
Weights are the links are chosen such that the output corresponding to the
correct letter emits a 1, and all the others emit a 0.
This sort of thing is not only possible, but routine:
Medical diagnosis, wine-tasting, lift-control, sales prediction, …
Getting the Right Weights
Clearly, an application will only be accurate if the weights are right.
An ANN starts with randomised weights
And with a database of known examples for training
If this pattern
corresponds to a “c”
7
2
0
0
3
0
0
0
1
0
0
0
We want these
outputs
If wrong, weights are adjusted in a simple way which makes it more likely
that the ANN will be correct for this input next time
Training an NN
It works like this:
Send Training
Pattern in
Crunch to
outputs
Adjust
weights
All correct
STOP
Some wrong
Present a pattern as a series of numbers at the
first layer of nodes. E.g. Field values for instance 1
Each node in the next layer does its simple processing, and
sends its results to the next layer, and so on, until numbers
call out at the output layer
Compare the NN’s output pattern with the known correct pattern
(target class). If different, adjust the weights somehow to make it more
likely to be correct on this pattern next time.
`Classical’ NN Training
An algorithm called backpropagation BP is the classic way of
training a neural network.
Based on partial differentiation, it prescribes a way to
adjust the weights so that the error on the latest pattern would
probably be reduced next time.
We can instead use any optimisation algorihm(e.g. GA) to find the
weights for a NN.
E.g. the first ever significant application of particle swarm
optimisation, showed that it was faster than BP, with better
results.
Generalisation: Decision boundaries
The ANN is Learning during its training phase
When it is in use, providing decisions/classifications for live cases it
hasn’t seen before, we expect a reasonable decision from it. I.e. we
want it to generalise well.
Suppose a network was trained with the black As and Bs; here, the black line is a
visualisation of it’s decision space; it will think anything on one side is an A, and
anything on the other side is a B. the white A represents an unseen test case.
In the third example, it thinks this is a B
A
A
A
A
A
B
B B
Good
generalisation
A
A
A
A
B
B B
Fairly poor
generalisation
A
A
A
B
B B
Stereotyping?
Coverage and extent of training data helps to avoid poor generalisaton
Main Point: when an NN generalises well, its results seems sensible, intuitive,
and generally more accurate than people
Poor generalisation –
some insight into overfitting
Suppose we train an a classifier
to tell the difference
between handwritten
t and c, using only these
examples:
s
The classifier will learn
easily. It will probably
gives 100% correct
prediction on these cases.
t
c
s
Overfitting
BUT; this classifier will probably generalise very poorly; it will perform
very badly on a test set
E.g. here is potential (very likely) performance on certain unseen cases
It will probably predict that this is a
c
Why?
It will probably predict that this is a
t
Avoiding Overfitting
It can be avoided by using as much training data as
possible,ensuring as much diversity as possible in the data.
This cuts down on the potential existence of features that
might be discriminative in the training data, but are
otherwise spurious.
It can be avoided by jittering (adding noise).
During training, every time an input pattern ispresented,
it is randomly perturbed. The idea of this is that
spurious features will be `washed out’ by the noise,
but valid discriminatory features will remain.
The problem with this approach is how to correctly
choose the level of noise.
Avoiding Overfitting II
A typical curve showing performance during training.
But here is performance on unseen data, not in the training set.
Training data
error
Validation data
Starting to overfit
Time – for methods like neural networks
Avoiding Overfitting III
Another approach is early stopping. During training, keep track of the
network’s performance on a separate validation set of data. At the
point where error continues to improve on the training set, but starts
to get worse on the validation set, that is when training should be
stopped, since it is starting to overfit on the training data. The
problem here is that this point is far from always clear cut.
Real-world applications of ANNs
are all over the place
Stocks, Commodities and Futures
Currency Price Predictions
James O'Sullivan: Controls trading of more than 10 different
financial markets with consistent profits.
Corporate Bond Rating
George Pugh: Predicts corporate bond ratings with 100% accuracy
for consulting and trading.
Standard and Poor's 500 Prediction
LBS Capital Management, Inc: Predicts the S&P 500 one day ahead
and one week ahead with better accuracy than traditional methods.
Forecasting Stock Prices
Walkrich Investments: Neural Networks rate underpriced stock;
beating the S&P.
Business, Management, and Finance
Direct Marketing Mail Prediction
Microsoft: Improves response rates from 4.9% to 8.2%.
Credit Scoring
Herbert Jensen: Predicts loan application success with 75-80%
accuracy.
Identifing Policemen with Potential for Misconduct
The Chicago Police Department predict misconduct potential based
on employee records.
Jury Summoning with Neural Networks
The Montgomery Court House in Norristown, PA saves $70 million
annually using The Intelligent Summoner from MEA.
Forecasting Highway Maintenance with Neural Networks
Professor Awad Hanna at the University of Wisconsin in Madison has
trained a neural network to predict which type of concrete is better
than another for a particular highway problem.
Medical Applications
Breast Cancer Cell Analysis
David Weinberg, MD: Image analysis ignores benign cells and
classifies malignant cells.
Hospital Expenses Reduced
Anderson Memorial Hospital: Improves the quality of care, reduces
death rate, and saved $500,000 in the first 15 months of use.
Diagnosing Heart Attacks
J. Furlong, MD: Recognizes Acute Myocardial Infarction from
enzyme data
Emergency Room Lab Test Ordering
S. Berkov, MD: Saves time and money ordering tests using
symptoms and demographics.
Classifying Patients for Psychiatric Care
G. Davis, MD: Predicts Length of Stay for Psychiatric Patients,
saving money
Sports Applications
Thoroughbred Horse Racing
Don Emmons: 22 races, 17 winning horses.
Thoroughbred Horse Racing
Rich Janeva: 39% of winners picked at odds better than 4.5 to 1.
Dog Racing
Derek Anderson: 94% accuracy picking first place.
Science
Solar Flare Prediction
Dr. Henrik Lundstet: Predicts the next major solar flare; helps
prevent problems for power plants.
Mosquito Identification
Aubrey Moore: 100% accuracy distinguishing between male and
female, two species.
Spectroscopy
StellarNet Inc: Analyze spectral data to classify materials.
Weather Forecasting
Fort Worth National Weather Service: Predict rainfall to 85%
accuracy.
Air Quality Testing
Researchers at the Defense Research Establishment Suffield,
Chemical & Biological Defense Section, in Alberta, Canada have
trained a neural network to recognize, classify and characterize
aerosols of unknown origin with a high degree of accuracy.
Manufacturing
Plastics Testing
Monsanto: Predicts plastics quality, saving research time, processing
time, and manufacturing expense.
Computer Chip Manufacturing Quality
Intel: Analyzes chip failures to help improve yields.
Nondestructive Concrete Testing
Donald G. Pratt: Detects the presence and position of flaws in
reinforced concrete.
Beer Testing
Anheuser-Busch: Identifies the organic content of competitors' beer
vapors with 96% accuracy.
Steam Quality Testing
AECL Research in Manitoba, Canada has developed the INSIGHT
steam quality monitor, an instrument used to measure steam quality
and mass flowrate.
Support Vector Machines: a
different approach to finding the
decision surface, particularly
good at generalisation
Suppose we can divide the
classes with a simple hyperplane
There will be infinitely many
such lines
One of them is ‘optimal’
Beause it maximises the average distance of the
hyperplane from the ‘support vectors’ – instances
that are closest to instances of different class
A Support Vector Machine
(SVM) finds this hyperplane
But, usually there is no simple
hyperplane that separates the classes!
One dimension (x), two classes
Two dimensions (x, x*sin(x)),
Now we can separate the classes
That’s what SVMs do
If we add enough extra dimensions/fields using arbitrary
functions of the existing fields, then it becomes very likely
we can separate the data with a ‘straight line’ hyperplane.
SVMs
- apply such a transformation
- then find the optimal separating hyperplane.
The ‘optimality’ of the sep hyp means good
generalisation properties
Next: the classic, field-defining DM algorithm