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\subsection{Absolute Loss}
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$$\ell(y,\hat{y} = | y - \hat{y} | \Rightarrow absolute \quad loss\\ $$
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@ -19,8 +19,14 @@ Example $(x,y)$ \qquad y is the label associated with x\\
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Learning with example $(x_1,y_1)...(x_m,y_m) \quad \textit{training set} $\\\\
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Training set is a set of examples with every algorithm can learn.......\\\\
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Learning algorithm take training set as input and produces a predictor as output.\\\\
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......DISEGNO \\\\
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With image recognition we use as measurement pixels.\\
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\\
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\begin{figure}[h]
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\centering
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\includegraphics[width=0.8\linewidth]{../img/lez3-img1.JPG}
|
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\caption{Example of domain of $\knn$}
|
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%\label{fig:}
|
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\end{figure}\\
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\\With image recognition we use as measurement pixels.\\
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How do we measure the power of a predictor?\\
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A learning algorithm will look at training set, algorithm and generate the predictor. Now the problem is verify the score. \\
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Now we can consider a test set collection of example
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@ -194,20 +200,29 @@ $
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S is the traning set $(x_1,y_1)...(x_m,y_m) \\ x_t \in \barra{R}^d \qquad y_t \in \{-1,1\} \\\\
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d = 2 \rightarrow \textit{2-dimensional vector}\\
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$\\
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....-- DISEGNO --...
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\\
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where + and - are labels
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\\\\
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\newpage
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\textbf{Point of test set}
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\\
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||||
If i want to predict this point?
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\begin{figure}[h]
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\centering
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\includegraphics[width=0.4\linewidth]{../img/lez3-img2.JPG}
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\caption{Example of domain of $\knn$}
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%\label{fig:}
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\end{figure}
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\\
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||||
Maybe if point is close to point with label i know then. Maybe they have the same label.
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\\
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\\\\
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.....-- DISEGNO -- ...
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\\\
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\begin{figure}[h]
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\centering
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\caption{Example of domain of $\knn$}
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%\label{fig:}
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\end{figure}\\
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\\
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I can came up with some sort of classifier.
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\\\\
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Given $S$ training set, i can define $\hnn$ $X \rightarrow \{-1,1\}\\
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||||
|
@ -49,8 +49,12 @@ You can vary this algorithm as you want.\\\\
|
||||
Let’s go back to Binary classification.\\
|
||||
The $k$ parameter is the effect of making the structure of classifier more
|
||||
complex and less complex for small value of $k$.\\\\
|
||||
--.. DISEGNO ..--
|
||||
\\
|
||||
\begin{figure}[h]
|
||||
\centering
|
||||
\includegraphics[width=0.4\linewidth]{../img/lez4-img1.JPG}
|
||||
\caption{Example of domain of $\knn$}
|
||||
%\label{fig:}
|
||||
\end{figure}\\
|
||||
Fix training set and test set\\
|
||||
Accury as oppose to the error
|
||||
\\\\
|
||||
@ -83,6 +87,12 @@ I want to avoid comparing $x_i$ with $x_j$, $i\neq j $\\
|
||||
so comparing different feature and we want to compare each feature with
|
||||
each self. I don’t want to mix them up.\\
|
||||
We can use a tree!
|
||||
\begin{figure}[h]
|
||||
\centering
|
||||
\includegraphics[width=0.5\linewidth]{../img/lez4-img2.JPG}
|
||||
\caption{Example of domain of $\knn$}
|
||||
%\label{fig:}
|
||||
\end{figure}\\
|
||||
\\
|
||||
I have 3 features:
|
||||
\begin{itemize}
|
||||
@ -90,17 +100,21 @@ I have 3 features:
|
||||
\item humidity $= \{[0,100]\}$
|
||||
\item windy $ = \{yes,no\}$
|
||||
\end{itemize}
|
||||
... -- DISEGNO -- ...\\\\
|
||||
Tree is a natural way of doing decision and abstraction of decision process of
|
||||
one person. It is a good way to deal with categorical variables.\\
|
||||
What kind of tree we are talking about?\\
|
||||
Tree has inner node and leaves. Leaves are associated with labels $(Y)$ and
|
||||
inner nodes are associated with test.
|
||||
\begin{figure}[h]
|
||||
\centering
|
||||
\includegraphics[width=0.3\linewidth]{../img/lez4-img3.JPG}
|
||||
\caption{Example of domain of $\knn$}
|
||||
%\label{fig:}
|
||||
\end{figure}\\
|
||||
\begin{itemize}
|
||||
\item Inner node $\rightarrow$ test
|
||||
\item Leaves $\rightarrow$ label in Y
|
||||
\end{itemize}
|
||||
%... -- DISEGNO -- ...
|
||||
Test if a function $f$ (NOT A PREDICTOR!) \\
|
||||
Test $ \qquad f_i \, X_i \rightarrow \{1,...,k\}$
|
||||
\\ where $k$ is the number of children (inner node) to which test is assigned
|
||||
@ -146,19 +160,37 @@ $ Y = \{-1, +1 \}$
|
||||
\\\\
|
||||
What's the simplest way?\\
|
||||
Initial tree and correspond to a costant classifier
|
||||
\\\\
|
||||
-- DISEGNO --
|
||||
\\\\
|
||||
\\
|
||||
\begin{figure}[h]
|
||||
\centering
|
||||
\includegraphics[width=0.2\linewidth]{../img/lez4-img4.JPG}
|
||||
\caption{Example of domain of $\knn$}
|
||||
%\label{fig:}
|
||||
\end{figure}\\
|
||||
\textbf{Majority of all example}
|
||||
\\\\
|
||||
-- DISEGNO --
|
||||
\\\\
|
||||
\\
|
||||
\begin{figure}[h]
|
||||
\centering
|
||||
\includegraphics[width=0.2\linewidth]{../img/lez4-img5.JPG}
|
||||
\caption{Example of domain of $\knn$}
|
||||
%\label{fig:}
|
||||
\end{figure}\\
|
||||
$(x_1, y_1) ... (x_m, y_m)$ \\
|
||||
$ x_t \in X$ \qquad $ y_t \in \{-1,+1\}$\\
|
||||
Training set $S = \{ (x,y) \in S$, x is routed to $\ell\}$\\
|
||||
$S_{\ell}^+$
|
||||
\\\\
|
||||
-- DISEGNO --
|
||||
\\\\
|
||||
$ S_{\ell}$ and $ S’_{\ell}$ are given by the result of the test, not the labels and $\ell$ and $\ell'$.
|
||||
\\
|
||||
\begin{figure}[h]
|
||||
\centering
|
||||
\includegraphics[width=0.8\linewidth]{../img/lez4-img6.JPG}
|
||||
\caption{Example of domain of $\knn$}
|
||||
%\label{fig:}
|
||||
\end{figure}\\
|
||||
$ S_{\ell}$ and $ S’_{\ell}$ are given by the result of the test, not the labels and $\ell$ and $\ell'$.\\
|
||||
\begin{figure}[h]
|
||||
\centering
|
||||
\includegraphics[width=0.7\linewidth]{../img/lez4-img7.JPG}
|
||||
\caption{Example of domain of $\knn$}
|
||||
%\label{fig:}
|
||||
\end{figure}
|
||||
\end{document}
|
@ -1,25 +1,20 @@
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\relax
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|
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|
||||
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|
||||
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|
||||
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|
||||
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|
||||
|
@ -9,9 +9,14 @@ Supposed we groped a tree up to this point and we are wandering how to
|
||||
grow it.
|
||||
\\
|
||||
$S$ Training set $(x_1,y_1)...(x_m,y_m)$, $x_1 \in X$
|
||||
\\\\
|
||||
-- DISEGNO
|
||||
\\\\
|
||||
\\
|
||||
\begin{figure}[h]
|
||||
\centering
|
||||
\includegraphics[width=0.4\linewidth]{../img/lez5-img1.JPG}
|
||||
\caption{Example of domain of $\knn$}
|
||||
%\label{fig:}
|
||||
\end{figure}
|
||||
\\
|
||||
$$
|
||||
\sll \equiv \{(x_1,y_1) \, x_t \quad \textit{is router to } \ell \}
|
||||
$$
|
||||
@ -57,22 +62,39 @@ where $\psi(a) = min \{a, 1-a \} \qquad a \in [0,1] $
|
||||
\\
|
||||
I want to replace inner node with other leaves.
|
||||
\\
|
||||
-- DISEGNO --
|
||||
\\\\
|
||||
\begin{figure}[h]
|
||||
\centering
|
||||
\includegraphics[width=0.8\linewidth]{../img/lez5-img2.JPG}
|
||||
\caption{Example of domain of $\knn$}
|
||||
%\label{fig:}
|
||||
\end{figure}
|
||||
\\
|
||||
How is traning error going to change?
|
||||
(when i replace inner nodes with other leaves)
|
||||
\\
|
||||
I’m hoping my algorithm is not going to overfit (if training error goes to 0 also
|
||||
testing error goes to 0).\\
|
||||
|
||||
testing error goes to 0).
|
||||
\newpage
|
||||
\section{Jensen’s inequality}
|
||||
If $\psi$ is a concave function $\longrightarrow $ (like $log$ or $\sqrt[2]{..}$ )\\
|
||||
If $\psi$ is a concave function $\longrightarrow $ (like $log$ or $\sqrt[2]{..}$ )
|
||||
\\
|
||||
\begin{figure}[h]
|
||||
\centering
|
||||
\includegraphics[width=0.4\linewidth]{../img/lez5-img3.JPG}
|
||||
\caption{Example of domain of $\knn$}
|
||||
%\label{fig:}
|
||||
\end{figure}
|
||||
\\
|
||||
Also $\psi$ is a function that map $0$ to $1$, \quad $\longrightarrow$ \quad $\psi\:[0,1]\rightarrow \barra{R}$\\
|
||||
$$
|
||||
\psi(\alpha \cdot a + (1-\alpha) \cdot b ) \geq \alpha \cdot \psi(a) + (1-\alpha) \cdot \psi(b)
|
||||
\qquad \textit{Also 2° derivative is negative}$$
|
||||
\\
|
||||
-- DISEGNO --
|
||||
\begin{figure}[h]
|
||||
\centering
|
||||
\includegraphics[width=0.5\linewidth]{../img/lez5-img4.JPG}
|
||||
\caption{Example of domain of $\knn$}
|
||||
%\label{fig:}
|
||||
\end{figure}
|
||||
\\
|
||||
$$ \hat{\ell}(h_T) = \frac{1}{m} \cdot \sum_{\ell}{} \psi (\frac{\nl^+}{\nl}) \cdot \nl
|
||||
$$
|
||||
@ -89,8 +111,13 @@ $
|
||||
\\\\
|
||||
I want to check function $min$ concave between 0 and 1.\\
|
||||
$$min (0,1) = 0 \qquad \psi(a) = min(\alpha, 1- \alpha) $$
|
||||
\\ -- DISEGNO --
|
||||
\\\\
|
||||
\begin{figure}[h]
|
||||
\centering
|
||||
\includegraphics[width=0.4\linewidth]{../img/lez5-img5.JPG}
|
||||
\caption{Example of domain of $\knn$}
|
||||
%\label{fig:}
|
||||
\end{figure}
|
||||
\\
|
||||
\red{This is a concave function and now I can apply Jensen's inquality}
|
||||
\\\\
|
||||
$$
|
||||
@ -139,8 +166,13 @@ the approximately since we are not every time sure.
|
||||
\\\\
|
||||
--- MANCA PARTE ---
|
||||
\\
|
||||
--- IMMAGINE ---
|
||||
\\\\
|
||||
\begin{figure}[h]
|
||||
\centering
|
||||
\includegraphics[width=0.8\linewidth]{../img/lez5-img6.JPG}
|
||||
\caption{Example of domain of $\knn$}
|
||||
%\label{fig:}
|
||||
\end{figure}
|
||||
\\
|
||||
$ p = 0.8 \qquad q = 1 \qquad r = 1 \qquad \alpha = 60\%$
|
||||
\\
|
||||
Net Change in number of mistakes\\
|
||||
@ -155,9 +187,19 @@ Fraction of example miss classified $\ell -$ error $\ell' +$ error $\ell"$ \\
|
||||
$$
|
||||
= 0.2 - ( \frac{1}{2} \cdot 0.4 + \frac{1}{2} \cdot 0 ) = 0
|
||||
$$
|
||||
\begin{figure}[h]
|
||||
\centering
|
||||
\includegraphics[width=0.6\linewidth]{../img/lez5-img7.JPG}
|
||||
\caption{Example of domain of $\knn$}
|
||||
%\label{fig:}
|
||||
\end{figure}
|
||||
\begin{figure}[h]
|
||||
\centering
|
||||
\includegraphics[width=0.4\linewidth]{../img/lez5-img8.JPG}
|
||||
\caption{Example of domain of $\knn$}
|
||||
%\label{fig:}
|
||||
\end{figure}
|
||||
\\
|
||||
--- DISEGNO ---
|
||||
\\\\
|
||||
Idea is to replace minimum function with convex combination.
|
||||
$$
|
||||
\psi(\alpha) = min\ \{\alpha, 1-\alpha\} \qquad \psi(a) \geq \psi(\alpha)
|
||||
@ -170,11 +212,15 @@ $$
|
||||
)}
|
||||
\end{cases}
|
||||
$$
|
||||
All this functions has this shape (concave???)\\
|
||||
-- DISEGNO --
|
||||
All this functions has this shape (concave???)
|
||||
\begin{figure}[h]
|
||||
\centering
|
||||
\includegraphics[width=0.4\linewidth]{../img/lez5-img9.JPG}
|
||||
\caption{Example of domain of $\knn$}
|
||||
%\label{fig:}
|
||||
\end{figure}
|
||||
\\
|
||||
In practise Machine Learning algorithm use GNI or entropy to control the split
|
||||
\\\\
|
||||
\section{Tree Predictor}
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\begin{itemize}
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\item Multi class classification $|Y| > 2$ $\longrightarrow$ \red{take majority}
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@ -189,7 +235,12 @@ Unless leaves are \textit{"pured"}, the training error will be bigger than 0.
|
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\\\\
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In general, i can always write $\hat{\ell}(h_t)$ to 0 by growing enough the tree unless there are $x_1$ in the Time Series such that $(x_t, y_t)(x_t,y_t’)$ with $y_t \neq y_t’$ both occur.
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\\
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--- DISEGNO ----
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\centering
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\caption{Example of domain of $\knn$}
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%\label{fig:}
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\end{figure}
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\\
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$$ if (x_1 = \alpha) \wedge (x_2 = \geq \alpha) \vee (x_1 = b) \vee (x_1 = c) \wedge (x_3= y) \qquad
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$$
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\frac{d G(\hat{y})}{d\hat{y}} = 2 \cdot \hat{y}- 2 \cdot \barra{E} \left[ \, y | X= x \, \right] = 0 \quad \longrightarrow \quad \red{\textit{So setting derivative to 0}}
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$$
|
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\\ --- DISEGNO OPT CURVE ---\\\\
|
||||
Suppose we have a learning domain\\
|
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\begin{figure}[h]
|
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\centering
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\includegraphics[width=0.1\linewidth]{../img/lez6-img0.JPG}
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\caption{Example of domain of $\knn$}
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%\label{fig:}
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\end{figure}
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\\
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$G' (\hat{y}) = \hat{y}^2 - 2\cdot b \cdot \hat{y}$
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\\
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$$
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$$
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D_{y|x} = \{ \eta(x), 1- \eta(x) \}
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$$
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\\
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||||
\newpage
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||||
Suppose we have a learning domain\\
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--- DISEGNO --
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\begin{figure}[h]
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\centering
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\includegraphics[width=0.6\linewidth]{../img/lez6-img1.JPG}
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\caption{Example of domain of $\knn$}
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%\label{fig:}
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\end{figure}
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\\
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where $\eta$ is a function of $x$, so i can plot it\\
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$\eta$ will te me $Prob (x) = $
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\\
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$\eta(x)$ is not necessary continous
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\\
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||||
--- DISEGNO ---
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\\\\
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$\eta(x) \in \{0,1\} $ \qquad $y$ is always determined by $x$
|
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\begin{figure}[h]
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\centering
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\includegraphics[width=0.6\linewidth]{../img/lez6-img2.JPG}
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\caption{Example of domain of $\knn$}
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%\label{fig:}
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\end{figure}
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\\
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$\eta(x) \in \{0,1\} $ \qquad $y$ is always determined by $x$
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\newpage
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How to get $f^*$ from the graph?
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||||
\\
|
||||
$$
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||||
$$
|
||||
Y = \{-1, +1 \}
|
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$$
|
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--- DISEGNO ---\\
|
||||
\begin{figure}[h]
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\centering
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\includegraphics[width=0.7\linewidth]{../img/lez6-img3.JPG}
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\caption{Example of domain of $\knn$}
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%\label{fig:}
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\end{figure}
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\\
|
||||
===============================\\
|
||||
MANCA ROBAAAAAAAAAAAAAAAAAAAAAAAAAAAAA\\
|
||||
==============================
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@ -217,10 +240,11 @@ $$\
|
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$$
|
||||
\barra{E} \left[ \, \ell , f^*(x) \, \right] = \barra{E} \left[ \, min \, \{ \eta(x) , 1- \eta(x) \} \, \right]
|
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$$
|
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\\
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\begin{figure}[h]
|
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\centering
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\includegraphics[width=1\textwidth]{bayesrisk.jpg}
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\caption{Example of Bayes Risk}
|
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\includegraphics[width=0.7\linewidth]{../img/lez6-img4.JPG}
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\caption{Example of domain of $\knn$}
|
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%\label{fig:}
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\end{figure}
|
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\\
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This is pdfTeX, Version 3.14159265-2.6-1.40.21 (MiKTeX 2.9.7300 64-bit) (preloaded format=pdflatex 2020.4.13) 15 APR 2020 12:37
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|
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\contentsline {section}{\numberline {10.3}Compare risk for zero-one loss}{66}%
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\contentsline {chapter}{\numberline {11}Lecture 11 - 20-04-2020}{68}%
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\contentsline {section}{\numberline {11.1}Analysis of $K_{NN}$}{68}%
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\contentsline {subsection}{\numberline {11.1.1}Study of $K_{NN}$}{71}%
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\contentsline {subsection}{\numberline {11.1.2}study of trees}{72}%
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\contentsline {section}{\numberline {11.2}Non-parametric Algorithms}{73}%
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\contentsline {subsection}{\numberline {11.2.1}Example of parametric algorithms}{74}%
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\contentsline {chapter}{\numberline {12}Lecture 12 - 21-04-2020}{75}%
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\contentsline {section}{\numberline {12.1}Non parametrics algorithms}{75}%
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