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@ -30,7 +30,14 @@ One example of loss is the absolute loss: absolute difference between numbers\\
\section{Loss}
\subsection{Absolute Loss}
$$\ell(y,\hat{y} = | y - \hat{y} | \Rightarrow absolute \quad loss\\ $$
--- DISEGNO ---\\\\
\\
\begin{figure}[h]
\centering
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\caption{Example of domain of $\knn$}
%\label{fig:}
\end{figure}\\
\\
Some inconvenient properties:
\begin{itemize}
@ -40,8 +47,14 @@ Some inconvenient properties:
\subsection{Square Loss}
$$ \ell(y,\hat{y} = ( y - \hat{y} )^2 \Rightarrow \textit{square loss}\\$$
-- DISEGNO ---\\
Derivative :
\\
\begin{figure}[h]
\centering
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\caption{Example of domain of $\knn$}
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\item more informative
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Chapter 1.
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@ -19,8 +19,14 @@ Example $(x,y)$ \qquad y is the label associated with x\\
Learning with example $(x_1,y_1)...(x_m,y_m) \quad \textit{training set} $\\\\
Training set is a set of examples with every algorithm can learn.......\\\\
Learning algorithm take training set as input and produces a predictor as output.\\\\
......DISEGNO \\\\
With image recognition we use as measurement pixels.\\
\\
\begin{figure}[h]
\centering
\includegraphics[width=0.8\linewidth]{../img/lez3-img1.JPG}
\caption{Example of domain of $\knn$}
%\label{fig:}
\end{figure}\\
\\With image recognition we use as measurement pixels.\\
How do we measure the power of a predictor?\\
A learning algorithm will look at training set, algorithm and generate the predictor. Now the problem is verify the score. \\
Now we can consider a test set collection of example
@ -194,20 +200,29 @@ $
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\} \\\\
d = 2 \rightarrow \textit{2-dimensional vector}\\
$\\
....-- DISEGNO --...
\\
where + and - are labels
\\\\
\newpage
\textbf{Point of test set}
\\
If i want to predict this point?
\begin{figure}[h]
\centering
\includegraphics[width=0.4\linewidth]{../img/lez3-img2.JPG}
\caption{Example of domain of $\knn$}
%\label{fig:}
\end{figure}
\\
Maybe if point is close to point with label i know then. Maybe they have the same label.
\\
$\hat{y} = + \quad or \quad \hat{y} = - $
\\\\
.....-- DISEGNO -- ...
\\\
\begin{figure}[h]
\centering
\includegraphics[width=0.4\linewidth]{../img/lez3-img3.JPG}
\caption{Example of domain of $\knn$}
%\label{fig:}
\end{figure}\\
\\
I can came up with some sort of classifier.
\\\\
Given $S$ training set, i can define $\hnn$ $X \rightarrow \{-1,1\}\\

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Chapter 1.
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\OML/cmm/m/it/12 X \OT1/cmr/m/n/12 = \OMS/cmsy/m/n/12 f\OML/cmm/m/it/12 Sunny;
\OT1/cmr/m/n/12 50%\OML/cmm/m/it/12 ; No\OMS/cmsy/m/n/12 g ! []f\OML/cmm/m/it
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@ -49,8 +49,12 @@ You can vary this algorithm as you want.\\\\
Lets 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 dont 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}

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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)
\\
Im 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{Jensens 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}
\begin{itemize}
\item Multi class classification $|Y| > 2$ $\longrightarrow$ \red{take majority}
@ -189,7 +235,12 @@ Unless leaves are \textit{"pured"}, the training error will be bigger than 0.
\\\\
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.
\\
--- DISEGNO ----
\begin{figure}[h]
\centering
\includegraphics[width=0.7\linewidth]{../img/lez5-img10.JPG}
\caption{Example of domain of $\knn$}
%\label{fig:}
\end{figure}
\\
$$ if (x_1 = \alpha) \wedge (x_2 = \geq \alpha) \vee (x_1 = b) \vee (x_1 = c) \wedge (x_3= y) \qquad
$$

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@ -79,7 +79,14 @@ where red{$G(\hat{y})$ is equal to the part between $\left[...\right]$}
$$
\frac{d G(\hat{y})}{d\hat{y}} = 2 \cdot \hat{y}- 2 \cdot \barra{E} \left[ \, y | X= x \, \right] = 0 \quad \longrightarrow \quad \red{\textit{So setting derivative to 0}}
$$
\\ --- DISEGNO OPT CURVE ---\\\\
Suppose we have a learning domain\\
\begin{figure}[h]
\centering
\includegraphics[width=0.1\linewidth]{../img/lez6-img0.JPG}
\caption{Example of domain of $\knn$}
%\label{fig:}
\end{figure}
\\
$G' (\hat{y}) = \hat{y}^2 - 2\cdot b \cdot \hat{y}$
\\
$$
@ -130,9 +137,14 @@ $$\
$$
D_{y|x} = \{ \eta(x), 1- \eta(x) \}
$$
\\
\newpage
Suppose we have a learning domain\\
--- DISEGNO --
\begin{figure}[h]
\centering
\includegraphics[width=0.6\linewidth]{../img/lez6-img1.JPG}
\caption{Example of domain of $\knn$}
%\label{fig:}
\end{figure}
\\
where $\eta$ is a function of $x$, so i can plot it\\
$\eta$ will te me $Prob (x) = $
@ -141,10 +153,15 @@ $\eta$ tells me a lot how hard is learning problem in the domain
\\
$\eta(x)$ is not necessary continous
\\
--- DISEGNO ---
\\\\
$\eta(x) \in \{0,1\} $ \qquad $y$ is always determined by $x$
\begin{figure}[h]
\centering
\includegraphics[width=0.6\linewidth]{../img/lez6-img2.JPG}
\caption{Example of domain of $\knn$}
%\label{fig:}
\end{figure}
\\
$\eta(x) \in \{0,1\} $ \qquad $y$ is always determined by $x$
\newpage
How to get $f^*$ from the graph?
\\
$$
@ -153,7 +170,13 @@ $$
$$
Y = \{-1, +1 \}
$$
--- DISEGNO ---\\
\begin{figure}[h]
\centering
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%\label{fig:}
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\\
===============================\\
MANCA ROBAAAAAAAAAAAAAAAAAAAAAAAAAAAAA\\
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@ -217,10 +240,11 @@ $$\
$$
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$$
\\
\begin{figure}[h]
\centering
\includegraphics[width=1\textwidth]{bayesrisk.jpg}
\caption{Example of Bayes Risk}
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\caption{Example of domain of $\knn$}
%\label{fig:}
\end{figure}
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