Changchun Master Li

An Introduction to Machine Learning Theory and Its Applications

2015-09-26

Machine Learning (ML) is coming into its own, with a growing recognition that ML can play a key role in a wide range of critical applications, such as data mining, natural language processing, image recognition, and expert systems. ML provides potential solutions in all these domains and more, and is set to be a pillar of our future civilization.

The supply of able ML designers has yet to catch up to this demand. A major reason for this is that ML is just plain tricky. This tutorial introduces the basics of Machine Learning theory, laying down the common themes and concepts, making it easy to follow the logic and get comfortable with the topic.

What is Machine Learning?

So what exactly is “machine learning” anyway? ML is actually a lot of things. The field is quite vast and is expanding rapidly, being continually partitioned and sub-partitioned ad nauseam into different sub-specialties and types of machine learning.

There are some basic common threads, however, and the overarching theme is best summed up by this oft-quoted statement made by Arthur Samuel way back in 1959: “[Machine Learning is the] field of study that gives computers the ability to learn without being explicitly programmed.”

And more recently, in 1997, Tom Mitchell gave a “well-posed” definition that has proven more useful to engineering types: “A computer program is said to learn from experience E with respect to some task T and some performance measure P, if its performance on T, as measured by P, improves with experience E.”

“A computer program is said to learn from experience E with respect to some task T and some performance measure P, if its performance on T, as measured by P, improves with experience E.” – Tom Mitchell, Carnegie Mellon University

Supervised Machine Learning

In the majority of supervised learning applications, the ultimate goal is to develop a finely tuned predictor function h(x) (sometimes called the “hypothesis”). “Learning” consists of using sophisticated mathematical algorithms to optimize this function so that, given input data x about a certain domain (say, square footage of a house), it will accurately predict some interesting value h(x) (say, market price for said house).

In practice, x almost always represents multiple data points. So, for example, a housing price predictor might take not only square-footage (x1) but also number of bedrooms (x2), number of bathrooms (x3), number of floors (x4), year built (x5), zip code (x6), and so forth. Determining which inputs to use is an important part of ML design. However, for the sake of explanation, it is easiest to assume a single input value is used.

Classification Problems

Under supervised ML, two major subcategories are:

Regression machine learning systems: Systems where the value being predicted falls somewhere on a continuous spectrum. These systems help us with questions of “How much?” or “How many?”.
Classification machine learning systems: Systems where we seek a yes-or-no prediction, such as “Is this tumer cancerous?”, “Does this cookie meet our quality standards?”, and so on.

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