Thursday, April 17, 2008


The final is worth 25 points (+7 bonus points), covering the lectures after the midterm. The following lectures will not be covered:
  • Nearest neighbor methods (covered by the final assignment)
  • Prediction bounds (the last lecture before the midterm)
  • Large-scale learning (exponentiated gradient, VW), but the standard gradient method may be covered.
If necessary, the final will be curved.

Wednesday, April 16, 2008

Reading Assignments

Since a number of you chose this option, the oral quiz is not going to happen (even if it takes 10 minutes per paper, the quiz would take about 10 hours). We can have a written quiz. The quiz will take 30 minutes per paper and will start at 1pm on May 1. (If you are doing only one paper, you can either come at 1pm and leave at 1:30pm, or come at 1:30pm and leave at 2pm.) The final will be held at 2:40pm the same day.

1) Please email me IF you want to do paper #2. (As I recall, nobody expressed interest in reading it, so unless I hear from someone, the paper is off the list.)

2) Please email me IF there is any time conflict.

3) Please don't email me asking what type of questions there will be on the quiz. You should understand the papers in depth. You CAN use the papers on the quiz, but you can't use any other material.

Saturday, April 5, 2008

Questions about final projects

- in Problem #1, do we have to come up with a new method, or can we use
an already existing one (I was thinking about Kmeans, for example) ?

You can use an existing method, provided that you are happy with how it performs on the problem. The webpage describing the dataset has a list of test error rates achievable by different methods, so you can see how well you are doing.

how about the code? do we have to provide it as well? does it have to be
100% original or can we use (and maybe adapt) toolboxes? (I saw for
example you pointed us to weka). Are there restrictions on the language?

You have to provide the code. You can use toolboxes. The code doesn't have to be original if you can make it work well on the problem. The grade *will* depend on the performance of other students. There is no restriction on the programming language as long as you make it easy for me to run your solution to verify the reported test error rates. (Again, if you somehow use the test set to tune your solution, you will automatically get 0 points.)

- If we turn in some projects before May 1st, will they be graded
earlier (so that we get an idea whether we should attempt others) ?

Yes, but every student will be given only one additional attempt.

An important note: If you choose to do a reading assignment with a quiz, I will subtract points if you clearly don't understand an important concept from the paper. So choose this option only if you are serious about it.

Wednesday, April 2, 2008

Tuesday, April 1, 2008

Large Scale Learning

A link to Vowpal Wabbit (Fast Online Learning at Yahoo! Research).
A link to Hadoop, also here and here.

Friday, March 28, 2008

Active Learning

D. Cohn, L. Atlas, R. Ladner. Improving generalization with active learning, Machine Learning, 15(2), 1994.

S. Dasgupta, D.J. Hsu, and C. Monteleoni. A general agnostic active learning algorithm.
Neural Information Processing Systems (NIPS), 2007.

S. Dasgupta. Coarse sample complexity bounds for active learning.
Neural Information Processing Systems (NIPS), 2005.

S. Dasgupta, A. Kalai, and C. Monteleoni. Analysis of perceptron-based active learning.
Eighteenth Annual Conference on Learning Theory (COLT), 2005.

The algorithm A2 described in the class:
M-F. Balcan, A. Beygelzimer, and J. Langford. Agnostic Active Learning, ICML 2006.
Video lecture on A2.

Hanneke, S. (2007). Teaching Dimension and the Complexity of Active Learning. In proceedings of the 20th Annual Conference on Learning Theory (COLT).

Hanneke, S. (2007). A Bound on the Label Complexity of Agnostic Active Learning. In proceedings of the 24th Annual International Conference on Machine Learning (ICML).

M-F. Balcan, A. Broder, and T. Zhang. Margin Based Active Learning, COLT 2007.

Friday, March 14, 2008

Midterm statistics

Midterm statistics:

Average grade: 17.14
Median grade: 18
Min: 0
Max: 33
Total number of students: 53

Deergha will email the individual grades.

Saturday, March 8, 2008


The midterm is worth 25 points (25% of your final grade).

There will be three problems (8 points each) and three simple exercises (3 points each). Thus if you solve any two problems + all exercises, you will still get the maximum grade. If you do everything, you will get 8 bonus points.

The material covered in the following lectures will NOT be on the midterm:
  1. Generalization bounds (the lecture before the midterm)
  2. Reductions
  3. Sanjoy's talk on projections, Gaussian scale mixtures, and the EM
One of the problems will be on the semantics of loss functions. You should be able to answer questions of the form: What loss function does the following quantity minimize? (See this post, for example.)

The other two problems will be on any two of the following algorithms:
  1. Winnow
  2. Halving
  3. (Randomized) Weighted Majority
  4. Perceptron
The exercises will cover the rest of the material.

Monday, February 4, 2008

Conditional means, medians and all that

Let D be a distribution over X x Y, where X is some feature space and Y is a real-valued label. It is well known that the minimizer of the squared loss is the conditional mean mean(x) = E[y], where the expectation is over the draw of y from D|x. It's your homework problem number 3. (For those of you who are overly concerned with rigor, assume that X and Y are closed subsets of R^m and R, respectively. This is clearly true for any machine representation of X and Y.)

In many situations, the mean is not sufficiently robust, and one is actually interested in the conditional median (see this book). The conditional median is formally defined by median(x) = {q in R : D(Y ≤ q | X = x) ≥ 1/2 and D (Y ≥ q | X = x) ≥ 1/2}. The median is also the solution to the problem of minimizing E|f(x)-y|, where the expectation is with respect to D.
Note that the median may not be unique when the conditional distribution has regions with zero mass.

The argument goes like this: Fix x. Consider two equal point masses (with respect to D|x) at locations y1 and y2 in R. The loss suffered by any prediction y in the interval [y1,y2] is (y-y1)+(y2-y) = (y2-y1). Any y not in [y1,y2] always induces a larger loss, so the minimizer is in [y1,y2]. Since we can break D|x and break it into equal mass pairs with y2 above and y1 below the median (by the definition of the median), the absolute error loss is minimized when f(x) = median(x). A similar argument holds for discrete random variables (special case).