There are two important aspects of complexity in machine learning. First, there is the issue of sample complexity: in many learning problems, training data is expensive and we should hope not to need too much of it. Secondly, there is computational complexity: A neural network, for example, which takes an hour to train may be of no practical use in complex financial prediction problems. It is important that both the amount of training data required for a prescribed level of performance and the running time of the learning algorithm in learning from this data do not increase too dramatically as the `difficulty' of the learning problem

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15 Οκτ 2013 (πριν από 3 χρόνια και 9 μήνες)

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Brief Comments on PAC Learning Theory


There are two important aspects of complexity in machine learning. First, there is
the issue of
sample complexity
: in many learning problems, training data is
expensive and we should hope not to need too much of it. S
econdly, there is
computational complexity
: A neural network, for example, which takes an hour to
train may be of no practical use in complex financial prediction problems. It is
important that both the amount of training data required for a prescribed le
vel of
performance and the running time of the learning algorithm in learning from this
data do not increase too dramatically as the `difficulty' of the learning problem
increases. Such issues have been formalised and investigated over the past
decade with
in the field of `computational learning theory'. In the class, I tried to
describe one popular framework for discussing such problems. This is the
probabilistic framework which has become known as the `probably approximately
correct', or PAC, model of lear
ning. Of course, there are many other
mathematical frameworks in which to discuss learning and generalization and I
make no claim that the framework discussed in the class is superior to others
discussed elsewhere.

We do not have time to survey the whole
area of the PAC model and its
important variants. I have placed emphasis on those topics that are discussed in
your text book and those that I find to be of most interest and, consequently, I
mentioned sample complexity and not computational complexity. Th
ere are now
a number of books dealing with probabilistic models of learning: the interested
reader might consult

the following books.

L. Devroye, L. Gyorfi and G. Lugosi.
A Probabilistic Theory of Pattern Recognition
.
Springer
-
Verlag, New York, 1996.


B.

K
. Natarajan.
Machine Learning: A Theoretical Approach
. Morgan Kaufmann, San
Mateo, California, 1991.


M.J. Kearns and U. Vazirani (1995).
Introduction to Computational Learning Theory
,
MIT Press 1995.


V.

N. Vapnik.
The Nature of Statistical Learning The
ory
. Springer, New York, 1995.


M. Vidyasagar,
A Theory of Learning and Generalization: With Applications to Neural
Networks and Control Systems
, Springer, London, 1997.

The basic PAC model as it was discussed in the class is applicable for
classification
problems. The second part concerns extensions of the basic PAC
model, such as those relevant to neural networks with real
-
valued outputs. The
PAC theory is useful for a number of non
-
neural learning problems, such as the
inference of boolean functions. The
refore, while aiming to keep the applications
pertinent to neural networks, I have tried also to retain the generality of the
theory.

What we will do is to finish this topic soon and move on to a couple of other
methods so you are equipped with enough amm
unition to work on your term
papers. If there is time, I plan to revisit this topic toward the end of the quarter
and spend some time on theoretical issues.

Unless I receive requests otherwise, I plan to move on to NN, Bayesian nets and
genetic algorithms
in that order.