CS 189/289A: Introduction to Machine Learning (original) (raw)

CS 189/289A Introduction to Machine Learning Jonathan ShewchukContact:Use Piazza for public and private questions that can be viewed by all the TAs. I check Piazza far more often and reliably than email.For very personal issues, send email tocs189-sp22@berkeley.edu. This email goes only to me and the Head Teaching Assistant, Kevin Li.Spring 2022Mondays and Wednesdays, 6:30–8:00 pmWheeler Hall Auditorium (a.k.a. 150 Wheeler Hall)Begins Wednesday, January 19Discussion sections begin Monday, January 24My office hours:TBA and by appointment.(I'm usually free after the lectures too.)

This class introduces algorithms for learning, which constitute an important part of artificial intelligence.

Topics include

• classification: perceptrons, support vector machines (SVMs), Gaussian discriminant analysis (including linear discriminant analysis, LDA, and quadratic discriminant analysis, QDA), logistic regression, decision trees, neural networks, convolutional neural networks, boosting, nearest neighbor search;
• regression: least-squares linear regression, logistic regression, polynomial regression, ridge regression, Lasso;
• density estimation: maximum likelihood estimation (MLE);
• dimensionality reduction: principal components analysis (PCA), random projection; and
• clustering: _k_-means clustering, hierarchical clustering, spectral graph clustering.

Useful Links

• Access the CS 189/289APiazza discussion group.
• If you want an instructional account, you canget one online. Go to the same link if you forget your password or account name.
• Check out this Machine Learning Visualizer by our former TA Sagnik Bhattacharya and his teammates Colin Zhou, Komila Khamidova, and Aaron Sun. It's a great way to build intuition for what decision boundaries different classification algorithms find.

Prerequisites

• Math 53 (or another vector calculus course),
• Math 54, Math 110, or EE 16A+16B (or another linear algebra course),
• CS 70, EECS 126, or Stat 134 (or another probability course).
• Enough programming experience to be able to debug complicated programs without much help. (Unlike in a lower-division programming course, the Teaching Assistants are under no obligation to look at your code.) You should take these prerequisites quite seriously. If you don't have a solid intuitive understanding of linear algebra, probability, and gradients, as well as substantial programming experience with some attention to data structures, I strongly recommend not taking CS 189. However, the prerequisites are not formally enforced—rather, they're enforced by the fact that you won't understand the class without them.

If you want to brush up on prerequisite material:

• Here's ashort summary of math for machine learning written by our former TA Garrett Thomas.
• Stanford's machine learning class provides additional reviews oflinear algebra andprobability theory.
• There's a fantastic collection of linear algebra visualizations on YouTube by3Blue1Brown starting withthis playlist, The Essence of Linear Algebra. I highly recommend them, even if you think you already understand linear algebra. It's not enough to know how to work with matrix algebra equations; it's equally important to have a geometric intuition for what it all means.
• To learn matrix calculus (which will rear its head first in Homework 2), check out the first two chapters ofThe Matrix Cookbook.
• Another locally written review of linear algebra appears inthis book by Prof. Laurent El Ghaoui.
• An alternative guide to CS 189 material (if you're looking for a second set of lecture notes besides mine), written by our former TAs Soroush Nasiriany and Garrett Thomas, is availableat this link. I recommend reading my notes first, but reading the same material presented a different way can help you firm up your understanding.

Textbooks

Both textbooks for this class are available free online. Hardcover and eTextbook versions are also available.

• Gareth James,Daniela Witten,Trevor Hastie, andRobert Tibshirani,An Introduction to Statistical Learning with Applications in R, second edition, Springer, New York, 2021. ISBN # 978-1-0716-1417-4.See Amazon for hardcover or eTextbook.
• Trevor Hastie,Robert Tibshirani, andJerome Friedman, The Elements of Statistical Learning: Data Mining, Inference, and Prediction, second edition, Springer, 2008.See Amazon for hardcover or eTextbook.

Homework and Exams

You have a total of 5 slip days that you can apply to your semester's homework. We will simply not award points for any late homework you submit that would bring your total slip days over five. If you are in the Disabled Students' Program and you are offered an extension, even with your extension plus slip days combined,no single assignment can be extended more than 5 days. (We have to grade them sometime!) If you need to request an extension of a homework due date, please use thisExtension Requests form.

The following homework due dates and midterm date are tentative and may change.

The CS 289A Projecthas a proposal due Saturday, April 16. The video is due Monday, May 9, and the final report is due Tuesday, May 10. Please sign up your group for a ten-minute meeting slot with one of the TAs onthis Google spreadsheet. Dates are available from April 11 to April 15. If you need serious computational resources, our former Teaching Assistant Alex Le-Tu has written lovely guides tousing Google Cloud andusing Google Colab.

Homework 1is due Thursday, January 27 at 11:59 PM. (Here's just the written part.)

Homework 2is due Wednesday, February 9 at 11:59 PM.

Homework 3is due Wednesday, February 23 at 11:59 PM. (Here's just the written part.)

Homework 4is due Wednesday, March 9 at 11:59 PM. (Here's just the written part.)

Homework 5is due Sunday, April 3 at 11:59 PM. (Here's just the written part.)

Homework 6is due Monday, April 25 at 11:59 PM. (Here's just the written part.)

Homework 7is due Sunday, May 8 at 11:59 PM. (Here's just the written part.)

The Midterm took place on Wednesday, March 16 at 6:30–8:00 PM. Previous midterms are available: Without solutions:Spring 2013,Spring 2014,Spring 2015,Fall 2015,Spring 2016,Spring 2017,Spring 2019,Summer 2019,Spring 2020 Midterm A,Spring 2020 Midterm B,Spring 2021,Spring 2022. With solutions:Spring 2013,Spring 2014,Spring 2015,Fall 2015,Spring 2016,Spring 2017,Spring 2019,Summer 2019,Spring 2020 Midterm A,Spring 2020 Midterm B,Spring 2021,Spring 2022.

The Final Exam took place on **Friday, May 13, 3–6 PM.**Previous final exams are available. Without solutions:Spring 2013,Spring 2014,Spring 2015,Fall 2015,Spring 2016,Spring 2017,Spring 2019,Spring 2020,Spring 2021,Spring 2022. With solutions:Spring 2013,Spring 2014,Spring 2015,Fall 2015,Spring 2016,Spring 2017,Spring 2019,Spring 2020,Spring 2021,Spring 2022.

Lectures

Now available:The complete semester's lecture notes (with table of contents and introduction).

The references below to sections in_Introduction to Statistical Learning with Applications in R_ (ISL) are for the first edition. I will update them to the second edition when time permits.

Lecture 1 (January 19): Introduction. Classification, training, and testing. Validation and overfitting. Read ESL, Chapter 1. My lecture notes (PDF). The screencast.

Lecture 2 (January 24): Linear classifiers. Decision functions and decision boundaries. The centroid method. Perceptrons. Read parts of the WikipediaPerceptron page. Optional: Read ESL, Section 4.5–4.5.1. My lecture notes (PDF). The screencast.

Lecture 3 (January 26): Gradient descent, stochastic gradient descent, and the perceptron learning algorithm. Feature space versus weight space. The maximum margin classifier, aka hard-margin support vector machine (SVM). Read ISL, Section 9–9.1. My lecture notes (PDF). The screencast.

Lecture 4 (January 31): The support vector classifier, aka soft-margin support vector machine (SVM). Features and nonlinear decision boundaries. Read ESL, Section 12.2 up to and including the first paragraph of 12.2.1. My lecture notes (PDF). Ben's lecture video. In case you don't have access to bCourses, here'sa backup screencast (screen only). You can also watch my 2021screencast.

Lecture 5 (February 2): Machine learning abstractions: application/data, model, optimization problem, optimization algorithm. Common types of optimization problems: unconstrained, constrained (with equality constraints), linear programs, quadratic programs, convex programs. Optional: Read (selectively) the Wikipedia page onmathematical optimization. My lecture notes (PDF). Ben's lecture video. In case you don't have access to bCourses, here'sa backup screencast (screen only). You can also watch my 2021screencast.

Lecture 6 (February 7): Decision theory: the Bayes decision rule and optimal risk. Generative and discriminative models. Read ISL, Section 4.4.1. My lecture notes (PDF). Oleksii's lecture video. In case you don't have access to bCourses, here'sa backup screencast (screen only). You can also watch my 2021screencast.

Lecture 7 (February 9): Gaussian discriminant analysis, including quadratic discriminant analysis (QDA) and linear discriminant analysis (LDA). Maximum likelihood estimation (MLE) of the parameters of a statistical model. Fitting an isotropic Gaussian distribution to sample points. Read ISL, Section 4.4. Optional: Read (selectively) the Wikipedia page onmaximum likelihood. My lecture notes (PDF). Ziye's lecture video. In case you don't have access to bCourses, here'sa backup screencast (screen only). You can also watch my 2021screencast.

Lecture 8 (February 14): Eigenvectors, eigenvalues, and the eigendecomposition. The Spectral Theorem for symmetric real matrices. The quadratic form and ellipsoidal isosurfaces as an intuitive way of understanding symmetric matrices. Application to anisotropic normal distributions (aka Gaussians). Read Chuong Do's notes on the multivariate Gaussian distribution. My lecture notes (PDF). Krishna's lecture video. In case you don't have access to bCourses, here'sa backup screencast (screen only). You can also watch my 2021screencast.

Lecture 9 (February 16): Anisotropic normal distributions (aka Gaussians). MLE, QDA, and LDA revisited for anisotropic Gaussians. Read ISL, Sections 4.4 and 4.5. My lecture notes (PDF). Agnibho's lecture video. In case you don't have access to bCourses, here'sa backup screencast (screen only). You can also watch my 2021screencast.

February 21 is Presidents' Day.

Lecture 10 (February 23): Regression: fitting curves to data. The 3-choice menu of regression function + loss function + cost function. Least-squares linear regression as quadratic minimization and as orthogonal projection onto the column space. The design matrix, the normal equations, the pseudoinverse, and the hat matrix (projection matrix). Logistic regression; how to compute it with gradient descent or stochastic gradient descent. Read ISL, Sections 4–4.3. My lecture notes (PDF). The lecture video. In case you don't have access to bCourses, here'sa backup screencast (screen only).

Lecture 11 (February 28): Newton's method and its application to logistic regression. LDA vs. logistic regression: advantages and disadvantages. ROC curves. Weighted least-squares regression. Least-squares polynomial regression. Read ISL, Sections 4.4.3, 7.1, 9.3.3; ESL, Section 4.4.1. Optional: here isa fine short discussion of ROC curves—but skip the incoherent question at the top and jump straight to the answer. My lecture notes (PDF). The lecture video. In case you don't have access to bCourses, here'sa backup screencast (screen only).

Lecture 12 (March 2): Statistical justifications for regression. The empirical distribution and empirical risk. How the principle of maximum likelihood motivates the cost functions for least-squares linear regression and logistic regression. The bias-variance decomposition; its relationship to underfitting and overfitting; its application to least-squares linear regression. Read ESL, Sections 2.6 and 2.9. Optional: Read the Wikipedia page onthe bias-variance trade-off. My lecture notes (PDF). The lecture video. In case you don't have access to bCourses, here'sa backup screencast (screen only).

Lecture 13 (March 7): Ridge regression: penalized least-squares regression for reduced overfitting. How the principle of maximum a posteriori (MAP) motivates the penalty term (aka Tikhonov regularization). Subset selection. Lasso: penalized least-squares regression for reduced overfitting and subset selection. Read ISL, Sections 6–6.1.2, the last part of 6.1.3 on validation, and 6.2–6.2.1; and ESL, Sections 3.4–3.4.3. Optional: This CrossValidated page onridge regression is pretty interesting. My lecture notes (PDF). The lecture video. In case you don't have access to bCourses, here'sa backup screencast (screen only).

Lecture 14 (March 9): Decision trees; algorithms for building them. Entropy and information gain. Read ISL, Sections 8–8.1. My lecture notes (PDF). The lecture video. In case you don't have access to bCourses, here'sa backup screencast (screen only).

Lecture 15 (March 14): More decision trees: multivariate splits; decision tree regression; stopping early; pruning. Ensemble learning: bagging (bootstrap aggregating), random forests. Read ISL, Section 8.2. My lecture notes (PDF). The lecture video. In case you don't have access to bCourses, here'sa backup screencast (screen only).

The Midtermtook place on Wednesday, March 16. The midterm covered Lectures 1–13, the associated readings listed on the class web page, Homeworks 1–4, and discussion sections related to those topics.

March 21–25 is Spring Recess.

Lecture 16 (March 28): Kernels. Kernel ridge regression. The polynomial kernel. Kernel perceptrons. Kernel logistic regression. The Gaussian kernel. Optional: Read ISL, Section 9.3.2 and ESL, Sections 12.3–12.3.1 if you're curious about kernel SVM. My lecture notes (PDF). The lecture video. In case you don't have access to bCourses, here'sa backup screencast (screen only).

Lecture 17 (March 30): Neural networks. Gradient descent and the backpropagation algorithm. Read ESL, Sections 11.3–11.4. Optional: Welch Labs' video tutorialNeural Networks Demystified on YouTube is quite good (note that they transpose some of the matrices from our representation). Also of special interest is this Javascriptneural net demothat runs in your browser. Here'sanother derivation of backpropagation that some people have found helpful. My lecture notes (PDF). The lecture video. In case you don't have access to bCourses, here'sa backup screencast (screen only).

Lecture 18 (April 4): Neuron biology: axons, dendrites, synapses, action potentials. Differences between traditional computational models and neuronal computational models. Backpropagation with softmax outputs and logistic loss. Unit saturation, aka the vanishing gradient problem, and ways to mitigate it. Optional: Try out some of the Javascript demos onthis excellent web page—and if time permits, read the text too. The first four demos illustrate the neuron saturation problem and its fix with the logistic loss (cross-entropy) functions. The fifth demo gives you sliders so you can understand how softmax works. My lecture notes (PDF). The lecture video. In case you don't have access to bCourses, here'sa backup screencast (screen only).

Lecture 19 (April 6): Heuristics for faster training. Heuristics for avoiding bad local minima. Heuristics to avoid overfitting. Convolutional neural networks. Neurology of retinal ganglion cells in the eye and simple and complex cells in the V1 visual cortex. Read ESL, Sections 11.5 and 11.7. Here is the video about Hubel and Wiesel's experiments on the feline V1 visual cortex. Here is Yann LeCun's video demonstrating LeNet5. Optional: A fine paper on heuristics for better neural network learning isYann LeCun, Leon Bottou, Genevieve B. Orr, and Klaus-Robert Müller, “Efficient BackProp,” in G. Orr and K.-R. Müller (Eds.),Neural Networks: Tricks of the Trade, Springer, 1998. Also of special interest is this Javascriptconvolutional neural net demo that runs in your browser.Some slides about the V1 visual cortex and ConvNets(PDF). My lecture notes (PDF). The screencast.

Lecture 20 (April 11): Unsupervised learning. Principal components analysis (PCA). Derivations from maximum likelihood estimation, maximizing the variance, and minimizing the sum of squared projection errors. Eigenfaces for face recognition. Read ISL, Sections 10–10.2 and the Wikipedia page onEigenface. Optional:Watch the video for Volker Blanz and Thomas Vetter's_A Morphable Model for the Synthesis of 3D Faces_.My lecture notes (PDF). The lecture video. In case you don't have access to bCourses, here'sa backup screencast (screen only).

Lecture 21 (April 13): The singular value decomposition (SVD) and its application to PCA. Clustering: _k_-means clustering aka Lloyd's algorithm;_k_-medoids clustering; hierarchical clustering; greedy agglomerative clustering. Dendrograms. Read ISL, Section 10.3. My lecture notes (PDF). The lecture video. In case you don't have access to bCourses, here'sa backup screencast (screen only).

Lecture 22 (April 18): The geometry of high-dimensional spaces. Random projection. The pseudoinverse and its relationship to the singular value decomposition. Optional: Mark Khoury,Counterintuitive Properties of High Dimensional Space. Optional: The Wikipedia page onthe Moore–Penrose inverse. For reference: Sanjoy Dasgupta and Anupam Gupta,An Elementary Proof of a Theorem of Johnson and Lindenstrauss, Random Structures and Algorithms 22(1)60–65, January 2003. My lecture notes (PDF). The lecture video. In case you don't have access to bCourses, here'sa backup screencast (screen only).

Lecture 23 (April 20): Learning theory. Range spaces (aka set systems) and dichotomies. The shatter function and the Vapnik–Chervonenkis dimension. Read Andrew Ng'sCS 229 lecture notes on learning theory. For reference: Thomas M. Cover,Geometrical and Statistical Properties of Systems of Linear Inequalities with Applications in Pattern Recognition, IEEE Transactions on Electronic Computers 14(3):326–334, June 1965. My lecture notes (PDF). The lecture video. In case you don't have access to bCourses, here'sa backup screencast (screen only).

Lecture 24 (April 25): AdaBoost, a boosting method for ensemble learning. Nearest neighbor classification and its relationship to the Bayes risk. Read ESL, Sections 10–10.5, and ISL, Section 2.2.3. For reference: Yoav Freund and Robert E. Schapire,A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting, Journal of Computer and System Sciences 55(1):119–139, August 1997. Freund and Schapire's Gödel Prize citation and theirACM Paris Kanellakis Theory and Practice Award citation. For reference: Thomas M. Cover and Peter E. Hart,Nearest Neighbor Pattern Classification, IEEE Transactions on Information Theory 13(1):21–27, January 1967. For reference: Evelyn Fix and J. L. Hodges Jr.,Discriminatory Analysis---Nonparametric Discrimination: Consistency Properties, Report Number 4, Project Number 21-49-004, US Air Force School of Aviation Medicine, Randolph Field, Texas, 1951. See also This commentary on the Fix–Hodges paper. My lecture notes (PDF). The lecture video. In case you don't have access to bCourses, here'sa backup screencast (screen only).

Lecture 25 (April 27): The exhaustive algorithm for _k_-nearest neighbor queries. Speeding up nearest neighbor queries. Voronoi diagrams and point location.k_-d trees. Application of nearest neighbor search to the problem of_geolocalization: given a query photograph, determine where in the world it was taken. If I like machine learning, what other classes should I take? For reference: the best paper I know about how to implement a _k_-d tree is Sunil Arya and David M. Mount,Algorithms for Fast Vector Quantization, Data Compression Conference, pages 381–390, March 1993. For reference: the IM2GPS web page, which includes a link to the paper. My lecture notes (PDF). The lecture video. In case you don't have access to bCourses, here'sa backup screencast (screen only).

The Final Examtook place on Friday, May 13, 3–6 PM.

Discussion Sections and Teaching Assistants

Sections begin to meet on January 24.

Your Teaching Assistants are:
Kevin Li (Head TA)
Kumar Agrawal
Ashwin Balakrishna
Gaurav Ghosal
Philippe Hansen-Estruch
Ben Hoberman
Allan Jabri
Philip Jacobson
Rahul Kumar
Frank Liu
Ziye Ma
Anika Ramachandran
Agnibho Roy
Oleksii Volkovskyi

Grading

• 40% for homeworks.
• 20% for the Midterm.
• CS 189: 40% for the Final Exam.
• CS 289A: 20% for the Final Exam.
• CS 289A: 20% for a Project.

Supported in part by the National Science Foundation under Awards CCF-0430065, CCF-0635381, IIS-0915462, CCF-1423560, and CCF-1909204, in part by a gift from the Okawa Foundation, and in part by an Alfred P. Sloan Research Fellowship.