Data Mining & Machine Learning Introduction Intelligent Systems Lab. Soongsil University Thanks to Raymond J. Mooney in the University of Texas at Austin, Isabelle Guyon

Artificial Intelligence (AI): Research Areas Learning Algorithms Inference Mechanisms Knowledge Representation Intelligent System Architecture Research Intelligent Agents Information Retrieval Electronic Commerce Data Mining Bioinformatics Natural Language Proc. Expert Systems Artificial Intelligence Application Rationalism (Logical) Empiricism (Statistical) Connectionism (Neural) Evolutionary (Genetic) Biological (Molecular) Paradigm

Artificial Intelligence (AI): Paradigms Symbolic AI Rule-Based Systems Connectionist AI Neural Networks Evolutionary AI Genetic Algorithms Molecular AI: DNA Computing

What is Machine Learning? algorithm Trained machine TRAINING DATA Answer ? Query

Definition of learning Definition: A computer program is said to learn from experience E with respect to some class of tasks T and performance measure P, if its performance at tasks in T, as measured by P, improves with experience E Task, T Experience, E Task Learned Program Learning Program Program Performance Performance, P

What is Learning? Herbert Simon: “Learning is any process by which a system improves performance from experience.”

Machine Learning Supervised Learning Unsupervised Learning Estimate an unknown mapping from known input- output pairs Learn fw from training set D={(x,y)} s.t. Classification: y is discrete Regression: y is continuous Unsupervised Learning Only input values are provided Learn fw from D={(x)} s.t. Clustering

Why Machine Learning? Recent progress in algorithms and theory Growing flood of online data Computational power is available Knowledge engineering bottleneck. Develop systems that are too difficult/expensive to construct manually because they require specific detailed skills or knowledge tuned to a specific task Budding industry

Niches using machine learning Data mining from large databases. Market basket analysis (e.g. diapers and beer) Medical records → medical knowledge Software applications we can’t program by hand Autonomous driving Speech recognition Self customizing programs to individual users. Spam mail filter Personalized tutoring Newsreader that learns user interests

Trends leading to Data Flood More data is generated: Bank, telecom, other business transactions ... Scientific data: astronomy, biology, etc Web, text, and e-commerce

Big Data Examples Europe's Very Long Baseline Interferometry (VLBI) has 16 telescopes, each of which produces 1 Gigabit/second of astronomical data over a 25-day observation session storage and analysis a big problem AT&T handles billions of calls per day so much data, it cannot be all stored -- analysis has to be done “on the fly”, on streaming data

Largest databases in 2007 Commercial databases: AT&T: 312 TB World Data Centre for Climate: 220 TB YouTube: 45TB of videos Amazon: 42 TB (250,000 full textbooks) Central Intelligence Agency (CIA): ?

Data Growth In 2 years, the size of the largest database TRIPLED!

Machine Learning / Data Mining Application areas Science astronomy, bioinformatics, drug discovery, … Business CRM (Customer Relationship management), fraud detection, e-commerce, manufacturing, sports/entertainment, telecom, targeted marketing, health care, … Web: search engines, advertising, web and text mining, … Government surveillance, crime detection, profiling tax cheaters, …

Data Mining for Customer Modeling Customer Tasks: attrition prediction targeted marketing: cross-sell, customer acquisition credit-risk fraud detection Industries banking, telecom, retail sales, …

Customer Attrition: Case Study Situation: Attrition rate at for mobile phone customers is around 25-30% a year ! With this in mind, what is our task? Assume we have customer information for the past N months.

Customer Attrition: Case Study Task: Predict who is likely to attrite next month. Estimate customer value and what is the cost-effective offer to be made to this customer.

Customer Attrition Results Verizon Wireless built a customer data warehouse Identified potential attriters Developed multiple, regional models Targeted customers with high propensity to accept the offer Reduced attrition rate from over 2%/month to under 1.5%/month (huge impact, with >30 M subscribers)

Assessing Credit Risk: Case Study Situation: Person applies for a loan Task: Should a bank approve the loan? Note: People who have the best credit don’t need the loans, and people with worst credit are not likely to repay. Bank’s best customers are in the middle

Credit Risk - Results Banks develop credit models using variety of machine learning methods. Mortgage and credit card proliferation are the results of being able to successfully predict if a person is likely to default on a loan Widely deployed in many countries

Successful e-commerce – Case Study Task: Recommend other books (products) this person is likely to buy Amazon does clustering based on books bought: customers who bought “Advances in Knowledge Discovery and Data Mining”, also bought “Data Mining: Practical Machine Learning Tools and Techniques with Java Implementations” Recommendation program is quite successful

Security and Fraud Detection - Case Study Credit Card Fraud Detection Detection of Money laundering FAIS (US Treasury) Securities Fraud NASDAQ KDD system Phone fraud AT&T, Bell Atlantic, British Telecom/MCI Bio-terrorism detection at Salt Lake Olympics 2002

Example Problem: Handwritten Digit Recognition • Handcrafted rules will result in large no. of rules and Exceptions • Better to have a machine that learns from a large training set Wide variability of same numeral

Chess Game In 1997, Deep Blue(IBM) beat Garry Kasparov(러). – Let IBM’s stock increase by $18 billion at that year

Some Successful Applications of Machine Learning • Learning to drive an autonomous vehicle – Train computer-controlled vehicles to steer correctly – Drive at 70 mph for 90 miles on public highways – Associate steering commands with image sequence – 1200 computer-generated images as training examples • Half-hour training An additional information from previous image indicating the darkness or lightness of the road

Some Successful Applications of Machine Learning Learning to recognize spoken words – Speech recognition/synthesis – Natural language understanding/generation – Machine translation

Example 1: visual object categorization A classification problem: predict category y based on image x. Little chance to “hand-craft” a solution, without learning. Applications: robotics, HCI, web search (a real image Google..)

Face Recognition - 1 Given multiple angles/ views of a person, learn to identify them. Learn to distinguish male from female faces.

Face Recognition - 2 Learn to recongnize emotions, gestures Li, Ye, Kambhametta, 2003

Robot • Sony AIBO robot – Available on June 1, 1999 – Weight: 1.6 KG – Adaptive learning and growth capabilities – Simulate emotion such as happiness and anger

• Honda ASIMO (Advanced Step in Innovate MObility) Robot • Honda ASIMO (Advanced Step in Innovate MObility) – Born on 31 October, 2001 – Height: 120 CM, Weight: 52 KG http://blog.makezine.com/archive/2009/08/asimo_avoids_moving_obstacles.html?CMP=OTC-0D6B48984890

Biomedical / Biometrics Medicine: Screening Diagnosis and prognosis Drug discovery Security: Face recognition Signature / fingerprint DNA fingerprinting

Computer / Internet Computer interfaces: Internet Troubleshooting wizards Handwriting and speech Brain waves Internet Spam filtering Text categorization Text translation Recommendation 7

Classification Assign object/event to one of a given finite set of categories. Medical diagnosis Credit card applications or transactions Fraud detection in e-commerce Worm detection in network packets Spam filtering in email Recommended articles in a newspaper Recommended books, movies, music, or jokes Financial investments DNA sequences Spoken words Handwritten letters Astronomical images

Problem Solving / Planning / Control Performing actions in an environment in order to achieve a goal. Solving calculus problems Playing checkers, chess, or backgammon Driving a car or a jeep Flying a plane, helicopter, or rocket Controlling an elevator Controlling a character in a video game Controlling a mobile robot

Applications training examples Bioinformatics inputs Market Analysis 10 102 103 104 105 Bioinformatics Ecology OCR HWR Market Analysis Text Categorization Machine Vision System diagnosis

Disciplines Related with Machine Learning Artificial intelligence 기호 표현 학습, 탐색문제, 문제해결, 기존지식의 활용 Bayesian methods 가설 확률계산의 기초, naïve Bayes classifier, unobserved 변수 값 추정 Computational complexity theory 계산 효율, 학습 데이터의 크기, 오류의 수 등의 측정에 필요한 이론적 기반 Control theory 이미 정의된 목적을 최적화하는 제어과정과 다음 상태 예측을 학습

Disciplines Related with Machine Learning (2) Information theory Entropy와 Information Content를 측정, Minimum Description Length, Optimal Code 와 Optimal Training의 관계 Philosophy Occam’s Razor, 일반화의 타당성 분석 Psychology and neurobiology Neural network models Statistics 가설의 정확도 추정시 발생하는 에러의 특성화, 신뢰구간, 통계적 검증

Definition of learning Definition: A computer program is said to learn from experience E with respect to some class of tasks T and performance measure P, if its performance at tasks in T, as measured by P, improves with experience E Task, T Experience, E Task Learned Program Learning Program Program Performance Performance, P

Example: checkers Task T: Playing checkers. Performance measure P: % of games won. Training experience E: Practice games by playing against itself.

Example: Recognizing handwritten letters Task T: Recognizing and classifying handwritten words within images. Performance measure P: % words correctly classified. Training experience E: A database of handwritten words with given classifications.

Example: Robot driving Task T: Driving on public four-lane highway using vision sensors. Performance measure P: Average distance traveled before an error (as judged by a human overseer). Training experience E: A sequence of images and steering commands recorded while observing a human driver.

Designing a learning system Task T: Playing checkers. Performance measure P: % of games won. Training experience E: Practice games by playing against itself. – What does this mean? – and what can we learn from it?

Measuring Performance Classification Accuracy Solution correctness Solution quality (length, efficiency) Speed of performance

Designing a Learning System 1. Choose the training experience 2. Choose exactly what is to be learned, i.e. the target function. 3. Choose how to represent the target function. 4. Choose a learning algorithm to infer the target function from the experience. Train examples… Learner Environment/ Experience Knowledge Performance Element Test examples…

Designing a Learning System 1. Choosing the Training Experience Key Attributes Direct/indirect feedback 을 제공하는가 ? Direct feedback: checkers states and correct move Indirect feedback: move sequences and final outcomes of various games Credit assignment problem Degree of controlling the sequence of training example Learner의 자율성, 학습 정보를 얻을 때 teacher의 도움을 받는 정도, Distribution of examples Train examples의 분포와 Test examples의 분포의 문제 시스템의 성능을 평가하는 테스트의 예제 분포를 잘 반영해야 함 특수한 경우의 분포가 반영 (The Checkers World Champion이 격은 특수한 경우의 분포가 반영 될까 ?) Degree of controlling the sequence ..: Learner는 보드의 상태를 선택하고 정확한 움직임 제시하기 위해 teacher에게 의존 할 수 있을 것이다. 그렇지 않으면, Learner 자신이 좀 혼란스러운 보드상태를 제시하고 정확한 움직임을 물을 수도 있다. 혹은 Learner는 teacher의 도움 없이 보드상태와 학습을 완성 할 수 있다. 처음 접하고 아직 생각하지 못한 것을 실험해보는 것과 현재까지 가장 유리한 상태의 것을 약간 변형하는 정도로 기량을 연마하는 것 사이에 선택을 할 수 있다. Learner는 teacher에게 다양한 질의를 하고 자체적으로 학습 예제들을 선택하도록 하는 것이 좋다.

Training Experience Direct experience: Given sample input and output pairs for a useful target function. Checker boards labeled with the correct move, e.g. extracted from record of expert play Indirect experience: Given feedback which is not direct I/O pairs for a useful target function. Potentially arbitrary sequences of game moves and their final game results. Credit/Blame Assignment Problem: How to assign credit/ blame to individual moves given only indirect feedback?

Source of Training Data Provided random examples outside of the learner’s control. (학습자-알고리즘 판단 밖의 사례를 무작위 추출) Negative examples available or only positive? Good training examples selected by a “benevolent teacher.” (Teacher 로 부터) Learner can construct an arbitrary example and query an oracle for its label. (시스템 자체에서 예제를 구축) Learner can design and run experiments directly in the environment without any human guidance. (사람의 도움없이 시스템이 새로운 문제틀을 제시함) Learner can query an oracle about class of an unlabeled example in the environment. (불안전한 예제의 답을 질문, 즉 (x, ___) 입력은 있으나 결과값이 없는 경우)

Training vs. Test Distribution Generally assume that the training and test examples are independently drawn from the same overall distribution of data. IID: Independently and identically distributed If examples are not independent, requires collective classification. (e.g. communication network, financial transaction network, social network에 대한 관계 모델구축 시) If test distribution is different, requires transfer learning. that is, achieving cumulative learning Collective classification refers to the combined classification of a set of interlinked ... search in collective classification has been devoted to the development of ... Semi-supervised learning !!

Transfer learning

참고: Transfer learning Transfer learning is what happens when someone finds it much easier to learn to play chess having already learned to play checkers; or to recognize tables having already learned to recognize chairs; or to learn Spanish having already learned Italian. Achieving significant levels of transfer learning across tasks -- that is, achieving cumulative learning -- is perhaps the central problem facing machine learning.

Designing a Learning System 1. Choose the training experience 2. Choose exactly what is to be learned, i.e. the target function. 3. Choose how to represent the target function. 4. Choose a learning algorithm to infer the target function from the experience. Learner Environment/ Experience Knowledge Performance Element

Designing a Learning System 2. Choosing a Target Function 어떤 지식(함수)을 학습시키고, 평가 시스템에 의하여 어떻게 이용 되어 질 것인가 ? 가정: “장기게임에서, 현재의 장기판에서 타당한 움직임들을 생성하는 함수가 있고, 최고의 움직임을 선택한다”. Could learn a function: 1. ChooseMove : B →M(최고의 움직임) Or 2. Evaluation function, V : B → R * 각 보드의 위치에 따라 얼마나 유리한가에 대한 점수를 부여함. * V는 각각의 움직임에 대한 결과의 점수에 따라 선택하는데 이용가능 하여 * 결국은 최고 높은 점수를 얻을 수 있는 움직임을 선택하게 한다.

Designing a Learning System 2. Choosing the Target Function A function that chooses the best move M for any B ChooseMove : B →M Difficult to learn It is useful to reduce the problem of improving performance P at task T, to the problem of learning some particular target function. An evaluation function that assigns a numerical score to any B V : B → R

The start of the learning work Instead of learning ChooseMove we establish a value function: target function, V : B → R that maps any legal board state in B to some real value in R. 어떤 Position에서도 그 Position이 초래하게 되는 Score 를 최대화 시키는 움직임을 선택하도록 한다. 1. if b is a final board state that is won, then V (b) = 100. 2. if b is a final board state that is lost, then V (b) = −100. 3. if b is a final board state that is drawn, then V (b) = 0. 4. if b is not a final board state, then V (b) =

The start of the learning work Instead of learning ChooseMove we establish a value function: target function, V : B → R that maps any legal board state in B to some real value in R. . 어떤 Position에서도 그 Position이 초래하게 되는 Score 를 최대화 시키는 움직임을 선택하도록 한다. 1. if b is a final board state that is won, then V (b) = 100. 2. if b is a final board state that is lost, then V (b) = −100. 3. if b is a final board state that is drawn, then V (b) = 0. 4. if b is not a final board state, then V (b) = V (b’), b’ : 성취될 수 있는 최고의 마지막 상태 (the best final board state) (단 상대방도 최적으로 수를 둔다고 가정) Unfortunately, this did not take us any further!

Approximating V(b) Computing V(b) is intractable since it involves searching the complete exponential game tree. Therefore, this definition is said to be non-operational. An operational definition can be computed in reasonable (polynomial) time. Need to learn an operational approximation to the ideal evaluation function.

Designing a Learning System 1. Choose the training experience 2. Choose exactly what is to be learned, i.e. the target function. 3. Choose how to represent the target function. 4. Choose a learning algorithm to infer the target function from the experience. Learner Environment/ Experience Knowledge Performance Element

3. Choosing a Representation for the Target Function Describing the function Tables Rules Polynomial functions Neural nets Trade-off in choice Expressive power(함수의 표현) Size of training data (예제의 크기) 표현(제약조건)이 많을 수록 함수의 해의 결과는 더 좋아 진다. 즉 더욱 좋은 근사값을 얻는 함수를 구할 수 있다. 그러나 정확한 함수를 얻기 위해서 더 많은 예제, 사이즈가 큰 예제가 필요하게 된다.

Approximate representation w1 - w6: weights

Linear Function for Representing V(b) Use a linear approximation of the evaluation function. (b) = w0 + w1x1 + w2x2 + w3x3 +w4x4 + w5x5 + w6x6 w0 : an additive constant

Designing a Learning System 1. Choose the training experience 2. Choose exactly what is to be learned, i.e. the target function. 3. Choose how to represent the target function. 4. Choose a learning algorithm to infer the target function from the experience. Learner Environment/ Experience Knowledge Performance Element

4. Choosing a Function Approximation Algorithm A training example is represented as an ordered pair <b, Vtrain(b) > b: board state Vtrain(b) : training value for b Instance: “black has won the game <<x1=3, x2=0, x3=1, x4=0, x5=0, x6=0>, +100> (x2 = 0) indicates that white has no remaining pieces. Estimating training values for intermediate board states Vtrain(bi) ← ( bi+1 ) = (Successor(bi)) : current approximation to V, (즉 the learned function, hypothesis) Successor(bi): the next board state, 즉 bi+1 state * 현재의 b 보드상태에 대한 training value은 ← 다음단계의 장기판 상태(b+1)의 가설의 함수값을 사용

DESIGNING A LEARNING SYSTEM Estimating Training Values

부연설명: Temporal Difference Learning Estimate training values for intermediate (non-terminal) board positions by the estimated value of their successor in an actual game trace. where successor(b) is the next board position where it is the program’s move in actual play. Values towards the end of the game are initially more accurate and continued training slowly “backs up” accurate values to earlier board positions.

How to learn?

How to learn?

How to change the weights?

How to change the weights?

Obtaining Training Values Direct supervision may be available for the target function. With indirect feedback, training values can be estimated using temporal difference learning (used in reinforcement learning where supervision is delayed reward).

Learning Algorithm Uses training values for the target function to induce a hypothesis definition that fits these examples and hopefully generalizes to unseen examples. In statistics, learning to approximate a continuous function is called regression. Attempts to minimize some measure of error (loss function) such as mean squared error:

The LMS(Least Mean Square) weight update rule Due to mathematical reasoning, the following update rule is very sensible.

LMS Discussion Intuitively, LMS executes the following rules: 예제를 적용한 결과(the output for an example )가 정확하다면, 변화를 주지 않는다. 예제를 적용한 결과 가 너무 높게 나오면, 해당 features의 값에 비례하여 weight값을 낮춘다. 그러면 전반적인 예제의 결과도 줄어들게 된다. 예제를 적용한 결과 가 너무 낮게 나오면, 해당 features의 값에 비례하여 weight값을 높인다. 그러면 전반적인 예제의 결과도 늘어들게 된다. Under the proper weak assumptions, LMS can be proven to eventually converge to a set of weights that minimizes the mean squared error.

Lessons Learned about Learning 선택된 target function을 근사화(approximation) 하기 위해 direct or indirect experience을 사용한다. Function approximation 이란 ?: a space of hypotheses에서 training data들에 가장 적합한 가설(hypotheses)을 찾아가는 Search에 해당 됨 Different learning methods assume different hypothesis spaces (representation languages) and/or employ different search techniques.

Various Function Representations Numerical functions Linear regression Neural networks Support vector machines Symbolic functions Decision trees Rules in propositional logic Rules in first-order predicate logic Instance-based functions Nearest-neighbor Case-based Probabilistic Graphical Models Naïve Bayes Bayesian networks Hidden-Markov Models (HMMs) Probabilistic Context Free Grammars (PCFGs) Markov networks

Various Search Algorithms Gradient descent Perceptron Backpropagation Dynamic Programming HMM Learning Probabilistic Context Free Grammars (PCFGs) Learning Divide and Conquer Decision tree induction Rule learning Evolutionary Computation Genetic Algorithms (GAs) Genetic Programming (GP) Neuro-evolution

Evaluation of Learning Systems Experimental Conduct controlled cross-validation experiments to compare various methods on a variety of benchmark datasets. Gather data on their performance, e.g. test accuracy, training-time, testing-time. Analyze differences for statistical significance. Theoretical Analyze algorithms mathematically and prove theorems about their: Computational complexity Ability to fit training data Sample complexity (number of training examples needed to learn an accurate function)

Core parts of the machine learning ( ) (Initial game board) (Game history) Many machine learning systems can be usefully characterized in terms of these four generic modules.

Four Components of a Learning System (2) Generalizer Input: training example Output: hypothesis (estimate of the target function) Generalizes from the specific training examples Hypothesizes a general function Experiment generator Input - current hypothesis Output - a new problem Picks new practice problem maximizing the learning rate

Four Components of a Learning System(1) Performance system - Solve the given performance task - Use the learned target function - New problem → trace of its solution Critic - Output a set of training examples of the target function

History of Machine Learning Samuel’s checker player Selfridge’s Pandemonium 1960s: Neural networks: Perceptron Pattern recognition Learning in the limit theory Minsky and Papert prove limitations of Perceptron 1970s: Symbolic concept induction Winston’s arch learner Expert systems and the knowledge acquisition bottleneck Quinlan’s ID3 Michalski’s AQ and soybean diagnosis Scientific discovery with BACON Mathematical discovery with AM

History of Machine Learning (cont.) Advanced decision tree and rule learning Explanation-based Learning (EBL) Learning and planning and problem solving Utility problem Analogy Cognitive architectures Resurgence of neural networks (connectionism, backpropagation) Valiant’s PAC Learning Theory Focus on experimental methodology 1990s Data mining Adaptive software agents and web applications Text learning Reinforcement learning (RL) Inductive Logic Programming (ILP) Ensembles: Bagging, Boosting, and Stacking Bayes Net learning

History of Machine Learning (cont.) Support vector machines Kernel methods Graphical models Statistical relational learning Transfer learning Sequence labeling Collective classification and structured outputs Computer Systems Applications Compilers Debugging Graphics Security (intrusion, virus, and worm detection) E mail management Personalized assistants that learn Learning in robotics and vision

Remind “Learning as search in a space of possible hypotheses” Learning methods are characterized by their search strategies and by the underlying structure of the search spaces.

Issues in Machine Learning 특정 학습예제에 대한 general target function의 학습 가능한 알고리즘 개발 훈련용 data는 얼마나 되어야 하는가 ? 학습에 대해 지식을 가지고 있다면 인간의 간여가 도움이 되는가 ? 각 훈련 단계별로 학습문제의 복잡도(Complexity)를 개선하는 문제 Function approximation을 위해 학습의 노력을 줄이는 것 Target function의 표현을 자동으로 개선 혹은 변경하는 것