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Predict the future with Machine Learning
- hal9000xp 9y agoI would like to read mathematical foundations of machine learning written for those who are bad at calculus but good at discrete mathematics and algorithms. For example, I'm learning algorithms, participate at contests, quite comfortable with combinatorics and discrete probability theory but I'm absolute zero at calculus. I would like to read machine learning's math introduction which is friendly to my "discrete" brains.
- Zolomon 9y agoPerhaps Khan Academy can help you out with a little effort? https://www.khanacademy.org/math https://www.khanacademy.org/math
- jensv 9y agoOr consider learning calculus.
- malmsteen 9y agoThis... It's not like rocket science when u already know math. Just read cs229
- bitL 9y agoLearn discrete calculus from Knuth's Concrete Mathematics first; it is combinatorics-heavy and once you get to differences and summation per-partes, you can quickly extend it to "normal" calculus as you master notion of "limit". Quick look at it e.g. here: http://homepages.math.uic.edu/~kauffman/DCalc.pdf http://homepages.math.uic.edu/~kauffman/DCalc.pdf
- reader5000 9y agoCombinatorics is significantly more difficult than the level of calculus required to understand "machine learning" (i.e. gradient descent). Also generating functions are kind of combinatorics + calculus.
- thousandpounds 9y agoI am in the same boat. I get the feeling that most Calculus books are just a compilation of tips and tricks. So I am suggesting you invest time into learning real analysis proper. Right now I am learning from [1]. It follows Rudin closely and as opposed to many other analysis books meant to "better explain" stuff, it goes deep into the trenches and actually tackles the subject. [1] https://www.amazon.com/Real-Analysis-Lifesaver-Understand-Princeton/dp/0691172935/ref=sr_1_8?ie=UTF8&qid=1502546377&sr=8-8&keywords=real+analysis https://www.amazon.com/Real-Analysis-Lifesaver-Understand-Pr... I think time invested into studying real analysis pays off because then you can later study measure theory, functional analysis and more advanced probability to deal with curse of dimensionality and whatnot. edit: I started studying the book linked above starting from chapter 4 since the first 3 chapters are familiar from discrete math. Then did chapter 5, skimmed chapters 6(little linear algebra), 7, 8 (most "transition to higher math" books contain this stuff) and am currently in chapter 9.
- TimPC 9y agoThe majority of the stuff you need from calculus for deep learning doesn't rise to the level of real analysis. Real analysis is worth doing if their are benefits to Fourier transforms on your data sets in the domain you're working in but otherwise has good payoff for studying more math rather than studying more deep learning.
- thousandpounds 9y agoBroadly speaking, I want to read books like [1]. It looks like they use quite a bit of advanced nondiscrete probability. Since I prefer books written in definition - theorem - proof format anyway, I figured I might as well get analysis out the way :) [1]http://www.cs.cornell.edu/jeh/book%20June%2014,%202017pdf.pdf http://www.cs.cornell.edu/jeh/book%20June%2014,%202017pdf.pd... (Foundations of Data Science by Bloom/Hopcroft/Kannan)
- srean 9y agoBy most books I assume you mean pretty college US text books. I have no experience with them, are they really that bad ? My previous college calculus was far from the rigour of Rudin but also far from a cookbook flavour. Unless by 'cookbook' you mean the chain rule and differentials of standard forms. It's not that hard to teach this stuff at least it's no harder than, say, geometry. I found trigonometry far more difficult. We were first taught limits then came differentiation of polynomials using infitesimals.Chain rule was introduced. Then we ventured into differentiation of other functions. Integration was first introduced much like riemann integrals then came integration as an inverse of differentiation.
- tinkerdol 9y agoWe shouldn't ever confuse machine learning with predicting the future -- just because you've never encountered a black swan in the wild, doesn't mean they don't exist. That being said, the article otherwise seems like a great introduction. Not sure why they chose that title.
- calafrax 9y agoIt is an unfortunate misconception that statistical probability can be used to predict the future. Any time you extend a statistical model temporally it immediately becomes mathematically invalid since probabilistic statistics are only valid for a fixed population at a fixed moment in time. Unfortunately business and government is rife with people predicting the future based on statistical models that have no more mathematical validity than reading tea leaves.
- gbrown 9y agoWhat??? Prediction is certainly a type of extrapolation, but to claim that it's "mathematically invalid" reveals a severe lack of knowledge on your part. In fact, under parametric assumptions about the data generating mechanism, we can exactly quantify the expected coverage of prediction intervals. That's literally a standard topic in an introductory statistics course.
- sgt101 9y agoHello, I think Calafrax is probably right. :o) I think you implicitly agree because you say "under parametric assumptions..." which means you know whats going on; but to make the point-> Statistics as we know it "works" (can be derived) under the assumptions of controlled experimental data. As a thought experiment think about the weather - we know that if we build a classifier that predicts the weather in my garden tomorrow based on the history of the weather in my garden it will do very badly. Why - well because weather is very very very complex; the range of behavior is vast. But worse, it's unstable. The weather in my garden is driven by several complex systems; the ocean, the atmosphere, the earth's orbit and sol! Statistics can't predict the future of the weather in my garden. Statistics also can't predict other things like the future of the financial markets (not least because if you find a statistical law about that they you will act on it and then screw it up) It's important to me to bang on about this because there are loads of people who sit through their introductory courses and read the example of predicting a biased roulette wheel. Years later they end up running the company/country/community that I live in and they have a view that they can use the same principles to do it... and this thinking leads to nasty surprises for me.
- halfeatenpie 9y agoI'm a PhD candidate related to statistical forecasting and projection related to natural science (hydrology/streamflow projection under climate change uncertainty). The article seems to be a decent introduction article that shows what Machine Learning is about (which is great) and shows how it can POSSIBLY be applied to forecasting and prediction. However, I think it would be even better if there was a simple example or two with each method being applied and showing different outcomes and then the significance of each methodology through those examples. Also, I'd like to add a comment to this. This article is great when you look at it from the Machine Learning perspective. However, when you look at it from a forecasting perspective it only shows a very small portion of what forecasting/predicting really is. Algorithms you develop through machine learning is something known as a black-box model. You know that the input data and the output data you're matching up with are related somehow, but don't know exactly how they're matched up. That relationship is established based on a performance index determined from a trial-and-error method (of course depending on what actual method you use). There are different methods available such as ARMA and ARIMA based models. In regards to physical science, there are models that focus on the physical interaction between the input data to simulate what is happening inside the system. ML methods are simply just a taste of other methods available. Regards to programming use (as I'm sure most of you folks here are used to), ML is a good tool to use for forecasting if you're really interested in it. But just like any forecasting model you use, you should probably determine the performance of your model based on not one index but multiple indices which consider different parts of your "needs". Percent accuracy only shows how accurate you are, you should probably also consider how frequently you're over-estimating vs under-estimating, how many series of overestimation there is, etc. The most important one though in my books is bias correction. When working with ML Algorithms most of them do not consider for bias. So you, as the modeller need to prepare for bias correction. However this article kinda glossed over it by saying "right amount of data" and "combination of data" (which I understand is an introductory post, but I think this is very important). Maybe look into applying a method like the K-Fold Cross Validation to make sure the final output parameters aren't AS biased. It really depends on the modeller and the model and your performance indices you use.
- wepple 9y agoFor anyone who still sees ML as a big of a magic black box, I can't highly recommend this book enough: https://www.amazon.com/Make-Your-Own-Neural-Network-ebook/dp/B01EER4Z4G https://www.amazon.com/Make-Your-Own-Neural-Network-ebook/dp... it does a fantastic job of breaking down the concepts into incredibly straightforward ideas. In fact, the linked article does (IMO) a terrible job at touching on NN by displaying a large equation without a great deal of context - possibly the last thing anyone actually needs when trying to grok the basic principles behind a NN
- hprotagonist 9y agoFundamentally it is Software that works like our brain.. Stopped here. Moving on.
- shincert 9y agoWhy? Is it really that bad of an analogy for an absolute beginner?
- TimPC 9y agoIt's not terrible for an absolute beginner but it's fairly harmful overall. People tend to use this analogy a lot to conflate specific AI with general AI and argue for regulatory capture based on things completely outside of evidence. The real brain is sparsely connected and has multiple activation networks that reuse nodes. We also have the ability to train from single examples to things we've never seen before so it seems unlikely that our brain operates exclusively by derivatives on error or other data-fitting techniques. Humans still seem more unreasonably effective than deep learning on many tasks and this is despite having a harder problem (Humans have more tasks with unlabelled data as far as I can tell).
- hprotagonist 9y agoI think so. Primarily due to Djikstra's anti-anthropomorphic stance, which is very important here. 1. as the other poster to you noted, people are more apt to conflate "strong AI" with what we're actually doing with tensorflow, leading to very weird overreactions that aren't germane. 2. just as importantly, developers who believe this line of thinking are biased against a more correct understanding of their code, which makes debugging much more difficult and prevents advances in the underlying technology. The implied abstraction ... is however beyond the computing scientist imbued with the operational approach that the anthropomorphic metaphor induces. In a very real and tragic sense he has a mental block: his anthropomorphic thinking erects an insurmountable barrier between him and the only effective way in which his work can be done well.
- lngnmn 9y agoFuture cannot be defined for a any stochastic process with unknown number of hidden variables with unknown weights. Everything core complex than a roll of a dice is unpredictable by definition, just because the model is incomplete. Even next roll of a dice cannot be predicted. Probability is not reality. Simulations are cartoons. Map is not the territory. Models and simulations based on them are different from reality in the same way a movie is not reality. People who can't grasp these simple ideas cannot be legitimately called scientists.
- visarga 9y agoYou don't need perfect simulation, just a good enough one. Simulation is like a dynamic, extensible dataset. Neural nets can learn from simulation not only in game play, but also in genetics, robotics and general reasoning. I think simulation is at the core of what will lead to AGI.
- lngnmn 9y agoMy comment was is about inevitable philosophical gap between reality and any model or a simulation, which cannot be bridged in principle. Yes, simulators as sources of sensory input to get similar experience are used, for example, to train airline pilots. Nevertheless, there is no airline which train its pilots on a simulator only. Algorithm, like a pilot, would learn a simulation, not reality.
- visarga 9y agoThat's true. I was thinking about using simulation as an addition to being embedded in the real world. Simulation is necessary to plan complex actions based on reinforcement learning (model based RL). When AI can do simulations, it can check a few steps ahead to see how things will go and select and act in a proactive way as to maximize rewards. When interacting with people, the AI will need to model people's state of mind and knowledge, in order to infer how they would act and react. When using a device, an AI would need to control it and know what to expect from it. In almost any non-trivial interaction, AI needs to simulate in order to adapt to situations. Since it is impossible to rewind reality (like a game) in order to try another action, the agent needs to do that in its imagination (simulator). By the way, humans are good for simulating some things, but quite bad for others, and it still doesn't stop us from being the most intelligent agents. I think AI only needs to simulate a little ahead in order to act much more intelligently than today, because today, AI is mostly reactive, or feed-forward, like a simple reflex.
- stareatgoats 9y agoTo me as an AI novice this article seemed like a good overview. It did not address one problem I have with AI however, which is the inherent lack of transparency. That is, unlike normal programs, we have an input and an output, but the reasoning in between is a black box to human intelligence. This problem has to be solved before we can turn over any really vital tasks to AI with confidence IMO.
- visarga 9y agoIt's not a 'black box'. We know what goes in: matrix multiplication and simple math, in millions of similar units. We can also probe the net to know what a neuron does, or what a specific configuration means - but it might be disappointing - each individual neuron or weight might not have much meaning on its own and even if it were removed, the neural net world work just as well (we can remove almost 95% of the neurons and still make it work). We can also perturb the inputs to study how the outputs depend on them. There are many things we can do to probe a neural net. We might not be able to say for sure what situation will make it fail, but we can try it with millions of tests to see how good it is. That's how neural nets are rated, actually - by testing on loads of new data, they haven't seen during training. On the other hand, human brains are really black boxes. We know much less about how they work or how they reach a conclusion. The fact that we can self-report is not the same as knowing how a human would behave in any reasonable situation. We don't actually know how people will behave. And yet, a few people do have access to incredible power to do harm to humanity. We have had to live with that fear since the invention of atomics and genetic viruses. So I don't think the argument that "neural nets are black boxes" is so powerful. As opposed to what, I would say? Even our dear president is such a black box. We have no idea how it works, or what he will do next.
- zEVE16Ug50tV 9y agoThat's a good and deep point. Let's consider the case of writing an algorithm to drive a car. There are some ideas people have had: 1) What really matters is what happens in the worst case, so we need explanations in the worst case, but not necessarily the rest of the time: when the car is choosing a slightly more efficient trajectory, we don't need an explanation of why it 'chose' to do that. In the case of a crash, though, we'd like to know precisely what went wrong. This suggests, perhaps, that we could have a simpler and more transparent fallback system that usually is uninvolved in driving, but that takes 'responsibility' and has the ability to control the vehicle at a minimum level of safety (rather than efficiency). 2) Humans seem to produce make decisions first and explanations later http://www.skepticink.com/tippling/2013/11/14/post-hoc-rationalisation-reasoning-our-intuition-and-changing-our-minds/ http://www.skepticink.com/tippling/2013/11/14/post-hoc-ratio...: 'To the question many people ask about politics — Why doesn’t the other side listen to reason? — Haidt replies: We were never designed to listen to reason. When you ask people moral questions, time their responses and scan their brains, their answers and brain activation patterns indicate that they reach conclusions quickly and produce reasons later only to justify what they’ve decided.' so perhaps we could also train an ML agent to produce explanations that we find persuasive?
- sgt101 9y ago"Fundamentally it is software that works like the brain". I stopped reading there, no good thing can be in any document that contains this phrase* * Apart from this one