パターン認識と機械学習 第1章 #PRML学ぼう PRML輪講 #2 / PRML Seminar 2 go to introduction in machine learning

筑波大学で開催される、パターン認識と機械学習についての勉強会の資料です。
PRMLと呼ばれるパターン認識機械学習という本についての輪講を行っています。
このスライドは第1章の内容をまとめたものです。
https://github.com/hurutoriya/prml-seminar/tree/master/chapter1
Githubで管理しています。

Transcript

1. PRML Seminar #1 PRML Seminar #1 1.1-1.6.1 #PRML ֶ〱⿸ Shunya Ueta Graduate School of SIE, Univ. of Tsukuba Department of Computer Science April 13, 2015 1 / 43
2. PRML Seminar #1 Introduction 〈〣ษڧձ〠〙⿶〛 PRML ྠߨ #2 ಺༰ ୈ 1 ষ ং࿦ 1.1 ଟ߲ࣜۂઢやくひふくアそ 1.2 ֬཰࿦ 1.4 ࣍ݩ〣ढ⿶ 1.5 ܾఆཧ࿦ 1.6 ৘ใཧ࿦ 2 / 43
3. PRML Seminar #1 Introduction ࣗݾ঺հ ▶ ໊લ:্ా൏໵ (@hurutoriya) ▶ ஜ೾େֶେֶӃ 1 ೥ Go to Doctor course :) ▶ ৘ใ਺ཧݚڀࣨॴଐ ▶ ݚڀ෼໺ : ը૾ೝࣝɾػցֶश 3 / 43
4. PRML Seminar #1 Introduction 〈〣ษڧձ〠〙⿶〛 〈〣ษڧձ〠〙⿶〛 ▶ むのがアೝࣝ〝ػցֶश〠〙⿶〛〣ྠߨ〜『 ػցֶश〝むのがアೝࣝ〣جૅぇཧղɺ࣮༻゛よ゚〜࢖⿶〈 〟『ࣄぇ໨త〠なゎべがぇ։࠵「〛⿶　〳『 ▶ 2015 ೥ぇ໨ॲ〠Ұप༧ఆ ▶ डߨऀ〠〤جૅత〟ඍੵ෼ɾઢܗ୅਺ɾ֬཰౷ܭ〣஌ࣝぇલ ఏ〝「〛⿶〳『 ▶ ࢿྉத〣つアゆ゚ぢがへ〤 Python ぇ࠾༻「〛⿶〳『ɻ ▶ ษڧձ〠ؔ『぀৘ใ〠〙⿶〛〤 Hashtag: #PRML ֶ〱⿸ ぇ ࢖〘〛ൃ৴「〛⿶　〳『 4 / 43
5. PRML Seminar #1 Introduction PRML ྠߨ #2 ಺༰ ࠓճ〣୲౰ 1 → 1.6 5 / 43
6. PRML Seminar #1 ୈ 1 ষ ং࿦ ػցֶश〝〤? むのがアೝࣝ (Pattern Recognition): ܭࢉػぎ゚っ゙どわぇ௨」〛ɺぶがの〣த〣نଇぇࣗಈత〠ݟ〙 々ग़『ɻߋ〠〒〣نଇੑぇ༻⿶〛ぶがのぇҟ〟぀じふっ゙〠෼ྨ 『぀ɻ ྫ) खॻ　਺ࣈ〣ೝࣝ ೖྗ〝「〛 28 × 28 〣େ　《〣खॻ　਺ࣈ〣ը૾⿿⿴぀ɻೖྗ ぶがの〤 784 ࣍ݩ〣࣮਺஋よぜぷ゚ x 〜දݱ〜　぀ɻよぜぷ゚ x ぇೖྗ〝「〛ड々औ〿ɺ〒ぁ⿿ 0 . . . 9 〣〞〣਺ࣈぇද「〛⿶぀⿾ ぇग़ྗ『぀ػցぇ࡞぀ɻ ਤ 1: खॻ　਺ࣈ〣ը૾ྫ 6 / 43
7. PRML Seminar #1 ୈ 1 ষ ং࿦ ࣮ݱํ๏ (1) ਓྗ〠〽぀゚が゚〣࡞੒ → ゚が゚਺〣ൃࢄ (࣮ݱෆՄ) ػցֶशతぎゆ゜がば ▶ ܇࿅ू߹ (training set): N ݸ〣खॻ　จࣈ〣େ　〟ू߹ぇ༻ҙ『぀ {x1, . . . , xN } ▶ ໨ඪよぜぷ゚ (target vector): t Ұ〙Ұ〙〣਺ࣈ〠ରԠ『぀じふっ゙ぇද『よぜぷ゚ ࠷ऴత〠ಘ〾ぁ぀〣〤 y(x) 〜⿴぀ɻ 〈〣ؔ਺〠਺ࣈ〣ը૾ x ぇೖྗ『぀〝ɺ໨ඪよぜぷ゚〝ը૾ぶが の〠ූ߸ԽՄೳ〟ぶがの⿿߹੒《ぁ〔よぜぷ゚ y(໨ඪよぜぷ゚) ⿿゘よ゙アそ《ぁ〔ը૾⿿ฦ〘〛。぀ɻ 7 / 43
8. PRML Seminar #1 ୈ 1 ষ ং࿦ ࣮ݱํ๏ (2) ▶ ܇࿅ (training), ֶश (leaning) ஈ֊ : training set 〣〴〜ゑぶ゚Խ《ぁ〛⿶぀ঢ়ଶ ▶ ふとぷू߹ (test set) : ܇࿅ू߹Ҏ֎〣ぶがの (ະ஌〣ぶがの) ▶ ൚Խ (generalization) : ܇࿅ू߹Ҏ֎〣ぶがの (ະ஌〣ぶがの) 〠ର「〛దԠՄೳ〠《 【぀〈〝 ࣮໰୊〝「〛ೖྗぶがの〤େ　〟ଟ༷ੑぇ࣋〙ɻ→ ൚Խ⿿த৺త〟՝୊〝〟぀ɻ 8 / 43
9. PRML Seminar #1 ୈ 1 ষ ং࿦ ྫ)Ajax ぇ࢖〘〔खॻ　จࣈೝࣝ ਤ 2: Ajax ぇ࢖〘〔खॻ　จࣈೝࣝ ࢀߟ: http://chasen.org/ taku/software/ajax/hwr/ 9 / 43
10. PRML Seminar #1 ୈ 1 ষ ং࿦ લॲཧ (Preprocessing) ࣮ੈք〜〤ɺೖྗม਺〤લॲཧ (Preprocessing) 〠〽〿໰୊ぇղ　 〹『。「〛⿼。ɻ ྫ) खॻ　਺ࣈ ▶ ਺ࣈը૾〠มܗ (ぎやくアม׵)ɺ֦େɾॖখぇߦ⿶ ಉҰ〣େ　《〠ม׵ → ೖྗぶがの〣ଟ༷ੑ〣ݮগ લॲཧ〣ஈ֊〤ಛ௃நग़ (feature extraction) 〝ݺ〥ぁ぀ɻ ଟ༷ੑݮগ〣໨తҎ֎〠〷ɺܭࢉ〣ߴ଎Խ〣〔〶〠〷༻⿶〾ぁ぀ ࣄ⿿ଟ⿶ɻ 10 / 43
11. PRML Seminar #1 ୈ 1 ষ ং࿦ ػցֶश〣෼ྨ 1. ڭࢣ⿴〿ֶश (supervised learning) : ܇࿅ぶがの⿿゘よ゙ア そ《ぁ〛⿶぀ঢ়ଶ〜〣໰୊ ▶ ぜ゘と෼ྨ (classification) ໰୊ : ֤ೖྗよぜぷ゚ぇ༗ݶݸ〣 ཭ࢄじふっ゙〠෼ྨ『぀໰୊ ▶ ճؼ (regression) : ٻ〶぀ग़ྗ⿿Ұ〙〟⿶「〤〒ぁҎ্〣࿈ଓ ม਺〜⿴぀〽⿸〟໰୊ 2. ڭࢣ〟「ֶश (unsupervised learning) : ܇࿅ぶがの⿿゘よ゙ アそ《ぁ〛⿶぀ঢ়ଶ〜〣໰୊ ▶ ぜ゘との゙アそ (clustering) : ྨࣅ「〔ࣄྫ〣そ゚がゆぇݟ〙 々぀ ▶ ີ౓ਪఆ (density estimation) : ೖྗۭؒ〠⿼々぀ぶがの〣෼ ෍ぇݟ〙々぀ 3. ൒ڭࢣ⿴〿ֶश (semis-upervised learning) : ܇࿅ぶがの⿿゘ よ゙アそ《ぁ〛⿶぀〷〣〝ඇ゘よ゙アそঢ়ଶ〣෺⿿ࠞࡏ「〛 ⿶぀ঢ়ଶ〜〣໰୊ 11 / 43
12. PRML Seminar #1 ୈ 1 ষ ং࿦ ڧԽֶश (reinforcement learning)(1) ڭՊֶश (reinforcement learning) : ⿴぀༩⿺〾ぁ〔৚݅Լ〜ɺใ ुぇ࠷େԽ『぀〽⿸〟ద౰〟ߦಈぇݟ〙々぀໰୊ɻ ঢ়ଶ〝ߦಈ〣ܥྻ⿾〾؀ڥ〝〣૬ޓ࡞༻ぇ௨」〛ֶशぇߦ⿸ (ߦ ಈج४〤௚ۙ〣ใु〕々〜〤〟。ɺաڈ〣ߦಈ〷ࢀߟ〠《ぁ぀)ɻ ڭࢣ⿴〿ֶश〝〣ҧ⿶ : ࠷ద〟౴⿺〤༩⿺〾ぁ』〠ࢼߦࡨޡぇ௨ 」〛ֶशぎ゚っ゙どわࣗ〾⿿࠷దղぇൃݟ『぀ みひぜせをゑア〠ର『぀ڧԽֶश〣ద༻ (Tesauro 1994) ぺゔが゘゚ぼひぷゞがぜ (ୈ 5 ষ) 〠〽〿ɺࣗ෼ࣗ਎〣ぢゃが〝Կ ඦສ〷〣だがわぇ〈〟『ඞཁ⿿⿴぀ɻ બ୒ࢶ〤ແ਺〠ଘࡏ『぀⿿ɺউར〝⿶⿸ܗ〜「⿾ใुぇ༩⿺぀〈 〝⿿〜　〟⿶ɻ〒〣〔〶ɺউར〠ؔ܎『぀ख〠ର「〛〤ਖ਼֬〠ใ ुぇׂ〿౰〛぀ඞཁ⿿⿴぀ (৴པ౓ׂ〿౰〛໰୊)ɻ 12 / 43
13. PRML Seminar #1 ୈ 1 ষ ং࿦ ڧԽֶश (reinforcement learning)(2) Լه〣̎〙ぇߦ⿶ڧԽֶशぇߦ⿸ (ぷ゛がへざや〣ؔ܎)ɻ ▶ ୳ࠪ (exploration) : ৽ن〣ख⿿〞ぁ〰〞༗ޮ〟〣⿾ぇ୳『 ▶ ར༻ (exploitation) : ߴ⿶ใु⿿ಘ〾ぁ぀〈〝⿿い⿾〘〛⿶぀ ߦಈぇऔ぀ 13 / 43
14. PRML Seminar #1 ୈ 1 ষ ং࿦ ୈ 1 ষ〜ಋೖ『぀ 3 〙〣ॏཁ〟ಓ۩ 1. ֬཰࿦ 2. ܾఆཧ࿦ 3. ৘ใཧ࿦ 14 / 43
15. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.1 ଟ߲ࣜۂઢやくひふくアそ 1.1 ଟ߲ࣜۂઢやくひふくアそ ܇࿅ぶがの ೖྗ : N ݸ〣؍ଌ஋ x ぇฒ〮〔 x = (x1, . . . , xN )T ग़ྗ : 〒ぁ〓ぁ〠ରԠ『぀؍ଌ஋ t = (t1, . . . , tN )T ະ஌〣ೖྗม਺ x 〠ର「〛໨ඪม਺ぇ༧ଌ「〔⿶ t (൚Խ) ໨ඪ〝『぀ゑぶ゚〤 sin 2πxɺ܇࿅ぶがの〤ぽぐどぇ৐【〛 N = 10 〜༩⿺〾ぁ぀ɻ ਤ 3: ex)N=10 〜܇࿅ぶがの⿿༩⿺〾ぁ〛⿶぀ 15 / 43
16. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.1 ଟ߲ࣜۂઢやくひふくアそ 1.1 ଟ߲ࣜۂઢやくひふくアそ y(x, w) = w0x0 + w1x1 + · · · + wM xM = M ∑ j=0 wjxj M:ଟ߲ࣜ〣࣍਺ (order) ω:ଟ߲ࣜ〣܎਺ɺ〳〝〶〛 ω 〜ද『 E(w) = 1 2 N ∑ n=1 {y(xn, w) − tn}2 ܇࿅ぶがの〠ଟ߲ࣜぇ⿴〛〤〶぀〈〝〜ɺ܎਺〣஋ぇٻ〶〔⿶ → ޡࠩؔ਺ (Error Function) 〣࠷খԽぇ໨ࢦ『ɻ 16 / 43
17. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.1 ଟ߲ࣜۂઢやくひふくアそ Fitting Order Case:M=0,1 0.0 0.2 0.4 0.6 0.8 1.0 −1.5 −1.0 −0.5 0.0 0.5 1.0 1.5 ਤ 4: M=0 0.0 0.2 0.4 0.6 0.8 1.0 −1.5 −1.0 −0.5 0.0 0.5 1.0 1.5 ਤ 5: M=1 17 / 43
18. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.1 ଟ߲ࣜۂઢやくひふくアそ Fitting Order Case:M=3,9 0.0 0.2 0.4 0.6 0.8 1.0 −1.5 −1.0 −0.5 0.0 0.5 1.0 1.5 ਤ 6: M=3 0.0 0.2 0.4 0.6 0.8 1.0 −1.5 −1.0 −0.5 0.0 0.5 1.0 1.5 ਤ 7: M=9 18 / 43
19. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.1 ଟ߲ࣜۂઢやくひふくアそ աֶश〝ฏۉೋ৐ฏํࠜޡࠩ 9 ࣍〜やくひふくアそ「〔৔߹ɺաֶश (over-fitting) ػցֶश〣໨ඪ:ະ஌〣ぶがの〠ର「〛ਫ਼౓〣ߴ⿶༧ଌ (൚Խ) ERMS = √ 2E(w)/N ฏۉೋ৐ฏํࠜޡࠩ (root-mean-square error,RMS error) ▶ N 〜ׂ぀〈〝〜つアゆ゚਺〣せをひゆぇফ『 ▶ ฏํࠜぇऔ぀〈〝〜ɺݩ〣ई౓〠໭『 19 / 43
20. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.1 ଟ߲ࣜۂઢやくひふくアそ ぶがのなひぷ〣つぐど〠Ԡ」〔աֶश〣༷ࢠ 0.0 0.2 0.4 0.6 0.8 1.0 −1.5 −1.0 −0.5 0.0 0.5 1.0 1.5 ਤ 8: M=9,N=1000 20 / 43
21. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.1 ଟ߲ࣜۂઢやくひふくアそ ޡࠩؔ਺〣ਖ਼ଇԽ (regularization) աֶशぇ੍ޚ E(w) = 1 2 N ∑ n=1 {y(xn, ω) − tn}2 + λ 2 ||w||2 ̎࣍〣ਖ਼ଇԽ〣৔߹ɺ゙ひでճؼ (ridge regression) 21 / 43
22. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.1 ଟ߲ࣜۂઢやくひふくアそ ݕূ༻ू߹ (Validation set):w ぇܾఆ『぀〔〶〠ぶがのなひぷ りが゚へɾぎげぷू߹ (hold-out set) 〝〷ݺ〥ぁ぀ɻ ܽ఺: وॏ〟ぶがのぇແବ〠『぀ 22 / 43
23. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.2 ֬཰࿦ ֬཰࿦ ぶがの〠〤ぽぐど⿿ඞ』෇ਵ「ɺぶがのなひぷ〣つぐど〷༗ݶ〜 ⿴぀ɻෆ࣮֬ੑ⿿ॏཁ〟֓೦〝〟぀ɻ ֬཰࿦〣֓೦ぇ؆୯〠આ໌ ਤ 9: ੺〝੨ɺ̎〙〣ശ⿿⿴぀ɻ੺〣ശ〠〤〿え〉⿿ 2 ݸɺざ゛アで⿿ 6 ݸɺ੨〣ശ〠〤〿え〉⿿ 3 ݸɺざ゛アで⿿Ұݸೖ〘〛⿶぀ɻ੺〣ശぇ 40%, ੨〣ശぇ 60%〜બ〨ɺՌ෺〤ಉ」֬⿾〾「《〜બ〫ɻ 23 / 43
24. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.2 ֬཰࿦ ֬཰〣جຊత๏ଇ ֬཰〣Ճ๏ఆཧ (Sum rule) p(X) = ∑ Y p(X, Y ) ֬཰〣৐๏ఆཧ (Prduct rule) p(X, Y ) = p(Y |X)p(X) よぐど〣ఆཧ (Bay’s theorem) p(Y |X) = p(X|Y )p(Y ) p(X) 24 / 43
25. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.2 ֬཰࿦ よぐど〣ఆཧ〣௚ײత〟આ໌ 〞〣ശぇબ〨〳「〔⿾? ࣄલ֬཰ (prior probability) ࣄલ〠ಘ〾ぁ぀֬཰஋ p(Box) ࣄޙ֬཰ (posterior probability) Ռ෺ぇબえ〕ޙ֬ఆ『぀֬཰ p(Box|Fruit) Ұ୴Ռ෺⿿ざ゛アで〕〝い⿾ぁ〥ɺ੺⿶ശ〤ざ゛アで〣਺⿿ଟ⿶ → ੺⿶ശ〜⿴぀֬཰⿿ߴ。〟぀ɻ 25 / 43
26. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.2 ֬཰࿦ 1.2.1 ࿈ଓม਺〭〣֦ு ֬཰ີ౓ (probability density) ର৅:࿈ଓ஋ (continuous value) ࿈ଓ஋〜⿴぀ม਺ x ⿿۠ؒ (x, x + δx) 〠ೖ぀֬཰⿿ δx → 0 〜༩⿺〾ぁ〔࣌〣 x ্〣 p(x) 1. p(x) ≥ 0 2. ∫ ∞ −∞ p(x)dx = 1 ֬཰࣭ྔ (probability mass) ର৅:཭ࢄू߹ (discrete set) ཭ࢄม਺〜⿴぀ x ⿿⿴぀ x 〠〟぀֬཰ p(x) 26 / 43
27. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.2 ֬཰࿦ 1.2.2 ظ଴஋〝෼ࢄ〠〙⿶〛 ظ଴஋ (expectation) ⿴぀ؔ਺ f(x) 〣֬཰෼෍ p(x) Լ〜〣ฏۉ஋ ཭ࢄ෼෍ E[f] = ∑ x p(x)f(x) ࿈ଓม਺ E[f] = ∫ p(x)f(x)dx ෼ࢄ (variance) var[f] = E[(f(x) − E[f(x)])2] = E[f(x)2 − 2f(x)(E)[f(x)] + E[f(x)]2] = E[f(x)2 − 2f(x)(E)[f(x)] + E[f(x)]2] = E[f(x)2] − 2E[f(x)](E)[f(x)] + E[f(x)]2 = E[f(x)2] − E[f(x)]2 seminar1.5 27 / 43
28. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.2 ֬཰࿦ ڞ෼ࢄ (covariance) cov[x, y] = Ex,y[(x − E[x])(y − E[y])] = Ex,y[xy + E[x]E[y] − xE[y] − yE[x]] = Ex,y[xy] + Ex,y[E[x]E[y]] − Ex,y[xE[y]] − Ex,y[yE[x]] = Ex,y[xy] + E[x]E[y] − E[x]E[y]] − E[y]E[x] = Ex,y[xy] − E[x]E[y] = Ex,y[xy] − E[x]E[y](x, y: independ) = E[x]E[y] − E[x]E[y](x, y: independ) = 0 seminar1.6 28 / 43
29. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.2 ֬཰࿦ 1.2.3 Frequentist VS Bayesian Frequentist ֬཰ぇ゘アはわ〟܁〿ฦ「తࢼߦ〣ස౓〝〴〟『 Bayesian ෆ࣮֬ੑ〣౓߹⿶ぇ֬཰〝『぀ ྫ) 〈〣ੈք〠Կ౓〷܁〿ฦ「ߦ⿸〈〝⿿〜　぀ࣄ ৅⿿〞ぁ〕々⿴぀⿾ߟ⿺〛〴〛ཉ「⿶ɻ ೆۃ〣ණ⿿૕ࣦ『぀〟〞ෆ֬⿾〟ࣄ৅⿿ى　〔〝「 〽⿸ɻ೥ؒ〞〣ఔ౓༹々〛⿶぀⿾〣৘ใぇಘ぀〈〝 〜ɺ〒〣৘ใぇదԠ『぀〈〝〜ೆۃ〣ණ⿿૕ࣦ『぀ ෆ֬⿾《ぇ༧ଌ『぀ɻ 29 / 43
30. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.2 ֬཰࿦ 1.2.3 Likelifood function working on Frequentist, Bayesian ໬౓ؔ਺ (likelihood function) p(Data|param) ぶがの〠ର『぀ධՁɻむ゘ゐが の〣ؔ਺〝〴〟【぀ɻ Frequentist む゘ゐがの〤ݻఆ《ぁ〛⿶぀〷〣〝ߟ⿺〾ぁ〛⿶぀ɻ ぶがの〣෼෍ぇߟྀ「〛ɺむ゘ゐがの〤ܾఆ《ぁ぀ɻ Bayesian ぶがの〤།Ұ〠ఆ〳〿ɺむ゘ゐがの〠ؔ『぀ෆ࣮֬ ੑ〤 w 〣֬཰෼෍〝「〛දݱ《ぁ぀ɻ 30 / 43
31. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.2 ֬཰࿦ Bayesian 〣ར఺ ࣄલ஌ࣝぇࣗવ〠ಋೖ〜　぀〈〝 ྫ) Frequentist 〠⿼々぀؍ଌ〠ภ〿⿿ൃੜ「〔৔߹〣֬཰ ެฏ〠දɾཪ⿿〜぀ぢぐアぇ 3 ճ౤〆〛ຖճද⿿〜〔ɻݹయత〟 ࠷໬ਪఆ〜〤ɺද⿿ग़぀֬཰〤 1 〠〟〘〛「〳⿸ɻ ໬౓ ໬౓〤֬཰〝਺஋త〠ಉ」〜⿴぀ɻ ྫ) つぐぢ゜ぇৼ〘〛 1 ⿿ࡾճ࿈ଓಉ」෺⿿ग़぀ಉ ࣌֬཰〝໬౓〤ಉ஋〜⿴぀ɻ ҧ⿶〤ɺ֬཰〤ʮࣄ৅〣֬཰ʯ〜⿴〿ɺ໬౓〤ʮ؍ ଌぶがのԼ〜〣Ծઆ〣໬౓ʯ〜⿴぀ɻ (likelihood for a hypothesis given a set of observations) 31 / 43
32. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.2 ֬཰࿦ 1.2.4 Gaussian distribution N(x|µ, σ2) = 1 √ 2πσ2 exp{− 1 2σ2 (x − µ)2} params: µ, σ2 −3 −2 −1 0 1 2 3 0.00 0.05 0.10 0.15 0.20 0.25 0.30 0.35 0.40 ਤ 10: µ = 0, σ = 1 32 / 43
33. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.2 ֬཰࿦ 1.2.5 Re:Fitting curve Bayesian 〠⿼々぀ۂઢやくひふくアそ p(t|x, w, β) = N(t|y(x, w), β−1) ෼෍〣ٯ෼ࢄ〠૬౰『぀む゘ゐがの β ぇఆٛɻ ܇࿅ぶがの x, t ぇ࢖〘〛ɺະ஌〣む゘ゐがの w, β ぇٻ〶぀〣〠 ࠷໬ਪఆぇ༻⿶぀ɻ p(t|x, w, β) = N ∏ n=1 N(tn|y(xn, w), β−1) 33 / 43
34. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.2 ֬཰࿦ Maximum likelifood function ໬౓ؔ਺ぇ࠷େԽ『぀《⿶〠〤ɺର਺ぇ༻⿶぀ɻར఺〝「〛 1. ৐ࢉ⿿Ճࢉ〠มԽ 2. ֬཰〤গ਺〜දݱ《ぁ぀〣〜ɺ৐ࢉぇߦ⿸〝ぎアはがや゜が ⿿සൃ p(t|x, w, β) = N ∏ n=1 N(tn|y(xn, w), β−1) ln p(t|x, w, β) = − β 2 N ∑ n=1 {y(xn, w) − tn}2 + N 2 , ln β − N 2 ln2π 34 / 43
35. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.2 ֬཰࿦ ༧ଌ෼෍ (predictive distribution) む゘ゐがのよぜぷ゚ wML ぇ〳』ܾఆ「ɺβML ぇਪఆ『぀ɻ 1 βML = 1 n N ∑ n=1 {y(xn, wML) − tn}2 βML ⿿ܾఆ《ぁ〔〈〝〠〽〿༧ଌ෼෍〝⿶⿸ܗ〜 t 〣֬཰෼෍ぇ ߟ⿺぀〈〝⿿〜　぀ɻ p(t|x, w, β) = N ∏ n=1 N(tn|y(xn, w), β−1) 35 / 43
36. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.4 ࣍ݩ〣ढ⿶ ࣮ੈք໰୊〭〣Ԡ༻ ۂઢやくひふくアそ〜〤ɺೖྗむ゘ゐがの〤Ұ〙ɻݱ࣮໰୊〜〤 ೖྗむ゘ゐがの〤ෳ਺ݸଘࡏ『぀〣⿿౰〔〿લ〜⿴぀ɻ ࣗ෼〔〖〤 3 ࣍ݩ〣ଘࡏɻ4 ࣍ݩҎ্〣ۭؒ〠ؔ「〛〤زԿత௚ ײ〤ಇ　〚〾⿶ɻ 10 0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 ਤ 11: 3 ぜ゘とଘࡏ『぀ぶがのなひぷ〣ࢄ෍ਤɺい⿾〿〹『⿶〽⿸〠 ̎࣍ݩ〣෦෼ۭ〭ؒ 36 / 43
37. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.4 ࣍ݩ〣ढ⿶ ׂ〿౰〛ํ๏〣ఏҊ 10 0 1 2 3 4 5 6 7 8 9 10 0 1 2 3 4 5 6 7 8 9 ਤ 12: ಉぞひへ಺〜࠷〷ଟ⿶ぜ゘とぇׂ〿౰〛぀ ߴ࣍ݩ〠༗ޮ〟̎〙〣ੑ࣭ 1. ࣮ぶがの〜〷༗ޮ〟ぶがの〤௿࣍ݩ〠ूத「〛⿶぀ 2. ぶがの〤׈〾⿾〟ࣄ⿿ଟ⿶ (ہॴత〠) 〣〜ɺ಺ૠ〠〽〿ରԠ 『぀ ֶशゑぶ゚ぇద༻『぀ඞཁ〤〟。ɺ಺ૠ〜ࣄ଍〿぀ 37 / 43
38. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.5 ܾఆཧ࿦ About decision theory ೖྗよぜぷ゚ x 〝໨ඪม਺ t ⿿⿴〿ɺx 〣৽〔〟஋〠ର「〛ରԠ 『぀ t ぇٻ〶〔⿶ɻ ճؼ໰୊ t 〤࿈ଓม਺ ぜ゘と෼ྨ t 〤ぜ゘と゘よ゚ ਪ࿦ (inference) ܇࿅ぶがの x, t ⿾〾ಉ࣌֬཰෼෍ p(x, t) ぇٻ〶 ぀〈〝 ܾఆཧ࿦〣ओ୊〤ਪ࿦〜ಘ〾ぁ〔֬཰෼෍ t ぇ༧ଌ「ܾఆ『぀ 〈〝ɻ 38 / 43
39. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.5 ܾఆཧ࿦ key of decision theory ▶ Berger, James O. Statistical decision theory and Bayesian analysis. Springer Science & Business Media, 1985. ▶ Bather, John. ”Decision Theory.A n Introduction to Dynamic Programming and Sequential Decisions.” (2000). APA ྫ) ױऀ〣 X ઢը૾ぇよぜぷ゚Խ「〔 x ぇ࢖༻「〛ɺ〒〣ױऀ⿿ ؞⿾〞⿸⿾ぇぜ゘と C1(؞ױऀ),C2(ඇ؞ױऀ) 〠い々〔⿶ɻ (p(Ck|x ぇٻ〶〔⿶) p(Ck|x) = p(x|Ck)p(Ck) p(x) p(Ck) 〤 X ઢը૾ぇద༻『぀લ〠ਓؒ⿿؞〠⿾⿾぀ࣄલ֬཰ɺ p(Ck|x) 〤 X ઢը૾⿾〾ಘ〾ぁ〔৘ใぇ࢖༻「〛よぐど〣ఆཧぇ ༻⿶〛मਖ਼「〔ࣄޙ֬཰〜⿴぀ɻ 39 / 43
40. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.5 ܾఆཧ࿦ some decision rule ଛࣦؔ਺ (loss function) ܾఆɾߦಈ〠෇ਵ『぀ଛࣦぇද『ؔ਺ ؞ױऀ〣ぜ゘と෼ྨ〜ɺ〞〖〾⿿ױऀ〠〽〿େ　⿶ ଛࣦぇ༩⿺぀〕あ⿸⿾? ▶ ؞〜〟⿶ਓぇ؞〝਍அ『぀ ▶ ؞〣ਓぇ؞〝਍அ『぀ غ٫ざゆてゖア (reject option) ܾఆ⿿ࠔ೉〟৔߹〠〤ɺܾఆぇආ 々぀બ୒ 1 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 Probabability θ 棄却領域 p(C2|x) p(C1|x) 40 / 43
41. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.5 ܾఆཧ࿦ 1.5.4 inferense and decision ਪ࿦ஈ֊ → ܾఆஈ֊〭〣̏〙〣ぎゆ゜がば ੜ੒ゑぶ゚ (generative model) ぜ゘と〉〝〠ぜ゘と〣৚݅෇　ີ౓ p(x|Ck) ぇܾఆ 『぀ਪ࿦໰୊ぇղ。ɻ〒「〛 p(Ck) 〷ٻ〶〛ɺࣄޙ ֬཰ p(Ck|x) ぇٻ〶぀ɻ〒「〛ܾఆཧ࿦〠〽〿ぜ゘ と〠ׂ〿౰〛぀ɻग़ྗ〕々〜〟〟。ೖྗ〷ゑぶ゚Խ 《ぁ぀〣〜ɺぶがの〣ੜ੒〷Մೳ〠〟぀ɻ ࣝผゑぶ゚ (discriminative model) ぜ゘とࣄޙ֬཰ p(Ck|x) ぇܾఆ『぀ਪ࿦໰୊ぇղ　ɺ ܾఆཧ࿦ぇ༻⿶〛৽〔〟 x ぇぜ゘と〠ׂ〿౰〛぀ɻ ࣝผؔ਺ (discriminative function) ਪ࿦【』〠௚઀ܾఆ『぀ɻ֤ ೖྗ x ⿾〾௚઀ぜ゘と゘よ゚〭〝ࣸ૾『぀ɻ 41 / 43
42. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.6 ৘ใཧ࿦ ৘ใྔ〝ごアぷ゜ゃが ⿴぀཭ࢄ֬཰ม਺ x ⿿⿴぀〝『぀ɻ h(x) = − log2 p(x) : ৘ใྔぇද『 H[x] = − ∑ x p(x) log2 p(x) : ֬཰ม਺ x 〣ごアぷ゜ゃが 42 / 43
43. PRML Seminar #1 ୈ 1 ষ ং࿦ 1.6 ৘ใཧ࿦ ֬཰ม਺ x ぇ༩⿺ɺ8 ݸ〣Մೳ〟ঢ়ଶぇ౳֬཰〜औ぀ɻ 〒〣஋ぇड৴ऀ〠 3bit 〣௕《〠「〛ૹ぀ɻ 〈〣ม਺〣ごアぷ゜ゃが〤ɺ H[x] = −8 × 1 8 log2 1 8 = 3bit ࣍〠 x 〤 a, b, c, d, e, f, g 〣 8 〈〣Մೳ〟ঢ়ଶぇ〝〿ɺ {1 2 , 1 4 , 1 8 , 1 16 , 1 64 , 1 64 , 1 64 , 1 64 } 〣֬཰〜༩⿺〾ぁ぀ɻ〒〣ࡍ〣ごアぷ ゜ゃが〤 H[x] = − 1 2 log2 1 2 − 1 4 log2 1 4 − 1 8 log2 1 8 − 1 16 log2 1 16 − 4 64 log2 1 64 = 2bit ֬཰〣෼෍⿿ඇҰ༷〟〷〣〽〿〷ɺҰ༷〟෼෍〣〰⿸⿿ごアぷ゜ ゃが〤ߴ⿶ࣄ⿿い⿾぀ɻごアぷ゜ゃが〤֬཰෼෍〝ີ઀〠ؔ܎⿿ ⿴぀ɻ 43 / 43