online learning and optimization - cse learning and optimization introduction. course details...
TRANSCRIPT
![Page 1: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/1.jpg)
Online Learning and Optimization
Introduction
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Course Details
• Name: CS773(A) – Online Learning and Optimization
• Nickname: OLO
• Instructor: Purushottam “Puru” Kar (purushot)
• Teaching Assistant: Vijay Keswani (vijaykes)
• Lectures: TuTh 1700-1830 hrs, KD102
• Office hours:Puru: Fridays 1600-1700 hrsVijay: Wednesdays 1600-1700 hrs
• Website: http://tinyurl.com/olo15-16w
• Internal: http://tinyurl.com/olo15-16wi
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Auditors
• Please send a mail to Vijay confirming your decision
• Do this even if you have spoken to Vijay/Puru
• Feel free to participate in all aspects of the course• Attend lectures
• Assist creditors in scribing notes
• Submit assignments – will be graded*
• Appear for examinations – will be graded*
• Participate in project groups
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Grading Scheme
• 15%: Assignments• Paper-pen (although LaTeX-ed preferred)
• Programming-based
• 15%: Scribing lecture notes for one lecture• Typeset in LaTeX
• 15%: Mid-semester examination
• 15%: End-semester examination
• 40%: Term Project
Obtaining significant and publishable results in the projectwould merit an A grade irrespective of performance inother components of the course.
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Scribing Duties
• Schedule up on internal website
• Can swap lectures with others• Please inform Vijay and Puru beforehand
• Use the prescribed style file• Available on internal website
• Do not edit style file – ask Puru in case of doubts
• Take pride in your scribed notes• Well explained, details worked out
• Well referenced, proper citations, acknowledgements
• Properly formatted definitions, theorems, lemmata
• Illustrations when necessary
• Sample scribe also present
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Project
• Form groups of 2 (1 or 3 allowed as special case)• Auditors can join project groups but wont be counted
• The class can express any concerns regarding this rule
• Make groups known to Vijay and Puru
• Project proposals (written) due before class 19th Jan
• Mid-term presentations: 1st Mar, 2016
• Final presentations + report: 12th + 14th Apr, 2016
• Breakup• Project proposal: 5%
• Mid-term presentation: 10%
• Final presentation: 20%
• Report: 5%
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Project
• Some project ideas to be put up on internal website• Expect list of suggested idea before 2nd Jan
• Discuss with friends, Puru for more ideas
• Please do not wait till 19th Jan to discuss
• Project topic needs to be related to the course
• Project has to be substantial• Simple implementation of existing algorithms wont do
• Reading projects possible but require extensive coverage and insight into what was done and what can be done
• Objective of the course• Lectures act as enablers – introducing basics, tools
• Project investigation is where thorough instruction takes place
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Reference Material
• No textbook for the course
• Reference list up on website
• Locally cached copies for some on internal website
• [BVB] Boyd and Vandenberghe. Convex Optimization.
• [BCB] Bubeck and Cesa-Bianchi. Regret Analysis of Stochastic and Nonstochastic Multi-armed Bandit Problems.
• [CBL] Cesa-Bianchi and Lugosi. Prediction, Learning, and Games.
• [HZN] Hazan. Introduction to Online Convex Optimization.
• [MRT] Mohri, Rostamizadeh, and Talwalkar. Foundations of Machine Learning.
• [SSS] Shalev-Shwartz. Online Learning and Online Convex Optimization.
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Use of Unfair Means
• The following are prohibited – severe penalties• Copying answers in pen-paper assignments
• Copying code in programming assignments
• Passing off known results as one’s own
• Manipulating experimental results
• The following are prohibited – credit deductions• Using material in scribes (figures, text) without acknowledging
• Using help from auditors in projects without acknowledging
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Machine Learning 101
![Page 11: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/11.jpg)
Machine Learning
![Page 12: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/12.jpg)
Machine Learning
“The art and science of designing adaptive algorithms”
![Page 13: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/13.jpg)
Machine Learning
“The art and science of designing adaptive algorithms”
Spam FilteringA different “classification problem” for every individual
A different problem for every context
![Page 14: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/14.jpg)
Machine Learning
“The art and science of designing adaptive algorithms”
Spam FilteringA different “classification problem” for every individual
A different problem for every context
![Page 15: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/15.jpg)
Machine Learning
“The art and science of designing adaptive algorithms”
Spam FilteringA different “classification problem” for every individual
A different problem for every context
![Page 16: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/16.jpg)
Machine Learning
“The art and science of designing adaptive algorithms”
Self-driving CarsA different control problem for every locale
www.youtube.com, www.ci.pasadena.ca.us, www.newindianexpress.com, inextlive.jagran.com
![Page 17: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/17.jpg)
Machine Learning
“The art and science of designing adaptive algorithms”
Self-driving CarsA different control problem for every locale
www.youtube.com, www.ci.pasadena.ca.us, www.newindianexpress.com, inextlive.jagran.com
![Page 18: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/18.jpg)
Traditional Machine Learning Primitives
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Traditional Machine Learning Primitives
Binary Classification
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Traditional Machine Learning Primitives
Binary Classification Multi Classification
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Traditional Machine Learning Primitives
Binary Classification Multi Classification Multi-label Classfn
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Traditional Machine Learning Primitives
Binary Classification Multi Classification
Regression
Multi-label Classfn
![Page 23: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/23.jpg)
Traditional Machine Learning Primitives
Binary Classification Multi Classification
Regression Clustering
Multi-label Classfn
![Page 24: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/24.jpg)
Traditional Machine Learning Primitives
Binary Classification Multi Classification
Regression Clustering Component Analysis
Multi-label Classfn
![Page 25: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/25.jpg)
Machine Learning – Perspectives
www.iconarchive.com
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Machine Learning – Perspectives
Training Data
www.iconarchive.com
![Page 27: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/27.jpg)
Machine Learning – Perspectives
Training Data
www.iconarchive.com
![Page 28: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/28.jpg)
Machine Learning – Perspectives
Training Data
LearningAlgorithm
www.iconarchive.com
![Page 29: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/29.jpg)
Machine Learning – Perspectives
Training Data
LearningAlgorithm
www.iconarchive.com
![Page 30: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/30.jpg)
Machine Learning – Perspectives
Training Data
PredictorLearning
Algorithm
www.iconarchive.com
![Page 31: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/31.jpg)
Machine Learning – Perspectives
Training Data
PredictorLearning
Algorithm
TestData
www.iconarchive.com
![Page 32: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/32.jpg)
Machine Learning – Perspectives
Training Data
PredictorLearning
Algorithm
TestData
www.iconarchive.com
![Page 33: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/33.jpg)
Machine Learning – Perspectives
Training Data
PredictorLearning
Algorithm
PredictorTestData
www.iconarchive.com
![Page 34: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/34.jpg)
Machine Learning – Perspectives
Training Data
PredictorLearning
Algorithm
PredictorTestData
www.iconarchive.com
![Page 35: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/35.jpg)
Machine Learning – Perspectives
Training Data
42
PredictorLearning
Algorithm
PredictorTestData
www.iconarchive.com
![Page 36: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/36.jpg)
Machine Learning in Action
Linear Binary Classification
![Page 37: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/37.jpg)
Machine Learning in Action
Training Data
Linear Binary Classification
![Page 38: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/38.jpg)
Machine Learning in Action
Training Data
Linear Binary Classification
![Page 39: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/39.jpg)
Machine Learning in Action
Training Data
PredictorLearning
Algorithm
Linear Binary Classification
![Page 40: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/40.jpg)
Machine Learning in Action
Training Data
PredictorLearning
Algorithm
Linear Binary Classification
![Page 41: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/41.jpg)
Machine Learning in Action
Training Data
PredictorLearning
Algorithm
TestData
Predictor
Linear Binary Classification
![Page 42: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/42.jpg)
Machine Learning in Action
Training Data
PredictorLearning
Algorithm
TestData
Predictor
Linear Binary Classification
![Page 43: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/43.jpg)
Machine Learning – Perspectives
Training Data
42
PredictorLearning
Algorithm
PredictorTestData
![Page 44: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/44.jpg)
Machine Learning – Perspectives
Training Data
PredictorLearning
Algorithm
![Page 45: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/45.jpg)
Design Questions
Machine Learning – Perspectives
Training Data
PredictorLearning
Algorithm
![Page 46: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/46.jpg)
Design Questions
• How is training data presented/acquired?
Machine Learning – Perspectives
Training Data
PredictorLearning
Algorithm
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Design Questions
• How is training data presented/acquired?
• What is the predictor supposed to do?
Machine Learning – Perspectives
Training Data
PredictorLearning
Algorithm
![Page 48: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/48.jpg)
Design Questions
• How is training data presented/acquired?
• What is the predictor supposed to do?• Labels: binary, k-ary, multiset, real number, natural numbers
• Assignments: new representation, categorization, permutation
Machine Learning – Perspectives
Training Data
PredictorLearning
Algorithm
![Page 49: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/49.jpg)
Design Questions
• How is training data presented/acquired?• Fully labelled, partially labelled, label-on-request?
• All at once, one at a time, upon request?
• Generated passively, noisily, adversarially, by an MDP?
• What is the predictor supposed to do?• Labels: binary, k-ary, multiset, real number, natural numbers
• Assignments: new representation, categorization, permutation
Machine Learning – Perspectives
Training Data
PredictorLearning
Algorithm
![Page 50: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/50.jpg)
Design Questions
• How is training data presented/acquired?• Fully labelled, partially labelled, label-on-request?
• All at once, one at a time, upon request?
• Generated passively, noisily, adversarially, by an MDP?
• What is the predictor supposed to do?• Labels: binary, k-ary, multiset, real number, natural numbers
• Assignments: new representation, categorization, permutation
Machine Learning – Perspectives
Training Data
PredictorLearning
Algorithm
![Page 51: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/51.jpg)
Online Learning
![Page 52: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/52.jpg)
Traditional “Batch” Learning
pinterest.com
![Page 53: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/53.jpg)
Traditional “Batch” Learning
Training Data
PredictorLearning
Algorithm
pinterest.com
![Page 54: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/54.jpg)
Traditional “Batch” Learning
• A one round game between teacher and learner
Training Data
PredictorLearning
Algorithm
pinterest.com
![Page 55: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/55.jpg)
Traditional “Batch” Learning
• A one round game between teacher and learner
Training Data
PredictorLearning
Algorithm
LearningAlgorithm
pinterest.com
![Page 56: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/56.jpg)
Traditional “Batch” Learning
• A one round game between teacher and learner
Training Data
PredictorLearning
Algorithm
LearningAlgorithm
Training Data
pinterest.com
![Page 57: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/57.jpg)
Traditional “Batch” Learning
• A one round game between teacher and learner
Training Data
PredictorLearning
Algorithm
LearningAlgorithm
Training Data Predictor
pinterest.com
![Page 58: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/58.jpg)
Traditional “Batch” Learning
• A one round game between teacher and learner
Training Data
PredictorLearning
Algorithm
LearningAlgorithm
Training Data
TestData
Predictor
pinterest.com
![Page 59: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/59.jpg)
Traditional “Batch” Learning
• A one round game between teacher and learner
Training Data
PredictorLearning
Algorithm
LearningAlgorithm
Training Data
TestData
Predictor
Predictions
pinterest.com
![Page 60: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/60.jpg)
Traditional “Batch” Learning
• A one round game between teacher and learner
Training Data
PredictorLearning
Algorithm
LearningAlgorithm
Training Data
TestData
Predictor
Predictions
Feedback
pinterest.com
![Page 61: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/61.jpg)
Traditional “Batch” Learning
• A one round game between teacher and learner
• As expected, each tries to outdo the other
Training Data
PredictorLearning
Algorithm
LearningAlgorithm
Training Data
TestData
Predictor
Predictions
Feedback
pinterest.com
![Page 62: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/62.jpg)
Online Learning
![Page 63: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/63.jpg)
Online Learning
“The art and science of designing algorithms that can adapt to sequential data”
![Page 64: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/64.jpg)
Online Learning
“The art and science of designing algorithms that can adapt to sequential data”
LearningAlgorithm
![Page 65: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/65.jpg)
Online Learning
“The art and science of designing algorithms that can adapt to sequential data”
LearningAlgorithm
Data Point
![Page 66: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/66.jpg)
Online Learning
“The art and science of designing algorithms that can adapt to sequential data”
LearningAlgorithm
Data Point
Prediction
![Page 67: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/67.jpg)
Online Learning
“The art and science of designing algorithms that can adapt to sequential data”
LearningAlgorithm
Data Point
Prediction
Feedback
![Page 68: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/68.jpg)
Online Learning
“The art and science of designing algorithms that can adapt to sequential data”
LearningAlgorithm
Data Point
Prediction
Data Point
Feedback
![Page 69: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/69.jpg)
Online Learning
“The art and science of designing algorithms that can adapt to sequential data”
LearningAlgorithm
Data Point
Prediction
Data Point
Prediction
Feedback
![Page 70: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/70.jpg)
Online Learning
“The art and science of designing algorithms that can adapt to sequential data”
LearningAlgorithm
Data Point
Prediction
Data Point
Prediction
Feedback
Feedback
![Page 71: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/71.jpg)
Online Learning
“The art and science of designing algorithms that can adapt to sequential data”
LearningAlgorithm
Data Point
Prediction
Data Point
Prediction
Data Point
Feedback
Feedback
![Page 72: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/72.jpg)
Online Learning
“The art and science of designing algorithms that can adapt to sequential data”
LearningAlgorithm
Data Point
Prediction
Data Point
Prediction
Data Point
Prediction
Feedback
Feedback
![Page 73: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/73.jpg)
Online Learning
“The art and science of designing algorithms that can adapt to sequential data”
LearningAlgorithm
Data Point
Prediction
Data Point
Prediction
Data Point
Prediction
Feedback
Feedback
Feedback
![Page 74: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/74.jpg)
Online Learning
“The art and science of designing algorithms that can adapt to sequential data”
LearningAlgorithm
Data Point
Prediction
Data Point
Prediction
Data Point
Prediction
…
Feedback
Feedback
Feedback
![Page 75: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/75.jpg)
Online Learning
“The art and science of designing algorithms that can adapt to sequential data”
Learning
Algorithm
Data Point
Prediction
Data Point
Prediction
Data Point
Prediction
…
Feedback
Feedback
Feedback
![Page 76: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/76.jpg)
Online Learning
“The art and science of designing algorithms that can adapt to sequential data”
• Binary predictions – online classification
Learning
Algorithm
Data Point
Prediction
Data Point
Prediction
Data Point
Prediction
…
Feedback
Feedback
Feedback
![Page 77: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/77.jpg)
Online Learning
“The art and science of designing algorithms that can adapt to sequential data”
• Binary predictions – online classification
• Real predictions – online regression
Learning
Algorithm
Data Point
Prediction
Data Point
Prediction
Data Point
Prediction
…
Feedback
Feedback
Feedback
![Page 78: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/78.jpg)
Online Learning
“The art and science of designing algorithms that can adapt to sequential data”
• Binary predictions – online classification
• Real predictions – online regression
• “Incomplete data” – bandit learningLearning
Algorithm
Data Point
Prediction
Data Point
Prediction
Data Point
Prediction
…
Feedback
Feedback
Feedback
![Page 79: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/79.jpg)
Online Learning
“The art and science of designing algorithms that can adapt to sequential data”
• Binary predictions – online classification
• Real predictions – online regression
• “Incomplete data” – bandit learning
• General modelData point: statePrediction: actionReinforcement Learning!!
Learning
Algorithm
Data Point
Prediction
Data Point
Prediction
Data Point
Prediction
…
Feedback
Feedback
Feedback
![Page 80: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/80.jpg)
Online Learning – Applications
• Online spam filtering• Data point: email description
• Prediction: spam/okay
• Feedback: Correctness of prediction
• Portfolio selection• Data point: market description
• Prediction: investment profile
• Feedback: revenue earned/lost
• Recommendation systems• Data: user profile
• Prediction: items to buy/movies to watch
• Feedback: click on suggested itemsmediasuite.ca, touchpointsa.com, cordcuttersnews.com, phx.corporate-ir.net, rednewswire.com
![Page 81: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/81.jpg)
Online Learning – Applications
• Ad-placement systems• Data: user profile, history
• Prediction: ads displayed
• Feedback: click, purchase
• Weather prediction• Data: Recent met data, historical
• Prediction: rain, amount
• Feedback: actual weather
• Stock price prediction• Data: market description, past prices
• Prediction: future prices
• Feedback: actual prices
techgyd.com, metoffice.gov.uk, cnbc.com
![Page 82: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/82.jpg)
Online Optimization
• Cousin of online learning - optimizing over data streams
• Immensely useful in optimization over large datasets
• Extends traditional “batch” optimization methods• Gradient descent, Mirrored descent
• Newton’s method
• Widely used method• defacto standard in several areas
• SVM solvers – LibSVM, Liblinear
• Training deep nets
![Page 83: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/83.jpg)
Course Contents
• Online Prediction with Full Feedback• Online classification, regression
• Learning with expert advice, portfolio selection
• Online Convex Optimization• Review of batch optimization
• FTRL, OGD, OMD, SGD (OMG right??)
• Online Prediction with Limited Feedback• Stochastic/adversarial multi-armed bandits
• Linear and contextual bandits
• Advanced topics*• SVRG, Minimax rates, Zero-order optimization, shifting experts
• Feedback on topics appreciated
![Page 84: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/84.jpg)
How to Feel no Regret
![Page 85: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/85.jpg)
Online Classification
• At each time step t• Learner receives a context
• Learner proposes a label
• Teacher provides true label as feedback
• Learner incurs a loss of• Example:
• Mistake Bound• A bound on the quantity
![Page 86: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/86.jpg)
Online Learning
• At each time step t• Learner proposes a predictor
• Teacher provides a penalty function as feedback
• Learner incurs a penalty
• Typically:
• Online linear regression:
• Cumulative Penalty• A bound on the quantity
![Page 87: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/87.jpg)
Some Points to Note
![Page 88: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/88.jpg)
Some Points to Note
• The teacher chooses the true labels/penalty functions after the learner has made his move
![Page 89: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/89.jpg)
Some Points to Note
• The teacher chooses the true labels/penalty functions after the learner has made his move
• Consistent with what happened in the “batch” mode
LearningAlgorithm
TestData
Predictor
Predictions
Feedback
![Page 90: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/90.jpg)
Some Points to Note
• The teacher chooses the true labels/penalty functions after the learner has made his move
• Consistent with what happened in the “batch” mode
• How does the teacher generate feedback?• Stochastically
• Adversarially
LearningAlgorithm
TestData
Predictor
Predictions
Feedback
![Page 91: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/91.jpg)
Some Points to Note
• The teacher chooses the true labels/penalty functions after the learner has made his move
• Consistent with what happened in the “batch” mode
• How does the teacher generate feedback?• Stochastically
• Adversarially
• How do we make sense of these settings?
LearningAlgorithm
TestData
Predictor
Predictions
Feedback
![Page 92: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/92.jpg)
Notion of Regret
![Page 93: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/93.jpg)
Notion of Regret
• How do we distinguish between situations where• Data is easy and we should expect learner to do very well
• Data is ridiculous and no learner can do well
![Page 94: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/94.jpg)
Notion of Regret
• How do we distinguish between situations where• Data is easy and we should expect learner to do very well
• Data is ridiculous and no learner can do well
• Mistake and Cumulative Penalties do not capture this• Is cumulative penalty high because of bad learner or bad data?
![Page 95: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/95.jpg)
Notion of Regret
• How do we distinguish between situations where• Data is easy and we should expect learner to do very well
• Data is ridiculous and no learner can do well
• Mistake and Cumulative Penalties do not capture this• Is cumulative penalty high because of bad learner or bad data?
• Solution: compare learner against a benchmark
![Page 96: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/96.jpg)
Notion of Regret
• How do we distinguish between situations where• Data is easy and we should expect learner to do very well
• Data is ridiculous and no learner can do well
• Mistake and Cumulative Penalties do not capture this• Is cumulative penalty high because of bad learner or bad data?
• Solution: compare learner against a benchmark
• Common benchmark: set of static predictors
![Page 97: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/97.jpg)
Notion of Regret
• How do we distinguish between situations where• Data is easy and we should expect learner to do very well
• Data is ridiculous and no learner can do well
• Mistake and Cumulative Penalties do not capture this• Is cumulative penalty high because of bad learner or bad data?
• Solution: compare learner against a benchmark
• Common benchmark: set of static predictors
• Regret of a learning algorithm
![Page 98: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/98.jpg)
Notion of Regret
• How do we distinguish between situations where• Data is easy and we should expect learner to do very well
• Data is ridiculous and no learner can do well
• Mistake and Cumulative Penalties do not capture this• Is cumulative penalty high because of bad learner or bad data?
• Solution: compare learner against a benchmark
• Common benchmark: set of static predictors
• Regret of a learning algorithm
• The algorithm gets to switch predictors, the benchmark gets to see the entire data
![Page 99: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/99.jpg)
Notion of Regret
• Holy grail of online learning: vanishing regret
• Equivalently
• Ability to compete with the best predictor in hindsight !!
![Page 100: Online Learning and Optimization - CSE Learning and Optimization Introduction. Course Details •Name: CS773(A) –Online Learning and Optimization •Nickname: OLO ... •What is](https://reader036.vdocuments.site/reader036/viewer/2022062504/5b061cb07f8b9ae9628c992d/html5/thumbnails/100.jpg)
Up Next
• Brief Introduction to Convex Analysis
• Brief Introduction to Probability Theory
• Online parameter estimation
• Online classification
• Online regression
• Prediction with expert help