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Page 1: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

1

The Perceptron Algorithm

MachineLearningFall2017

SupervisedLearning:TheSetup

1

Machine LearningSpring 2018

The slides are mainly from Vivek Srikumar

Page 2: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Outline

• The Perceptron Algorithm

• Perceptron Mistake Bound

• Variants of Perceptron

2

Page 3: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Where are we?

• The Perceptron Algorithm

• Perceptron Mistake Bound

• Variants of Perceptron

3

Page 4: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Recall: Linear Classifiers

• Input is a n dimensional vector x• Output is a label y ∈ {-1, 1}

• Linear Threshold Units (LTUs) classify an example x using the following classification rule

– Output = sgn(wTx + b) = sgn(b +åwi xi)

– wTx + b ≥ 0 → Predict y = 1

– wTx + b < 0 → Predict y = -1

4

b is called the bias term

Page 5: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Recall: Linear Classifiers

• Input is a n dimensional vector x• Output is a label y ∈ {-1, 1}

• Linear Threshold Units (LTUs) classify an example x using the following classification rule

– Output = sgn(wTx + b) = sgn(b +åwi xi)

– wTx + b ¸ 0 ) Predict y = 1

– wTx + b < 0 ) Predict y = -1

5

b is called the bias term

sgn

&' &( &) &* &+ &, &- &./' /( /) /* /+ /, /- /. 1

1

Page 6: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

The geometry of a linear classifier

6

sgn(b +w1 x1 + w2x2)

In n dimensions,a linear classifier represents a hyperplanethat separates the space into two half-spaces

x1

x2

++

++

+ +++

-- --

-- -- --

---- --

--

b +w1 x1 + w2x2=0We only care about the sign, not the magnitude

[w1 w2]

Page 7: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

The Perceptron

7

Page 8: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

The hype

8

The New Yorker, December 6, 1958 P. 44

The New York Times, July 8 1958 The IBM 704 computer

Page 9: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

The Perceptron algorithm

• Rosenblatt 1958

• The goal is to find a separating hyperplane– For separable data, guaranteed to find one

• An online algorithm– Processes one example at a time

• Several variants exist (will discuss briefly at towards the end)

9

Page 10: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

The Perceptron algorithm

Input: A sequence of training examples (x1, y1), (x2, y2),!where all xi ∈ ℜn, yi ∈ {-1,1}

• Initialize w0 = 0 ∈ ℜn

• For each training example (xi, yi): – Predict y’ = sgn(wt

Txi)– If yi ≠ y’:

• Update wt+1 ←wt + r (yi xi)

• Return final weight vector

10

Page 11: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

The Perceptron algorithm

11

Remember:Prediction = sgn(wTx)

There is typically a bias term also (wTx + b), but the bias may be treated as a constant feature and folded into w

Input: A sequence of training examples (x1, y1), (x2, y2),!where all xi ∈ ℜn, yi ∈ {-1,1}

• Initialize w0 = 0 ∈ ℜn

• For each training example (xi, yi): – Predict y’ = sgn(wt

Txi)

– If yi ≠ y’:

• Update wt+1 ←wt + r (yi xi)

• Return final weight vector

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The Perceptron algorithm

12

Footnote: For some algorithms it is mathematically easier to represent False as -1,

and at other times, as 0. For the Perceptron algorithm, treat -1 as false and +1 as true.

Remember:

Prediction = sgn(wTx)

There is typically a bias term

also (wTx + b), but the bias

may be treated as a

constant feature and folded

into w

Input: A sequence of training examples (x1, y1), (x2, y2),!where all xi ∈ ℜn, yi ∈ {-1,1}

• Initialize w0 = 0 ∈ ℜn

• For each training example (xi, yi):

– Predict y’ = sgn(wtTxi)

– If yi ≠ y’:

• Update wt+1 ←wt + r (yi xi)

• Return final weight vector

Page 13: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

The Perceptron algorithm

13

Mistake on positive: wt+1 ← wt + r xi

Mistake on negative: wt+1 ← wt - r xi

Input: A sequence of training examples (x1, y1), (x2, y2),!where all xi ∈ ℜn, yi ∈ {-1,1}

• Initialize w0 = 0 ∈ ℜn

• For each training example (xi, yi): – Predict y’ = sgn(wt

Txi)

– If yi ≠ y’:

• Update wt+1 ←wt + r (yi xi)

• Return final weight vector

Page 14: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

The Perceptron algorithm

14

Mistake on positive: wt+1 ← wt + r xi

Mistake on negative: wt+1 ← wt - r xi

Input: A sequence of training examples (x1, y1), (x2, y2),!where all xi ∈ ℜn, yi ∈ {-1,1}

• Initialize w0 = 0 ∈ ℜn

• For each training example (xi, yi): – Predict y’ = sgn(wt

Txi)

– If yi ≠ y’:

• Update wt+1 ←wt + r (yi xi)

• Return final weight vector

r is the learning rate, a small positive number less than 1

Page 15: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

The Perceptron algorithm

15

Mistake on positive: wt+1 ← wt + r xi

Mistake on negative: wt+1 ← wt - r xi

Input: A sequence of training examples (x1, y1), (x2, y2),!where all xi ∈ ℜn, yi ∈ {-1,1}

• Initialize w0 = 0 ∈ ℜn

• For each training example (xi, yi): – Predict y’ = sgn(wt

Txi)

– If yi ≠ y’:

• Update wt+1 ←wt + r (yi xi)

• Return final weight vector

r is the learning rate, a small positive number less than 1

Update only on error. A mistake-driven algorithm

Page 16: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

The Perceptron algorithm

16

Mistake on positive: wt+1 ← wt + r xi

Mistake on negative: wt+1 ← wt - r xi

Input: A sequence of training examples (x1, y1), (x2, y2),!where all xi ∈ ℜn, yi ∈ {-1,1}

• Initialize w0 = 0 ∈ ℜn

• For each training example (xi, yi): – Predict y’ = sgn(wt

Txi)

– If yi ≠ y’:

• Update wt+1 ←wt + r (yi xi)

• Return final weight vector

r is the learning rate, a small positive number less than 1

Update only on error. A mistake-driven algorithm

This is the simplest version. We will see more robust versions at the end

Page 17: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

The Perceptron algorithm

17

Mistake on positive: wt+1 ← wt + r xi

Mistake on negative: wt+1 ← wt - r xi

Input: A sequence of training examples (x1, y1), (x2, y2),!where all xi ∈ ℜn, yi ∈ {-1,1}

• Initialize w0 = 0 ∈ ℜn

• For each training example (xi, yi): – Predict y’ = sgn(wt

Txi)

– If yi ≠ y’:

• Update wt+1 ←wt + r (yi xi)

• Return final weight vector

r is the learning rate, a small positive number less than 1

Update only on error. A mistake-driven algorithm

This is the simplest version. We will see more robust versions at the end

Mistake can be written as yiwtTxi ≤ 0

Page 18: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Intuition behind the update

Suppose we have made a mistake on a positive example

That is, y = +1 and wtTx <0

Call the new weight vector wt+1 = wt + x (say r = 1)

The new dot product will be wt+1Tx = (wt + x)Tx = wt

Tx + xTx > wtTx

For a positive example, the Perceptron update will increase the score assigned to the same input

Similar reasoning for negative examples

18

Mistake on positive: wt+1 ← wt + r xi

Mistake on negative: wt+1 ← wt - r xi

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Geometry of the perceptron update

19

wold

Predict

Mistake on positive: wt+1 ← wt + r xiMistake on negative: wt+1 ← wt - r xi

Page 20: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Geometry of the perceptron update

20

wold

(x, +1)

Predict

Mistake on positive: wt+1 ← wt + r xiMistake on negative: wt+1 ← wt - r xi

Page 21: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Geometry of the perceptron update

21

wold

(x, +1)

For a mistake on a positiveexample

Predict

Mistake on positive: wt+1 ← wt + r xiMistake on negative: wt+1 ← wt - r xi

Page 22: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Geometry of the perceptron update

22

wold

(x, +1)

w ← w + x

For a mistake on a positiveexample

(x, +1)

Predict Update

Mistake on positive: wt+1 ← wt + r xiMistake on negative: wt+1 ← wt - r xi

Page 23: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Geometry of the perceptron update

23

wold

(x, +1)

w ← w + x

For a mistake on a positiveexample

(x, +1)

Predict Update

x

Mistake on positive: wt+1 ← wt + r xiMistake on negative: wt+1 ← wt - r xi

Page 24: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Geometry of the perceptron update

24

wold

(x, +1)

w ← w + x

For a mistake on a positiveexample

(x, +1)

Predict Update

x

Mistake on positive: wt+1 ← wt + r xiMistake on negative: wt+1 ← wt - r xi

Page 25: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Geometry of the perceptron update

25

wold

(x, +1) (x, +1)

wnew

w ← w + x

For a mistake on a positiveexample

(x, +1)

Predict Update After

x

Mistake on positive: wt+1 ← wt + r xiMistake on negative: wt+1 ← wt - r xi

Page 26: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Geometry of the perceptron update

26

wold

Predict

Page 27: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Geometry of the perceptron update

27

wold(x, -1)

Predict

For a mistake on a negativeexample

Page 28: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Geometry of the perceptron update

28

wold(x, -1)

w ← w - x

(x, -1)

Predict Update

For a mistake on a negativeexample

- x

Page 29: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Geometry of the perceptron update

29

wold(x, -1)

w ← w - x

(x, -1)

Predict Update

For a mistake on a negativeexample

- x

Page 30: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Geometry of the perceptron update

30

wold(x, -1)

w ← w - x

(x, -1)

Predict Update

For a mistake on a negativeexample

- x

Page 31: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Geometry of the perceptron update

31

wold(x, -1) (x, -1)

wnew

w ← w - x

(x, -1)

Predict Update After

For a mistake on a negativeexample

- x

Page 32: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Perceptron Learnability

• Obviously Perceptron cannot learn what it cannot represent– Only linearly separable functions

• Minsky and Papert (1969) wrote an influential book demonstrating Perceptron’s representational limitations

– Parity functions can’t be learned (XOR)• But we already know that XOR is not linearly separable

– Feature transformation trick

32

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What you need to know

• The Perceptron algorithm

• The geometry of the update

• What can it represent

33

Page 34: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Where are we?

• The Perceptron Algorithm

• Perceptron Mistake Bound

• Variants of Perceptron

34

Page 35: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Convergence

Convergence theorem– If there exist a set of weights that are consistent with the

data (i.e. the data is linearly separable), the perceptron algorithm will converge.

35

Page 36: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Convergence

Convergence theorem– If there exist a set of weights that are consistent with the

data (i.e. the data is linearly separable), the perceptron algorithm will converge.

Cycling theorem– If the training data is not linearly separable, then the

learning algorithm will eventually repeat the same set of weights and enter an infinite loop

36

Page 37: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Margin

The margin of a hyperplane for a dataset is the distance between the hyperplane and the data point nearest to it.

37

++

++

+ +++

-- --

-- -- --

---- --

--

Margin with respect to this hyperplane

Page 38: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Margin

• The margin of a hyperplane for a dataset is the distance between the hyperplane and the data point nearest to it.

• The margin of a data set (!) is the maximum margin possible for that dataset using any weight vector.

38

++

++

+ +++

-- --

-- -- --

---- --

--

Margin of the data

Page 39: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Mistake Bound Theorem [Novikoff 1962, Block 1962]

Let {(x1, y1), (x2, y2),!, (xm, ym)} be a sequence of training

examples such that for all i, the feature vector xi ∈ ℜn, ||xi||≤ R

and the label yi ∈ {-1, +1}.

Suppose there exists a unit vector u 2 <n (i.e ||u|| = 1) such that for

some ° 2 < and ° > 0 we have yi (uT xi) ¸ °.

Then, the perceptron algorithm will make at most (R/°)2 mistakes

on the training sequence.

39

Page 40: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Mistake Bound Theorem [Novikoff 1962, Block 1962]

Let {(x1, y1), (x2, y2),!, (xm, ym)} be a sequence of training

examples such that for all i, the feature vector xi ∈ ℜn, ||xi||≤ Rand the label yi ∈ {-1, +1}.

Suppose there exists a unit vector u ∈ ℜn (i.e ||u|| = 1) such that for some $ ∈ ℜ and $ > 0 we have yi (uT xi) ≥ $.

Then, the perceptron algorithm will make at most (R/°)2 mistakes on the training sequence.

40

Page 41: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Mistake Bound Theorem [Novikoff 1962, Block 1962]

Let {(x1, y1), (x2, y2),!, (xm, ym)} be a sequence of training

examples such that for all i, the feature vector xi ∈ ℜn, ||xi||≤ Rand the label yi ∈ {-1, +1}.

Suppose there exists a unit vector u ∈ ℜn (i.e ||u|| = 1) such that for some $ ∈ ℜ and $ > 0 we have yi (uT xi) ≥ $.

Then, the perceptron algorithm will make at most (R/ $)2

mistakes on the training sequence.

41

Page 42: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Mistake Bound Theorem [Novikoff 1962, Block 1962]

Let {(x1, y1), (x2, y2),!, (xm, ym)} be a sequence of training

examples such that for all i, the feature vector xi ∈ ℜn, ||xi||≤ Rand the label yi ∈ {-1, +1}.

Suppose there exists a unit vector u ∈ ℜn (i.e ||u|| = 1) such that for some $ ∈ ℜ and $ > 0 we have yi (uT xi) ≥ $.

Then, the perceptron algorithm will make at most (R/ $)2

mistakes on the training sequence.

42

We can always find such an R. Just look for the farthest data point from the origin.

Page 43: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Mistake Bound Theorem [Novikoff 1962, Block 1962]

43

The data and u have a margin !. Importantly, the data is separable.! is the complexity parameter that defines the separability of data.

Let {(x1, y1), (x2, y2),!, (xm, ym)} be a sequence of training examples such that for all i, the feature vector xi ∈ ℜn, ||xi||≤ Rand the label yi ∈ {-1, +1}.

Suppose there exists a unit vector u ∈ ℜn (i.e ||u|| = 1) such that for some ! ∈ ℜ and ! > 0 we have yi (uT xi) ≥ !.

Then, the perceptron algorithm will make at most (R/ !)2

mistakes on the training sequence.

Page 44: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Mistake Bound Theorem [Novikoff 1962, Block 1962]

44

If u hadn’t been a unit vector, then we could scale ! in the mistake bound. This will change the final mistake bound to (||u||R/ !)2

Let {(x1, y1), (x2, y2),!, (xm, ym)} be a sequence of training examples such that for all i, the feature vector xi ∈ ℜn, ||xi||≤ Rand the label yi ∈ {-1, +1}.

Suppose there exists a unit vector u ∈ ℜn (i.e ||u|| = 1) such that for some ! ∈ ℜ and ! > 0 we have yi (uT xi) ≥ !.

Then, the perceptron algorithm will make at most (R/ !)2

mistakes on the training sequence.

Page 45: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Mistake Bound Theorem [Novikoff 1962, Block 1962]

Let {(x1, y1), (x2, y2),!, (xm, ym)} be a sequence of training

examples such that for all i, the feature vector xi ∈ ℜn, ||xi||≤ Rand the label yi ∈ {-1, +1}.

Suppose there exists a unit vector u ∈ ℜn (i.e ||u|| = 1) such that for some $ ∈ ℜ and $ > 0 we have yi (uT xi) ≥ $.

Then, the perceptron algorithm will make at most (R/ $)2

mistakes on the training sequence.

45

Suppose we have a binary classification dataset with n dimensional inputs.

If the data is separable,…

…then the Perceptron algorithm will find a separating hyperplane after making a finite number of mistakes

Page 46: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Proof (preliminaries)

The setting• Initial weight vector w is all zeros

• Learning rate = 1– Effectively scales inputs, but does not change the behavior

• All training examples are contained in a ball of size R– ||xi|| ≤ R

• The training data is separable by margin " using a unit vector u– yi (uT xi) ≥ "

46

• Receive an input (xi, yi)• if sgn(wt

Txi) ≠ yi:Update wt+1 ← wt + yi xi

Page 47: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Proof (1/3)

1. Claim: After t mistakes, uTwt ≥ t "

47

• Receive an input (xi, yi)• if sgn(wt

Txi) ≠ yi:Update wt+1 ← wt + yi xi

Page 48: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Proof (1/3)

1. Claim: After t mistakes, uTwt ≥ t "

48

Because the data is separable by a margin "

• Receive an input (xi, yi)• if sgn(wt

Txi) ≠ yi:Update wt+1 ← wt + yi xi

Page 49: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Proof (1/3)

1. Claim: After t mistakes, uTwt ≥ t "

Because w0 = 0 (i.e uTw0 = 0), straightforward induction gives us uTwt ≥ t "

49

Because the data is separable by a margin "

• Receive an input (xi, yi)• if sgn(wt

Txi) ≠ yi:Update wt+1 ← wt + yi xi

Page 50: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

2. Claim: After t mistakes, ||wt||2 ≤ tR2

Proof (2/3)

50

• Receive an input (xi, yi)• if sgn(wt

Txi) ≠ yi:Update wt+1 ← wt + yi xi

Page 51: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Proof (2/3)

51

The weight is updated only when there is a mistake. That is when yi wt

T xi < 0.

||xi|| ≤ R, by definition of R

2. Claim: After t mistakes, ||wt||2 ≤ tR2

• Receive an input (xi, yi)• if sgn(wt

Txi) ≠ yi:Update wt+1 ← wt + yi xi

Page 52: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Proof (2/3)

2. Claim: After t mistakes, ||wt||2 ≤ tR2

Because w0 = 0 (i.e uTw0 = 0), straightforward inductiongives us ||wt||2 ≤ tR2

52

• Receive an input (xi, yi)• if sgn(wt

Txi) ≠ yi:Update wt+1 ← wt + yi xi

Page 53: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Proof (3/3)

What we know:1. After t mistakes, uTwt ≥ t"2. After t mistakes, ||wt||2 ≤ tR2

53

Page 54: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Proof (3/3)

What we know:1. After t mistakes, uTwt ≥ t"2. After t mistakes, ||wt||2 ≤ tR2

54

From (2)

Page 55: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Proof (3/3)

What we know:1. After t mistakes, uTwt ≥ t"2. After t mistakes, ||wt||2 ≤ tR2

55

From (2)

uT wt =||u|| ||wt|| cos(<angle between them>)

But ||u|| = 1 and cosine is less than 1

So uT wt · ||wt||

Page 56: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Proof (3/3)

What we know:1. After t mistakes, uTwt ≥ t"2. After t mistakes, ||wt||2 ≤ tR2

56

From (2)

uT wt =||u|| ||wt|| cos(<angle between them>)

But ||u|| = 1 and cosine is less than 1

So uT wt · ||wt|| (Cauchy-Schwarz inequality)

Page 57: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Proof (3/3)

57

From (2)

uT wt =||u|| ||wt|| cos(<angle between them>)

But ||u|| = 1 and cosine is less than 1

So uT wt ≤ ||wt||

From (1)

What we know:1. After t mistakes, uTwt ≥ t#2. After t mistakes, ||wt||2 ≤ tR2

Page 58: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Proof (3/3)

58

Number of mistakes

What we know:1. After t mistakes, uTwt ≥ t"2. After t mistakes, ||wt||2 ≤ tR2

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Proof (3/3)

59

Bounds the total number of mistakes!

Number of mistakes

What we know:1. After t mistakes, uTwt ≥ t"2. After t mistakes, ||wt||2 ≤ tR2

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Mistake Bound Theorem [Novikoff 1962, Block 1962]

Let {(x1, y1), (x2, y2),!, (xm, ym)} be a sequence of training

examples such that for all i, the feature vector xi ∈ ℜn, ||xi||≤ Rand the label yi ∈ {-1, +1}.

Suppose there exists a unit vector u ∈ ℜn (i.e ||u|| = 1) such that for some $ ∈ ℜ and $ > 0 we have yi (uT xi) ≥ $.

Then, the perceptron algorithm will make at most (R/ $)2

mistakes on the training sequence.

60

Page 61: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Mistake Bound Theorem [Novikoff 1962, Block 1962]

61

Page 62: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Mistake Bound Theorem [Novikoff 1962, Block 1962]

62

162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215

L1(U ,B) =1

2log |KBB |�

1

2log |KBB + �A1|�

1

2�a2 �

1

2�a3

� 1

2

KX

k=1

kU(k)k2F +1

2�2a4

>(KBB + �A1)

�1a4

+�

2tr(K�1

BBA1) + CONST

L2(U ,B,�) =1

2log |KBB |�

1

2log |KBB +A1|�

1

2a2 + a3

� 1

2�>KBB�+

1

2tr(K�1

BBA1)�1

2

KX

k=1

kU(k)k2F

�(t+1)= (KBB +A1)

�1(A1�

(t)+ a6)

a6 =

X

j

k(B,xij )(2yij � 1)N�k(B,xij )

>�(t)|0, 1�

��(2yij � 1)k(B,xij )

>�(t)�

L1(U ,B, q(v)) = log(p(U)) +Z

q(v) logp(v|B)

q(v)dv +

Xj

Zq(v)Fv(yij ,�)dv

L1

�y,U ,B, q(v)

B,UL⇤1(y,U ,B)

L1

�y,U ,B, q(v)

(A1,rA1)

(a2,ra2)

(a3,ra3)

(a4,ra4)

(a5,ra4)

L1(y,U ,B, q(v)) = log(p(U)) +H�q(v)

+

Zlog

�N (v|0, k(B,B)

+

Xj

Zq(v)Fv(yij ,�)dv

sgn� kX

i=1

ci · sgn(w>i x)

�(2)

= sgn� kX

i=1

ciw>i x

�(3)

yiw>xi

kwk < ⌘ (4)

s1 + s2 + s3 � 0 (5)

R

4

Page 63: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Mistake Bound Theorem [Novikoff 1962, Block 1962]

63

162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215

L1(U ,B) =1

2log |KBB |�

1

2log |KBB + �A1|�

1

2�a2 �

1

2�a3

� 1

2

KX

k=1

kU(k)k2F +1

2�2a4

>(KBB + �A1)

�1a4

+�

2tr(K�1

BBA1) + CONST

L2(U ,B,�) =1

2log |KBB |�

1

2log |KBB +A1|�

1

2a2 + a3

� 1

2�>KBB�+

1

2tr(K�1

BBA1)�1

2

KX

k=1

kU(k)k2F

�(t+1)= (KBB +A1)

�1(A1�

(t)+ a6)

a6 =

X

j

k(B,xij )(2yij � 1)N�k(B,xij )

>�(t)|0, 1�

��(2yij � 1)k(B,xij )

>�(t)�

L1(U ,B, q(v)) = log(p(U)) +Z

q(v) logp(v|B)

q(v)dv +

Xj

Zq(v)Fv(yij ,�)dv

L1

�y,U ,B, q(v)

B,UL⇤1(y,U ,B)

L1

�y,U ,B, q(v)

(A1,rA1)

(a2,ra2)

(a3,ra3)

(a4,ra4)

(a5,ra4)

L1(y,U ,B, q(v)) = log(p(U)) +H�q(v)

+

Zlog

�N (v|0, k(B,B)

+

Xj

Zq(v)Fv(yij ,�)dv

sgn� kX

i=1

ci · sgn(w>i x)

�(2)

= sgn� kX

i=1

ciw>i x

�(3)

yiw>xi

kwk < ⌘ (4)

s1 + s2 + s3 � 0 (5)

R

4

162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215

L1(U ,B) =1

2log |KBB |�

1

2log |KBB + �A1|�

1

2�a2 �

1

2�a3

� 1

2

KX

k=1

kU(k)k2F +1

2�2a4

>(KBB + �A1)

�1a4

+�

2tr(K�1

BBA1) + CONST

L2(U ,B,�) =1

2log |KBB |�

1

2log |KBB +A1|�

1

2a2 + a3

� 1

2�>KBB�+

1

2tr(K�1

BBA1)�1

2

KX

k=1

kU(k)k2F

�(t+1)= (KBB +A1)

�1(A1�

(t)+ a6)

a6 =

X

j

k(B,xij )(2yij � 1)N�k(B,xij )

>�(t)|0, 1�

��(2yij � 1)k(B,xij )

>�(t)�

L1(U ,B, q(v)) = log(p(U)) +Z

q(v) logp(v|B)

q(v)dv +

Xj

Zq(v)Fv(yij ,�)dv

L1

�y,U ,B, q(v)

B,UL⇤1(y,U ,B)

L1

�y,U ,B, q(v)

(A1,rA1)

(a2,ra2)

(a3,ra3)

(a4,ra4)

(a5,ra4)

L1(y,U ,B, q(v)) = log(p(U)) +H�q(v)

+

Zlog

�N (v|0, k(B,B)

+

Xj

Zq(v)Fv(yij ,�)dv

sgn� kX

i=1

ci · sgn(w>i x)

�(2)

= sgn� kX

i=1

ciw>i x

�(3)

yiw>xi

kwk < ⌘ (4)

s1 + s2 + s3 � 0 (5)

4

Page 64: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Mistake Bound Theorem [Novikoff 1962, Block 1962]

64

Number of mistakes

162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215

L1(U ,B) =1

2log |KBB |�

1

2log |KBB + �A1|�

1

2�a2 �

1

2�a3

� 1

2

KX

k=1

kU(k)k2F +1

2�2a4

>(KBB + �A1)

�1a4

+�

2tr(K�1

BBA1) + CONST

L2(U ,B,�) =1

2log |KBB |�

1

2log |KBB +A1|�

1

2a2 + a3

� 1

2�>KBB�+

1

2tr(K�1

BBA1)�1

2

KX

k=1

kU(k)k2F

�(t+1)= (KBB +A1)

�1(A1�

(t)+ a6)

a6 =

X

j

k(B,xij )(2yij � 1)N�k(B,xij )

>�(t)|0, 1�

��(2yij � 1)k(B,xij )

>�(t)�

L1(U ,B, q(v)) = log(p(U)) +Z

q(v) logp(v|B)

q(v)dv +

Xj

Zq(v)Fv(yij ,�)dv

L1

�y,U ,B, q(v)

B,UL⇤1(y,U ,B)

L1

�y,U ,B, q(v)

(A1,rA1)

(a2,ra2)

(a3,ra3)

(a4,ra4)

(a5,ra4)

L1(y,U ,B, q(v)) = log(p(U)) +H�q(v)

+

Zlog

�N (v|0, k(B,B)

+

Xj

Zq(v)Fv(yij ,�)dv

sgn� kX

i=1

ci · sgn(w>i x)

�(2)

= sgn� kX

i=1

ciw>i x

�(3)

yiw>xi

kwk < ⌘ (4)

s1 + s2 + s3 � 0 (5)

R

4

162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215

L1(U ,B) =1

2log |KBB |�

1

2log |KBB + �A1|�

1

2�a2 �

1

2�a3

� 1

2

KX

k=1

kU(k)k2F +1

2�2a4

>(KBB + �A1)

�1a4

+�

2tr(K�1

BBA1) + CONST

L2(U ,B,�) =1

2log |KBB |�

1

2log |KBB +A1|�

1

2a2 + a3

� 1

2�>KBB�+

1

2tr(K�1

BBA1)�1

2

KX

k=1

kU(k)k2F

�(t+1)= (KBB +A1)

�1(A1�

(t)+ a6)

a6 =

X

j

k(B,xij )(2yij � 1)N�k(B,xij )

>�(t)|0, 1�

��(2yij � 1)k(B,xij )

>�(t)�

L1(U ,B, q(v)) = log(p(U)) +Z

q(v) logp(v|B)

q(v)dv +

Xj

Zq(v)Fv(yij ,�)dv

L1

�y,U ,B, q(v)

B,UL⇤1(y,U ,B)

L1

�y,U ,B, q(v)

(A1,rA1)

(a2,ra2)

(a3,ra3)

(a4,ra4)

(a5,ra4)

L1(y,U ,B, q(v)) = log(p(U)) +H�q(v)

+

Zlog

�N (v|0, k(B,B)

+

Xj

Zq(v)Fv(yij ,�)dv

sgn� kX

i=1

ci · sgn(w>i x)

�(2)

= sgn� kX

i=1

ciw>i x

�(3)

yiw>xi

kwk < ⌘ (4)

s1 + s2 + s3 � 0 (5)

4

Page 65: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

The Perceptron Mistake bound

• Exercises: – How many mistakes will the Perceptron algorithm make for

disjunctions with n attributes?• What are R and !?

– How many mistakes will the Perceptron algorithm make for k-disjunctions with n attributes?

65

Number of mistakes

Page 66: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

What you need to know

• What is the perceptron mistake bound?

• How to prove it

66

Page 67: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Where are we?

• The Perceptron Algorithm

• Perceptron Mistake Bound

• Variants of Perceptron

67

Page 68: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Practical use of the Perceptron algorithm

1. Using the Perceptron algorithm with a finite dataset

2. Margin Perceptron

3. Voting and Averaging

68

Page 69: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

1. The “standard” algorithm

Given a training set D = {(xi, yi)}, xi ∈ ℜn, yi ∈ {-1,1}1. Initialize w = 0 ∈ ℜn

2. For epoch = 1 … T:1. Shuffle the data2. For each training example (xi, yi) ∈ D:

• If yi wTxi ≤ 0, update w ← w + r yi xi

3. Return w

Prediction: sgn(wTx)

69

Page 70: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

1. The “standard” algorithm

70

T is a hyper-parameter to the algorithm

Another way of writing that there is an error

Given a training set D = {(xi, yi)}, xi ∈ ℜn, yi ∈ {-1,1}

1. Initialize w = 0 ∈ ℜn

2. For epoch = 1 … T:1. Shuffle the data

2. For each training example (xi, yi) ∈ D:• If yi wTxi ≤ 0, update w ← w + r yi xi

3. Return w

Prediction: sgn(wTx)

Page 71: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

2. Margin Perceptron

71

Which hyperplane is better?h1

h2

Page 72: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

2. Margin Perceptron

72

Which hyperplane is better?h1

h2

Page 73: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

2. Margin Perceptron

73

Which hyperplane is better?h1

h2

The farther from the data points, the less chance to make wrong prediction

Page 74: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

2. Margin Perceptron

• Perceptron makes updates only when the prediction is incorrect

yi wTxi < 0

• What if the prediction is close to being incorrect? That is, Pick a positive ! and update when

• Can generalize better, but need to choose – Why is this a good idea?

74

162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215

L1(U ,B) =1

2log |KBB |�

1

2log |KBB + �A1|�

1

2�a2 �

1

2�a3

� 1

2

KX

k=1

kU(k)k2F +1

2�2a4

>(KBB + �A1)

�1a4

+�

2tr(K�1

BBA1) + CONST

L2(U ,B,�) =1

2log |KBB |�

1

2log |KBB +A1|�

1

2a2 + a3

� 1

2�>KBB�+

1

2tr(K�1

BBA1)�1

2

KX

k=1

kU(k)k2F

�(t+1)= (KBB +A1)

�1(A1�

(t)+ a6)

a6 =

X

j

k(B,xij )(2yij � 1)N�k(B,xij )

>�(t)|0, 1�

��(2yij � 1)k(B,xij )

>�(t)�

L1(U ,B, q(v)) = log(p(U)) +Z

q(v) logp(v|B)

q(v)dv +

Xj

Zq(v)Fv(yij ,�)dv

L1

�y,U ,B, q(v)

B,UL⇤1(y,U ,B)

L1

�y,U ,B, q(v)

(A1,rA1)

(a2,ra2)

(a3,ra3)

(a4,ra4)

(a5,ra4)

L1(y,U ,B, q(v)) = log(p(U)) +H�q(v)

+

Zlog

�N (v|0, k(B,B)

+

Xj

Zq(v)Fv(yij ,�)dv

sgn� kX

i=1

ci · sgn(w>i x)

�(2)

= sgn� kX

i=1

ciw>i x

�(3)

yiw>xi

kwk < ⌘ (4)

4

Page 75: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

2. Margin Perceptron

• Perceptron makes updates only when the prediction is incorrect

yi wTxi < 0

• What if the prediction is close to being incorrect? That is, Pick a positive ! and update when

• Can generalize better, but need to choose – Why is this a good idea? Intentionally set a large margin

75

162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215

L1(U ,B) =1

2log |KBB |�

1

2log |KBB + �A1|�

1

2�a2 �

1

2�a3

� 1

2

KX

k=1

kU(k)k2F +1

2�2a4

>(KBB + �A1)

�1a4

+�

2tr(K�1

BBA1) + CONST

L2(U ,B,�) =1

2log |KBB |�

1

2log |KBB +A1|�

1

2a2 + a3

� 1

2�>KBB�+

1

2tr(K�1

BBA1)�1

2

KX

k=1

kU(k)k2F

�(t+1)= (KBB +A1)

�1(A1�

(t)+ a6)

a6 =

X

j

k(B,xij )(2yij � 1)N�k(B,xij )

>�(t)|0, 1�

��(2yij � 1)k(B,xij )

>�(t)�

L1(U ,B, q(v)) = log(p(U)) +Z

q(v) logp(v|B)

q(v)dv +

Xj

Zq(v)Fv(yij ,�)dv

L1

�y,U ,B, q(v)

B,UL⇤1(y,U ,B)

L1

�y,U ,B, q(v)

(A1,rA1)

(a2,ra2)

(a3,ra3)

(a4,ra4)

(a5,ra4)

L1(y,U ,B, q(v)) = log(p(U)) +H�q(v)

+

Zlog

�N (v|0, k(B,B)

+

Xj

Zq(v)Fv(yij ,�)dv

sgn� kX

i=1

ci · sgn(w>i x)

�(2)

= sgn� kX

i=1

ciw>i x

�(3)

yiw>xi

kwk < ⌘ (4)

4

Page 76: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

3. Voting and Averaging

76

What if data is not linearly separable?

Finding a hyperplane with minimum mistakes is NP hard

Page 77: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Voted PerceptronGiven a training set D = {(xi, yi)}, xi ∈ ℜn, yi ∈ {-1,1}1. Initialize w = 0 ∈ ℜn and a = 0 ∈ ℜn

2. For epoch = 1 … T:– For each training example (xi, yi) ∈ D:

• If yi wTxi ≤ 0– update wm+1 ← wm + r yi xi

– m=m+1– Cm = 1

• Else– Cm = Cm + 1

3. Return (w1, c1), (w2, c2), …, (wk, Ck)

Prediction:

77

162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215

L1(U ,B) =1

2log |KBB |�

1

2log |KBB + �A1|�

1

2�a2 �

1

2�a3

� 1

2

KX

k=1

kU(k)k2F +1

2�2a4

>(KBB + �A1)

�1a4

+�

2tr(K�1

BBA1) + CONST

L2(U ,B,�) =1

2log |KBB |�

1

2log |KBB +A1|�

1

2a2 + a3

� 1

2�>KBB�+

1

2tr(K�1

BBA1)�1

2

KX

k=1

kU(k)k2F

�(t+1)= (KBB +A1)

�1(A1�

(t)+ a6)

a6 =

X

j

k(B,xij )(2yij � 1)N�k(B,xij )

>�(t)|0, 1�

��(2yij � 1)k(B,xij )

>�(t)�

L1(U ,B, q(v)) = log(p(U)) +Z

q(v) logp(v|B)

q(v)dv +

Xj

Zq(v)Fv(yij ,�)dv

L1

�y,U ,B, q(v)

B,UL⇤1(y,U ,B)

L1

�y,U ,B, q(v)

(A1,rA1)

(a2,ra2)

(a3,ra3)

(a4,ra4)

(a5,ra4)

L1(y,U ,B, q(v)) = log(p(U)) +H�q(v)

+

Zlog

�N (v|0, k(B,B)

+

Xj

Zq(v)Fv(yij ,�)dv

sgn� kX

i=1

ci · sgn(w>i x)

�(2)

4

Page 78: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Averaged Perceptron

Given a training set D = {(xi, yi)}, xi ∈ ℜn, yi ∈ {-1,1}1. Initialize w = 0 ∈ ℜn and a = 0 ∈ ℜn

2. For epoch = 1 … T:– For each training example (xi, yi) ∈ D:

• If yi wTxi ≤ 0– update w ← w + r yi xi

• a ← a + w3. Return a

Prediction: sgn(aTx)

78

162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215

L1(U ,B) =1

2log |KBB |�

1

2log |KBB + �A1|�

1

2�a2 �

1

2�a3

� 1

2

KX

k=1

kU(k)k2F +1

2�2a4

>(KBB + �A1)

�1a4

+�

2tr(K�1

BBA1) + CONST

L2(U ,B,�) =1

2log |KBB |�

1

2log |KBB +A1|�

1

2a2 + a3

� 1

2�>KBB�+

1

2tr(K�1

BBA1)�1

2

KX

k=1

kU(k)k2F

�(t+1)= (KBB +A1)

�1(A1�

(t)+ a6)

a6 =

X

j

k(B,xij )(2yij � 1)N�k(B,xij )

>�(t)|0, 1�

��(2yij � 1)k(B,xij )

>�(t)�

L1(U ,B, q(v)) = log(p(U)) +Z

q(v) logp(v|B)

q(v)dv +

Xj

Zq(v)Fv(yij ,�)dv

L1

�y,U ,B, q(v)

B,UL⇤1(y,U ,B)

L1

�y,U ,B, q(v)

(A1,rA1)

(a2,ra2)

(a3,ra3)

(a4,ra4)

(a5,ra4)

L1(y,U ,B, q(v)) = log(p(U)) +H�q(v)

+

Zlog

�N (v|0, k(B,B)

+

Xj

Zq(v)Fv(yij ,�)dv

sgn� kX

i=1

ci · sgn(w>i x)

�(2)

= sgn� kX

i=1

ciw>i x

�(3)

4

Page 79: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Averaged Perceptron

79

This is the simplest version of the averaged perceptron

There are some easy programming tricks to make sure that a is also updated only when there is an error

Given a training set D = {(xi, yi)}, xi ∈ ℜn, yi ∈ {-1,1}

1. Initialize w = 0 ∈ ℜn and a = 0 ∈ ℜn

2. For epoch = 1 … T:– For each training example (xi, yi) ∈ D:

• If yi wTxi ≤ 0– update w ← w + r yi xi

• a ← a + w3. Return a

Prediction: sgn(aTx)

162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215

L1(U ,B) =1

2log |KBB |�

1

2log |KBB + �A1|�

1

2�a2 �

1

2�a3

� 1

2

KX

k=1

kU(k)k2F +1

2�2a4

>(KBB + �A1)

�1a4

+�

2tr(K�1

BBA1) + CONST

L2(U ,B,�) =1

2log |KBB |�

1

2log |KBB +A1|�

1

2a2 + a3

� 1

2�>KBB�+

1

2tr(K�1

BBA1)�1

2

KX

k=1

kU(k)k2F

�(t+1)= (KBB +A1)

�1(A1�

(t)+ a6)

a6 =

X

j

k(B,xij )(2yij � 1)N�k(B,xij )

>�(t)|0, 1�

��(2yij � 1)k(B,xij )

>�(t)�

L1(U ,B, q(v)) = log(p(U)) +Z

q(v) logp(v|B)

q(v)dv +

Xj

Zq(v)Fv(yij ,�)dv

L1

�y,U ,B, q(v)

B,UL⇤1(y,U ,B)

L1

�y,U ,B, q(v)

(A1,rA1)

(a2,ra2)

(a3,ra3)

(a4,ra4)

(a5,ra4)

L1(y,U ,B, q(v)) = log(p(U)) +H�q(v)

+

Zlog

�N (v|0, k(B,B)

+

Xj

Zq(v)Fv(yij ,�)dv

sgn� kX

i=1

ci · sgn(w>i x)

�(2)

= sgn� kX

i=1

ciw>i x

�(3)

4

Page 80: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Averaged Perceptron

80

This is the simplest version of

the averaged perceptron

There are some easy

programming tricks to make

sure that a is also updated

only when there is an error

Extremely popular

If you want to use the Perceptron algorithm, use averaging

Given a training set D = {(xi, y

i)}, x

i∈ ℜn, y

i∈ {-1,1}

1. Initialize w = 0 ∈ ℜn and a = 0 ∈ ℜn

2. For epoch = 1 … T:

– For each training example (xi, y

i) ∈ D:

• If yiwTx

i≤ 0

– update w ← w + r yix

i

• a ← a + w3. Return a

Prediction: sgn(aTx)

162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215

L1(U ,B) =1

2log |KBB |�

1

2log |KBB + �A1|�

1

2�a2 �

1

2�a3

� 1

2

KX

k=1

kU(k)k2F +1

2�2a4

>(KBB + �A1)

�1a4

+�

2tr(K�1

BBA1) + CONST

L2(U ,B,�) =1

2log |KBB |�

1

2log |KBB +A1|�

1

2a2 + a3

� 1

2�>KBB�+

1

2tr(K�1

BBA1)�1

2

KX

k=1

kU(k)k2F

�(t+1)= (KBB +A1)

�1(A1�

(t)+ a6)

a6 =

X

j

k(B,xij )(2yij � 1)N�k(B,xij )

>�(t)|0, 1�

��(2yij � 1)k(B,xij )

>�(t)�

L1(U ,B, q(v)) = log(p(U)) +Z

q(v) logp(v|B)

q(v)dv +

Xj

Zq(v)Fv(yij ,�)dv

L1

�y,U ,B, q(v)

B,UL⇤1(y,U ,B)

L1

�y,U ,B, q(v)

(A1,rA1)

(a2,ra2)

(a3,ra3)

(a4,ra4)

(a5,ra4)

L1(y,U ,B, q(v)) = log(p(U)) +H�q(v)

+

Zlog

�N (v|0, k(B,B)

+

Xj

Zq(v)Fv(yij ,�)dv

sgn� kX

i=1

ci · sgn(w>i x)

�(2)

= sgn� kX

i=1

ciw>i x

�(3)

4

Page 81: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Question: What is the difference?

81

162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215

L1(U ,B) =1

2log |KBB |�

1

2log |KBB + �A1|�

1

2�a2 �

1

2�a3

� 1

2

KX

k=1

kU(k)k2F +1

2�2a4

>(KBB + �A1)

�1a4

+�

2tr(K�1

BBA1) + CONST

L2(U ,B,�) =1

2log |KBB |�

1

2log |KBB +A1|�

1

2a2 + a3

� 1

2�>KBB�+

1

2tr(K�1

BBA1)�1

2

KX

k=1

kU(k)k2F

�(t+1)= (KBB +A1)

�1(A1�

(t)+ a6)

a6 =

X

j

k(B,xij )(2yij � 1)N�k(B,xij )

>�(t)|0, 1�

��(2yij � 1)k(B,xij )

>�(t)�

L1(U ,B, q(v)) = log(p(U)) +Z

q(v) logp(v|B)

q(v)dv +

Xj

Zq(v)Fv(yij ,�)dv

L1

�y,U ,B, q(v)

B,UL⇤1(y,U ,B)

L1

�y,U ,B, q(v)

(A1,rA1)

(a2,ra2)

(a3,ra3)

(a4,ra4)

(a5,ra4)

L1(y,U ,B, q(v)) = log(p(U)) +H�q(v)

+

Zlog

�N (v|0, k(B,B)

+

Xj

Zq(v)Fv(yij ,�)dv

sgn� kX

i=1

ci · sgn(w>i x)

�(2)

4

162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215

L1(U ,B) =1

2log |KBB |�

1

2log |KBB + �A1|�

1

2�a2 �

1

2�a3

� 1

2

KX

k=1

kU(k)k2F +1

2�2a4

>(KBB + �A1)

�1a4

+�

2tr(K�1

BBA1) + CONST

L2(U ,B,�) =1

2log |KBB |�

1

2log |KBB +A1|�

1

2a2 + a3

� 1

2�>KBB�+

1

2tr(K�1

BBA1)�1

2

KX

k=1

kU(k)k2F

�(t+1)= (KBB +A1)

�1(A1�

(t)+ a6)

a6 =

X

j

k(B,xij )(2yij � 1)N�k(B,xij )

>�(t)|0, 1�

��(2yij � 1)k(B,xij )

>�(t)�

L1(U ,B, q(v)) = log(p(U)) +Z

q(v) logp(v|B)

q(v)dv +

Xj

Zq(v)Fv(yij ,�)dv

L1

�y,U ,B, q(v)

B,UL⇤1(y,U ,B)

L1

�y,U ,B, q(v)

(A1,rA1)

(a2,ra2)

(a3,ra3)

(a4,ra4)

(a5,ra4)

L1(y,U ,B, q(v)) = log(p(U)) +H�q(v)

+

Zlog

�N (v|0, k(B,B)

+

Xj

Zq(v)Fv(yij ,�)dv

sgn� kX

i=1

ci · sgn(w>i x)

�(2)

= sgn� kX

i=1

ciw>i x

�(3)

4

Voted:

Averaged:

162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215

L1(U ,B) =1

2log |KBB |�

1

2log |KBB + �A1|�

1

2�a2 �

1

2�a3

� 1

2

KX

k=1

kU(k)k2F +1

2�2a4

>(KBB + �A1)

�1a4

+�

2tr(K�1

BBA1) + CONST

L2(U ,B,�) =1

2log |KBB |�

1

2log |KBB +A1|�

1

2a2 + a3

� 1

2�>KBB�+

1

2tr(K�1

BBA1)�1

2

KX

k=1

kU(k)k2F

�(t+1)= (KBB +A1)

�1(A1�

(t)+ a6)

a6 =

X

j

k(B,xij )(2yij � 1)N�k(B,xij )

>�(t)|0, 1�

��(2yij � 1)k(B,xij )

>�(t)�

L1(U ,B, q(v)) = log(p(U)) +Z

q(v) logp(v|B)

q(v)dv +

Xj

Zq(v)Fv(yij ,�)dv

L1

�y,U ,B, q(v)

B,UL⇤1(y,U ,B)

L1

�y,U ,B, q(v)

(A1,rA1)

(a2,ra2)

(a3,ra3)

(a4,ra4)

(a5,ra4)

L1(y,U ,B, q(v)) = log(p(U)) +H�q(v)

+

Zlog

�N (v|0, k(B,B)

+

Xj

Zq(v)Fv(yij ,�)dv

sgn� kX

i=1

ci · sgn(w>i x)

�(2)

= sgn� kX

i=1

ciw>i x

�(3)

yiw>xi

kwk < ⌘ (4)

w>1 x = s1,w

>2 x = s2,w

>3 x = s3 (5)

4

162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215

L1(U ,B) =1

2log |KBB |�

1

2log |KBB + �A1|�

1

2�a2 �

1

2�a3

� 1

2

KX

k=1

kU(k)k2F +1

2�2a4

>(KBB + �A1)

�1a4

+�

2tr(K�1

BBA1) + CONST

L2(U ,B,�) =1

2log |KBB |�

1

2log |KBB +A1|�

1

2a2 + a3

� 1

2�>KBB�+

1

2tr(K�1

BBA1)�1

2

KX

k=1

kU(k)k2F

�(t+1)= (KBB +A1)

�1(A1�

(t)+ a6)

a6 =

X

j

k(B,xij )(2yij � 1)N�k(B,xij )

>�(t)|0, 1�

��(2yij � 1)k(B,xij )

>�(t)�

L1(U ,B, q(v)) = log(p(U)) +Z

q(v) logp(v|B)

q(v)dv +

Xj

Zq(v)Fv(yij ,�)dv

L1

�y,U ,B, q(v)

B,UL⇤1(y,U ,B)

L1

�y,U ,B, q(v)

(A1,rA1)

(a2,ra2)

(a3,ra3)

(a4,ra4)

(a5,ra4)

L1(y,U ,B, q(v)) = log(p(U)) +H�q(v)

+

Zlog

�N (v|0, k(B,B)

+

Xj

Zq(v)Fv(yij ,�)dv

sgn� kX

i=1

ci · sgn(w>i x)

�(2)

= sgn� kX

i=1

ciw>i x

�(3)

yiw>xi

kwk < ⌘ (4)

c1 = c2 = c3 = 1 (5)

4Voted: Any two are positive

Averaged:

162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215

L1(U ,B) =1

2log |KBB |�

1

2log |KBB + �A1|�

1

2�a2 �

1

2�a3

� 1

2

KX

k=1

kU(k)k2F +1

2�2a4

>(KBB + �A1)

�1a4

+�

2tr(K�1

BBA1) + CONST

L2(U ,B,�) =1

2log |KBB |�

1

2log |KBB +A1|�

1

2a2 + a3

� 1

2�>KBB�+

1

2tr(K�1

BBA1)�1

2

KX

k=1

kU(k)k2F

�(t+1)= (KBB +A1)

�1(A1�

(t)+ a6)

a6 =

X

j

k(B,xij )(2yij � 1)N�k(B,xij )

>�(t)|0, 1�

��(2yij � 1)k(B,xij )

>�(t)�

L1(U ,B, q(v)) = log(p(U)) +Z

q(v) logp(v|B)

q(v)dv +

Xj

Zq(v)Fv(yij ,�)dv

L1

�y,U ,B, q(v)

B,UL⇤1(y,U ,B)

L1

�y,U ,B, q(v)

(A1,rA1)

(a2,ra2)

(a3,ra3)

(a4,ra4)

(a5,ra4)

L1(y,U ,B, q(v)) = log(p(U)) +H�q(v)

+

Zlog

�N (v|0, k(B,B)

+

Xj

Zq(v)Fv(yij ,�)dv

sgn� kX

i=1

ci · sgn(w>i x)

�(2)

= sgn� kX

i=1

ciw>i x

�(3)

yiw>xi

kwk < ⌘ (4)

s1 + s2 + s3 � 0 (5)

4

Page 82: Supervised Learning: The Setup The Perceptron Algorithmzhe/pdf/lec-10-perceptron-upload.pdf · The Perceptron algorithm 12 Footnote: For some algorithms it is mathematically easier

Summary: Perceptron

• Online learning algorithm, very widely used, easy to implement

• Additive updates to weights

• Geometric interpretation

• Mistake bound

• Practical variants abound

• You should be able to implement the Perceptron algorithm

82