Paper:《A Few Useful Things to Know About Machine Learning—关于机器学习的一些有用的知识》翻译与解读


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Paper:《A Few Useful  Things to  Know About  Machine  Learning—关于机器学习的一些有用的知识》翻译与解读

目录

《A Few Useful  Things to  Know About  Machine  Learning》翻译与解读了解机器学习的一些有用的东西

 key insights 重要见解

Learning = Representation +  Evaluation + Optimization 学习=表示+评估+优化

It’s Generalization that Counts  重要的是概括

Data Alone Is Not Enough  仅数据不足

Intuition Fails in High Dimensions  高维直觉失败

Theoretical Guarantees  Are Not What They Seem 理论上的保证不是他们所看到的

Feature Engineering Is The Key  特征工程是关键

More Data Beats  a Cleverer Algorithm  智慧算法带来更多数据优势

Learn Many Models, Not Just One  学习多种模型,而不仅仅是一种

Simplicity Does Not  Imply Accuracy  简易性不准确

Representable Does Not  Imply Learnable  有代表性的不容易学习

Correlation Does Not  Imply Causation  关联不表示因果关系

Conclusion  结论


原文地址https://homes.cs.washington.edu/~pedrod/papers/cacm12.pdf
2012年10月

《A Few Useful  Things to  Know About  Machine  Learning》翻译与解读
了解机器学习的一些有用的东西

Machine learning systems automatically learn  programs from data. This is often a very attractive  alternative to manually constructing them, and in the  last decade the use of machine learning has spread  rapidly throughout computer science and beyond.  Machine learning is used in Web search, spam filters,  recommender systems, ad placement, credit scoring,  fraud detection, stock trading, drug design, and many  other applications. A recent report from the McKinsey  Global Institute asserts that machine learning (a.k.a.  data mining or predictive analytics) will be the driver  of the next big wave of innovation.15 Several fine  textbooks are available to interested practitioners and  researchers (for example, Mitchell16 and Witten et  al.24). However, much of the “folk knowledge” that is needed to successfully develop  machine learning applications is not  readily available in them. As a result,  many machine learning projects take  much longer than necessary or wind  up producing less-than-ideal results.  Yet much of this folk knowledge is  fairly easy to communicate. This is  the purpose of this article.机器学习系统会自动从数据中学习程序。这通常是手动构建它们的一种非常有吸引力的替代方法,并且在过去的十年中,机器学习的使用已迅速遍及整个计算机科学及其他领域。机器学习用于Web搜索,垃圾邮件过滤器,推荐系统,广告排名,信用评分,欺诈检测,股票交易,药物设计以及许多其他应用程序中。麦肯锡全球研究院最近的一份报告断言,机器学习(又名数据挖掘或预测分析)将成为下一波创新浪潮的驱动力.15有兴趣的从业者和研究人员可以使用几本精美的教科书(例如Mitchell16和Witten等24)。但是,成功开发机器学习应用程序所需的许多``民间知识''尚不容易获得。结果,许多机器学习项目花费的时间比必要的时间长得多,或者结束时产生的结果不理想。然而,许多民间知识非常容易交流。这就是本文的目的

 key insights 重要见解

Machine learning algorithms can figure  out how to perform important tasks  by generalizing from examples. This is  often feasible and cost-effective where  manual programming is not. As more  data becomes available, more ambitious  problems can be tackled.  
Machine learning is widely used in  computer science and other fields.  However, developing successful  machine learning applications requires a  substantial amount of “black art” that is  difficult to find in textbooks.  
This article summarizes 12 key lessons  that machine learning researchers and  practitioners have learned. These include  pitfalls to avoid, important issues to focus  on, and answers to common questions.
机器学习算法可以通过示例总结来弄清楚如何执行重要任务。在没有手动编程的情况下,这通常是可行且具有成本效益的。随着越来越多的数据可用,可以解决更多雄心勃勃的问题。机器学习广泛应用于计算机科学和其他领域。但是,开发成功的机器学习应用程序需要大量的``妖术'',这在教科书中很难找到。本文总结了机器学习研究人员和从业人员所学的12项关键课程。这些包括要避免的陷阱,需要重点关注的重要问题以及常见问题的答案。
Many different types of machine  learning exist, but for illustration  purposes I will focus on the most  mature and widely used one: classification.  Nevertheless, the issues I  will discuss apply across all of machine  learning. A classifier is a system  that inputs (typically) a vector  of discrete and/or continuous feature  values and outputs a single discrete  value, the class. For example,  a spam filter classifies email messages  into “spam” or “not spam,”  and its input may be a Boolean vector  x = (x1,…,xj,…,xd), where xj = 1 if  the j  th word in the dictionary appears  in the email and xj = 0 otherwise. A  learner inputs a training set of examples  (xi, yi), where xi = (xi,1 , . . . ,  xi,d) is an observed input and yi is the  corresponding output, and outputs  a classifier. The test of the learner is  whether this classifier produces the  correct output yt for future examples  xt (for example, whether the spam  filter correctly classifies previously  unseen email messages as spam or  not spam).存在许多不同类型的机器学习,但出于说明目的,我将重点介绍最成熟且使用最广泛的一种:分类。尽管如此,我将讨论的问题适用于所有机器学习。分类器是一个系统,通常输入离散和/或连续特征值的向量并输出单个离散值的类。例如,垃圾邮件过滤器将电子邮件分类为“垃圾邮件”或“非垃圾邮件”,其输入可能是布尔向量x =(x1,...,xj,...,xd),如果第j个单词的话xj = 1字典中出现在电子邮件中,否则xj = 0。学习者输入一组训练示例(xi,yi),其中xi =(xi,1,。。。xi,d)是观察到的输入,yi是相应的输出,并输出分类器。学习者的考验是此分类器是否为将来的示例xt生成正确的输出yt(例如,垃圾邮件过滤器是否将先前未见过的电子邮件正确分类为垃圾邮件或非垃圾邮件)。

Learning = Representation +  Evaluation + Optimization 学习=表示+评估+优化

 Suppose you have an application that  you think machine learning might be  good for. The first problem facing you  is the bewildering variety of learning algorithms  available. Which one to use?  There are literally thousands available,  and hundreds more are published each  year. The key to not getting lost in this  huge space is to realize that it consists  of combinations of just three components.  The components are:  

Representation. A classifier must  be represented in some formal language  that the computer can handle.  Conversely, choosing a representation  for a learner is tantamount to  choosing the set of classifiers that it  can possibly learn. This set is called  the hypothesis space of the learner.  If a classifier is not in the hypothesis  space, it cannot be learned. A related  question, that I address later, is how  to represent the input, in other words,  what features to use.
Evaluation. An evaluation function  (also called objective function or scoring function) is needed to distinguish  good classifiers from bad  ones. The evaluation function used  internally by the algorithm may differ  from the external one that we want  the classifier to optimize, for ease of  optimization and due to the issues I  will discuss. 

Optimization. Finally, we need  a method to search among the classifiers  in the language for the highest-scoring  one. The choice of optimization  technique is key to the  efficiency of the learner, and also  helps determine the classifier produced  if the evaluation function has  more than one optimum. It is common  for new learners to start out using  off-the-shelf optimizers, which are later  replaced by custom-designed ones.

假设您有一个您认为机器学习可能很适合的应用程序。您面临的第一个问题是可用的学习算法种类繁多。使用哪一个?实际上有数千种可用,每年都会发布数百种。在这个巨大空间中不迷路的关键是要认识到它仅由三个组成部分组成。这些组件是:

表示。分类器必须以计算机可以处理的某种正式语言表示。相反,为学习者选择表示形式等同于选择其可能学习的分类器集合。该集合称为学习者的假设空间。如果分类器不在假设空间中,则无法学习。我稍后将解决的一个相关问题是如何表示输入,换句话说,要使用的功能。
评估。需要评估函数(也称为目标函数或评分函数)以区分良好的分类器和不良的分类器。该算法在内部使用的评估函数可能与我们希望分类器优化的外部评估函数有所不同,这是为了简化优化以及由于我将要讨论的问题。

优化。最后,我们需要一种在语言中的分类器中搜索得分最高的方法。优化技术的选择是学习者效率的关键,并且如果评估函数具有多个最优值,则有助于确定所生成的分类器。对于新学习者来说,通常首先使用现成的优化器,然后由定制设计的优化器代替。

The accompanying table shows  common examples of each of these  three components. For example, knearest  neighbor classifies a test example  by finding the k most similar  training examples and predicting the  majority class among them. HyperI  plane-based methods form a linear combination of the features per class  and predict the class with the highest-valued  combination. Decision  trees test one feature at each internal  node, with one branch for each feature  value, and have class predictions  at the leaves. Algorithm 1 (above)  shows a bare-bones decision tree  learner for Boolean domains, using  information gain and greedy search.20  InfoGain(xj, y) is the mutual information  between feature xj and the class y.  MakeNode(x,c0,c1) returns a node that  tests feature x and has c0 as the child  for x = 0 and c1 as the child for x = 1.  
Of course, not all combinations of  one component from each column of  the table make equal sense. For example,  discrete representations naturally  go with combinatorial optimization,  and continuous ones with continuous  optimization. Nevertheless, many  learners have both discrete and continuous  components, and in fact the day may not be far when every single  possible combination has appeared in  some learner!  
Most textbooks are organized by  representation, and it is easy to overlook  the fact that the other components  are equally important. There is  no simple recipe for choosing each  component, but I will touch on some  of the key issues here. As we will see,  some choices in a machine learning  project may be even more important  than the choice of learner.
下表显示了这三个组件中每个组件的通用示例。例如,knearest邻居通过找到k个最相似的训练示例并预测其中的大多数类别来对测试示例进行分类。基于HyperI的基于平面的方法形成每个类别的特征的线性组合,并以最高价值的组合来预测类别。决策树在每个内部节点上测试一个功能,每个功能值具有一个分支,并在树叶上进行类预测。上面的算法1显示了使用信息增益和贪婪搜索的布尔域的基本决策树学习器.20 InfoGain(xj,y)是特征xj和类别y之间的互信息。 MakeNode(x,c0,c1)返回一个测试特征x的节点,对于x = 0,将c0作为子节点,对于x = 1,将c1作为其子节点。
当然,并非表中每一列的一个组件的所有组合都具有同等意义。例如,离散表示自然会进行组合优化,而连续表示则会进行连续优化。尽管如此,许多学习者具有离散和连续的组成部分,实际上,当每个单独的可能组合出现在某个学习者中的日子可能并不遥远!
大多数教科书都是按代表形式组织的,很容易忽略其他组成部分同等重要的事实。没有选择每个组件的简单方法,但是我将在这里介绍一些关键问题。正如我们将看到的那样,机器学习项目中的某些选择可能比学习者的选择更为重要。

It’s Generalization that Counts  重要的是概括

The fundamental goal of machine  learning is to generalize beyond the  examples in the training set. This is  because, no matter how much data  we have, it is very unlikely that we will  see those exact examples again at test  time. (Notice that, if there are 100,000  words in the dictionary, the spam filter  described above has 2100,000 possible different inputs.) Doing well on  the training set is easy (just memorize  the examples). The most common  mistake among machine learning beginners  is to test on the training data  and have the illusion of success. If the  chosen classifier is then tested on new  data, it is often no better than random  guessing. So, if you hire someone  to build a classifier, be sure to keep  some of the data to yourself and test  the classifier they give you on it. Conversely,  if you have been hired to build  a classifier, set some of the data aside  from the beginning, and only use it to  test your chosen classifier at the very  end, followed by learning your final  classifier on the whole data.机器学习的基本目标是超越训练集中的示例进行概括。这是因为,无论我们拥有多少数据,我们都不太可能在测试时再次看到这些确切的例子。 (请注意,如果字典中有100,000个单词,则上述垃圾邮件过滤器可能有2100,000个不同的输入。)在训练集上做得很好很容易(请记住示例)。机器学习初学者中最常见的错误是对训练数据进行测试并产生成功的幻觉。如果选择的分类器随后在新数据上进行测试,则通常不会比随机猜测更好。因此,如果您雇用某人来构建分类器,请确保将一些数据保留给自己并测试他们在其中提供给您的分类器。相反,如果您被雇用来构建分类器,请从一开始就保留一些数据,并仅在最后使用它来测试所选的分类器,然后再对整个数据学习最终的分类器。

Contamination of your classifier by  test data can occur in insidious ways,  for example, if you use test data to  tune parameters and do a lot of tuning.  (Machine learning algorithms  have lots of knobs, and success often  comes from twiddling them a lot,  so this is a real concern.) Of course,  holding out data reduces the amount  available for training. This can be mitigated  by doing cross-validation: randomly  dividing your training data into  (say) 10 subsets, holding out each one  while training on the rest, testing each  learned classifier on the examples it  did not see, and averaging the results  to see how well the particular parameter  setting does.  

In the early days of machine learning,  the need to keep training and test  data separate was not widely appreciated.  This was partly because, if the  learner has a very limited representation  (for example, hyperplanes), the  difference between training and test  error may not be large. But with very  flexible classifiers (for example, decision  trees), or even with linear classifiers  with a lot of features, strict separation  is mandatory.

测试数据对分类器的污染可能以阴险的方式发生,例如,如果您使用测试数据来调整参数并进行大量调整。 (机器学习算法有很多旋钮,而成功往往来自于大量的纠缠,因此这是一个真正的问题。)当然,保留数据会减少可用于训练的数量。可以通过交叉验证来缓解这种情况:将您的训练数据随机分为10个子集(例如10个子集),在其余部分进行训练时坚持每个子集,在未看到的示例上测试每个学习的分类器,然后平均结果以查看特定参数设置的效果如何。

在机器学习的早期,对训练和测试数据保持分开的需求并未得到广泛认可。这部分是因为,如果学习者的表示形式非常有限(例如,超平面),则训练与测试错误之间的差异可能不会很大。但是对于非常灵活的分类器(例如决策树),甚至对于具有很多功能的线性分类器来说,严格的分隔是强制性的。

Notice that generalization being  the goal has an interesting consequence  for machine learning. Unlike  in most other optimization problems,  we do not have access to the function  we want to optimize! We have to use  training error as a surrogate for test  error, and this is fraught with danger.  (How to deal with it is addressed  later.) On the positive side, since the  objective function is only a proxy for  the true goal, we may not need to fully optimize it; in fact, a local optimum  returned by simple greedy search may  be better than the global optimum.请注意,泛化是机器学习的目标产生了有趣的结果。 与大多数其他优化问题不同,我们无权访问我们要优化的功能! 我们必须使用训练错误作为测试错误的替代品,这充满了危险。 从积极的方面来看,由于目标函数只是真实目标的代理,因此我们可能不需要完全优化它; 实际上,通过简单的贪婪搜索返回的局部最优值可能要好于全局最优值。

Data Alone Is Not Enough  仅数据不足

Generalization being the goal has another  major consequence: Data alone  is not enough, no matter how much  of it you have. Consider learning a  Boolean function of (say) 100 variables  from a million examples. There  are 2100 − 106   examples whose classes  you do not know. How do you figure  out what those classes are? In the absence  of further information, there is  just no way to do this that beats flipping  a coin. This observation was first  made (in somewhat different form) by  the philosopher David Hume over 200  years ago, but even today many mistakes  in machine learning stem from  failing to appreciate it. Every learner  must embody some knowledge or assumptions  beyond the data it is given  in order to generalize beyond it. This  notion was formalized by Wolpert in  his famous “no free lunch” theorems,  according to which no learner can  beat random guessing over all possible  functions to be learned.25.

This seems like rather depressing  news. How then can we ever hope to  learn anything? Luckily, the functions  we want to learn in the real world are  not drawn uniformly from the set of all  mathematically possible functions! In  fact, very general assumptions—like  smoothness, similar examples having  similar classes, limited dependences,  or limited complexity—are  often enough to do very well, and this  is a large part of why machine learning  has been so successful. Like deduction,  induction (what learners do)  is a knowledge lever: it turns a small  amount of input knowledge into a  large amount of output knowledge.  Induction is a vastly more powerful  lever than deduction, requiring much  less input knowledge to produce useful  results, but it still needs more than  zero input knowledge to work. And, as  with any lever, the more we put in, the  more we can get out.

泛化是目标的另一个主要后果:数据量不够,无论您拥有多少数据。考虑从一百万个示例中学习一个(布尔)100个变量的布尔函数。有2100 − 106个您不知道其类的示例。您如何弄清楚这些类是什么?在没有更多信息的情况下,根本没有办法像抛硬币一样做到这一点。这种观察是200多年前哲学家戴维·休((David Hume)首次提出的(形式有所不同),但直到今天,机器学习中的许多错误仍然源于对它的欣赏。每个学习者都必须在给出的数据之外体现一些知识或假设,以便对其进行概括。 Wolpert在他著名的“免费午餐”定理中正式化了这个概念,根据该定理,任何学习者都无法对将要学习的所有可能功能进行随机猜测。25。

这似乎令人沮丧。那我们怎么能希望学到什么呢?幸运的是,我们要在现实世界中学习的功能并不是从所有数学上可能的功能集中统一得出的!实际上,非常平滑的假设(例如平滑度,具有相似类,有限依赖项或有限复杂性的类似示例)通常足以很好地完成工作,这是机器学习如此成功的很大一部分。就像演绎一样,归纳(学习者的工作)是一种知识杠杆:它将少量的输入知识变成大量的输出知识。归纳比推论具有更强大的杠杆作用,需要更少的输入知识才能产生有用的结果,但它仍然需要超过零的输入知识才能起作用。而且,就像使用任何杠杆一样,我们投入的越多,我们越能脱身。

A corollary of this is that one of the  key criteria for choosing a representation  is which kinds of knowledge are  easily expressed in it. For example, if  we have a lot of knowledge about what  makes examples similar in our domain, instance-based methods may  be a good choice. If we have knowledge  about probabilistic dependencies,  graphical models are a good fit.  And if we have knowledge about what  kinds of preconditions are required by  each class, “IF . . . THEN . . .” rules may  be the best option. The most useful  learners in this regard are those that  do not just have assumptions hardwired  into them, but allow us to state  them explicitly, vary them widely, and  incorporate them automatically into  the learning (for example, using firstorder  logic21 or grammars6  ).
In retrospect, the need for knowledge  in learning should not be surprising.  Machine learning is not  magic; it cannot get something from  nothing. What it does is get more  from less. Programming, like all engineering,  is a lot of work: we have to  build everything from scratch. Learning  is more like farming, which lets  nature do most of the work. Farmers  combine seeds with nutrients to grow  crops. Learners combine knowledge  with data to grow programs.
一个必然的推论是选择一种表示形式的关键标准之一就是在其中容易表达哪种知识。例如,如果我们对使示例在我们的领域中变得相似有很多了解,那么基于实例的方法可能是一个不错的选择。如果我们了解有关概率依赖性的知识,则图形模型非常适合。如果我们了解每个类都需要哪些先决条件,则“ IF。 。 。然后 。 。 。”规则可能是最佳选择。在这方面最有用的学习者是那些不仅将假设硬性地扎入其中的假设,而且使我们能够明确地陈述它们,进行广泛的变化并将它们自动地纳入学习中(例如使用一阶logic21或grammars6)。
回想起来,学习中知识的需求不足为奇。机器学习不是魔术;它一无所获。它所做的就是从更少获得更多。像所有工程学一样,编程工作量很大:我们必须从头开始构建所有内容。学习更像是耕种,让自然完成大部分工作。农民将种子与养分结合起来种植农作物。学习者将知识与数据相结合以开发程序。
Overfitting Has Many Faces  What if the knowledge and data we  have are not sufficient to completely  determine the correct classifier? Then  we run the risk of just hallucinating  a classifier (or parts of it) that is not  grounded in reality, and is simply encoding  random quirks in the data.  This problem is called overfitting, and  is the bugbear of machine learning.  When your learner outputs a classifier  that is 100% accurate on the training  data but only 50% accurate on test  data, when in fact it could have output one that is 75% accurate on both, it  has overfit.  
Everyone in machine learning  knows about overfitting, but it comes  in many forms that are not immediately  obvious. One way to understand  overfitting is by decomposing generalization  error into bias and variance.  9  Bias is a learner’s tendency to consistently  learn the same wrong thing.  Variance is the tendency to learn random  things irrespective of the real signal.  Figure 1 illustrates this by an analogy  with throwing darts at a board. A  linear learner has high bias, because  when the frontier between two classes  is not a hyperplane the learner is unable  to induce it. Decision trees do not  have this problem because they can  represent any Boolean function, but  on the other hand they can suffer from  high variance: decision trees learned  on different training sets generated by  the same phenomenon are often very  different, when in fact they should be the same. Similar reasoning applies  to the choice of optimization method:  beam search has lower bias than  greedy search, but higher variance, because  it tries more hypotheses. Thus,  contrary to intuition, a more powerful  learner is not necessarily better than a  less powerful one.  
Figure 2 illustrates this.a   Even  though the true classifier is a set of  rules, with up to 1,000 examples naive  Bayes is more accurate than a  rule learner. This happens despite  naive Bayes’s false assumption that  the frontier is linear! Situations like  this are common in machine learning:  strong false assumptions can be  better than weak true ones, because  a learner with the latter needs more  data to avoid overfitting.
过度拟合有很多面孔如果我们所掌握的知识和数据不足以完全确定正确的分类器怎么办?然后,我们冒着使幻化一个分类器(或部分分类器)的风险,而这个分类器(或部分分类器)实际上并没有扎根,只是在数据中编码了随机的怪癖。这个问题称为过拟合,是机器学习的负担。当您的学习者输出的分类数据在训练数据上准确度为100%但在测试数据上仅准确度为50%时,实际上它可能在两个数据上都输出准确度为75%的分类器,这是过拟合的。
机器学习中的每个人都知道过拟合,但是它以许多形式出现,但并不是立即显而易见的。一种理解过度拟合的方法是将泛化误差分解为偏差和方差。 9偏见是学习者始终如一地学习同一错误事物的倾向。方差是学习随机事物的趋势,与真实信号无关。图1通过在板上扔飞镖的类比说明了这一点。线性学习者具有较高的偏见,因为当两类之间的边界不是超平面时,学习者无法诱导它。决策树没有这个问题,因为它们可以表示任何布尔函数,但是另一方面,它们可能遭受高方差:在相同现象产生的不同训练集上学习的决策树通常非常不同,而实际上它们应该是相同。类似的推理适用于优化方法的选择:光束搜索比贪婪搜索具有更低的偏差,但方差更高,因为它会尝试更多的假设。因此,与直觉相反,更强大的学习者不一定比不那么强大的学习者更好。
图2对此进行了说明。a尽管真正的分类器是一组规则,但多达1000个示例的朴素贝叶斯比一个规则学习者更准确。尽管天真贝叶斯错误地认为边界是线性的,但仍会发生这种情况!像这样的情况在机器学习中很常见:强错误的假设可能比弱真实的假设更好,因为拥有后者的学习者需要更多数据来避免过拟合。
Cross-validation can help to combat  overfitting, for example by using it  to choose the best size of decision tree  to learn. But it is no panacea, since if  we use it to make too many parameter  choices it can itself start to overfit.17  
Besides cross-validation, there  are many methods to combat overfitting.  The most popular one is adding  a regularization term to the evaluation  function. This can, for example, penalize  classifiers with more structure,  thereby favoring smaller ones with  less room to overfit. Another option  is to perform a statistical significance  test like chi-square before adding new  structure, to decide whether the distribution  of the class really is different  with and without this structure.  These techniques are particularly useful  when data is very scarce. Nevertheless,  you should be skeptical of claims  that a particular technique “solves”  the overfitting problem. It is easy to  avoid overfitting (variance) by falling  into the opposite error of underfitting  (bias). Simultaneously avoiding both  requires learning a perfect classifier,  and short of knowing it in advance  there is no single technique that will  always do best (no free lunch).  
A common misconception about  overfitting is that it is caused by noise,like training examples labeled with  the wrong class. This can indeed aggravate  overfitting, by making the  learner draw a capricious frontier to  keep those examples on what it thinks  is the right side. But severe overfitting  can occur even in the absence of noise.  For instance, suppose we learn a Boolean  classifier that is just the disjunction  of the examples labeled “true”  in the training set. (In other words,  the classifier is a Boolean formula in  disjunctive normal form, where each  term is the conjunction of the feature  values of one specific training example.)  This classifier gets all the training  examples right and every positive test  example wrong, regardless of whether  the training data is noisy or not.  
The problem of multiple testing13 is  closely related to overfitting. Standard  statistical tests assume that only one  hypothesis is being tested, but modern  learners can easily test millions  before they are done. As a result what  looks significant may in fact not be.  For example, a mutual fund that beats  the market 10 years in a row looks very  impressive, until you realize that, if  there are 1,000 funds and each has a  50% chance of beating the market on  any given year, it is quite likely that  one will succeed all 10 times just by  luck. This problem can be combatted  by correcting the significance tests to  take the number of hypotheses into  account, but this can also lead to underfitting.  A better approach is to control  the fraction of falsely accepted  non-null hypotheses, known as the  false discovery rate.  3
交叉验证可以帮助克服过度拟合,例如通过使用交叉验证来选择要学习的最佳决策树大小。但这不是万能药,因为如果我们使用它进行过多的参数选择,它本身可能会开始过度适应.17
除了交叉验证外,还有许多方法可以防止过度拟合。最受欢迎的一种是在评估函数中添加正则化项。例如,这可能会惩罚具有更多结构的分类器,从而偏向于具有较小空间以适合过度的较小分类器。另一种选择是在添加新结构之前执行卡方检验等统计显着性检验,以判断使用和不使用此结构时类的分布是否确实不同。当数据非常稀缺时,这些技术特别有用。尽管如此,您应该对特定技术可以``解决''过拟合问题的说法持怀疑态度。通过陷入欠拟合(bias)的相反误差很容易避免过拟合(variance)。同时避免同时需要学习一个完美的分类器和既不事先知道它又没有一种技术会永远做到最好(没有免费的午餐)。
关于过度拟合的一个常见误解是它是由噪声引起的,例如带有错误课程的训练示例。通过使学习者画出一个反复无常的疆界以使那些例子保持正确的观点,确实可以加剧过度拟合。但是即使没有噪音也会发生严重的过拟合。例如,假设我们学习了一个布尔分类器,它只是训练集中标注为``true''的示例的分离。 (换句话说,分类器是布尔正则形式的布尔公式,其中每个术语是一个特定训练示例的特征值的合取)。该分类器获得正确的所有训练示例,每个阳性检验示例都正确,无论训练数据是否嘈杂。
多次测试的问题13与过度拟合密切相关。标准统计测试假设仅对一种假设进行了测试,但是现代学习者可以在完成之前轻松地测试数百万个假设。因此,看似重要的事实实际上可能并非如此。例如,一个连续十年击败市场的共同基金看起来非常令人印象深刻,直到您意识到,如果有1,000只基金,并且每种都有在任何给定年份击败市场的50%的机会,那么很可能仅靠运气,一个人就能成功十次。可以通过校正显着性检验以将假设的数量纳入考虑范围来解决此问题,但这也可能导致拟合不足。更好的方法是控制被错误接受的非零假设的比例,即错误发现率。 3

Intuition Fails in High Dimensions  高维直觉失败

After overfitting, the biggest problem  in machine learning is the curse of  dimensionality. This expression was  coined by Bellman in 1961 to refer  to the fact that many algorithms that  work fine in low dimensions become  intractable when the input is highdimensional.  But in machine learning  it refers to much more. Generalizing  correctly becomes exponentially  harder as the dimensionality (number  of features) of the examples grows, because  a fixed-size training set covers a  dwindling fraction of the input space.  Even with a moderate dimension of  100 and a huge training set of a trillion  examples, the latter covers only a fraction of about 10−18 of the input space.  This is what makes machine learning  both necessary and hard.  
More seriously, the similaritybased  reasoning that machine learning  algorithms depend on (explicitly  or implicitly) breaks down in high dimensions.  Consider a nearest neighbor  classifier with Hamming distance  as the similarity measure, and suppose  the class is just x1 ∧ x2. If there  are no other features, this is an easy  problem. But if there are 98 irrelevant  features x3,..., x100, the noise from  them completely swamps the signal in  x1 and x2, and nearest neighbor effectively  makes random predictions.  
Even more disturbing is that nearest  neighbor still has a problem even  if all 100 features are relevant! This  is because in high dimensions all  examples look alike. Suppose, for  instance, that examples are laid out  on a regular grid, and consider a test  example xt. If the grid is d-dimensional,  xt’s 2d nearest examples are  all at the same distance from it. So as  the dimensionality increases, more  and more examples become nearest  neighbors of xt, until the choice of  nearest neighbor (and therefore of  class) is effectively random.  
经过过度拟合后,机器学习中最大的问题就是维度的诅咒。该表达式由Bellman于1961年创造,是指在输入为高维输入时许多在低维运行良好的算法变得棘手的事实。但是在机器学习中,它涉及的更多。随着示例维数(特征数量)的增长,正确地进行概括变得越来越困难,因为固定大小的训练集覆盖了输入空间的缩小部分。即使具有100的适度范围和数以万亿计的示例的庞大训练集,后者仅覆盖了约10-18的输入空间的一小部分。这就是使机器学习既必要又困难的原因。
更严重的是,机器学习算法所依赖的基于相似度的原因(明确或隐含地)在高维度上被分解。考虑具有汉明距离的最近邻居分类器作为相似性度量,并假设该类仅为x1∧x2。如果没有其他功能,这是一个简单的问题。但是,如果x3,...,x100有98个不相关的功能,则来自它们的噪声会完全淹没x1和x2中的信号,并且最近的邻居会有效地进行随机预测。
更令人不安的是,即使所有100个功能都相关,最近的邻居仍然有问题!这是因为在高维度上所有示例看起来都是相似的。例如,假设示例被放置在规则的网格上,并考虑一个测试示例xt。如果网格是d维的,则xt的2d最接近的示例都与网格距离相同。因此,随着维数的增加,越来越多的示例成为xt的最接近邻居,直到最近邻居(以及类别)的选择实际上是随机的。
This is only one instance of a more  general problem with high dimensions:  our intuitions, which come  from a three-dimensional world, often  do not apply in high-dimensional  ones. In high dimensions, most of the  mass of a multivariate Gaussian distribution  is not near the mean, but in  an increasingly distant “shell” around  it; and most of the volume of a highdimensional  orange is in the skin, not  the pulp. If a constant number of examples  is distributed uniformly in a  high-dimensional hypercube, beyond  some dimensionality most examples  are closer to a face of the hypercube  than to their nearest neighbor. And if  we approximate a hypersphere by inscribing  it in a hypercube, in high dimensions  almost all the volume of the  hypercube is outside the hypersphere.  This is bad news for machine learning,  where shapes of one type are often approximated  by shapes of another.  
Building a classifier in two or three  dimensions is easy; we can find a reasonable  frontier between examples  of different classes just by visual inspection. (It has even been said that if  people could see in high dimensions  machine learning would not be necessary.)  But in high dimensions it is difficult  to understand what is happening.  This in turn makes it difficult to  design a good classifier. Naively, one  might think that gathering more features  never hurts, since at worst they  provide no new information about the  class. But in fact their benefits may  be outweighed by the curse of dimensionality. 
 Fortunately, there is an effect that  partly counteracts the curse, which  might be called the “blessing of nonuniformity.”  In most applications  examples are not spread uniformly  throughout the instance space, but  are concentrated on or near a lowerdimensional  manifold. For example,  k-nearest neighbor works quite well  for handwritten digit recognition  even though images of digits have  one dimension per pixel, because the  space of digit images is much smaller  than the space of all possible images.  Learners can implicitly take advantage  of this lower effective dimension,  or algorithms for explicitly reducing  the dimensionality can be used (for  example, Tenenbaum22).
这只是一个更高维度的一般性问题的一个例子:我们的直觉来自三维世界,通常不适用于高维度的直觉。在高维中,多元高斯分布的大部分质量都不在均值附近,而是在其周围越来越远的``壳''中;高维橙的大部分体积在皮肤中,而不是果肉中。如果恒定数量的示例均匀分布在一个高维超立方体中,则除了某些维之外,大多数示例比其最近的邻居更靠近超立方体的一面。并且,如果我们通过将其记录在超立方体中来近似超球面,则在高维中,几乎所有超立方体的体积都在超球面之外。这对于机器学习来说是个坏消息,其中一种类型的形状通常被另一种形状的形状近似。
在两个或三个维度中建立分类器很容易;我们可以通过目视检查在不同类别的示例之间找到合理的边界。 (甚至有人说,如果人们可以在高维度上看到机器学习是没有必要的。)但是在高维度上,很难理解正在发生的事情。反过来,这使得设计好的分类器变得困难。天真的,一个人可能认为收集更多功能永远不会有害,因为在最坏的情况下,它们不提供有关该类的新信息。但是实际上,它们的好处可能会因维数的诅咒而被抵消。
幸运的是,有一种效果可以部分抵消这种诅咒,这种诅咒可能被称为“不均匀的祝福”。在大多数应用程序中,示例并非均匀分布在整个实例空间中,而是集中在低维流形上或附近。例如,即使数字图像每像素具有一维尺寸,k近邻也能很好地用于手写数字识别,因为数字图像的空间比所有可能图像的空间小得多。学习者可以隐式地利用此较低的有效维度,或者可以使用显式降低维度的算法(例如Tenenbaum22)。

Theoretical Guarantees  Are Not What They Seem 理论上的保证不是他们所看到的

One of the major  developments of  recent decades has  been the realization  that we can have  guarantees on the  results of induction,  particularly if we  are willing to settle  for probabilistic  guarantees.

近几十年来的主要发展之一是认识到我们可以对归纳结果进行保证,特别是如果我们愿意为概率保证定居的话。

Machine learning papers are full of  theoretical guarantees. The most common  type is a bound on the number of  examples needed to ensure good generalization.  What should you make of  these guarantees? First of all, it is remarkable  that they are even possible.  Induction is traditionally contrasted  with deduction: in deduction you can  guarantee that the conclusions are  correct; in induction all bets are off.  Or such was the conventional wisdom  for many centuries. One of the major  developments of recent decades has  been the realization that in fact we can  have guarantees on the results of induction,  particularly if we are willing  to settle for probabilistic guarantees.  
The basic argument is remarkably  simple.5   Let’s say a classifier is bad  if its true error rate is greater than ε.  Then the probability that a bad classifier  is consistent with n random, independent  training examples is less  than (1 − ε)  n  . Let b be the number of bad classifiers in the learner’s hypothesis  space H. The probability that at  least one of them is consistent is less  than b(1 − ε)  n  , by the union bound. Assuming  the learner always returns a  consistent classifier, the probability  that this classifier is bad is then less  than |H|(1 − ε)  n  , where we have used  the fact that b ≤ |H|. So if we want this  probability to be less than δ, it suffices  to make n > ln(δ/|H|)/ ln(1 − ε) ≥ 1/ε (ln  |H| + ln 1/δ).  

机器学习论文充满了理论上的保证。最常见的类型是确保良好泛化所需的示例数量的界限。这些保证应怎么做?首先,令人惊讶的是它们甚至是可能的。传统上将归纳法与推论进行对比:在推论中,您可以保证结论是正确的;归纳所有赌注都关闭了。或多个世纪以来的传统智慧就是如此。认识到实际上我们可以对归纳的结果提供保证,这是近几十年来的主要发展之一,特别是如果我们愿意解决概率保证的话。
基本参数非常简单.5如果分类器的真实错误率大于ε,则它是错误的。然后,不良分类器与n个随机,独立的训练示例一致的概率小于(1-ε)n。令b为学习者假设空间H中的不良分类器的数量。其中至少一个是一致的概率受联合界限的约束小于b(1-ε)n。假设学习者总是返回一致的分类器,则该分类器不良的可能性小于| H |(1 −ε)n,其中我们使用了b≤| H |的事实。因此,如果我们希望此概率小于δ,则足以使n> ln(δ/ | H |)/ ln(1-ε)≥1 /ε(ln | H | + ln 1 /δ)。

Unfortunately, guarantees of this  type have to be taken with a large grain  of salt. This is because the bounds obtained  in this way are usually extremely  loose. The wonderful feature of the  bound above is that the required number  of examples only grows logarithmically  with |H| and 1/δ. Unfortunately,  most interesting hypothesis spaces  are doubly exponential in the number  of features d, which still leaves us  needing a number of examples exponential  in d. For example, consider  the space of Boolean functions of d  Boolean variables. If there are e possible  different examples, there are  2e   possible different functions, so  since there are 2d   possible examples,  the total number of functions is 22d  .  And even for hypothesis spaces that  are “merely” exponential, the bound  is still very loose, because the union  bound is very pessimistic. For example,  if there are 100 Boolean features  and the hypothesis space is decision  trees with up to 10 levels, to guarantee  δ = ε = 1% in the bound above we need  half a million examples. But in practice  a small fraction of this suffices for  accurate learning.  
Further, we have to be careful  about what a bound like this means.  For instance, it does not say that, if  your learner returned a hypothesis  consistent with a particular training  set, then this hypothesis probably  generalizes well. What it says is that,  given a large enough training set, with  high probability your learner will either  return a hypothesis that generalizes  well or be unable to find a consistent  hypothesis. The bound also says  nothing about how to select a good  hypothesis space. It only tells us that,  if the hypothesis space contains the  true classifier, then the probability  that the learner outputs a bad classifier  decreases with training set size.If we shrink the hypothesis space, the  bound improves, but the chances that  it contains the true classifier shrink  also. (There are bounds for the case  where the true classifier is not in the  hypothesis space, but similar considerations  apply to them.)
Another common type of theoretical  guarantee is asymptotic: given infinite  data, the learner is guaranteed  to output the correct classifier. This  is reassuring, but it would be rash to  choose one learner over another because  of its asymptotic guarantees. In  practice, we are seldom in the asymptotic  regime (also known as “asymptopia”).  And, because of the bias-variance  trade-off I discussed earlier, if  learner A is better than learner B given  infinite data, B is often better than A  given finite data.  
The main role of theoretical guarantees  in machine learning is not as  a criterion for practical decisions,  but as a source of understanding and  driving force for algorithm design. In  this capacity, they are quite useful; indeed,  the close interplay of theory and  practice is one of the main reasons  machine learning has made so much  progress over the years. But caveat  emptor: learning is a complex phenomenon,  and just because a learner  has a theoretical justification and  works in practice does not mean the  former is the reason for the latter.
不幸的是,这种类型的保证必须与大颗粒的盐一起使用。这是因为以这种方式获得的边界通常非常松散。上面绑定的一个奇妙功能是,所需的示例数仅与| H |成对数增长。和1 /δ。不幸的是,最有趣的假设空间在特征d的数量上是双倍的,这仍然使我们在d中需要大量的指数实例。例如,考虑d布尔变量的布尔函数的空间。如果有可能的不同示例,则可能有2e种不同的功能,因此,因为有2d种可能的示例,所以功能总数为22d。即使对于“仅”指数空间的假设空间,界限仍然非常宽松,因为联合界限非常悲观。例如,如果有100个布尔特征,并且假设空间是具有最多10个级别的决策树,为保证δ=ε= 1%在上面的范围内,我们需要半百万个示例。但是实际上,一小部分就足以进行准确的学习。
此外,我们必须注意这种限制的含义。例如,它并不表示,如果您的学习者返回了与特定训练集一致的假设,那么该假设可能会很好地概括。它的意思是,给定足够大的训练集,您的学习者很有可能会返回一个可以很好地推广的假设,或者无法找到一致的假设。边界也没有说明如何选择一个好的假设空间。它只告诉我们,如果假设空间包含真实分类器,则学习者输出不良分类器的概率会随着训练集大小的减小而减少。如果我们缩小假设空间,边界会有所改善,但是包含真实分类器的机会会有所增加。分类器收缩也。 (对于真正的分类器不在假设空间中,但适用于它们的类似考虑因素有一定的局限性。)
理论保证的另一种常见类型是渐进的:给定无限数据,可以保证学习者输出正确的分类器。这令人放心,但是由于其渐近保证,选择一个学习者而不是另一个学习者会很轻率。在实践中,我们很少采用渐近体制(也称为“渐近”)。并且,由于我之前讨论过偏差偏差的折衷,如果给定无限数据,学习者A优于学习者B,那么在有限数据下,学习者B通常优于学习者B.
理论保证在机器学习中的主要作用不是作为实际决策的标准,而是作为算法设计的理解和推动力的来源。以这种身份,它们非常有用;确实,理论和实践之间的紧密相互作用是机器学习多年来取得如此巨大进步的主要原因之一。但是需要警告的是:学习者是一个复杂的现象,仅因为学习者具有理论上的依据并且在实践中起作用并不意味着前者是后者的原因。

Feature Engineering Is The Key  特征工程是关键

A dumb algorithm  with lots and lots  of data beats  a clever one  with modest  amounts of it.具有大量数据的愚蠢算法击败了数量适中的聪明算法。

At the end of the day, some machine  learning projects succeed and some  fail. What makes the difference? Easily  the most important factor is the  features used. Learning is easy if you  have many independent features that  each correlate well with the class. On  the other hand, if the class is a very  complex function of the features, you  may not be able to learn it. Often, the  raw data is not in a form that is amenable  to learning, but you can construct  features from it that are. This  is typically where most of the effort in  a machine learning project goes. It is  often also one of the most interesting  parts, where intuition, creativity and  “black art” are as important as the  technical stuff.  

First-timers are often surprised by  how little time in a machine learning  project is spent actually doing machine learning. But it makes sense if  you consider how time-consuming it  is to gather data, integrate it, clean it  and preprocess it, and how much trial  and error can go into feature design.  Also, machine learning is not a oneshot  process of building a dataset and  running a learner, but rather an iterative  process of running the learner,  analyzing the results, modifying the  data and/or the learner, and repeating.  Learning is often the quickest  part of this, but that is because we  have already mastered it pretty well!  Feature engineering is more difficult  because it is domain-specific,  while learners can be largely general  purpose. However, there is no sharp  frontier between the two, and this is  another reason the most useful learners  are those that facilitate incorporating  knowledge.  

Of course, one of the holy grails  of machine learning is to automate  more and more of the feature engineering  process. One way this is often  done today is by automatically generating  large numbers of candidate features  and selecting the best by (say)  their information gain with respect  to the class. But bear in mind that  features that look irrelevant in isolation  may be relevant in combination.  For example, if the class is an XOR of  k input features, each of them by itself  carries no information about the  class. (If you want to annoy machine  learners, bring up XOR.) On the other  hand, running a learner with a very  large number of features to find out  which ones are useful in combination  may be too time-consuming, or cause  overfitting. So there is ultimately no  replacement for the smarts you put  into feature engineering.

最终,一些机器学习项目成功了而有些失败了。有什么区别?最重要的因素很容易就是所使用的功能。如果您具有许多与班级紧密相关的独立功能,则学习将很容易。另一方面,如果该类是功能的非常复杂的功能,则您可能无法学习它。通常,原始数据的形式不适合学习,但您可以从中构造特征。这通常是机器学习项目中大部分工作的去向。它通常也是最有趣的部分之一,直觉,创造力和“妖术”与技术同样重要。初学者通常会对机器学习项目中实际用于机器学习的时间很少感到惊讶。但是,如果您考虑收集数据,集成,清理和预处理数据要花多长时间,以及可以在功能设计中进行多少试验和错误,这是有道理的。此外,机器学习不是构建数据集和运行学习者的一站式过程,而是运行学习者,分析结果,修改数据和/或学习者并重复的迭代过程。学习通常是其中最快的部分,但这是因为我们已经很好地掌握了它!特征工程更加困难,因为它是特定于领域的,而学习者在很大程度上可能是通用的。但是,两者之间没有敏锐的疆界,这是最有用的学习者是那些有助于整合知识的学习者的另一个原因。当然,机器学习的圣地之一是使越来越多的特征工程过程自动化。今天通常这样做的一种方式是通过自动生成大量候选特征并通过(比如说)它们相对于类的信息增益来选择最佳特征。但是请记住,孤立地看起来无关紧要的功能可能会组合在一起使用。例如,如果类别是k个输入要素的XOR,则每个类别本身都不携带有关类别的信息。 (如果要惹恼机器学习者,请调出XOR。)另一方面,运行具有大量功能的学习器以找出哪些功能组合在一起可能会非常耗时,或导致过度拟合。因此,您投入功能工程的智能最终无法替代。

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