# Introduction¶

Before we could begin writing, the authors of this book, like much of the work force, had to become caffeinated. We hopped in the car and started driving. Having an Android, Alex called out “Okay Google”, awakening the phone’s voice recognition system. Then Mu commanded “directions to Blue Bottle coffee shop”. The phone quickly displayed the transcription of his command. It also recognized that we were asking for directions and launched the Maps application to fullfil our request. Once launched, the Maps app identified a number of routes. Next to each route, the phone displayed a predicted transit time. While we fabricated this story for pedagogical convenience, it demonstrates that in the span of just a few seconds, our everyday interactions with a smartphone can engage several machine learning models.

If you’ve never worked with machine learning before, you might be wondering what the hell we’re talking about. You might ask, “Isn’t that just programming?” Or, “What does machine learning even mean?” First, to be clear, we implement all machine learning algorithms by writing computer programs. And we use many of the same languages and hardware as used in other fields of computer science, as varied as graphics and computational fluid dynamics. But not all computer programs involve machine learning. In response to the second question, precisely defining a field of study as vast as machine learning is hard. It’s a bit like answering, “what is math?”. But we’ll try to give you enough intuition to get started.

## A motivating example¶

Most of the computer programs we interact with every day can be coded up from first principles. When you add an item to your shopping cart, you trigger an ecommerce application to store an entry in a shopping cart database table, associating your user ID with the product’s ID. We can write such a program from first principles, launch without ever having seen a real customer. And when it’s this easy to write an application you should not be using machine learning.

But fortunately (for the community of ML scientists), most applications are not this easy. Returning to our fake story about going to get coffee, imagine just writing a program to respond to a wake word like “Alexa”, “Okay, Google” or “Siri”. Try coding it up in a room by yourself with nothing but a computer and a code editor. How would you write such a program from first principles? Think about it… the problem is not trivial. Every second, microphones collect roughly 44,000 samples. What rule could map reliably from a snippet of raw audio to confident predictions {yes, no} on whether the snippet contains the wake word? If you’re stuck, don’t worry. We don’t know how to write such a program from scratch either. That’s why we use machine learning.

Here’s the trick. Even if we don’t know how to tell a computer to map snippets to predictions, we ourselves are capable of performing this cognitive feat. As a result, we can collect a huge data set containing examples of audio and label those that do and that do not contain the wake word. In the machine learning approach, we do not directly design a system to recognize wake words right away. Instead, we define a flexible program whose behavior is allowed to change over the course of a training period. The job of this program is to learn from examples. Thus rather than code up a wake word recognizer, we would code up a program which, when presented with a large labeled dataset, can recognize wake words. You can think of this act, of determining a program’s behavior by presenting it with a dataset, as programming with data.

## The dizzying versatility of machine learning¶

This is the core idea behind machine learning. Rather than code programs with fixed behavior, we design programs with the ability to improve at some task as a function of their experience. The machine learning approach encompasses many different problem formulations, can involve many different algorithms, and can address many different application domains. In this particular case, we described an instance of supervised learning applied to a problem in automated speech recognition.

Machine Learning is a versatile set of tools that lets you work with data in many different situations where simple rule-based systems would fail or might be very difficult to build. Due to its versatility, machine learning can be quite confusing to newcomers. For example, machine learning techniques are already widely used in applications as diverse as search engines, self driving cars, machine translation, medical diagnosis, spam filtering, game playing (chess, go), face recognition, date matching, calculating insurance premiums, and adding filters to photos.

Despite the superficial differences between these problems many of them share common structure and are addressable with deep learning tools. They’re mostly because they are problems where coding we wouldn’t be able program their behavior directly in code, but we can program with data. Oftentimes the most direct language for communicating these kinds of programs is math. In this book we’ll introduce a minimal amount of mathematical notation, but unlike other books on machine learning and neural networks, we’ll always keep the conversation grounded in real examples and real code. To make this conversation more concrete, let’s consider a few examples and start writing some code.

## Programming with code vs. programming with data¶

This example is inspired by an interaction that Joel Grus had in a job interview. The interviewer asked him to code up Fizz Buzz. This is a children’s game where the players count from 1 to 100 and will say ‘fizz’ whenever the number is divisible by 3, ‘buzz’ whenever it is divisible by 5, and ‘fizzbuzz’ whenever it satisfies both criteria. Otherwise they will just state the number. It looks like this:

1 2 fizz 4 buzz fizz 7 8 fizz buzz 11 fizz 13 14 fizzbuzz 16 ...


The conventional way to solve such a task is quite simple.

In [1]:

res = []
for i in range(1, 101):
if i % 15 == 0:
res.append('fizzbuzz')
elif i % 3 == 0:
res.append('fizz')
elif i % 5 == 0:
res.append('buzz')
else:
res.append(str(i))
print(' '.join(res))

1 2 fizz 4 buzz fizz 7 8 fizz buzz 11 fizz 13 14 fizzbuzz 16 17 fizz 19 buzz fizz 22 23 fizz buzz 26 fizz 28 29 fizzbuzz 31 32 fizz 34 buzz fizz 37 38 fizz buzz 41 fizz 43 44 fizzbuzz 46 47 fizz 49 buzz fizz 52 53 fizz buzz 56 fizz 58 59 fizzbuzz 61 62 fizz 64 buzz fizz 67 68 fizz buzz 71 fizz 73 74 fizzbuzz 76 77 fizz 79 buzz fizz 82 83 fizz buzz 86 fizz 88 89 fizzbuzz 91 92 fizz 94 buzz fizz 97 98 fizz buzz


Needless to say, this isn’t very exciting if you’re a good programmer. Joel proceeded to ‘implement’ this problem in Machine Learning instead. For that to succeed, he needed a number of pieces:

• Data X [1, 2, 3, 4, ...] and labels Y ['fizz', 'buzz', 'fizzbuzz', identity]
• Training data, i.e. examples of what the system is supposed to do. Such as [(2, 2), (6, fizz), (15, fizzbuzz), (23, 23), (40, buzz)]
• Features that map the data into something that the computer can handle more easily, e.g. x -> [(x % 3), (x % 5), (x % 15)]. This is optional but helps a lot if you have it.

Armed with this, Joel wrote a classifier in TensorFlow (code). The interviewer was nonplussed … and the classifier didn’t have perfect accuracy.

Quite obviously, this is silly. Why would you go through the trouble of replacing a few lines of Python with something much more complicated and error prone. However, there are many cases where a simple Python script simply does not exist, yet a 3 year old child will solve the problem perfectly.

cat cat dog dog

Fortunately, this is precisely where machine learning comes to the rescue. We can ‘program’ a cat detector by providing our machine learning system with many examples of cats and dogs. This way it will eventually learn a function that will e.g. emit a very large positive number if it’s a cat, a very large negative number if it’s a dog, and something closer to zero if it isn’t sure. But this is just barely scratching the surface of what machine learning can do …

## Bare bones machine learning¶

To succeed at machine learning, we need four things: data, a model of how to transform the data, a loss function to measure how well we’re doing, and an algorithm to tweak the model parameters such that the loss function is minimized.

• Data. The more the better. Data is at the heart of the resurgence of deep learning, since complex nonlinear models require lots of it to work well. Here are some examples.
• Images, e.g. pictures taken by your phone (cats, dogs, dinosaurs, high school reunions, dentist’s X-Ray images, satellite images, …)
• Text, e.g. emails, high school essays, tweets, news articles
• Sound, e.g. voice commands sent to an Echo, audio books, phone calls
• Video, e.g. movies, home surveillance, multi-camera tracking, …
• Structured data, e.g. this Jupyter notebook (it contains text, images, code), a webpage, car rental records, your electricity bill, …
• Model. Usually the data looks quite different from what we want to accomplish with it. E.g. we might have photos of people and want to know whether they’re happy. Hence, we need to turn a 10 megapixel image into a probability of happiness. For this, we need to apply a number of (typically) nonlinear transformations $$f$$, e.g. by defining a network.
• Loss function. To assess how well we’re doing we need to compare the output from the model with the truth. Loss functions allow us to determine whether a stock prediction of $1,500 for AMZN by December 31, 2017 is correct. Depending on whether we decided to go short or long on it, we would incur different losses (or realize profits), hence our loss functions might be quite different. • Training. Usually models have many parameters. These are the ones that we need to ‘learn’, by minimizing the loss incurred on training data. Unfortunately, doing well on the latter doesn’t guarantee that we will do well on (unseen) test data, as the analogy below illustrates. • Training Error - This is the error on the dataset used to find $$f$$ by minimizing the loss on the training set. This is equivalent to doing well on all the practice exams that a student might use to prepare for the real exam. Encouraging but by no means a guarantee. • Test Error - This is the error incurred on an unseen test set. This can be off by quite a bit (statisticians call this overfitting). In real-life terms this is the equivalent of screwing up the real exam despite doing well on the practice exams. In the following we will discuss a few types of machine learning in some more detail. This helps to understand what exactly one aims to do. We begin with a list of objectives, i.e. a list of things that machine learning can do. Note that the objectives are complemented with a set of techniques of how to accomplish them, i.e. training, types of data, etc. The list below is really only sufficient to whet the readers’ appetite and to give us a common language when we talk about problems. We will introduce a larger number of such problems as we go along. ## Classification¶ This is one of the simplest tasks. Given data $$x \in X$$, such as images, text, sound, video, medical diagnostics, performance of a car, motion sensor data, etc., we want to answer the question as to which class $$y \in Y$$ the data belongs to. In the above case, $$X$$ are images and $$Y = \mathrm{\{cat, dog\}}$$. Quite often the confidence of the classifier, i.e. the algorithm that does this, is expressed in the form of probabilities, e.g. $$\Pr(y=\mathrm{cat}\mid x) = 0.9$$, i.e. the classifier is 90% sure that it’s a cat. Whenever we have only two possible outcomes, statisticians call this a binary classifier. All other cases are called multiclass classification, e.g. the digits [0, 1, 2, 3 ... 9] in a digit recognition task. In MXNet Gluon the corresponding loss function is the Cross Entropy Loss. Note that the most likely class is not necessarily the one that you’re going to use for your decision. Assume that you find this beautiful mushroom in your backyard: Death cap - do not eat! Our (admittedly quite foolish) classifier outputs $$\Pr(y=\mathrm{death cap}\mid\mathrm{image}) = 0.2$$. In other words, it is quite confident that it isn’t a death cap. Nonetheless, very few people would be foolhardy enough to eat it, after all, the certain benefit of a delicious dinner isn’t worth the potential risk of dying from it. In other words, the effect of the uncertain risk by far outweighs the benefit. Let’s look at this in math. Basically we need to compute the expected risk that we incur, i.e. we need to multiply the probability of the outcome with the benefit (or harm) associated with it: $L(\mathrm{action}\mid x) = \mathbf{E}_{y \sim p(y\mid x)}[\mathrm{loss}(\mathrm{action},y)]$ Hence, the loss $$L$$ incurred by eating the mushroom is $$L(a=\mathrm{eat}\mid x) = 0.2 * \infty + 0.8 * 0 = \infty$$, whereas the cost of discarding it is $$L(a=\mathrm{discard}\mid x) = 0.2 * 0 + 0.8 * 1 = 0.8$$. We got lucky - as any botanist would tell us, the above actually is a death cap. There are way more fancy classification problems than the ones above. For instance, we might have hierarchies. One of the first examples of such a thing are due to Linnaeus, who applied it to animals. Usually this is referred to as hierarchical classification. Typically the cost of misclassification depends on how far you’ve strayed from the truth, e.g. mistaking a poodle for a schnautzer is no big deal but mistaking it for a dinosaur would be embarrassing. On the other hand, mistaking a rattle snake for a garter snake could be deadly. In other words, the cost might be nonuniform over the hierarchy of classes but tends to increase the further away you are from the truth. ## Tagging¶ It is worth noting that many problems are not classification problems. Discerning cats and dogs by computer vision is relatively easy, but what should our poor classifier do in this situation? Obviously there’s a cat in the picture. And a dog. And a tire, some grass, a door, concrete, rust, individual grass leaves, etc.; Treating it as a binary classification problem is asking for trouble. Our poor classifier will get horribly confused if it needs to decide whether the image is one of two things, if it is actually both. The above example seems contrived but what about this case: a picture of a model posing in front of a car at the beach. Each of the tags (woman, car, beach) would be true. In other words, there are situations where we have multiple tags or attributes of what is contained in an object. Sometimes this is treated as a lot of binary classification problems. But this is problematic, too, since there are just so many tags (often hundreds of thousands or millions) that could apply, e.g. (ham, green eggs, spam, grinch, ...) and we would have to check all of them and to ensure that they are all accurate. Suffice it to say, there are better ways of generating tags. For instance, we could try to estimate the probability that $$y$$ is one of the tags in the set $$S_x$$ of tags associated with $$x$$, i.e. $$\Pr(y \in S_x\mid x)$$. We will discuss them later in this tutorial (with actual code). For now just remember that tagging is not classification. ## Regression¶ Let’s assume that you’re having your drains repaired and the contractor spends $$x=3$$ hours removing gunk from your sewage pipes. He then sends you a bill of$y = 350. Your friend hires the same contractor for $$x = 2$$ hours and he gets a bill of $y = 250$ $. You can now both team up and perform a regression estimate to identify the contractor’s pricing structure:$100 per hour plus \$50 to show up at your house. That is, $$f(x) = 100 \cdot x + 50$$.

More generally, in regression we aim to obtain a real-valued number $$y \in \mathbb{R}$$ based on data $$x$$. Here $$x$$ could be as simple as the number of hours worked, or as complex as last week’s news if we want to estimate the gain in a share price. For most of the tutorial, we will be using one of two very common losses, the L1 loss where $$l(y,y') = \sum_i |y_i-y_i'|$$ and the L2 loss where $$l(y,y') = \sum_i (y_i - y_i')^2$$. As we will see later, the $$L_2$$ loss corresponds to the assumption that our data was corrupted by Gaussian Noise, whereas the $$L_1$$ loss is very robust to malicious data corruption, albeit at the expense of lower efficiency.

## Search and ranking¶

One of the problems quite different from classifications is ranking. There the goal is less to determine whether a particular page is relevant for a query, but rather, which one of the plethora of search results should be displayed for the user. That is, we really care about the ordering among the relevant search results and our learning algorithm needs to produce ordered subsets of elements from a larger set. In other words, if we are asked to produce the first 5 letters from the alphabet, there is a difference between returning A B C D E and C A B E D. Even if the result set is the same, the ordering within the set matters nonetheless.

A possible solution to this problem is to score every element in the set of possible sets with a relevance score and then retrieve the top-rated elements. PageRank is an early example of such a relevance score. One of the peculiarities is that it didn’t depend on the actual query. Instead, it simply helped to order the results that contained the query terms. Nowadays search engines use machine learning and behavioral models to obtain query-dependent relevance scores. There are entire conferences devoted to this subject.

## Recommender systems¶

Quite closely related to search and ranking are recommender systems. The problems are similar insofar as the goal is to display a set of relevant items to the user. The main difference is the emphasis on personalization to specific users in the context of recommender systems. For instance, for movie recommendation the result page for a SciFi fan and the result page for a connoisseur of Woody Allen comedies might differ significantly.

Such problems occur, e.g. for movie, product or music recommendation. In some cases customers will provide explicit details about how much they liked the product (e.g. Amazon product reviews). In some other cases they might simply provide feedback if they are dissatisfied with the result (skipping titles on a playlist). Generally, such systems strive to estimate some score $$y_{ij}$$ as a function of user $$u_i$$ and object $$o_j$$. The objects $$o_j$$ with the largest scores $$y_{ij}$$ are then used as recommendation. Production systems are considerably more advanced and take detailed user activity and item characteristics into account when computing such scores. Below an example of the books recommended for deep learning, based on the author’s preferences.

## Sequence transformations¶

Some of the more exciting applications of machine learning are sequence transformations, sometimes also referred as seq2seq problems. They ingest a sequence of data and emit a new, significantly transformed one. This goes considerably beyond the previous examples where the output essentially had a predermined cardinality and type (e.g. one out of 10 classes, regressing a dollar value, ordering objects). While it is impossible to consider all types of sequence transformations, a number of special cases are worth mentioning:

### Tagging and Parsing¶

This involves annotating a text sequence with attributes. In other words, the number of inputs and outputs is essentially the same. For instance, we might want to know where the verbs and subjects are, we might want to know which words are the named entities. In general, the goal is to decompose and annotate text $$x$$ based on structural and grammatical assumptions to get some annotation $$y$$. This sounds more complex than it actually is. Below is a very simple example of annotating a sentence with tags regarding which word refers to a named entity.

Tom wants to have dinner in Washington with Sally.
E   -     -  -    -      -  E          -    E

### Automatic Speech Recognition¶

Here the input sequence $$x$$ is the sound of a speaker, and the output $$y$$ is the textual transcript of what the speaker said. The challenge is that there are many more audio frames (sound is typically sampled at 8kHz or 16kHz), i.e. there is no 1:1 correspondence between audio and text. In other words, this is a seq2seq problem where the output is much shorter than the input.

----D----e--e--e-----p----------- L----ea-------r---------ni-----ng-----

### Text to Speech¶

TTS is the inverse of Speech Recognition. That is, the input $$x$$ is text and the output $$y$$ is an audio file. There, the output is much longer than the input. While it is easy for humans to recognize a bad audio file, this isn’t quite so trivial for computers. The challenge is that the audio output is way longer than the input sequence.

### Machine Translation¶

The goal here is to map text from one language automatically to the other. Unlike in the previous cases where the order of the inputs was preserved, in machine translation order inversion can be vital for a correct result. In other words, while we are still converting one sequence into another, neither the number of inputs and outputs or their order are assumed to be the same. Consider the following example which illustrates the obnoxious fact of German to place the verb at the end.

German Haben Sie sich schon dieses grossartige Lehrwerk angeschaut?
English Did you already check out this excellent tutorial?
Wrong alignmen t Did you yourself already this excellent tutorial looked-at?

There are many more related problems. For instance, the order in which a user reads a webpage is a two-dimensional layout analysis problem. Likewise, for dialog problems we need to take world-knowledge and prior state into account. This is an active area of research.

## Unsupervised learning¶

All the examples so far are related to Supervised Learning, i.e. situations where we know what we want. Quite often, though, we simply want to learn as much about the data as possible. This sounds vague because it is. The type and number of questions we could ask is only limited by the creativity of the statistician asking the question. We will address a number of them later in this tutorial where we will provide matching examples. To whet your appetite, we list a few of them below:

• Is there a small number of prototypes that accurately summarize the data. E.g. given a set of photos, can we group them into landscape photos, pictures of dogs, babies, cats, mountain peaks, etc.? Likewise, given a collection of users (with their behavior), can we group them into users with similar behavior? This problem is typically known as clustering.
• Is there a small number of parameters that accurately captures the relevant properties of the data? E.g. the trajectories of a ball are quite well described by velocity, diameter and mass of the ball. Tailors have developed a small number of parameters that describe human body shape fairly accurately for the purpose of fitting clothes. These problems are referred to as subspace estimation problems. If the dependence is linear, it is called principal component analysis.
• Is there a representation of (arbitrary structured) objects in Euclidean space (i.e. the space of vectors in $$\mathbb{R}^n$$) such that symbolic properties can be well matched? This is called representation learning and it is used, to describe entities and their relations such as Rome - Italy + France = Paris.
• Is there a description of the root causes of much of the data that we observe? For instance, if we have demographic data about house prices, pollution, crime, location, education, salaries, etc., can we discover how they are related simply based on empirical data? The field of directed graphical models and causality deals with this.
• An important and exciting recent development are generative adversarial networks. They are basically a procedural way of synthesizing data. The underlying statistical mechanisms are tests to check whether real and fake data are the same. We will devote a few notebooks to them.

## Environment¶

So far we didn’t discuss at all yet, where all the data comes from, how we need to interact with the environment, whether it remembers what we did previously, if the environment wants to help us (e.g. a user reading text into a speech recognizer) or if it is out to beat us (e.g. in a game), or if it doesn’t care (in most cases). Those problems are usually distinguished by monikers such as batch learning, online learning, control, and reinforcement learning.

We also didn’t discuss what happens when training and test data are different (statisticians call this covariate shift). This is a problem that most of us will have experienced painfully when taking exams written by the lecturer, while the homeworks were composed by his TAs. Likewise, there is a large area of situations where we want our tools to be robust against malicious or malformed training data (robustness) or equally abnormal test data. We will introduce these aspects gradually throughout this tutorial to help practitioners deal with them in their work.

## Conclusion¶

Machine Learning is vast. We cannot possibly cover it all. On the other hand, the chain rule is simple, so it’s easy to get started.