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<!DOCTYPE html>
<html>
<head>
<title>Intro + Pre</title>
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class: center, middle
# Introduction
CS534 - Machine Learning
Yubin Park, PhD
---
class: center, middle
.reference[https://a16z.com/2011/08/20/why-software-is-eating-the-world/]
---
class: center, middle
## What he meant by then...
Transforming the retail industry
Transforming the entertainment industry
Transforming the advertisement industry
---
class: center, middle
Seems software has been really eating the world...
.reference[https://www.economist.com/finance-and-economics/2018/06/23/most-stockmarket-returns-come-from-a-tiny-fraction-of-shares]
---
class: center, middle
How did they become so successful?
Many reasons maybe.
However, one commonality remarkably stands out:
Their love for **data**
---
class: center, middle
.reference[https://www.technologyreview.com/s/607831/nvidia-ceo-software-is-eating-the-world-but-ai-is-going-to-eat-software/]
---
class: center, middle
## Money is flowing into AI
.reference[https://news.crunchbase.com/news/venture-funding-ai-machine-learning-levels-off-tech-matures/]
---
## Machine Learning?
** My Definition **
Machine learning is a study of **algorithmic and statistical** techniques to perform **outcome-measurable** tasks
with **minimally** using explicit instructions.
Machine learning is one of the key engines for artificial intelligence to work.
_Just FYI, what [Wikipedia](https://en.wikipedia.org/wiki/Machine_learning) says_
> Machine learning (ML) is the scientific study of algorithms and statistical models that computer systems use in order to perform a specific task effectively without using explicit instructions, relying on patterns and inference instead.
---
## About Me
Currently, I am
- Adjunct Professor at [Emory University](http://www.emory.edu/home/index.html)
- CTO/Co-founder at [Orma Health, Inc.](https://ormahealth.com/)
- Principal at [Bonsai Research, LLC.](https://bonsairesearch.com/)
- Advisor at [Tensility Venture Partners](http://www.tensilityvc.com/)
Most recently, I worked for [7-Eleven, Inc.](https://www.7-eleven.com/) leading a team of data scientists to automate/analyze their inventory management and consumer behaviors.
Prior to that, I worked for [Evolent Health, Inc.](https://www.evolenthealth.com/) as Managing Director of AI Solutions.
I joined Evolent through the acquisition of my start-up, a healthcare analytics start-up, [Accordion Health, Inc.](https://www.crunchbase.com/organization/accordion-health#section-overview)
I received my Ph.D. degree from [the University of Texas at Austin](https://www.utexas.edu/) by studying various algorithms in machine learning and their healthcare applications.
---
## Course Schedule & Logisitcs
Machine learning is a rapidly evoling research discipline.
We will cover:
- Time-tested models and algorithms
- Linear models
- Decision trees
- Support vector machines
- Boosting and bagging
- (and some others)
- Evaluation strategies and methodologies
- Recently popularized models and algorithms
- Deep learning
- (and real world applications)
The course schedule and course logistics are available on the course website:
https://yubin-park.github.io/cs534/
---
## Things Not Covered
- Bayesian Models
- Unsupervised Learning
- Clustering
- Topic Modeling
- Time Series Models
- Learning Theory
- Decision Theory
- Reinforcement Learning
If you want to learn about the topics not covered in this course,
please take a look at these courses:
[CS570 Data Mining](http://www.mathcs.emory.edu/~lxiong/cs570/) and
[CS557 Artificial Intelligence](http://www.mathcs.emory.edu/site/people/faculty/individual.php?NUM=24).
---
## Homework \#0
- https://yubin-park.github.io/cs534/homework/hw0.html
- Should take an hour to three hours (max)
- It is okay to use Google or other search engines
- This is a Computer Science course, so you need to "code"
- The homework is to test your knowledge with reading data files, slicing the data, visualizing, and find any patterns
- Meant to be an assessment of your preparation
- You may consider dropping this course if any of these conditions apply:
- Difficulty completing it in less than 6~8 hours
- Difficulty with more than 1 problem
- Homework Submission
- No need to submit; self-evaluation
---
class: middle
# Statistics Crash Course
- Distributions
- Summary Statistics
- Hypothesis Testing
---
## Let's take a look at some data
### Boston House-Price Data
The Boston house-price data of Harrison, D. and Rubinfeld, D.L. ['Hedonic prices and the demand for clean air',](https://www.sciencedirect.com/science/article/abs/pii/0095069678900062) J. Environ. Economics & Management, vol.5, 81-102, 1978.
The original data is archived at http://lib.stat.cmu.edu/datasets/boston
[Scikit-learn](https://scikit-learn.org/) provides the data through one of its modules:
```python
from sklearn.datasets import load_boston
import pandas as pd
data = load_boston()
X = data.data
y = data.target
df = pd.DataFrame(X, columns = data.feature_names)
df["MEDV"] = y
n, m = df.shape # n: number of rows, m: number of columns
```
.reference[https://scikit-learn.org/stable/datasets/index.html#boston-dataset and https://pandas.pydata.org/]
---
To see how the data looks like:
```python
print(df.head())
```
```terminal
CRIM ZN INDUS CHAS NOX ... TAX PTRATIO B LSTAT MEDV
0 0.00632 18.0 2.31 0.0 0.538 ... 296.0 15.3 396.90 4.98 24.0
1 0.02731 0.0 7.07 0.0 0.469 ... 242.0 17.8 396.90 9.14 21.6
2 0.02729 0.0 7.07 0.0 0.469 ... 242.0 17.8 392.83 4.03 34.7
3 0.03237 0.0 2.18 0.0 0.458 ... 222.0 18.7 394.63 2.94 33.4
4 0.06905 0.0 2.18 0.0 0.458 ... 222.0 18.7 396.90 5.33 36.2
```
If you want to take a look at a specific column e.g. `RM` which stands for the average number of rooms per dwelling
```python
print(df["RM"].values[:100])
```
```terminal
array([6.575 6.421 7.185 6.998 7.147 6.43 6.012 6.172 5.631 6.004 6.377 6.009
5.889 5.949 6.096 5.834 5.935 5.99 5.456 5.727 5.57 5.965 6.142 5.813
5.924 5.599 5.813 6.047 6.495 6.674 5.713 6.072 5.95 5.701 6.096 5.933
5.841 5.85 5.966 6.595 7.024 6.77 6.169 6.211 6.069 5.682 5.786 6.03
5.399 5.602 5.963 6.115 6.511 5.998 5.888 7.249 6.383 6.816 6.145 5.927
5.741 5.966 6.456 6.762 7.104 6.29 5.787 5.878 5.594 5.885 6.417 5.961
6.065 6.245 6.273 6.286 6.279 6.14 6.232 5.874 6.727 6.619 6.302 6.167
6.389 6.63 6.015 6.121 7.007 7.079 6.417 6.405 6.442 6.211 6.249 6.625
6.163 8.069 7.82 7.416])
```
---
Not so easy to understand a long array of numbers. Another way is:
```python
col = "RM" # the number of rooms
xmin = df[col].min()
xmax = df[col].max()
figsize = (3.6, 2.7)
ax = df[col].hist(bins=10, figsize=figsize) # histogram
ax.set_xlim(xmin, xmax) # setting the range of x-axis
fig = ax.get_figure()
fig.savefig("img/histogram_{}.png".format(col))
ax.clear()
```
.center[]
.reference[https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.hist.html]
---
Visualizing a cumulative index
```python
col_cdf = "CDF_{}".format(col) # a new variable name
n, m = df.shape # n: number of rows, m: number of columns
df = df.sort_values(by=[col])
df = df.reset_index() # reindex from the smallest RM to largest RM
df[col_cdf] = df.index / n # normalize by n
ax = df.plot.line(x=col, y=col_cdf, figsize=(3.6, 2.7))
fig = ax.get_figure()
fig.savefig("img/cdf_{}.png".format(col))
ax.clear()
```
| histogram | cumulative index |
| --- | --- |
|  |  |
---
class: center, middle
Do you find any similarities?
Note that **only** two parameters are needed to characterize the normal distribution: mean (`mu`) and variance (`sigma2`).
.reference[http://mathworld.wolfram.com/NormalDistribution.html]
---
Simulating the number of rooms in the data.
```python
mu = np.mean(df[col]) # mean
sigma2 = np.var(df[col]) # variance
sigma = np.sqrt(sigma2) # standard deviation
col_simul = "{}_simul".format(col)
df[col_simul] = sigma * np.random.randn(n) + mu # random samples
ax = df[col_simul].hist(bins=10, figsize=(3.6,2.7))
ax.set_xlim(xmin, xmax)
fig = ax.get_figure()
fig.savefig("img/histogram_{}.png".format(col_simul))
ax.clear()
```
| actual | simulated |
| --- | --- |
|  |  |
---
class: center, middle
Why do we calculate mean and variance?
Because these statistics can "summarize" the data.
They are called **summary statistics**.
.reference[https://en.wikipedia.org/wiki/Summary_statistics]
---
What about other variables?
MEDV: Median value of owner-occupied homes in $1000's
```python
col = "MEDV" # then repeat the same process
```
| actual | simulated |
| --- | --- |
|  |  |
The MEDV variable seems like [a mixture of two normal distributions](https://en.wikipedia.org/wiki/Mixture_model).
Thus, the simulated histogram does not look similar with the original as well as in the RM variable.
Note that [the normality assumption](https://en.wikipedia.org/wiki/Normality_test) does not hold always.
---
class: center, middle
Your friend, Bob, says
"Hey, I am a real estate expert.
Houses near a river, in this case Charles River,
are more expensive than the others.
You should put that in your model."
How would you know Bob's statement is true?
---
class: center, middle
On the other hand,
I think the prices are not affected by the river.
I want to prove that I am right.
One approach would be to calculate
the sample means of the two groups
and see if they are the same? i.e.
$$\frac{\sum{x_i}}{n} = \frac{\sum{z_j}}{m}?$$
where `\( x_i \)` and `\( z_j \)` represent house prices
with/without river nearby respectively.
---
class: center, middle
Unfortunately, in this setup,
I would look **almost always wrong** i.e. `\(\text{Pr}(\frac{\sum{x_i}}{n} \neq \frac{\sum{z_j}}{m}) \approx 1 \)`
Note that we are dealing with **[continuous random variables](https://en.wikipedia.org/wiki/Random_variable#Continuous_random_variable)**.
Instead, what we can say is:
"If I am right, their sample means should be close enough."
But how much close?
---
class: center, middle
I will calculate the likelihood of observing
the difference between the sample means
assuming my theory, _the null hypothesis_, holds.
_If the probability is low, then Bob may be right?_
---
## [Hypothesis Testing](https://en.wikipedia.org/wiki/Statistical_hypothesis_testing)
Calculate a statistically meaningful number using the samples:
$$ t = f([x_0, x_1, \cdots, x_n], [z_0, z_1, \cdots, z_m])$$
If you assume the equal variances between `\(X\)` and `\(Z\)`, then [Student's t-test](https://en.wikipedia.org/wiki/Student%27s_t-test).
Or, if you think their variances are different, then [Welch's t-test](https://en.wikipedia.org/wiki/Welch%27s_t-test).
It is always about what assumptions you make.
[Many other variants](https://en.wikipedia.org/wiki/Test_statistic) based on different assumptions.
The probability of this t-statistics, _which you may end up using/hearing a lot of times in your professinoal career_, is the [infamous](https://en.wikipedia.org/wiki/Misuse_of_p-values) **"[p-value](https://en.wikipedia.org/wiki/P-value)"**.
---
class: center, middle
Just for fun.
.reference[https://xkcd.com/1478/]
---
Let's run some tests for real.
```python
from scipy import stats
houses_noriver = df.loc[df["CHAS"]==0,"MEDV"].values
houses_wriver = df.loc[df["CHAS"]==1,"MEDV"].values
print("Avg(Prices w/ River): ${0:.2f}".format(np.mean(houses_wriver)*1000))
print("Std(Prices w/ River): ${0:.2f}".format(np.std(houses_wriver)*1000))
print("Avg(Prices w/o River): ${0:.2f}".format(np.mean(houses_noriver)*1000))
print("Std(Prices w/o River): ${0:.2f}".format(np.std(houses_noriver)*1000))
results = stats.ttest_ind(houses_wriver, houses_noriver, equal_var=True)
print(results)
results = stats.ttest_ind(houses_wriver, houses_noriver, equal_var=False)
print(results)
```
```terminal
Avg(Prices w/ River): $28440.00
Std(Prices w/ River): $11646.61
Avg(Prices w/o River): $22093.84
Std(Prices w/o River): $8821.98
Ttest_indResult(statistic=3.996437466090508, pvalue=7.390623170519937e-05)
Ttest_indResult(statistic=3.113291312794837, pvalue=0.003567170098137517)
```
Looks like your friend, Bob, may be right.
.reference[https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.ttest_ind.html]
---
Or, if you are lazy like me:
```python
ax = df.boxplot(column="MEDV", by="CHAS")
fig = ax.get_figure()
fig.savefig("img/boxplot_CHAS_MEDV.png")
ax.clear()
```
Sometimes, it is more obvious in a graph than a number.
.reference[https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.boxplot.html]
---
class: center, middle
Please explore the other variables in the dataset **by yourself**.
What other distributions do you see?
What other hypotheses can you come up and how would you validate?
How would you visualize the data to support your claims?
---
class: center, middle
## Questions?
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