Recap: General Naïve Bayes

A general naïve Bayes model: Y: label to be predicted F1, …, Fn: features of each instance

Y

F1 FnF2

This slide deck courtesy of Dan Klein at UC Berkeley

Example Naïve Bayes Models

Bag-of-words for text One feature for every

word position in the document

All features share the same conditional distributions

Maximum likelihood estimates: word frequencies, by label

Y

W1 WnW2

Pixels for images One feature for every

pixel, indicating whether it is on (black)

Each pixel has a different conditional distribution

Maximum likelihood estimates: how often a pixel is on, by label

Y

F0,0 Fn,nF0,1

Naïve Bayes Training

Data: labeled instances, e.g. emails marked as spam/ham by a person Divide into training, held-out, and test

Features are known for every training, held-out and test instance

Estimation: count feature values in the training set and normalize to get maximum likelihood estimates of probabilities

Smoothing (aka regularization): adjust estimates to account for unseen data

TrainingSet

Held-OutSet

TestSet

Estimation: Smoothing

Problems with maximum likelihood estimates: If I flip a coin once, and it’s heads, what’s the estimate for

P(heads)? What if I flip 10 times with 8 heads? What if I flip 10M times with 8M heads?

Basic idea: We have some prior expectation about parameters (here, the

probability of heads) Given little evidence, we should skew towards our prior Given a lot of evidence, we should listen to the data

Estimation: Smoothing

Relative frequencies are the maximum likelihood estimates

In Bayesian statistics, we think of the parameters as just another random variable, with its own distribution

????

Recap: Laplace Smoothing

Laplace’s estimate (extended): Pretend you saw every outcome

k extra times

What’s Laplace with k = 0? k is the strength of the prior

Laplace for conditionals: Smooth each condition: Can be derived by dividing

H H T

6

Better: Linear Interpolation

Linear interpolation for conditional likelihoods Idea: the conditional probability of a feature x given a

label y should be close to the marginal probability of x Example: A rare word like “interpolation” should be

similarly rare in both ham and spam (a priori) Procedure: Collect relative frequency estimates of

both conditional and marginal, then average

Effect: Features have odds ratios closer to 1 8

Real NB: Smoothing

Odds ratios without smoothing:

south-west : infnation : infmorally : infnicely : infextent : inf...

screens : infminute : infguaranteed : inf$205.00 : infdelivery : inf...

Real NB: Smoothing

helvetica : 11.4seems : 10.8group : 10.2ago : 8.4areas : 8.3...

verdana : 28.8Credit : 28.4ORDER : 27.2<FONT> : 26.9money : 26.5...

Do these make more sense?

Odds ratios after smoothing:

Tuning on Held-Out Data Now we’ve got two kinds of unknowns

Parameters: P(Fi|Y) and P(Y)

Hyperparameters, like the amount of smoothing to do: k,

Where to learn which unknowns Learn parameters from training set Can’t tune hyperparameters on

training data (why?) For each possible value of the

hyperparameters, train and test on the held-out data

Choose the best value and do a final test on the test data

Proportion of PML(x) in P(x|y)

Baselines

First task when classifying: get a baseline Baselines are very simple “straw man” procedures Help determine how hard the task is Help know what a “good” accuracy is

Weak baseline: most frequent label classifier Gives all test instances whatever label was most

common in the training set E.g. for spam filtering, might label everything as spam Accuracy might be very high if the problem is skewed

When conducting real research, we usually use previous work as a (strong) baseline

Confidences from a Classifier

The confidence of a classifier: Posterior of the most likely label

Represents how sure the classifier is of the classification

Any probabilistic model will have confidences

No guarantee confidence is correct

Calibration Strong calibration: confidence

predicts accuracy rate Weak calibration: higher

confidences mean higher accuracy What’s the value of calibration?

Precision vs. Recall Let’s say we want to classify web pages as

homepages or not In a test set of 1K pages, there are 3 homepages Our classifier says they are all non-homepages 99.7 accuracy! Need new measures for rare positive events

Precision: fraction of guessed positives which were actually positive

Recall: fraction of actual positives which were guessed as positive

Say we guess 5 homepages, of which 2 were actually homepages Precision: 2 correct / 5 guessed = 0.4 Recall: 2 correct / 3 true = 0.67

Which is more important in customer support email automation? Which is more important in airport face recognition?

-

guessed +

actual +

Precision vs. Recall

Precision/recall tradeoff Often, you can trade off

precision and recall Only works well with weakly

calibrated classifiers

To summarize the tradeoff: Break-even point: precision

value when p = r F-measure: harmonic mean of

p and r:

Naïve Bayes Summary

Bayes rule lets us do diagnostic queries with causal probabilities

The naïve Bayes assumption takes all features to be independent given the class label

We can build classifiers out of a naïve Bayes model using training data

Smoothing estimates is important in real systems

Confidences are useful when the classifier is calibrated

What to Do About Errors

Problem: there’s still spam in your inbox

Need more features – words aren’t enough! Have you emailed the sender before? Have 1K other people just gotten the same email? Is the sending information consistent? Is the email in ALL CAPS? Do inline URLs point where they say they point? Does the email address you by (your) name?

Naïve Bayes models can incorporate a variety of features, but tend to do best in homogeneous cases (e.g. all features are word occurrences)

18

Features

A feature is a function that signals a property of the input Naïve Bayes: features are random variables & each value

has conditional probabilities given the label. Most classifiers: features are real-valued functions Common special cases:

Indicator features take values 0 and 1 (or -1 and 1) Count features return non-negative integers

Features are anything you can think of for which you can write code to evaluate on an input Many are cheap, but some are expensive to compute Can even be the output of another classifier or model Domain knowledge goes here!

19

Feature Extractors Features: anything you can compute about the input A feature extractor maps inputs to feature vectors

Many classifiers take feature vectors as inputs Feature vectors usually very sparse, use sparse encodings

(i.e. only represent non-zero keys)

Dear Sir.

First, I must solicit your confidence in this transaction, this is by virture of its nature as being utterly confidencial and top secret. …

W=dear : 1W=sir : 1W=this : 2...W=wish : 0...MISSPELLED : 2YOUR_NAME : 1ALL_CAPS : 0NUM_URLS : 0...

20

Generative vs. Discriminative

Generative classifiers: E.g. naïve Bayes A causal model with evidence variables Query model for causes given evidence

Discriminative classifiers: No causal model, no Bayes rule, often no

probabilities at all! Try to predict the label Y directly from X Robust, accurate with varied features Loosely: mistake driven rather than model driven

21

Nearest-Neighbor Classification

Nearest neighbor for digits: Take new image Compare to all training images Assign based on closest example

Encoding: image is vector of intensities:

What’s the similarity function? Dot product of two images vectors?

Usually normalize vectors so ||x|| = 1 min = 0 (when?), max = 1 (when?)

Clustering

Clustering systems: Unsupervised learning Detect patterns in

unlabeled data E.g. group emails or search

results E.g. find categories of

customers E.g. detect anomalous

program executions Useful when don’t know

what you’re looking for Requires data, but no

labels Often get gibberish

24

Clustering

Basic idea: group together similar instances Example: 2D point patterns

What could “similar” mean? One option: small (squared) Euclidean distance

25

K-Means

An iterative clustering algorithm Pick K random points

as cluster centers (means)

Alternate: Assign data instances

to closest mean Assign each mean to

the average of its assigned points

Stop when no points’ assignments change

26

K-Means Example

27

K-Means as Optimization

Consider the total distance to the means:

Each iteration reduces phi

Two stages each iteration: Update assignments: fix means c,

change assignments a Update means: fix assignments a,

change means c

pointsassignments

means

29

Phase I: Update Assignments

For each point, re-assign to closest mean:

Can only decrease total distance phi!

30

Phase II: Update Means

Move each mean to the average of its assigned points:

Also can only decrease total distance… (Why?)

Fun fact: the point y with minimum squared Euclidean distance to a set of points {x} is their mean

31

Initialization

K-means is non-deterministic Requires initial means It does matter what you pick!

What can go wrong?

Various schemes for preventing this kind of thing: variance-based split / merge, initialization heuristics

32

K-Means Getting Stuck

A local optimum:

Why doesn’t this work out like the earlier example, with the purple taking over half the blue?

33

K-Means Questions

Will K-means converge? To a global optimum?

Will it always find the true patterns in the data? If the patterns are very very clear?

Will it find something interesting?

Do people ever use it?

How many clusters to pick?

34

Agglomerative Clustering Agglomerative clustering:

First merge very similar instances Incrementally build larger clusters out of

smaller clusters

Algorithm: Maintain a set of clusters Initially, each instance in its own cluster Repeat:

Pick the two closest clusters Merge them into a new cluster Stop when there’s only one cluster left

Produces not one clustering, but a family of clusterings represented by a dendrogram

35

Agglomerative Clustering

How should we define “closest” for clusters with multiple elements?

Many options Closest pair (single-link

clustering) Farthest pair (complete-link

clustering) Average of all pairs Ward’s method (min variance,

like k-means)

Different choices create different clustering behaviors

36

Clustering Application

37

Top-level categories: supervised classification

Story groupings:unsupervised clustering