Difference between revisions of "10-601 Logistic Regression"

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This a lecture used in the [[Syllabus for Machine Learning 10-601]]
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This a lecture used in the [[Syllabus for Machine Learning 10-601B in Spring 2016]]
  
 
=== Slides ===
 
=== Slides ===
 
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* William's lecture: [http://www.cs.cmu.edu/~wcohen/10-601/logreg.pptx in Powerpoint] [http://www.cs.cmu.edu/~wcohen/10-601/logreg.pdf in PDF]
* [http://www.cs.cmu.edu/~wcohen/10-601/logreg.pptx Slides in Powerpoint].
 
  
 
=== Readings ===
 
=== Readings ===
  
* [http://www.cs.cmu.edu/~wcohen/10-605/notes/sgd-notes.pdf William's notes on SGD (for 10605)]
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* Optional:
* [http://cseweb.ucsd.edu/~elkan/250B/logreg.pdf Charles Elkan's notes on SGD]
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** Murphy 8.1-3, 8.6
* [http://lingpipe.files.wordpress.com/2008/04/lazysgdregression.pdf Lazy Sparse Stochastic Gradient Descent for Regularized Multinomial Logistic Regression], Carpenter, Bob. 2008. See also [http://alias-i.com/lingpipe/demos/tutorial/logistic-regression/read-me.html his blog post] on logistic regression.
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** [http://www.cs.cmu.edu/~wcohen/10-605/notes/sgd-notes.pdf William's notes on SGD] sec 1-3
 
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** [http://cseweb.ucsd.edu/~elkan/250B/logreg.pdf Charles Elkan's notes on SGD]
=== Assignment ===
 
 
 
* Implement logistic regression and apply it to a couple of datasets, using a gradient descent to optimize. Experiment by changing the regularization parameter and learning rate.
 
  
 
=== What You Should Know Afterward ===
 
=== What You Should Know Afterward ===
  
 
* How to implement logistic regression.
 
* How to implement logistic regression.
* Why regularization matters.
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* How to determine the best parameters for logistic regression models
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* Why regularization matters for logistic regression.
 
* How logistic regression and naive Bayes are similar and different.
 
* How logistic regression and naive Bayes are similar and different.
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* The difference between a discriminative and a generative classifier.
 
* What "overfitting" is, and why optimizing performance on a training set does not ''necessarily'' lead to good performance on a test set.
 
* What "overfitting" is, and why optimizing performance on a training set does not ''necessarily'' lead to good performance on a test set.

Latest revision as of 01:37, 18 February 2016

This a lecture used in the Syllabus for Machine Learning 10-601B in Spring 2016

Slides

Readings

What You Should Know Afterward

  • How to implement logistic regression.
  • How to determine the best parameters for logistic regression models
  • Why regularization matters for logistic regression.
  • How logistic regression and naive Bayes are similar and different.
  • The difference between a discriminative and a generative classifier.
  • What "overfitting" is, and why optimizing performance on a training set does not necessarily lead to good performance on a test set.