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Preface
These notes are in the process of becoming a textbook. The process is quite
un nished, and the author solicits corrections, criticisms, and suggestions from
students and other readers. Although I have tried to eliminate errors, some un-
doubtedly remain|caveat lector. Many typographical infelicities will no doubt
persist until the nal version. More material has yet to be added. Please let Some of my plans for additions and
other reminders are mentioned in
marginal notes. me have your suggestions about topics that are too important to be left out.
I hope that future versions will cover Hop eld nets, Elman nets and other re-
current nets, radial basis functions, grammar and automata learning, genetic
algorithms, and Bayes networks : : :. I am also collecting exercises and project
suggestions which will appear in future versions.
My intention is to pursue a middle ground between a theoretical textbook
and one that focusses on applications. The book concentrates on the important
ideas in machine learning. I do not give proofs of many of the theorems that I
state, but I do give plausibility arguments and citations to formal proofs. And, I
do not treat many matters that would be of practical importance in applications;
the book is not a handbook of machine learning practice. Instead, my goal is
to give the reader sucient preparation to make the extensive literature on
machine learning accessible.
Students in my Stanford courses on machine learning have already made
several useful suggestions, as have my colleague, Pat Langley, and my teaching
assistants, Ron Kohavi, Karl P
eger, Robert Allen, and Lise Getoor.

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What is Machine Learning?

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Examples:
Google: Targeted advertising
Supermarkets: Promotion planning
Call centers: Speech recognition
Scanners: Optical character recognition
Post office: Zipcode handwriting recognition
Credit cards: Loan default prediction
Stock market: Statistical arbitrage
Drug design: Drug candidate screening
Large Hadron Collider: Particle screening

A Dataset

Features/attributes/dimensions: columns
Data/points/instances/examples/samples: rows
Target/outcome/response/label/dependent variable:
special feature to be predicted
Independent variables/covariates/predictors/regressors:
the other features

Types of Data

iid (independent identically distributed) vectors
Time series (dependent vectors)
Images (matrices)
Variable-size non-vector data (e.g. strings, trees,
graphs, text)
Objects (e.g. within a relational schema)
Machine learning (today) is mostly about iid vectors

Parameters

A model is an instance of the model class corresponding to
a particular setting of the parameters . (Confusingly,
sometimes when we say “model” we mean the model
class.)
∗ = true, or best parameter value
b = estimated parameter value
bf(X) = f(X; b) = estimated function

Learning and Prediction

Generalization/test/prediction error: The expected error on
a new test data point:
(7) E = EhL(Y, fb(X))i
Learning/estimation/training/design: try to find b such
that E is minimized – requires an optimizer and a
generalization mechanism
Prediction/testing: apply bf to predict Y for a new test set
Note that both of these are done on a computer. May be
significant computations, sometimes requiring an efficient
algorithm just to evaluate the models.

What is Machine Learning?

Answer (logically speaking):
Statistics ≈ the science of inference from data
Machine learning ≈ multivariate statistics +
computational statistics
Multivariate statistics ≈ prediction of values of a
function assumed to underlie a multivariate dataset
Computational statistics ≈ computational methods for
statistical problems (aka statistical computation) +
statistical methods which happen to be computationally
intensive
Data Mining ≈ exploratory data analysis, particularly
with massive/complex datasets