12

Machine Learning and Pattern Recognition for Algorithmic Forex and Stock Trading: Intro

::2013/10/11::

15

Tutorial: scikit-learn - Machine Learning in Python with Contributor Jake VanderPlas

::2012/04/17::

23

Strata Conference 2013 -- Real-World Machine Learning on Big Data: Which Methods Should You Use?

::2013/05/13::

29

The Future of Robotics and Artificial Intelligence (Andrew Ng, Stanford University, STAN 2011)

::2011/05/23::

35

Jake Vanderplas, Olivier Grisel: Exploring Machine Learning with Scikit-learn - PyCon 2014

::2014/04/11::

From Wikipedia, the free encyclopedia

For the journal, see Machine Learning (journal).

It has been suggested that this article be merged with Pattern recognition. (Discuss) Proposed since May 2014. |

Machine learning anddata mining |
---|

Problems |

Clustering |

Dimensionality reduction |

Structured prediction |

Anomaly detection |

Neural nets |

Theory |

See also: Pattern recognition

**Machine learning** is a subfield of computer science (CS) and artificial intelligence (AI) that deals with the construction and study of systems that can learn from data, rather than follow only explicitly programmed instructions. Besides CS and AI, it has strong ties to statistics and optimization, which deliver both methods and theory to the field. Machine learning is employed in a range of computing tasks where designing and programming explicit, rule-based algorithms is infeasible. Example applications include spam filtering, optical character recognition (OCR),^{[1]} search engines and computer vision. Machine learning, data mining, and pattern recognition^{[citation needed]} are sometimes conflated.

Machine learning tasks can be of several forms. In supervised learning, the computer is presented with example inputs and their desired outputs, given by a "teacher", and the goal is to learn a general rule that maps inputs to outputs. Spam filtering is an example of supervised learning, in particular classification, where the learning algorithm is presented with email (or other) messages labeled beforehand as "spam" or "not spam", to produce a computer program that labels unseen messages as either spam or not.

In unsupervised learning, no labels are given to the learning algorithm, leaving it on its own to groups of similar inputs (clustering), density estimates or projections of high-dimensional data that can be visualised effectively.^{[2]}^{:3} Unsupervised learning can be a goal in itself (discovering hidden patterns in data) or a means towards an end. Topic modeling is an example of unsupervised learning, where a program is given a list of human language documents and is tasked to find out which documents cover similar topics.

In reinforcement learning, a computer program interacts with a dynamic environment in which it must perform a certain goal (such as driving a vehicle), without a teacher explicitly telling it whether it has come close to its goal or not.

- 1 Definition
- 2 Generalization
- 3 Machine learning and data mining
- 4 Human interaction
- 5 Algorithm types
- 6 Theory
- 7 Approaches
- 7.1 Decision tree learning
- 7.2 Association rule learning
- 7.3 Artificial neural networks
- 7.4 Inductive logic programming
- 7.5 Support vector machines
- 7.6 Clustering
- 7.7 Bayesian networks
- 7.8 Reinforcement learning
- 7.9 Representation learning
- 7.10 Similarity and metric learning
- 7.11 Sparse Dictionary Learning

- 8 Applications
- 9 Software
- 10 Journals and conferences
- 11 See also
- 12 References
- 13 Further reading
- 14 External links

In 1959, Arthur Samuel defined machine learning as a "Field of study that gives computers the ability to learn without being explicitly programmed".^{[3]}

Tom M. Mitchell provided a widely quoted, more formal definition: "A computer program is said to learn from experience E with respect to some class of tasks T and performance measure P, if its performance at tasks in T, as measured by P, improves with experience E".^{[4]} This definition is notable for its defining machine learning in fundamentally operational rather than cognitive terms, thus following Alan Turing's proposal in Turing's paper "Computing Machinery and Intelligence" that the question "Can machines think?" be replaced with the question "Can machines do what we (as thinking entities) can do?"^{[5]}

A core objective of a learner is to generalize from its experience.^{[2]}^{[full citation needed]}^{[6]} Generalization in this context is the ability of a learning machine to perform accurately on new, unseen examples/tasks after having experienced a learning data set. The training examples come from some generally unknown probability distribution (considered representative of the space of occurrences) and the learner has to build a general model about this space that enables it to produce sufficiently accurate predictions in new cases.

These two terms are commonly confused, as they often employ the same methods and overlap significantly. They can be roughly defined as follows:

- Machine learning focuses on prediction, based on
*known*properties learned from the training data. - Data mining focuses on the discovery of (previously)
*unknown*properties in the data. This is the analysis step of Knowledge Discovery in Databases.

The two areas overlap in many ways: data mining uses many machine learning methods, but often with a slightly different goal in mind. On the other hand, machine learning also employs data mining methods as "unsupervised learning" or as a preprocessing step to improve learner accuracy. Much of the confusion between these two research communities (which do often have separate conferences and separate journals, ECML PKDD being a major exception) comes from the basic assumptions they work with: in machine learning, performance is usually evaluated with respect to the ability to *reproduce known* knowledge, while in Knowledge Discovery and Data Mining (KDD) the key task is the discovery of previously *unknown* knowledge. Evaluated with respect to known knowledge, an uninformed (unsupervised) method will easily be outperformed by supervised methods, while in a typical KDD task, supervised methods cannot be used due to the unavailability of training data.

Some machine learning systems attempt to eliminate the need for human intuition in data analysis, while others adopt a collaborative approach between human and machine. Human intuition cannot, however, be entirely eliminated, since the system's designer must specify how the data is to be represented and what mechanisms will be used to search for a characterization of the data.^{[citation needed]}

Machine learning algorithms can be organized into a taxonomy based on the desired outcome of the algorithm or the type of input available during training of the machine.^{[citation needed]}

*Supervised learning*algorithms are trained on*labelled*examples, i.e., input where the desired output is known. The supervised learning algorithm attempts to generalise a function or mapping from inputs to outputs which can then be used speculatively to generate an output for previously unseen inputs.*Unsupervised learning*algorithms operate on*unlabelled*examples, i.e., input where the desired output is unknown. Here the objective is to discover structure in the data (e.g. through a cluster analysis), not to generalise a mapping from inputs to outputs.*Semi-supervised learning*combines both labeled and unlabelled examples to generate an appropriate function or classifier.*Transduction*, or*transductive inference*, tries to predict new outputs on specific and fixed (test) cases from observed, specific (training) cases.*Reinforcement learning*is concerned with how intelligent agents ought to act in an environment to maximise some notion of reward. The agent executes actions which cause the observable state of the environment to change. Through a sequence of actions, the agent attempts to gather knowledge about how the environment responds to its actions, and attempts to synthesise a sequence of actions that maximises a cumulative reward.*Learning to learn*learns its own inductive bias based on previous experience.- Developmental learning, elaborated for robot learning, generates its own sequences (also called curriculum) of learning situations to cumulatively acquire repertoires of novel skills through autonomous self-exploration and social interaction with human teachers, and using guidance mechanisms such as active learning, maturation, motor synergies, and imitation.

Machine learning algorithms can also be grouped into generative models and discriminative models.^{[7]}

Main article: Computational learning theory

The computational analysis of machine learning algorithms and their performance is a branch of theoretical computer science known as computational learning theory. Because training sets are finite and the future is uncertain, learning theory usually does not yield guarantees of the performance of algorithms. Instead, probabilistic bounds on the performance are quite common.

In addition to performance bounds, computational learning theorists study the time complexity and feasibility of learning. In computational learning theory, a computation is considered feasible if it can be done in polynomial time. There are two kinds of time complexity results. Positive results show that a certain class of functions can be learned in polynomial time. Negative results show that certain classes cannot be learned in polynomial time.

There are many similarities between machine learning theory and statistical inference, although they use different terms.

Main article: List of machine learning algorithms

Main article: Decision tree learning

Decision tree learning uses a decision tree as a predictive model which maps observations about an item to conclusions about the item's target value.

Main article: Association rule learning

Association rule learning is a method for discovering interesting relations between variables in large databases.

Main article: Artificial neural network

An artificial neural network (ANN) learning algorithm, usually called "neural network" (NN), is a learning algorithm that is inspired by the structure and functional aspects of biological neural networks. Computations are structured in terms of an interconnected group of artificial neurons, processing information using a connectionist approach to computation. Modern neural networks are non-linear statistical data modeling tools. They are usually used to model complex relationships between inputs and outputs, to find patterns in data, or to capture the statistical structure in an unknown joint probability distribution between observed variables.

Main article: Inductive logic programming

Inductive logic programming (ILP) is an approach to rule learning using logic programming as a uniform representation for input examples, background knowledge, and hypotheses. Given an encoding of the known background knowledge and a set of examples represented as a logical database of facts, an ILP system will derive a hypothesized logic program which entails all the positive and none of the negative examples. Inductive programming is a related field that considers any kind of programming languages for representing hypotheses (and not only logic programming), such as functional programs.

Main article: Support vector machines

Support vector machines (SVMs) are a set of related supervised learning methods used for classification and regression. Given a set of training examples, each marked as belonging to one of two categories, an SVM training algorithm builds a model that predicts whether a new example falls into one category or the other.

Main article: Cluster analysis

Cluster analysis is the assignment of a set of observations into subsets (called *clusters*) so that observations within the same cluster are similar according to some predesignated criterion or criteria, while observations drawn from different clusters are dissimilar. Different clustering techniques make different assumptions on the structure of the data, often defined by some *similarity metric* and evaluated for example by *internal compactness* (similarity between members of the same cluster) and *separation* between different clusters. Other methods are based on *estimated density* and *graph connectivity*. Clustering is a method of unsupervised learning, and a common technique for statistical data analysis.

Main article: Bayesian network

A Bayesian network, belief network or directed acyclic graphical model is a probabilistic graphical model that represents a set of random variables and their conditional independencies via a directed acyclic graph (DAG). For example, a Bayesian network could represent the probabilistic relationships between diseases and symptoms. Given symptoms, the network can be used to compute the probabilities of the presence of various diseases. Efficient algorithms exist that perform inference and learning.

Main article: Reinforcement learning

Reinforcement learning is concerned with how an *agent* ought to take *actions* in an *environment* so as to maximize some notion of long-term *reward*. Reinforcement learning algorithms attempt to find a *policy* that maps *states* of the world to the actions the agent ought to take in those states. Reinforcement learning differs from the supervised learning problem in that correct input/output pairs are never presented, nor sub-optimal actions explicitly corrected.

Main article: Representation learning

Several learning algorithms, mostly unsupervised learning algorithms, aim at discovering better representations of the inputs provided during training. Classical examples include principal components analysis and cluster analysis. Representation learning algorithms often attempt to preserve the information in their input but transform it in a way that makes it useful, often as a pre-processing step before performing classification or predictions, allowing to reconstruct the inputs coming from the unknown data generating distribution, while not being necessarily faithful for configurations that are implausible under that distribution.

Manifold learning algorithms attempt to do so under the constraint that the learned representation is low-dimensional. Sparse coding algorithms attempt to do so under the constraint that the learned representation is sparse (has many zeros). Multilinear subspace learning algorithms aim to learn low-dimensional representations directly from tensor representations for multidimensional data, without reshaping them into (high-dimensional) vectors.^{[8]} Deep learning algorithms discover multiple levels of representation, or a hierarchy of features, with higher-level, more abstract features defined in terms of (or generating) lower-level features. It has been argued that an intelligent machine is one that learns a representation that disentangles the underlying factors of variation that explain the observed data.^{[9]}

Main article: Similarity learning

In this problem, the learning machine is given pairs of examples that are considered similar and pairs of less similar objects. It then needs to learn a similarity function (or a distance metric function) that can predict if new objects are similar. It is sometimes used in Recommendation systems.

In this method, a datum is represented as a linear combination of basis functions, and the coefficients are assumed to be sparse. Let *x* be a *d*-dimensional datum, *D* be a *d* by *n* matrix, where each column of *D* represents a basis function. *r* is the coefficient to represent *x* using *D*. Mathematically, sparse dictionary learning means the following where *r* is sparse. Generally speaking, *n* is assumed to be larger than *d* to allow the freedom for a sparse representation.

Methods for sparse dictionary learning include K-SVD.

Sparse dictionary learning has been applied in several contexts. In classification, the problem is to determine which classes a previously unseen datum belongs to. Suppose a dictionary for each class has already been built. Then a new datum is associated with the class such that it's best sparsely represented by the corresponding dictionary. Sparse dictionary learning has also been applied in image de-noising. The key idea is that a clean image path can be sparsely represented by an image dictionary, but the noise cannot.^{[10]}

Applications for machine learning include:

- Machine perception
- Computer vision, including object recognition
- Natural language processing
^{[11]} - Syntactic pattern recognition
- Search engines
- Medical diagnosis
- Bioinformatics
- Brain-machine interfaces
- Cheminformatics
- Detecting credit card fraud
- Stock market analysis
- Classifying DNA sequences
- Sequence mining
- Speech and handwriting recognition
- Game playing
^{[12]} - Software engineering
- Adaptive websites
- Robot locomotion
- Computational advertising
- Computational finance
- Structural health monitoring
- Sentiment analysis (or opinion mining)
- Affective computing
- Information retrieval
- Recommender systems

In 2006, the online movie company Netflix held the first "Netflix Prize" competition to find a program to better predict user preferences and improve the accuracy on its existing Cinematch movie recommendation algorithm by at least 10%. A joint team made up of researchers from AT&T Labs-Research in collaboration with the teams Big Chaos and Pragmatic Theory built an ensemble model to win the Grand Prize in 2009 for $1 million.^{[13]}

In 2010 The Wall Street Journal wrote about a money management firm Rebellion Research's use of machine learning to predict economic movements, the article talks about Rebellion Research's prediction of the financial crisis and economic recovery.^{[14]}

In 2014 it has been reported that a machine learning algorithm has been applied in Art History to study fine art paintings, and that it may have revealed previously unrecognized influences between artists.^{[15]}

Software suites containing a variety of machine learning algorithms include the following:

*Machine Learning**Journal of Machine Learning Research**Neural Computation*- International Conference on Machine Learning
- Conference on Neural Information Processing Systems

- Adaptive control
- Automatic reasoning
- Cache language model
- Computational intelligence
- Computational neuroscience
- Cognitive science
- Cognitive modeling
- Data mining
- Explanation-based learning
- Hidden Markov model
- List of machine learning algorithms
- Important publications in machine learning
- Multi-label classification
- Multilinear subspace learning
- Pattern recognition
- Predictive analytics
- Robot learning
- Developmental robotics

**^**Wernick, Yang, Brankov, Yourganov and Strother, Machine Learning in Medical Imaging,*IEEE Signal Processing Magazine*, vol. 27, no. 4, July 2010, pp. 25-38- ^
^{a}^{b}[[Christopher M. Bishop|C. M. Bishop]] (2006).*Pattern Recognition and Machine Learning*. Springer. ISBN 0-387-31073-8. **^**Phil Simon (March 18, 2013).*Too Big to Ignore: The Business Case for Big Data*. Wiley. p. 89. ISBN 978-1118638170.**^*** Mitchell, T. (1997).*Machine Learning*, McGraw Hill. ISBN 0-07-042807-7, p.2.**^**Harnad, Stevan (2008), "The Annotation Game: On Turing (1950) on Computing, Machinery, and Intelligence", in Epstein, Robert; Peters, Grace,*The Turing Test Sourcebook: Philosophical and Methodological Issues in the Quest for the Thinking Computer*, Kluwer**^**Mehryar Mohri, Afshin Rostamizadeh, Ameet Talwalkar (2012)*Foundations of Machine Learning*, The MIT Press ISBN 9780262018258.**^**http://ai.stanford.edu/~ang/papers/nips01-discriminativegenerative.pdf**^**Lu, Haiping; Plataniotis, K.N.; Venetsanopoulos, A.N. (2011). "A Survey of Multilinear Subspace Learning for Tensor Data".*Pattern Recognition***44**(7): 1540–1551. doi:10.1016/j.patcog.2011.01.004.**^**Yoshua Bengio (2009).*Learning Deep Architectures for AI*. Now Publishers Inc. pp. 1–3. ISBN 978-1-60198-294-0.**^**Aharon, M, M Elad, and A Bruckstein. 2006. “K-SVD: An Algorithm for Designing Overcomplete Dictionaries for Sparse Representation.” Signal Processing, IEEE Transactions on 54 (11): 4311-4322**^**Daniel Jurafsky and James H. Martin (2009).*Speech and Language Processing*. Pearson Education. pp. 207 ff.**^**Tesauro, Gerald (March 1995). "Temporal Difference Learning and TD-Gammon".*Communications of the ACM***38**(3).**^**"BelKor Home Page" research.att.com**^**[1]**^**When A Machine Learning Algorithm Studied Fine Art Paintings, It Saw Things Art Historians Had Never Noticed,*The Physics at ArXiv blog*

- Mehryar Mohri, Afshin Rostamizadeh, Ameet Talwalkar (2012).
*Foundations of Machine Learning*, The MIT Press. ISBN 9780262018258. - Ian H. Witten and Eibe Frank (2011).
*Data Mining: Practical machine learning tools and techniques*Morgan Kaufmann, 664pp., ISBN 978-0123748560. - Sergios Theodoridis, Konstantinos Koutroumbas (2009) "Pattern Recognition", 4th Edition, Academic Press, ISBN 978-1-59749-272-0.
- Mierswa, Ingo and Wurst, Michael and Klinkenberg, Ralf and Scholz, Martin and Euler, Timm:
*YALE: Rapid Prototyping for Complex Data Mining Tasks*, in Proceedings of the 12th ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (KDD-06), 2006. - Bing Liu (2007),
*Web Data Mining: Exploring Hyperlinks, Contents and Usage Data.*Springer, ISBN 3-540-37881-2 - Toby Segaran (2007),
*Programming Collective Intelligence*, O'Reilly, ISBN 0-596-52932-5 - Huang T.-M., Kecman V., Kopriva I. (2006), Kernel Based Algorithms for Mining Huge Data Sets, Supervised, Semi-supervised, and Unsupervised Learning, Springer-Verlag, Berlin, Heidelberg, 260 pp. 96 illus., Hardcover, ISBN 3-540-31681-7.
- Ethem Alpaydın (2004)
*Introduction to Machine Learning (Adaptive Computation and Machine Learning)*, MIT Press, ISBN 0-262-01211-1 - MacKay, D.J.C. (2003).
*Information Theory, Inference, and Learning Algorithms*, Cambridge University Press. ISBN 0-521-64298-1. - KECMAN Vojislav (2001), Learning and Soft Computing, Support Vector Machines, Neural Networks and Fuzzy Logic Models, The MIT Press, Cambridge, MA, 608 pp., 268 illus., ISBN 0-262-11255-8.
- Trevor Hastie, Robert Tibshirani and Jerome Friedman (2001).
*The Elements of Statistical Learning*, Springer. ISBN 0-387-95284-5. - Richard O. Duda, Peter E. Hart, David G. Stork (2001)
*Pattern classification*(2nd edition), Wiley, New York, ISBN 0-471-05669-3. - Bishop, C.M. (1995).
*Neural Networks for Pattern Recognition*, Oxford University Press. ISBN 0-19-853864-2. - Ryszard S. Michalski, George Tecuci (1994),
*Machine Learning: A Multistrategy Approach*, Volume IV, Morgan Kaufmann, ISBN 1-55860-251-8. - Sholom Weiss and Casimir Kulikowski (1991).
*Computer Systems That Learn*, Morgan Kaufmann. ISBN 1-55860-065-5. - Yves Kodratoff, Ryszard S. Michalski (1990),
*Machine Learning: An Artificial Intelligence Approach, Volume III*, Morgan Kaufmann, ISBN 1-55860-119-8. - Ryszard S. Michalski, Jaime G. Carbonell, Tom M. Mitchell (1986),
*Machine Learning: An Artificial Intelligence Approach, Volume II*, Morgan Kaufmann, ISBN 0-934613-00-1. - Ryszard S. Michalski, Jaime G. Carbonell, Tom M. Mitchell (1983),
*Machine Learning: An Artificial Intelligence Approach*, Tioga Publishing Company, ISBN 0-935382-05-4. - Vladimir Vapnik (1998).
*Statistical Learning Theory*. Wiley-Interscience, ISBN 0-471-03003-1. - Ray Solomonoff,
*An Inductive Inference Machine*, IRE Convention Record, Section on Information Theory, Part 2, pp., 56-62, 1957. - Ray Solomonoff, "An Inductive Inference Machine" A privately circulated report from the 1956 Dartmouth Summer Research Conference on AI.

- International Machine Learning Society
- Popular online course by Andrew Ng, at ml-class.org. It uses GNU Octave. The course is a free version of Stanford University's actual course taught by Ng, whose lectures are also available for free.
- Machine Learning Video Lectures

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