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Independent Components Analysis Ambiguity ICA is ambiguous to scaling and permutation. but usually it doesn't matter. As long as the data is not Gauss 阅读全文
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Principal Components Analysis Intuition PCA tries to identify the subspace in which the data approximately lies. Intuitively, we choose a direction fo 阅读全文
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Decision Tree Greedy, Top-down, Recurrent Classification Tree misclassification loss is not suitable for decision tree loss, because $$ L(R_p) - (\lam 阅读全文
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Factor Analysis Background when m (number of samples) < n (dimension of samples), the covariance matrix might be singular. So it is necessary to find 阅读全文
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EM Algorithm Jensen's inequality convex function: or (Hessian matrix when x is a vector) EM Algorithm 阅读全文
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Reinforcement Learning Background Credit Assignment Problem: Explore how actions in an action sequence contribute to the outcome finally. MDP(Markov D 阅读全文
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Learning Mathematical Theorem Feature Selection If we have n features, the VC dimension of hypothesis class would be O(n), if n>>m, over-fitting would 阅读全文
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Support Vector Machine Two Margins Functional Margin and Geometrical Margin $$ \hat{\gamma^{(i)}}=\frac{\gamma^{(i)}}{||w||} $ 阅读全文
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Error Theorem in ML Basic Concepts $$ \hat{\varepsilon}(h)=\text{ 阅读全文
