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Uncertainty in Multiclass Classification

Dr. Rishabh Pathak
1. What is Uncertainty in Classification? Uncertainty refers to the model’s confidence or doubt in its predictions. Quantifying uncertainty is important to understand how reliable each prediction is. In multiclass classification , uncertainty estimates provide probabilities over multiple classes, reflecting how sure the model is about each possible class. 2. Methods to Estimate Uncertainty in Multiclass Classification Most multiclass classifiers provide methods such as: predict_proba: Returns a probability distribution across all classes. decision_function: Returns scores or margins for each class (sometimes called raw or uncalibrated confidence scores). The probability distribution from predict_proba captures the uncertainty by assigning a probability to each class. 3. Shape and Interpretation of predict_proba in Multiclass Output shape: (n_samples, n_classes) Each row corresponds to the probabilities of ...
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Digression: the perceptron learning algorithm

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Dr. Rishabh Pathak

Overview of the Perceptron Learning Algorithm

·         Motivation and Historical Context: The perceptron was introduced in the 1960s as a simple model inspired by the way individual neurons in the brain might operate. Despite its simplicity, the perceptron provides a foundational starting point for analyzing learning algorithms and understanding fundamental concepts in machine learning.

·         Basic Idea and Setup: The perceptron is a binary classifier that maps an input vector x∈Rd to a binary label y∈{−1,+1} (note that some versions use {0,1}, but the sign form is common). The goal is to find a weight vector θ∈Rd such that the prediction for an input x is: y^​=sign(θTx) This corresponds to a linear decision boundary that separates the two classes.

Algorithm Description:

  1. Initialization: Start with θ=0 or some small random vector.
  2. Iterate over training examples: For each training example (x(i),y(i)):
  • Compute the prediction y^​(i)=sign(θTx(i)).
  • If the prediction is incorrect (y^​(i)=y(i)), update the weights: θ←θ+y(i)x(i) This update pushes the decision boundary toward correctly classifying the misclassified example.
  1. Convergence: Repeat until all examples are correctly classified or a maximum number of iterations is reached.

Interpretation of the Update: The weight update can be viewed as reinforcing the correct classification direction for misclassified examples. By adding y(i)x(i), the algorithm nudges the weight vector in the direction that would correctly classify the current example in future iterations.

Distinctiveness Compared to Other Algorithms:

·         Unlike logistic regression, the perceptron does not provide probabilistic outputs; it only outputs class labels.

·         The algorithm does not minimize a conventional loss function like least squares or cross-entropy. Instead, it performs an online update rule driving the decision boundary to separate the classes.

·         It is not derived from maximum likelihood principles, as are many other machine learning algorithms.

Limitations and Properties:

·         The perceptron converges only if the data is linearly separable.

·         For non-separable data, it may never converge.

·         Because it is a linear classifier, its decision boundaries are straight lines (or hyperplanes in higher dimensions).

·         It forms the basis of more complex algorithms, such as support vector machines (SVMs) and neural networks.

Extensions:

·         Multi-class classification adapts the perceptron by learning multiple weight vectors, each corresponding to one class, and classifying inputs based on which linear function scores highest (discussed in the notes in section 2.3).

·         The perceptron learning algorithm is foundational for later discussions on learning theory, sample complexity, and neural networks.

Summary

The perceptron algorithm forms a simple yet historically significant approach to binary classification. It operates by iteratively updating a linear decision boundary to separate classes using a very intuitive rule, albeit without probabilistic guarantees or loss minimization. It serves as a conceptual stepping stone towards understanding more complex learning algorithms and neural networks

 

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