Escolar Documentos
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Rob Schapire
Princeton University
[currently visiting Yahoo! Research]
Classification and Beyond
predictions actual
A B outcome
Monday 1.2 0.5 0.9
Tuesday 0.1 0.3 0.0
Wednesday 2.0 1.0 2.1
• how to judge who gave better predictions?
Example (cont.)
• natural idea:
• measure discrepancy between predictions and outcomes
• e.g., measure using absolute difference
• choose forecaster with closest predictions overall
• therefore:
• minimized when f = µ
• lower square loss ⇒ f closer to µ
• forecaster with lowest square loss has predictions closest
to E [y |x] on average
Learning for Regression
• say examples (x, y ) generated at random
• expected square loss
E [Lf ] ≡ E (f (x) − y )2
• similar to classification
• but goal now is to predict probability of class
• could reduce to regression:
1 if rain
y=
0 if no-rain
f (y = 1|x) = σ(w · x)