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COMP9417 - Machine Learning
创建日期：2024-05-20 16:26:09
标签： COMP9417
Machine Learning

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COMP9417 - Machine Learning

Homework 1: Regularized Regression & Statistical
Estimators
Introduction In this homework we will explore gradient based optimization and explain in detail how
gradient descent can be implemented. Gradient based algorithms have been crucial to the development
of machine learning in the last few decades. The most famous example is the backpropagation algorithm
used in deep learning, which is in fact just an application of a simple algorithm known as (stochastic)
gradient descent. We will first implement gradient descent from scratch on a deterministic problem (no
data), and then extend our implementation to solve a real world regression problem. We then also look at
the notions of bias, variance and MSE of statistical estimators.
Points Allocation There are a total of 28 marks.
• Question 1 a): 3 marks
• Question 1 b): 1 mark
• Question 1 c): 2 marks
• Question 1 d): 2 marks
• Question 1 e): 5 marks
• Question 1 f): 4 marks
• Question 1 g): 1 mark
• Question 1 h): 2 marks
• Question 1 i): 4 marks
• Question 2 a): 1 mark
• Question 2 b): 1 mark
• Question 2 c): 1 mark
• Question 2 d): 1 mark
What to Submit
• A single PDF file which contains solutions to each question. For each question, provide your solution
in the form of text and requested plots. For some questions you will be requested to provide screen
shots of code used to generate your answer — only include these when they are explicitly asked for.
1
• .py file(s) containing all code you used for the project, which should be provided in a separate .zip
file. This code must match the code provided in the report.
• You may be deducted points for not following these instructions.
• You may be deducted points for poorly presented/formatted work. Please be neat and make your
solutions clear. Start each question on a new page if necessary.
• You cannot submit a Jupyter notebook; this will receive a mark of zero. This does not stop you from
developing your code in a notebook and then copying it into a .py file though, or using a tool such as
nbconvert or similar.
• We will set up a Moodle forum for questions about this homework. Please read the existing questions
before posting new questions. Please do some basic research online before posting questions. Please
only post clarification questions. Any questions deemed to be fishing for answers will be ignored
and/or deleted.
• Please check Moodle announcements for updates to this spec. It is your responsibility to check for
announcements about the spec.
• Please complete your homework on your own, do not discuss your solution with other people in the
course. General discussion of the problems is fine, but you must write out your own solution and
acknowledge if you discussed any of the problems in your submission (including their name(s) and
zID).
• As usual, we monitor all online forums such as Chegg, StackExchange, etc. Posting homework ques-
tions on these site is equivalent to plagiarism and will result in a case of academic misconduct.
• You may not use SymPy or any other symbolic programming toolkits to answer the derivation ques-
tions. This will result in an automatic grade of zero for the relevant question. You must do the
derivations manually.
When and Where to Submit
• Due date: Week 4, Monday March 6th, 2023 by 5pm. Please note that the forum will not be actively
monitored on weekends.
• Late submissions will incur a penalty of 5% per day from the maximum achievable grade. For ex-
ample, if you achieve a grade of 80/100 but you submitted 3 days late, then your final grade will be
80− 3× 5 = 65. Submissions that are more than 5 days late will receive a mark of zero.
• Submission must be made on Moodle, no exceptions.
Page 2
Question 1. Gradient Based Optimization
The general framework for a gradient method for finding a minimizer of a function f : Rn → R is
defined by
x(k+1) = x(k) − αk∇f(xk), k = 0, 1, 2, . . . , (1)
where αk > 0 is known as the step size, or learning rate. Consider the following simple example of
minimizing the function g(x) = 2
√
x3 + 1. We first note that g′(x) = 3x2(x3 + 1)−1/2. We then need to
choose a starting value of x, say x(0) = 1. Let’s also take the step size to be constant, αk = α = 0.1. Then
we have the following iterations:
x(1) = x(0) − 0.1× 3(x(0))2((x(0))3 + 1)−1/2 = 0.7878679656440357
x(2) = x(1) − 0.1× 3(x(1))2((x(1))3 + 1)−1/2 = 0.6352617090300827
x(3) = 0.5272505146487477
...
and this continues until we terminate the algorithm (as a quick exercise for your own benefit, code
this up and compare it to the true minimum of the function which is x∗ = −1). This idea works for
functions that have vector valued inputs, which is often the case in machine learning. For example,
when we minimize a loss function we do so with respect to a weight vector, β. When we take the step-
size to be constant at each iteration, this algorithm is known as gradient descent. For the entirety of this
question, do not use any existing implementations of gradient methods, doing so will result in an
automatic mark of zero for the entire question.
(a) Consider the following optimisation problem:
min
x∈Rn
f(x),
where
f(x) =
1
2
‖Ax− b‖22 +
γ
2
‖x‖22,
and where A ∈ Rm×n, b ∈ Rm are defined as
A =
 1 2 1 −1−1 1 0 2
0 −1 −2 1
 , b =
 32
−2
 ,
and γ is a positive constant. Run gradient descent on f using a step size of α = 0.1 and γ = 0.2 and
starting point of x(0) = (1, 1, 1, 1). You will need to terminate the algorithm when the following
condition is met: ‖∇f(x(k))‖2 < 0.001. In your answer, clearly write down the version of the
gradient steps (1) for this problem. Also, print out the first 5 and last 5 values of x(k), clearly
indicating the value of k, in the form:
k = 0, x(k) = [1, 1, 1, 1]
k = 1, x(k) = · · ·
k = 2, x(k) = · · ·
...
Page 3
What to submit: an equation outlining the explicit gradient update, a print out of the first 5 (k = 5 inclusive)
and last 5 rows of your iterations. Use the round function to round your numbers to 4 decimal places. Include
a screen shot of any code used for this section and a copy of your python code in solutions.py.
In the next few parts, we will use gradient methods explored above to solve a real machine learning
problem. Consider the CarSeats data provided in CarSeats.csv. It contains 400 observations
with each observation describing child car seats for sale at one of 400 stores. The features in the
data set are outlined below:
• Sales: Unit sales (in thousands) at each location
• CompPrice: Price charged by competitor at each location
• Income: Local income level (in thousands of dollars)
• Advertising: advertising budget (in thousands of dollars)
• Population: local population size (in thousands)
• Price: price charged by store at each site
• ShelveLoc: A categorical variable with Bad, Good and Medium describing the quality of the
shelf location of the car seat
• Age: Average age of the local population
• Education: Education level at each location
• Urban A categorical variable with levels No and Yes to describe whether the store is in an
urban location or in a rural one
• US: A categorical variable with levels No and Yes to describe whether the store is in the US or
not.
The target variable is Sales. The goal is to learn to predict the amount of Sales as a function of a
subset of the above features. We will do so by running Ridge Regression (Ridge) which is defined
as follows
βˆRidge = arg min
β
1
n
‖y −Xβ‖22 + φ‖β‖22,
where β ∈ Rp, X ∈ Rn×p, y ∈ Rn and φ > 0.
(b) We first need to preprocess the data. Remove all categorical features. Then use
sklearn.preprocessing.StandardScaler to standardize the remaining features. Print out
the mean and variance of each of the standardized features. Next, center the target variable (sub-
tract its mean). Finally, create a training set from the first half of the resulting dataset, and a test set
from the remaining half and call these objects X train, X test, Y train and Y test. Print out the first
and last rows of each of these.
What to submit: a print out of the means and variances of features, a print out of the first and last rows of
the 4 requested objects, and some commentary. Include a screen shot of any code used for this section and a
copy of your python code in solutions.py.
Page 4
(c) It should be obvious that a closed form expression for βˆRidge exists. Write down the closed form
expression, and compute the exact numerical value on the training dataset with φ = 0.5.
What to submit: Your working, and a print out of the value of the ridge solution based on (X train, Y train).
Include a screen shot of any code used for this section and a copy of your python code in solutions.py.
We will now solve the ridge problem but using numerical techniques. As noted in the lectures,
there are a few variants of gradient descent that we will briefly outline here. Recall that in gradient
descent our update rule is
β(k+1) = β(k) − αk∇L(β(k)), k = 0, 1, 2, . . . ,
where L(β) is the loss function that we are trying to minimize. In machine learning, it is often the
case that the loss function takes the form
L(β) =
1
n
n∑
i=1
Li(β),
i.e. the loss is an average of n functions that we have lablled Li, and each Li depends on the data
only through (xi, yi). It then follows that the gradient is also an average of the form
∇L(β) = 1
n
n∑
i=1
∇Li(β).
We can now define some popular variants of gradient descent .
(i) Gradient Descent (GD) (also referred to as batch gradient descent): here we use the full gradi-
ent, as in we take the average over all n terms, so our update rule is:
β(k+1) = β(k) − αk
n
n∑
i=1
∇Li(β(k)), k = 0, 1, 2, . . . .
(ii) Stochastic Gradient Descent (SGD): instead of considering all n terms, at the k-th step we
choose an index ik randomly from {1, . . . , n}, and update
β(k+1) = β(k) − αk∇Lik(β(k)), k = 0, 1, 2, . . . .
Here, we are approximating the full gradient∇L(β) using∇Lik(β).
(iii) Mini-Batch Gradient Descent: GD (using all terms) and SGD (using a single term) represents
the two possible extremes. In mini-batch GD we choose batches of size 1 < B < n randomly
at each step, call their indices {ik1 , ik2 , . . . , ikB}, and then we update
β(k+1) = β(k) − αk
B
B∑
j=1
∇Lij (β(k)), k = 0, 1, 2, . . . ,
so we are still approximating the full gradient but using more than a single element as is done
in SGD.
Page 5
(d) The ridge regression loss is
L(β) =
1
n
‖y −Xβ‖22 + φ‖β‖22.
Show that we can write
L(β) =
1
n
n∑
i=1
Li(β),
and identify the functions L1(β), . . . , Ln(β). Further, compute the gradients∇L1(β), . . . ,∇Ln(β)
What to submit: your working, either typed or handwritten.
(e) In this question, you will implement (batch) GD from scratch to solve the ridge regression problem.
Use an initial estimate β(0) = 1p (the vector of ones), and φ = 0.5 and run the algorithm for 1000
epochs (an epoch is one pass over the entire data, so a single GD step). Repeat this for the following
step sizes:
α ∈ {0.000001, 0.000005, 0.00001, 0.00005, 0.0001, 0.0005, 0.001, 0.005, 0.01}
To monitor the performance of the algorithm, we will plot the value
∆(k) = L(β(k))− L(βˆ),
where βˆ is the true (closed form) ridge solution derived earlier. Present your results in a 3 × 3
grid plot, with each subplot showing the progression of ∆(k) when running GD with a specific
step-size. State which step-size you think is best and let β(K) denote the estimator achieved when
running GD with that choice of step size. Report the following:
(i) The train MSE: 1n‖ytrain −Xtrainβ(K)‖22
(ii) The test MSE: 1n‖ytest −Xtestβ(K)‖22
What to submit: a single plot, the train and test MSE requested. Include a screen shot of any code used for
this section and a copy of your python code in solutions.py.
(f) We will now implement SGD from scratch to solve the ridge regression problem. Use an initial
estimate β(0) = 1p (the vector of ones) and φ = 0.5 and run the algorithm for 5 epochs (this means
a total of 5n updates of β, where n is the size of the training set). Repeat this for the following step
sizes:
α ∈ {0.000001, 0.000005, 0.00001, 0.00005, 0.0001, 0.0005, 0.001, 0.006, 0.02}
Present an analogous 3 × 3 grid plot as in the previous question. Instead of choosing an index
randomly at each step of SGD, we will cycle through the observations in the order they are stored
in X train to ensure consistent results. Report the best step-size choice and the corresponding
train and test MSEs. In some cases you might observe that the value of ∆(k) jumps up and down,
and this is not something you would have seen using batch GD. Why do you think this might be
happening?
What to submit: a single plot, the train and test MSE requested and some commentary. Include a screen
shot of any code used for this section and a copy of your python code in solutions.py.
(g) Based on your GD and SGD results, which algorithm do you prefer? When is it a better idea to use
GD? When is it a better idea to use SGD? What to submit: Some commentary.
Page 6
(h) Consider now the Lasso problem:
βˆLasso = arg min
β
1
2n
‖y −Xβ‖22 + λ‖β‖1.
Using sklearn, what are the solutions for ridge with φ = 0.5 and Lasso for λ = .15. Note, you need
to be careful here about how sklearn parameterizes the ridge/lasso formulas, they are slightly
different to how we have defined them here. Can you explain the differences between the estimate
of β4 under each of the two models? What to submit: some commentary. Include a screen shot of any
code used for this section and a copy of your python code in solutions.py.
(i) Run ridge regression with φ = {0.01, 0.1, 0.5, 1, 1.5, 2, 5, 10, 20, 30, 50, 100, 200, 300}. Create a plot
with x-axis representing log(φ), and y-axis representing the value of the coefficient for each feature
in each of the fitted ridge models. In other words, the plot should describe what happens to each
of the coefficients in your model for the different choices of φ. For this problem you are permitted
to use the sklearn implementation of Ridge regressiom to run the models and extract the coef-
ficients, and base matplotlib/numpy to create the plots but no other packages are to be used to gen-
erate this plot. Repeat the analysis for Lasso with λ = {0.01, 0.1, 0.5, 1, 1.5, 2, 5, 10, 20, 30, 50, 100, 200, 300}.
Comment on the differences between the plots, and what happens as the regularization parame-
ters φ, λ increase. What to submit: Two plots, some commentary. Include a screen shot of any code used for
this section and a copy of your python code in solutions.py
Question 2
Let X1, . . . , Xn be i.i.d. random variables with mean µ and variance σ2. Define the estimator T =∑n
i=1 aiXi for some constants a1, . . . , an.
(a) What condition must the ai’s satisfy to ensure that T is an unbiased estimator of µ? Unbiased
means that ET = µ.
What to submit: your working out, either typed or handwritten.
(b) Under the condition identified in the previous part, which choice of the ai’s will minimize the
MSE of T ? Does this choice of ai’s surprise you? Provide some brief discussion. Hint: this is a
constrained minimization problem. If you need a refresher on how to approach these kinds of
problems, see the following short note.
What to submit: your working out, either typed or handwritten, and some commentary.
(c) Suppose that instead, we let ai = 1+bn for i = 1, . . . , n, where b is some constant. Find the value
of b (in terms of µ and σ2) which minimizes the MSE of T . How does the answer here compare to
the estimator found in the previous part? How do the two compare as the sample size n increases?
Are there any obvious issues with using the result of this question in practice?
What to submit: your working out, either typed or handwritten, and some commentary.
(d) Suppose now that you are told that σ2 = µ2. For the choice of b identified in the previous part,
find the MSE of the estimator in this setting. How does the MSE compare to the MSE of the sample
average X? (Recall that mse(X) = var(X) = σ2/n = µ2/n). Further, explain whether or not you
can use this choice of b in practice.
What to submit: your working out, either typed or handwritten, and some commentary.
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CIVL2010 ECMT2150 CS 333 CP1406 KIT308 Economics 701 ECON3740 ECE 5759 BFC3340 FINC2012 COMP4500 MATH3871 FIT3080 18-819C Economic ECO202Y5Y PHY100 FINC-780 Econ 100B EC602 IE582 EE450 COMP9517 WRDS 150B ECON 570 LECTURE 2 ECA5101 ECE 4420 ADAD9311 FIT3031 CS 544 MF 703 CS 6140 KIT501 ENGSCI 344 CSC171 IE 332 FINM8007 21S2 COSC 1114 FE545 E471 SIT102 CSC108 MAT301 IAE 101 COP3503 STAT2004 EC 303 CS1026 STAT1203 MATH3171 ISOM5160 IFN657 FIT2014 ACCT2102 DSCI550 STATS 330 ELEC421 COMP3670 QBUS6840 MEES:698B MAST30027 MIET1077 Economics IFT 6758 FIT5122 BUSN5101 CptS 111 HRMT5502 Math2018 PP 312 INFS3200 CZ3005 CSSE1001 SENG 2011 MKTG 553Q BUFN 640 COMP507 ETF5952 DATA 311 ECE4043 BANK3011 finance M3H623544 HW1 INFS 7410 AI6103 STAT3888 INFS3208 ACCT7103 ECOS3013 PSYCH 20B F79MA STAT3006 ENGG952 2X MGSC 7000 ECE4132 MSF 526 MATH 3033 CDS 511 EEEE4120 EEET2465 ECA5103 MATH2070 ELEC3104 BU51019 EEE8147 ENGR20003 COSC 1107 ETF3200 FNCE 435 MSFI 435 ISyE6420 GENG4405 HW ETC5523 IE 7315 MOEC0021 STA 106 ENGG 1300A ENGG 1300 OLET1139 STAT 3503 STAT 206 FEM11149 ELEN 4720 COMP20003 SOLA1070 CS574 C11CS LINB29H3 MAST90083 ECON7200 STAT 610 LINB29 DSM-5 COMP3161 EEEN40010 MATH 4431 K353 STA 3386 IERG4300 COMS W4167 ENG5298 AMME 2302 CS3910 COMPSCI 320 STATS 369 GR5242 COSC 328 CSCI435 MGTS1301 INFS2200 COMP3900 CIS 375 Module AE03 COMP3121 CS260 HAM503 MGMT5050 INT3075 COSC 285 GEOL0029 GEGE2X01 STAT1201 MATH1061 MMF1941H STAT 5060 CS 520 COMP 4320 MSIN0104 000T FINS3648 ECMT2160 ECON4003 Phys 129L CSE 142 CS 3130 MGEB01 EECS 340 Finance (20443/20444) ECMM149 COMP5310 EEEN60180 CSC 111 AT2 CSCI 4430 STAB57 MA/CSC 427 MATH322 D100 CSCI544 CITS3004 CI6227 CSE 565 APCO 1P01 852L1 ELEC S411F COMP3207 STATS330 ECON7530 FIT5149 CSI4104 CMPT 371 COMP201 SEHS4696 FI4003 MATH6182 CG1 WS MATH401 MGT 205 QTM 110 COMP 0137 MACE12201 FIT5210 ECE 544 BISM7206 HUDM 6055 ECON3203 STATS 210 MSCI 570 MATH6173 COMPSCI4039 Accounting COM3503 AOE2024 ECON213 PSYC10004 Control Data 100/200A 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