Wednesday, June 14, 2017

Classic Machine Learning Literature

I'm often asked by software engineers on what to read to get into the Machine Learning world
For that purpose I've compiled a list of Machine Learning and Applied Mathematics books that I've used to gain a deeper understanding.

Machine Learning

We start of with the classic but very dated "Machine Learning" by Tom M. Mitchell.
This was the first one I read on the subject. Low on math, high on intuition, it is a descent introductory book. You can easily implement most of the algorithms described and get a fair understanding of what's going on. First couple of years in the business you may use it as basic reference but after that you will need the math heavy books.

Pattern Classification

We continue with my personal favorite "Pattern Classification" 2nd edition by Richard O. Duda, Peter E. Hart, David G. Stock. This impressive book is heavy on applied math, low on proofs and very readable. It is better used by beginners as well as experienced machine learning engineers. It builds the reader a very good intuition and understanding. The graphs and figures help a lot. I still use it as a reference on some issues.

Pattern Recognition and Machine Learning

A natural extension of "Pattern Classification" is the excellent "Pattern Recognition and Machine Learning" by Bishop. Somewhat heavy on the math, it provides a clear path of understanding but it is not for noobies. You should come into this book with some experience. This excellent book is still very relevant with great introduction on matrix calculus and probability theory.

Probabilistic Graphical Models

Going deeper, I refer to "Probabilistic Graphical Models". This is a subdomain of Machine Learning and it is not for the faint of heart. This massive book is hard, and I mean eyes glazing, concentrate and get a headache hard. If you manage to get through it you will have a greater understanding than most mortals. If however you are like me you are just gonna sample some of the parts and leave the rest for the PhD's.

Deep Learning

A new book that has gained classic status very fast is the "Deep Learning" by Ian Goodfellow and Yoshua Bengio. I found it very approachable and left me with a better understanding of deep learning. Very light on math, it concentrates on intuition and best practices rather than proofs. Highly recommended for all DL practitioners.

Back to basics books

Numerical Recipes

Most books rely heavily on linear algebra, probability theory and algorithm "primitives". If you really want to know whats under the hood you should check this out.

Statistical Digital Signal Processing and Modeling

Before the Machine Learning and AI hype there was simply DSP.

Artificial Intelligence: A Modern Aproach

A general purpose AI book. Lots of good content, ideas, algorithms, though process, if a bit dated. I used the second edition, apparently the latest one is a bit better.

Matrix Computations

If you really really want to reinvent the wheel and by wheel I mean super fast BLAS primitives usually found in LAPACK and its variants, look no further than here.

Tuesday, May 16, 2017

If you don't define it then how can you understand it ?

A model's representational capacity is its ability to fit a wide variety of functions. Models with low capacity may struggle to fit the training set (high training error). Models with high capacity can overfit by memorizing properties of the training set that do not server them well on the test set.

Overfitting is the situation where a learning algorithm achieves low training error but high test error. Overfitting is sign of poor generalization.

Simpler models (smaller hypothesis space and smaller capacity) are more likely to generalize (small gap between training and test error) however complex models are more likely to achieve low training error.

In practise the learning algorithm may not be able to find the best model among the model's hypothesis space. This additional limitations such as the imperfection of the optimization algorithm mean that the learning's algorithm effective capacity may be less than the representational capacity of the model family.

Statistical learning theory provides a way to quantify a model's capacity. The Vapnik-Chervonenkis dimension or VC dimension measures the capacity of a binary classifier. It is defined as being the largest possible value of m for which there exists a training set of m different x points that the classifier can label arbitrarily.

Thus the discrepancy between training error and generalization error is bounded from above by the quantity that grows as the model capacity grows but shrinks as the number of training examples increases.

Regularization is any modification we make to a learning algorithm that is intended to reduce its generalization error but not its training error. Without regularization any search on the hyperparameters of a model would result on those that maximize the model's capacity resulting in overfitting.

Bias and variance measure two different sources of error in an estimator. 

Bias measures the expected deviation from the true value of the function or parameter. The bias is error from erroneous assumptions in the learning algorithm. High bias can cause an algorithm to miss the relevant relations between features and target outputs (underfitting).

Variance provides a measure of the deviation from the expected estimator value that any particular sampling of the data is likely to cause. The variance is error from sensitivity to small fluctuations in the training set. High variance can cause overfitting: modeling the random noise in the training data, rather than the intended outputs.

The relationship between bias and variance is tightly linked to the machine learning concepts of capacity, underfitting and overfitting. When regularization error is measured by Mean Square Error (where bias and variance are meaningful components of generalization error), increasing capacity tends to increase variance and decrease bias.

In the context of deep learning, most regularization strategies are based on regularizing estimators. Regularization of an estimator works by trading increased bias for reduced variance. An effective regularizer is one that makes a profitable trade, reducing variance significally while not overly increasing the bias.

* from the book Deep Learning

Tuesday, February 21, 2017

The Black Magic of Deep Learning - Tips and Tricks for the practitioner

I've been using Deep Learning and Deep Belief Networks since 2013.
I was involved in a green field project and I was in charge of deciding the core Machine Learning algorithms to be used in a computer vision platform.

Nothing worked good enough and if it did it wouldn't generalize, required fiddling all the time and when introduced to similar datasets it wouldn't converge. I was lost. I then caught wind from Academia, the new hype of Deep Learning was here and it would solve everything.

I was skeptical, so I read the papers, the books and the notes. I then went and put to work everything I learned. 
Suprisingly, it was no hype, Deep Learning works and it works well. However it is such a new concept (even though the foundations were laid in the 70's) that a lot of anecdotal tricks and tips started coming out on how to make the most of it (Alex Krizhevsky covered a lot of them and in some ways pre-discovered batch normalization).

Anyway to sum, these are my tricks (that I learned the hard way) to make DNN tick.
  • Always shuffle. Never allow your network to go through exactly the same minibatch. If your framework allows it shuffle at every epoch. 
  • Expand your dataset. DNN's need a lot of data and the models can easily overfit a small dataset. I strongly suggest expanding your original dataset. If it is a vision task, add noise, whitening, drop pixels, rotate and color shift, blur and everything in between. There is a catch though if the expansion is too big you will be training mostly with the same data. I solved this by creating a layer that applies random transformations so no sample is ever the same. If you are going through voice data shift it and distort it
  • This tip is from Karpathy, before training on the whole dataset try to overfit on a very small subset of it, that way you know your network can converge.
  • Always use dropout to minimize the chance of overfitting. Use it after large > 256 (fully connected layers or convolutional layers). There is an excellent thesis about that (Dropout as a Bayesian Approximation: Representing Model Uncertainty in Deep Learning)
  • Avoid LRN pooling, prefer the much faster MAX pooling.
  • Avoid Sigmoid's , TanH's gates they are expensive and get saturated and may stop back propagation. In fact the deeper your network the less attractive Sigmoid's and TanH's are. Use the much cheaper and effective ReLU's and PreLU's instead. As mentioned in Deep Sparse Rectifier Neural Networks they promote sparsity and their back propagation is much more robust.
  • Don't use ReLU or PreLU's gates before max pooling, instead apply it after to save computation
  • Don't use ReLU's they are so 2012. Yes they are a very useful non-linearity that solved a lot of problems. However try fine-tuning a new model and watch nothing happen because of bad initialization with ReLU's blocking backpropagation. Instead use PreLU's with a very small multiplier usually 0.1. Using PreLU's converges faster and will not get stuck like ReLU's during the initial stages. Delving Deep into Rectifiers: Surpassing Human-Level Performance on ImageNet Classification. ELU's are still good but expensive.
  • Use Batch Normalization (check paper Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift) ALWAYS. It works and it is great. It allows faster convergence ( much faster) and smaller datasets. You will save time and resources.
  • I don't like removing the mean as many do, I prefer squeezing the input data to [-1, +1]. This is more of  a training and deployment trick rather a performance trick.
  • Always go for the smaller models, if you are working and deploying deep learning models like me, you quickly understand the pain of pushing gigabytes of models to your users or to a server in the other side of the world. Go for the smaller models even if you lose some accuracy.
  • If you use the smaller models try ensembles. You can usually boost your accuracy by ~3% with an enseble of 5 networks. 
  • Use xavier initialization as much as possible. Use it only on large Fully Connected layers and avoid them on the CNN layers. An-explanation-of-xavier-initialization
  • If your input data has a spatial parameter try to go for CNN's end to end. Read and understand SqueezeNet , it is a new approach and works wonders, try applying the tips above. 
  • Modify your models to use 1x1 CNN's layers where it is possible, the locality is great for performance. 
  • Don't even try to train anything without a high end GPU.
  • If you are making templates out of models or your own layers, parameterize everything otherwise you will be rebuilding your binaries all the time. You know you will
  • And last but not least understand what you are doing, Deep Learning is the Neutron Bomb of Machine Learning. It is not to be used everywhere and always. Understand the architecture you are using and what you are trying to achieve don't mindlessly copy models.  
To get the math behind DL read Deep-Learning-Adaptive-Computation-Machine.
It is an excellent book and really clears things up. There is an free pdf on the net. But buy it to support the authors for their great work.
For a history lesson and a great introduction read Deep Learning: Methods and Applications (Foundations and Trends in Signal Processing) 
If your really want to start implementing from scratch, check out Deep Belief Nets in C++ and CUDA C, Vol. 1: Restricted Boltzmann Machines and Supervised Feedforward Networks
Suggested reading

Tuesday, August 9, 2016

YEAH, Yodigram is OUT

Coming back to this (rarely updated) blog to note another landmark moment for me. The project I've been working on for so long is finally in version 1 and we lining up customers and interested parties. Yodigram is now reality, I am very proud and very tired.

It's been kind of a turbocharged year, going through the ups and downs of a startup, designing a cutting edge system from scratch, watch it run and being sold, yodiwo wining the MITEF competition, taking my own side consulting jobs.
Yodigram super awesome results, Products and Brands are detected and classified automatically .

I believe I'm growing as a professional, it's the pressure, it either breaks you or makes you. I'm also growin as a machine learning engineer. I study hard, deep and constantly it's almost ridiculous.

We are now going through the deep learning revolution and now that I have almost 2 years of practical experience on it I believe I can catch some of its hype wave. It is an exciting time for technologists.

I havent kept on my the studying schedule - maybe it was too ambitious - I found that my real interest lies into the Data Science/Machine Learning/ Optimization domain instead of Data Engineering. 

Tuesday, October 6, 2015

New beginning

It's been a long time since I last updated my blog.
This has been more of a journal for my thoughts and coming back to it seems strange.

For the last 4 years  I've dubbled into the dirty world of software engineering.
When I say 'dirty' I use it in the time constraint, product must leave now, we will fix it later kind of way. It is word I don't use lightly. I've seen projects go to hell and spend countless hours debugging  because of these practice.

Nobody has ever called me a perfectionist in my life, quite the opposite, but I've grown to be diligent when tackling projects. It seems I have an eye for what can go wrong in big systems and for removing complexity. I wouldn't call it talent, I will just say I screwed up so many times I would be an idiot to not see them coming by now.

I've learned so much  and tangled small and huge projects with various levels of success.
I now feel much more confident in my engineering skils. Confident in a way you can be not by measuring yourself against an ideal but against fellow engineers.

During these years I honed my skills in linux, embedded developing, messaging, networking and much much more. My mind however was constantly on how to get back to my real interest which is math and machine learning. Trying to keep up on that area, since a LOT happened during these 4 years in the field, and doing my real job has been really exhaustive. Thankfully I was given the chance to use my skills on 2 projects so there has been some overlap.

Now it is time for a new beginning so I plan on start posting again. I've quit my job and I'll be working full time on startup project with my friends and co-programmers @ doing machine learning and computer vision.

I made a very tight schedule for the next six months in order to get my skills and knowledge up to speed.

- C++, Erlang
- Signal Processing, Compressive Sensing
- Machine Learning, Computer Vision
- Big Data Tools (Spark, Hadoop, Scala)

Sunday, March 25, 2012

Cubic spline interpolation

It's been a long since I actually coded any interpolation method.
Matlab is notorious for making you lazy since it's so easy to get things done and you tend to stop looking under the hood. A friend asked me for help on a cubic interpolation problem and since that was too easy I expanded it so I can use it on my projects.

The math behind cubic spline is really simple. You piecewise fit cubic polynomials using 4 data values (two points and two tangents) in order to create a smooth spline that passes from all given points. The wikipedia sources are really good so I won't dive into the math. Instead I'll provide some matlab code for doing the dirty deed. Matlab (as always) has a command for this (spline) but we wont be using it because I like getting my hands dirty.
function [ yy, xx] = cubicSpline(N,points,gradients)
% CUBICSPLINE - returns N interpolation points using cubic spline
%   interpolation method, this method cannot be used for space curves
% Input
% N         : number of interpolation points 
% points    : given points [x y]
% gradients : gradient at first and last point 
% Output    
% xx        : uniform spaced function interpolation at N points
% yy        : uniform spaced N points
    %% Validate input arguments
    if isempty(N) || N < 1
        error('N must be >= 1');
    if isempty(points) || size(points,1) < 1
        error('point must have >= 1 rows');
    if isempty(points) || size(points,2) ~= 2
        error('point must have 2 collumns');
    if isempty(gradients) || numel(gradients) ~= 2
        error('gradients must have 2 elements');
    %% coefficient calculation part
    % get number of points
    [rows ~] = size(points);
    % compute inverse matrix to be used
    matrix = inv([1 0 0 0 ; 0 1 0 0 ; 1 1 1 1; 0 1 2 3]);
    % initialize coefficients structure
    coefficients = zeros(rows-1,4);
    % given n points we must calculate n-1 polynomials
    for i = 2 : rows
        pEnd = [];
        pStart = [];
        % calculate gradient using finite central differences
        if (i-1) == 1
            pStart = gradients(1);
            pStart = (points(i,2) - points(i-2,2))/2;
        if i == rows
            pEnd = gradients(2);
            pEnd = (points(i+1,2) - points(i-1,2))/2;
        % create vector [Pi P'i Pi+1 P'i+1]'
        vector = [points(i-1,2);pStart;points(i,2);pEnd];
        % calculate polynomial coefficients
        coefficients(i-1,:) = (matrix * vector)';
    %% interpolation part
    % get max X and min X and interval
    minX = points(1,1);
    maxX = points(end,1);
    intervalX = (maxX - minX) / (N - 1);
    xx = minX : intervalX : maxX;
    % interpolate at given locations
    yy = zeros(1,N);
    splineIndex = 1;
    for i = 2 : N-1
        x = xx(i);
        % find the index of the used spline
        for j = splineIndex : rows
            if x >= points(j,1) && x < points(j+1,1)
                splineIndex = j;
        splineCoeffs = coefficients(splineIndex,:);
        % compute m 
        m = (xx(i) - points(splineIndex,1))/...
            (points(splineIndex+1,1) - points(splineIndex,1));
        % compute value with given spline and m
        yy(i) = splineCoeffs(1) + splineCoeffs(2) * m + ...
            splineCoeffs(3) * m^2 + splineCoeffs(4) * m^3;
    yy(1) = points(1,2);
    yy(end) = points(end,2);

This code can be used to interpolate y=f(x) functions. For example :

%% Demonstration of cubic splines
N = 100;
x = [0:1:10];
y = sin(x);
xOriginal = [0:0.1:10];
yOriginal = sin(xOriginal);
gradient = [0 0];
[yy xx] = cubicSpline(N,[x' y'],gradient);
legend('Original function','Interpolation spline','Given points');

gives us the following graph :

any errors at the beginning and the end are due to the fact that I entered zero gradient at those points but provided the correct gradients the result should be much more precise.

To to make it somewhat useful in my projects I should use this function as a basis for calculating space curves. This excellent source explains that space curves are functions of u such as y = f(u) and x = f(u).

function [ yy,xx ] = cubicSpline2d(N, points, gradients )
% CUBICSPLINE - returns N interpolation points using cubic spline
%   interpolation method, this method cann be used for space curves
% Input
% N         : number of interpolation points 
% points    : given points [x y]
% gradients : gradient at first and last point 
% Output    
% xx        : uniform spaced function interpolation at N points
% yy        : uniform spaced N points
    %% Validate input arguments
    if isempty(N) || N < 1
        error('N must be >= 1');
    if isempty(points) || size(points,1) < 1
        error('point must have >= 1 rows');
    if isempty(points) || size(points,2) ~= 2
        error('point must have 2 collumns');
    if isempty(gradients) || numel(gradients) ~= 4
        error('gradients must have 4 elements');
    % get number of points
    [rows ~] = size(points);
    % get total length of points
    u = [1 : rows]';
    x = [points(:,1)];
    y = [points(:,2)];
    [xx,~] = cubicSpline(N, [u x],gradients(:,1));
    [yy,~] = cubicSpline(N, [u y],gradients(:,2));

and the test script

%% Demonstration of cubic splines 2d
u = 0:0.5:2*pi;
N = numel(u)*10;
y = sin(u);
x = sin(u) + cos(u);
gradient = [0 0; 0 0];
[yy xx] = cubicSpline2d(N,[x' y'],gradient);
legend('Interpolation spline','Given points');
title('Cubic space curve interpolation') 

gives us the following plot :

You can download the code here.

Friday, March 2, 2012

Latest results

As part of my hand tracking project I post these last videos. I believe I reached the top of the performance of the particle filter algorithm.

Unfortunately I want even better results so I should move to more complex algorithms. The problem is that real time performance is going to be much more difficult to achieve.
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