fast.ai Machine Learning Course Notes
This posts is a collection of a set of fantastic notes on the fast.ai machine learning MOOC freely available online, as written and shared by a student. These notes are a valuable learning resource either as a supplement to the courseware or on their own.
By Hiromi Suenaga, fast.ai Student
Editor's note: This is one of a series of posts which act as a collection of a set of fantastic notes on the fast.ai machine learning and deep learning learning streams that are freely available online. The author of all of these notes, Hiromi Suenaga -- which, in sum, are a great supplement review material for the course or a standalone resource in their own right -- wanted to ensure that sufficient credit was given to course creators Jeremy Howard and Rachel Thomas in these summaries.
Below you will find links to the posts in this particular series, along with an excerpt from each post. This first series includes notes for only 3 courses, while subsequent summaries (for the deep learning courses) include full course sets. Make no mistake, however, the notes are still very informative. Find more of Hiromi's notes here.
My personal notes from machine learning class. These notes will continue to be updated and improved as I continue to review the course to “really” understand it. Much appreciation to Jeremy and Rachel who gave me this opportunity to learn.
Question: What about a curse of dimensionality? There are two concepts you often hear — curse of dimensionality and no free lunch theorem. They are both largely meaningless and basically stupid and yet many people in the field not only know that but think the opposite so it is well worth explaining. The curse of dimensionality is this idea that the more columns you have, it creates a space that is more and more empty. There is this fascinating mathematical idea that the more dimensions you have, the more all of the points sit on the edge of that space. If you just have a single dimension where things are random, then they are spread out all over. Where else, if it is a square then the probability that they are in the middle means that they cannot be on the edge of either dimension so it is a little less likely that they are not on the edge. Each dimension you add, it becomes multiplicatively less likely that the point is not on the edge of at least one dimension, so in high dimensions, everything sits on the edge. What that means in theory is that the distance between points is much less meaningful. So if we assume it matters, then it would suggest that when you have lots of columns and you just use them without being careful to remove the ones you do not care about that things will not work. This turns out not to be the case for number of reasons.
Question: Could you explain the difference between a validation set and a test set [20:58]? One of the things we are going to learn today is how to set hyper parameters. Hyper parameters are tuning parameters that are going to change how your model behaves. If you just have one holdout set (i.e. one set of data that you are not using to train with) and we use that to decide which set of hyper parameter to use. If we try a thousand different sets of hyper parameters, we may end up overfitting to that holdout set. So what we want to do is to have a second holdout set (the test set) where we can say I have done the best I can and now just once right at the end, I am going to see whether it works.
You must actually remove the second holdout set (test set) from the data, give it to somebody else, and tell them not let you look at it until you promise you are finished. Otherwise it is so hard not to look at it. In the world of psychology and sociology, it is known as replication crisis or P-hacking. That is why we want to have a test set.
Importance of good validation set: If you do not have a good validation set, it is hard, if not impossible, to create a good model. If you are trying to predict next month’s sales and you build models. If you have no way of knowing whether the models you have built are good at predicting sales a month ahead of time, then you have no way of knowing whether it is actually going to be any good when you put your model in production. You need a validation set that you know is reliable at telling you whether or not your model is likely to work well when you put it in production or use it on the test set.
Normally you should not use your test set for anything other than using it right at the end of the competition or right at the end of the project to find out how you did. But there is one thing you can use the test set for in addition — that is to calibrate your validation set.
Bio: Hiromi Suenaga is a fast.ai student.
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