๐Ÿ“•
PRML
  • PRML study
  • Chapter-1 Introduction
    • 1.1 Example: Polynomial Curve Fitting
    • 1.2 Probability Theory
    • 1.3 Model Selection
    • 1.4 The Curse of dimensionality
    • 1.5 Decision Theory
    • 1.6 Information Theory
    • a.1 From Set Theory to Probability Theory
  • Chapter-2 Probability Distributions
    • 2.1 Binary Variables
    • 2.2 Multinomial Variables
    • 2.3 Gaussian Distribution
    • 2.4 The Exponential Family
    • 2.5 Nonparametric Methods
  • Chapter-3 Linear Models
    • 3.1 Linear Basis Function Models
    • 3.2 The Bias-Variance Decomposition
    • 3.3 Bayesian Linear Regression
    • 3.4 Bayesian Model comparison
    • 3.5 The Evidence Approximation
    • 3.6 Limitations of Fixed Basis Functions
  • Chapter-4 Linear Models for Classification
    • 4.1 Discriminant Functions
    • 4.2 Probabilistic Generative Models
    • 4.3 Probabilistic Discriminative Models
    • 4.4 The Laplace Approximation
    • 4.5 Bayesian Logistic Regression
  • Chapter-5 Neural Networks
    • 5.1 Feed-forward network Function
    • 5.2 Network Training
    • 5.3 Error Backpropagation
    • 5.4 The Hessian Matrix
    • 5.5 Regularization in Neural Networks
    • 5.6 Mixture Density Networks
    • 5.7 Bayesian Neural Networks
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  • ๋จธ์‹ ๋Ÿฌ๋‹์˜ ๊ด€์ 
  • ๋จธ์‹ ๋Ÿฌ๋‹์˜ ์ข…๋ฅ˜

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Chapter-1 Introduction

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์‚ฌ๋žŒ์˜ ์†๊ธ€์”จ๊ฐ€ ๋‹ด๊ธด ์ˆซ์ž์˜ ์ด๋ฏธ์ง€๋กœ ์–ด๋–ค ์ˆซ์ž์ธ์ง€๋ฅผ ํŒ๋ณ„ํ•˜๋Š” "์†๊ธ€์”จ ์ธ์‹" ์•Œ๊ณ ๋ฆฌ์ฆ˜์„ ์ž‘์„ฑํ•ด๋ณด์ž.

ํœด๋ฆฌ์Šคํ‹ฑํ•œ ๊ทœ์น™(handcrafted rules or heuristics)์œผ๋กœ๋„ ๋งŒ๋“ค ์ˆ˜ ์žˆ์ง€๋งŒ, ๊ทœ์น™์— ์œ„๋ฐ˜๋˜๋Š” ๊ฒƒ์ด๋‚˜ ์กฐ๊ธˆ๋งŒ ์˜ˆ์ƒ ์™ธ์˜ ๋ฐ์ดํ„ฐ๊ฐ€ ๋“ค์–ด์˜ค๋ฉด ์•„์ฃผ ํ˜•ํŽธ์—†๋Š” ๊ฒฐ๊ณผ๋ฅผ ์–ป์„ ๊ฒƒ์ด๋‹ค.

๋จธ์‹ ๋Ÿฌ๋‹์˜ ๊ด€์ 

๋จธ์‹ ๋Ÿฌ๋‹์˜ ๊ด€์ ์œผ๋กœ ์ ‘๊ทผํ•˜๊ฒŒ ๋˜๋ฉด ๋” ์ข‹์€ ๊ฒฐ๊ณผ๋ฅผ ์–ป์„ ์ˆ˜์žˆ๋‹ค. ๊ทธ์ „์— ๋จธ์‹ ๋Ÿฌ๋‹์œผ๋กœ ์–ด๋–ป๊ฒŒ ์ ‘๊ทผํ•˜๋Š”์ง€ ์‚ดํŽด๋ณธ๋‹ค.

  • ์ฃผ์–ด์ง„ ์ด๋ฏธ์ง€๋“ค, ์ฆ‰ i ๋ฒˆ์งธ์˜ ์ด๋ฏธ์ง€๋ฅผ xix_ixiโ€‹ ๋ผ๊ณ  ํ•˜๋ฉด, ์ด๋“ค์„ ๋ชจ๋‘ ๋ชจ์€ NNN ๊ฐœ์˜ ๋ฐ์ดํ„ฐ๋ฅผ ํ›ˆ๋ จ ์„ธํŠธ(training set) ์ด๋ผ๊ณ  ํ•œ๋‹ค. (x1,โ‹ฏxN{x_1, \cdots x_N}x1โ€‹,โ‹ฏxNโ€‹) ํ›ˆ๋ จ๋ฐ์ดํ„ฐ๋ฅผ ํ†ตํ•ด์„œ ํŒŒ๋ผ๋ฏธํ„ฐ๋ฅผ ์กฐ์ •ํ•ด ์ ์ ˆํ•œ ๋ชจ๋ธ์„ ์–ป์„ ๊ฒƒ์ด๋‹ค.

  • i ๋ฒˆ์งธ์˜ ์ด๋ฏธ์ง€(xix_ixiโ€‹)์— ํ•ด๋‹นํ•˜๋Š” ํ•˜๋‚˜์˜ ์ˆซ์ž ์นด๋ฐ๊ณ ๋ฆฌ๊ฐ€ ์žˆ์„ ๊ฒƒ์ด๋‹ค.์ด๋ฅผ ํƒ€๊ฒŸ๋ฒกํ„ฐ(target vector) ttt ์ด๋ผ๊ณ  ํ•œ๋‹ค.

์ด ๋จธ์‹ ๋Ÿฌ๋‹ ์•Œ๊ณ ๋ฆฌ์ฆ˜์˜ ๊ฒฐ๊ณผ๋ฌผ์€ ์–ด๋–ค ํ•จ์ˆ˜ y(x)y(x)y(x) ๋กœ ํ‘œํ˜„ํ•  ์ˆ˜ ์žˆ๋‹ค. ์ˆซ์ž ์ด๋ฏธ์ง€ xxx ๋ฅผ ์ž…๋ ฅ ๋ฒกํ„ฐ๋กœ ๋ฐ›๊ณ , ์ถœ๋ ฅ ๋ฒกํ„ฐ yyy ๋ฅผ ์ƒ์„ฑํ•ด๋‚ธ๋‹ค. ๋˜ํ•œ, ํ•จ์ˆ˜ y(x)y(x)y(x) ์˜ ํ˜•ํƒœ๋Š” ํ›ˆ๋ จ๋‹จ๊ณ„(training phase) ํ˜น์€ ํ•™์Šต๋‹จ๊ณ„(learning phase) ์—์„œ ๊ฒฐ์ •๋œ๋‹ค. ํ•™์Šต๋‹จ๊ณ„๋ฅผ ๊ฑฐ์ณ ํ–ฅํ›„์— ์ƒˆ๋กœ์šด ์ˆซ์ž ์ด๋ฏธ์ง€๋ฅผ ํŒ๋…ํ• ๋•Œ, ์ด ์ƒˆ๋กœ์šด ์ด๋ฏธ์ง€๋“ค(๋ฐ์ดํ„ฐ๋“ค)์„ ํ…Œ์ŠคํŠธ ์„ธํŠธ(test set) ๋ผ๊ณ  ํ•œ๋‹ค.

ํ•ด๋‹น ํ•จ์ˆ˜ y(x)y(x)y(x) ๊ฐ€ ๊ธฐ์กด์˜ ํ›ˆ๋ จ๋‹จ๊ณ„์— ์‚ฌ์šฉ๋˜์ง€ ์•Š์€ ์ƒˆ๋กœ์šด ์ด๋ฏธ์ง€๋ฅผ ๋ฐ›์•„์„œ ์–ผ๋งŒํผ ์ž˜ ์ˆซ์ž๋ฅผ ํŒ๋ณ„ํ•˜๋Š” ๋Šฅ๋ ฅ์„ ์ผ๋ฐ˜ํ™”(generalization) ์ด๋ผ๊ณ  ํ•œ๋‹ค. ๊ทธ๋Ÿฌ๋‚˜, ์šฐ๋ฆฌ๊ฐ€ ํ›ˆ๋ จ์— ์‚ฌ์šฉํ•˜๋Š” ์ž…๋ ฅ ๋ฒกํ„ฐ๋Š” ์ „์ฒด(์‹ค์ œ ์„ธ์ƒ์— ์กด์žฌํ•˜๋Š” ๋ชจ๋“  ์ˆซ์ž์ด๋ฏธ์ง€ ์ž…๋ ฅ๋ฒกํ„ฐ)์—์„œ ๊ทนํžˆ ์ž‘์€ ์ผ๋ถ€๋ถ„ ๋ฟ์ด๋‹ค. ๋”ฐ๋ผ์„œ ์ด ์ผ๋ฐ˜ํ™”๊ฐ€ ํŒจํ„ด์ธ์‹์˜ ์ฃผ์š” ๋ชฉํ‘œ๋ผ๊ณ  ํ•  ์ˆ˜ ์žˆ๋‹ค.

๋ณดํ†ต ์›๋ž˜ ์ฃผ์–ด์ง„ ์ž…๋ ฅ ๋ฐ์ดํ„ฐ๋Š” ์ „์ฒ˜๋ฆฌ(preprocessed) ํ˜น์€ ํ”ผ์ณ์ถ”์ถœ(feature extraction) ๊ณผ์ •์„ ๊ฑฐ์ณ ์ƒˆ๋กœ์šด ๊ณต๊ฐ„(space, ์•„๋งˆ ๋ฒกํ„ฐ๊ณต๊ฐ„?)์œผ๋กœ ๋ณ€ํ˜•๋œ๋‹ค. ์ด๋ฅผ ํ†ตํ•ด์„œ ์กฐ๊ธˆ๋” ์‰ฝ๊ฒŒ ํŒจํ„ด์ธ์‹ ๋ฌธ์ œ๋ฅผ ํ•ด๊ฒฐํ•˜๊ธธ ๊ธฐ๋Œ€ํ•œ๋‹ค. ์œ„์˜ ์˜ˆ์‹œ๋กœ ๋“ค์ž๋ฉด, ์ด๋ฏธ์ง€๋ผ๋Š” ๊ทธ๋ฆผ ํŒŒ์ผ์„ ๊ณ ์ •๋œ ํฌ๊ธฐ์™€ ์Šค์ผ€์ผ๋ง๋œ ์ˆซ์ž๋กœ ๋ณ€ํ™˜ ํ•˜๋Š” ์ž‘์—…์ด ์ „์ฒ˜๋ฆฌ๊ณผ์ •์„ ๋œปํ•œ๋‹ค. (Mnist ๋ฐ์ดํ„ฐ ์…‹์€ 0~255 ์ˆซ์ž์—์„œ 0๊ณผ 1์‚ฌ์ด๋กœ ๋…ธ๋ง๋ผ์ด์ง•์„ ํ•œ๋‹ค.) ์ƒˆ๋กœ์šด ๋ฐ์ดํ„ฐ ๋˜ํ•œ ์ „์ฒ˜๋ฆฌ / ํ”ผ์ฒ˜์ถ”์ถœ ๊ณผ์ •์„ ๊ฑฐ์ณ์•ผํ•œ๋‹ค. ์ „์ฒ˜๋ฆฌ๊ณผ์ •์˜ ์žฅ์ ์€ ํ•™์Šต์„ ์‰ฝ๊ฒŒ ํ•  ๋ฟ๋งŒ ์•„๋‹ˆ๋ผ, ๊ณ„์‚ฐ์„ ๋” ๋น ๋ฅด๊ฒŒ ํ•˜๋Š” ๊ฒƒ๋„ ์žˆ๋‹ค. ์‹ค์‹œ๊ฐ„ ์–ผ๊ตด์ธ์‹์„ ์˜ˆ๋กœ ๋“ค์ž๋ฉด, ์ƒˆ ์ดˆ๋งˆ๋‹ค ์—„์ฒญ๋งŒ ํ”ฝ์…€์„ ์ฒ˜๋ฆฌํ•ด์•ผํ•˜๋Š”๋ฐ, ์ง์ ‘ ์›๋ณธ ๋ฐ์ดํ„ฐ๋ฅผ ์ž‘์—…ํ•˜๋Š”๊ฒƒ ๋ณด๋‹ค๋Š” ์“ธ๋ชจ์—†๋Š” ์ •๋ณด๋Š” ๋ฒ„๋ฆฌ๊ณ  ์œ ์šฉํ•œ ํ”ผ์ณ(features) ๋ฅผ ์ถ”์ถœํ•ด์„œ ๋น ๋ฅด๊ฒŒ ๊ณ„์‚ฐํ•˜๋Š” ๊ฒƒ์ด ์ข‹๋‹ค.

ํ•˜์ง€๋งŒ ์ „์ฒ˜๋ฆฌ ๋‹จ๊ณ„์—์„œ ๋งค์šฐ ์กฐ์‹ฌ์Šค๋Ÿฝ๊ฒŒ ๋ฐ์ดํ„ฐ๋ฅผ ์ฒ˜๋ฆฌํ•ด์•ผํ•œ๋‹ค. ๊ทธ ์ด์œ ๋Š” ๋ณดํ†ต ์„ ํƒ๋œ ํ”ผ์ฒ˜๋“ค์€ ๊ธฐ์กด์˜ ๋ฐ์ดํ„ฐ๋ณด๋‹ค ์ฐจ์›์ด ์ž‘๊ธฐ ๋•Œ๋ฌธ์—, ์„ ํƒ๊ณผ์ • ์ค‘์—์„œ ์šฐ๋ฆฌ๊ฐ€ ์žก์ง€ ๋ชปํ•œ ์ •๋ณด์†์‹ค์ด ์ผ์–ด๋‚  ์ˆ˜ ์žˆ๊ธฐ ๋•Œ๋ฌธ์ด๋‹ค. ๋งŒ์•ฝ ์šฐ๋ฆฌ๊ฐ€ ๋ฒ„๋ฆฐ ํ”ผ์ฒ˜๊ฐ€ ์–ด๋–ค ์ผ์„ ์ˆ˜ํ–‰ํ•˜๋Š”๋ฐ ์ค‘์š”ํ•œ ํ”ผ์ฒ˜์˜€๋‹ค๋ฉด, ๊ต‰์žฅํžˆ ์„ฑ๋Šฅ์— ์‹ฌ๊ฐํ•œ ์˜ํ–ฅ์„ ๋ผ์น˜๊ฒŒ ๋œ๋‹ค.

๋จธ์‹ ๋Ÿฌ๋‹์˜ ์ข…๋ฅ˜

  • ์ง€๋„ํ•™์Šต(supervised learning) ๋ฌธ์ œ๋Š” ๊ฐ ์ž…๋ ฅ๊ฐ’(๋ฒกํ„ฐ)์— ์ƒ์‘ํ•˜๋Š” ํƒ€๊ฒŸ๊ฐ’(๋ฒกํ„ฐ)๊ฐ€ ์žˆ๋Š” ๋ฌธ์ œ๋ฅผ ๋งํ•œ๋‹ค.

    • ํ•™์Šต๋ชฉํ‘œ๊ฐ€ ํ•œ์ •๋œ ์ด์‚ฐํ˜• ์นดํ…Œ๊ณ ๋ฆฌ ๊ฐ’์ด๋ผ๋ฉด ๋ถ„๋ฅ˜(classification) ๋ฌธ์ œ๋‹ค.

    • ํ•™์Šต๋ชฉํ‘œ๊ฐ€ ์—ฐ์†ํ˜• ๋ณ€์ˆ˜๋ผ๋ฉด ํšŒ๊ท€(regression) ๋ฌธ์ œ๋‹ค.

  • ๋น„์ง€๋„ํ•™์Šต(unsupervised learning) ๋ฌธ์ œ๋Š” ์ž…๋ ฅ๊ฐ’(๋ฒกํ„ฐ)์— ์ƒ์‘ํ•˜๋Š” ํƒ€๊ฒŸ๊ฐ’(๋ฒกํ„ฐ)๊ฐ€ ์—†๋Š” ๋ฌธ์ œ๋ฅผ ๋งํ•œ๋‹ค.

    • ๋ฐ์ดํ„ฐ์†์— ๋น„์Šทํ•œ ์†์„ฑ์„ ๊ฐ€์ง€๋Š” ๊ทธ๋ฃน์„ ์ฐพ๋Š” ๋ฌธ์ œ๋Š” ํด๋Ÿฌ์Šคํ„ฐ๋ง(clustering) ์ด๋ผ๊ณ  ํ•œ๋‹ค.

    • ์ž…๋ ฅ ๋ฐ์ดํ„ฐ๋กœ ๋ณ€์ˆ˜์˜ ๋ถ„ํฌ๋ฅผ ๋„์ถœ(๊ฒฐ์ •)ํ•ด๋‚ด๋Š” ๋ฌธ์ œ๋ฅผ ๋ฐ€๋„ ์ถ”์ •(density estimation) ์ด๋ผ๊ณ  ํ•œ๋‹ค. (๋ณ€์ˆ˜ โ‰ \neq๎€ = ์ž…๋ ฅ๋ฐ์ดํ„ฐ)

    • ๊ณ ์ฐจ์› ๊ณต๊ฐ„(high-demensional space)์˜ ๋ฐ์ดํ„ฐ๋ฅผ 2 ํ˜น์€ 3 ์ฐจ์› ๊ณต๊ฐ„์— ํˆฌ์˜ํ•˜์—ฌ ๋ณด์—ฌ์ฃผ๋Š” ๊ฒƒ์„ ์‹œ๊ฐํ™”(visualization) ์ด๋ผ๊ณ  ํ•œ๋‹ค.

  • ๊ฐ•ํ™”ํ•™์Šต(reinforcement learning) ๋ฌธ์ œ๋Š” ์ฃผ์–ด์ง„ ์ƒํ™ฉ์—์„œ ์ œ์ผ ํฐ ๋ณด์ƒ์„ ์–ป๋Š” ๋ฐฉํ–ฅ์œผ๋กœ ์ œ์ผ ์ ์ ˆํ•œ ํ–‰๋™(action)์„ ์ฐพ๋Š” ๋ฌธ์ œ๋ฅผ ๋งํ•œ๋‹ค.

    • ๋งˆ์ฐฌ๊ฐ€์ง€๋กœ ์ตœ์  ๊ฒฐ๊ณผ๊ฐ’์„ ๊ธฐ๊ณ„์—๊ฒŒ ์ œ์‹œํ•˜์ง€ ์•Š๋Š”๋‹ค.

    • ํŠน์ง• ์ค‘ ํ•˜๋‚˜๋Š” ํƒ์ƒ‰(exploration, ํšจ์œจ์ ์ธ ์ƒˆ๋กœ์šด ํ–‰๋™์„ ์ฐพ๋Š” ๊ฒƒ)๊ณผ ํ™œ์šฉ(exploitation, ๋†’์€ ๋ณด์ƒ์„ ์ฃผ๋Š”์ชฝ์œผ๋กœ ํ–‰๋™ํ•˜๋Š” ๊ฒƒ)์˜ trade-off ๋ฌธ์ œ๋ฅผ ํ•ด๊ฒฐํ•˜๋Š” ๊ฒƒ์ด๋‹ค.