中科院机器学习题库-new

1、机器学习题库一、 极大似然1、 ML estimation of exponential model (10)A Gaussian distribution is often used to model data on the real line, but is sometimes inappropriate when the data are often close to zero but constrained to be nonnegative. In such cases one can fit an exponential distribution, whose probabilit

2、y density function is given byGiven N observations xi drawn from such a distribution:(a) Write down the likelihood as a function of the scale parameter b.(b) Write down the derivative of the log likelihood.(c) Give a simple expression for the ML estimate for b.2、换成Poisson分布：3、二、 贝叶斯假设在考试的多项选择中，考生知道正

3、确答案的概率为p，猜测答案的概率为1-p，并且假设考生知道正确答案答对题的概率为1，猜中正确答案的概率为，其中m为多选项的数目。那么已知考生答对题目，求他知道正确答案的概率。1、 Conjugate priorsThe readings for this week include discussion of conjugate priors. Given a likelihood for a class models with parameters , a conjugate prior is a distribution with hyperparameters , such that th

4、e posterior distribution与先验的分布族相同(a) Suppose that the likelihood is given by the exponential distribution with rate parameter :Show that the gamma distribution _is a conjugate prior for the exponential. Derive the parameter update given observations and the prediction distribution .(b) Show that the

5、 beta distribution is a conjugate prior for the geometric distributionwhich describes the number of time a coin is tossed until the first heads appears, when the probability of heads on each toss is . Derive the parameter update rule and prediction distribution.(c) Suppose is a conjugate prior for t

6、he likelihood ; show that the mixture prioris also conjugate for the same likelihood, assuming the mixture weights wm sum to 1. (d) Repeat part (c) for the case where the prior is a single distribution and the likelihood is a mixture, and the prior is conjugate for each mixture component of the like

7、lihood.some priors can be conjugate for several different likelihoods; for example, the beta is conjugate for the Bernoulliand the geometric distributions and the gamma is conjugate for the exponential and for the gamma with fixed (e) (Extra credit, 20) Explore the case where the likelihood is a mix

8、ture with fixed components and unknown weights; i.e., the weights are the parameters to be learned.三、判断题（1）给定n个数据点，如果其中一半用于训练，另一半用于测试，则训练误差和测试误差之间的差别会随着n的增加而减小。（2）极大似然估计是无偏估计且在所有的无偏估计中方差最小，所以极大似然估计的风险最小。（）回归函数A和B，如果A比B更简单，则A几乎一定会比B在测试集上表现更好。（）全局线性回归需要利用全部样本点来预测新输入的对应输出值，而局部线性回归只需利用查询点附近的样本来预测输出值。所以全

9、局线性回归比局部线性回归计算代价更高。（）Boosting和Bagging都是组合多个分类器投票的方法，二者都是根据单个分类器的正确率决定其权重。() In the boosting iterations, the training error of each new decision stump and the training error of the combined classifier vary roughly in concert （F）While the training error of the combined classifier typically decreases a

10、s a function of boosting iterations, the error of the individual decision stumps typically increases since the example weights become concentrated at the most difficult examples.() One advantage of Boosting is that it does not overfit. （F）() Support vector machines are resistant to outliers, i.e., v

11、ery noisy examples drawn from a different distribution. （）（9）在回归分析中，最佳子集选择可以做特征选择，当特征数目较多时计算量大；岭回归和Lasso模型计算量小，且Lasso也可以实现特征选择。（10）当训练数据较少时更容易发生过拟合。（11）梯度下降有时会陷于局部极小值，但EM算法不会。（12）在核回归中，最影响回归的过拟合性和欠拟合之间平衡的参数为核函数的宽度。(13) In the AdaBoost algorithm, the weights on all the misclassified points will go up

12、 by the same multiplicative factor. （T）(14) True/False: In a least-squares linear regression problem, adding an L2 regularization penalty cannot decrease the L2 error of the solution w on the training data. （F）(15) True/False: In a least-squares linear regression problem, adding an L2 regularization

13、 penalty always decreases the expected L2 error of the solution w on unseen test data （F）.(16)除了EM算法，梯度下降也可求混合高斯模型的参数。 (T)(20) Any decision boundary that we get from a generative model with class-conditional Gaussian distributions could in principle be reproduced with an SVM and a polynomial kernel.

14、True! In fact, since class-conditional Gaussians always yield quadratic decision boundaries, they can be reproduced with an SVM with kernel of degree less than or equal to two.(21) AdaBoost will eventually reach zero training error, regardless of the type of weak classifier it uses, provided enough

15、weak classifiers have been combined.False! If the data is not separable by a linear combination of the weak classifiers, AdaBoost cant achieve zero training error.(22) The L2 penalty in a ridge regression is equivalent to a Laplace prior on the weights. （F）(23) The log-likelihood of the data will al

16、ways increase through successive iterations of the expectation maximation algorithm. (F)(24) In training a logistic regression model by maximizing the likelihood of the labels given the inputs we have multiple locally optimal solutions. (F)一、 回归1、考虑回归一个正则化回归问题。在下图中给出了惩罚函数为二次正则函数，当正则化参数C取不同值时，在训练集和测试

17、集上的log似然（mean log-probability）。（10分）（1）说法“随着C的增加，图2中训练集上的log似然永远不会增加”是否正确，并说明理由。（2）解释当C取较大值时，图2中测试集上的log似然下降的原因。2、考虑线性回归模型：，训练数据如下图所示。（10分）（1）用极大似然估计参数，并在图（a）中画出模型。（3分）（2）用正则化的极大似然估计参数，即在log似然目标函数中加入正则惩罚函数，并在图（b）中画出当参数C取很大值时的模型。（3分）（3）在正则化后，高斯分布的方差是变大了、变小了还是不变？（4分） 图(a) 图(b)3. 考虑二维输入空间点上的回归问题，其中在单位正

18、方形内。训练样本和测试样本在单位正方形中均匀分布，输出模型为，我们用1-10阶多项式特征，采用线性回归模型来学习x与y之间的关系（高阶特征模型包含所有低阶特征），损失函数取平方误差损失。(1) 现在个样本上，训练1阶、2阶、8阶和10阶特征的模型，然后在一个大规模的独立的测试集上测试，则在下3列中选择合适的模型（可能有多个选项），并解释第3列中你选择的模型为什么测试误差小。（10分）训练误差最小训练误差最大测试误差最小1阶特征的线性模型X2阶特征的线性模型X8阶特征的线性模型X10阶特征的线性模型X(2) 现在个样本上，训练1阶、2阶、8阶和10阶特征的模型，然后在一个大规模的独立的测试集上测

19、试，则在下3列中选择合适的模型（可能有多个选项），并解释第3列中你选择的模型为什么测试误差小。（10分）训练误差最小训练误差最大测试误差最小1阶特征的线性模型X2阶特征的线性模型8阶特征的线性模型XX10阶特征的线性模型X(3) The approximation error of a polynomial regression model depends on the number of training points. (T)(4) The structural error of a polynomial regression model depends on the number of

20、training points. (F)4、We are trying to learn regression parameters for a dataset which we know was generated from a polynomial of a certain degree, but we do not know what this degree is. Assume the data was actually generated from a polynomial of degree 5 with some added Gaussian noise (that is .Fo

21、r training we have 100 x,y pairs and for testing we are using an additional set of 100 x,y pairs. Since we do not know the degree of the polynomial we learn two models from the data. Model A learns parameters for a polynomial of degree 4 and model B learns parameters for a polynomial of degree 6. Wh

22、ich of these two models is likely to fit the test data better?Answer: Degree 6 polynomial. Since the model is a degree 5 polynomial and we have enough training data, the model we learn for a six degree polynomial will likely fit a very small coefficient for x6 . Thus, even though it is a six degree

23、polynomial it will actually behave in a very similar way to a fifth degree polynomial which is the correct model leading to better fit to the data.5、Input-dependent noise in regressionOrdinary least-squares regression is equivalent to assuming that each data point is generated according to a linear

24、function of the input plus zero-mean, constant-variance Gaussian noise. In many systems, however, the noise variance is itself a positive linear function of the input (which is assumed to be non-negative, i.e., x >= 0).a) Which of the following families of probability models correctly describes t

25、his situation in the univariate case? (Hint: only one of them does.)(iii) is correct. In a Gaussian distribution over y, the variance is determined by the coefficient of y2; so by replacing by , we get a variance that increases linearly with x. (Note also the change to the normalization “constant.”)

26、 (i) has quadratic dependence on x; (ii) does not change the variance at all, it just renames w1.b) Circle the plots in Figure 1 that could plausibly have been generated by some instance of the model family(ies) you chose.(ii) and (iii). (Note that (iii) works for .) (i) exhibits a large variance at

27、 x = 0, and the variance appears independent of x.c) True/False: Regression with input-dependent noise gives the same solution as ordinary regression for an infinite data set generated according to the corresponding model.True. In both cases the algorithm will recover the true underlying model.d) Fo

28、r the model you chose in part (a), write down the derivative of the negative log likelihood with respect to w1.二、 分类1. 产生式模型 vs. 判别式模型(a) points Your billionaire friend needs your help. She needs to classify job applications into good/bad categories, and also to detect job applicants who lie in thei

29、r applications using density estimation to detect outliers. To meet these needs, do you recommend using a discriminative or generative classifier? Why? final_sol_s07产生式模型因为要估计密度(b) points Your billionaire friend also wants to classify software applications to detect bug-prone applications using feat

30、ures of the source code. This pilot project only has a few applications to be used as training data, though. To create the most accurate classifier, do you recommend using a discriminative or generative classifier? Why?判别式模型样本数较少，通常用判别式模型直接分类效果会好些(d) points Finally, your billionaire friend also want

31、s to classify companies to decide which one to acquire. This project has lots of training data based on several decades of research. To create the most accurate classifier, do you recommend using a discriminative or generative classifier? Why?产生式模型样本数很多时，可以学习到正确的产生式模型2、logstic回归Figure 2: Log-probabi

32、lity of labels as a function of regularization parameter CHere we use a logistic regression model to solve a classification problem. In Figure 2, we have plotted the mean log-probability of labels in the training and test sets after having trained the classifier with quadratic regularization penalty

33、 and different values of the regularization parameter C.(1) In training a logistic regression model by maximizing the likelihood of the labels given the inputs we have multiple locally optimal solutions. (F)Answer: The log-probability of labels given examples implied by the logistic regression model

34、 is a concave (convex down) function with respect to the weights. The (only) locally optimal solution is also globally optimal(2) A stochastic gradient algorithm for training logistic regression models with a fixed learning rate will find the optimal setting of the weights exactly. （F）Answer: A fixe

35、d learning rate means that we are always taking a finite step towards improving the log-probability of any single training example in the update equation. Unless the examples are somehow “aligned”, we will continue jumping from side to side of the optimal solution, and will not be able to get arbitr

36、arily close to it. The learning rate has to approach to zero in the course of the updates for the weights to converge.(3) The average log-probability of training labels as in Figure 2 can never increase as we increase C. （T）Stronger regularization means more constraints on the solution and thusthe (

37、average) log-probability of the training examples can only get worse.(4) Explain why in Figure 2 the test log-probability of labels decreases for large values of C. As C increases, we give more weight to constraining the predictor, and thus give lessflexibility to fitting the training set. The incre

38、ased regularization guarantees that thetest performance gets closer to the training performance, but as we over-constrainour allowed predictors, we are not able to fit the training set at all, and although thetest performance is now very close to the training performance, both are low.(5) The log-pr

39、obability of labels in the test set would decrease for large values of C even if we had a large number of training examples. （T）The above argument still holds, but the value of C for which we will observe such a decrease will scale up with the number of examples.(6) Adding a quadratic regularization

40、 penalty for the parameters when estimating a logistic regression model ensures that some of the parameters (weights associated with the components of the input vectors) vanish.A regularization penalty for feature selection must have non-zero derivative at zero. Otherwise, the regularization has no

41、effect at zero, and weight will tend to be slightly non-zero, even when this does not improve the log-probabilities by much.3、正则化的Logstic回归This problem we will refer to the binary classification task depicted in Figure 1(a), which we attempt to solve with the simple linear logistic regression model(

42、for simplicity we do not use the bias parameter w0). The training data can be separated with zero training error - see line L1 in Figure 1(b) for instance.(a) The 2-dimensional data set used in Problem 2(b) The points can be separated by L1 (solid line). Possible other decision boundaries are shown

43、by L2;L3;L4. (1) Consider a regularization approach where we try to maximize for large C. Note that only w2 is penalized. Wed like to know which of the four lines in Figure 1(b) could arise as a result of such regularization. For each potential line L2, L3 or L4 determine whether it can result from

44、regularizing w2. If not, explain very briefly why not.L2: No. When we regularize w2, the resulting boundary can rely less on the value of x2 and therefore becomes more vertical. L2 here seems to be more horizontal than the unregularized solution so it cannot come as a result of penalizing w2L3: Yes.

45、 Here w22 is small relative to w12 (as evidenced by high slope), and even though it would assign a rather low log-probability to the observed labels, it could be forced by a large regularization parameter C.L4: No. For very large C, we get a boundary that is entirely vertical (line x1 = 0 or the x2

46、axis). L4 here is reflected across the x2 axis and represents a poorer solution than its counter part on the other side. For moderate regularization we have to get the best solution that we can construct while keeping w2 small. L4 is not the best and thus cannot come as a result of regularizing w2.(

47、2) If we change the form of regularization to one-norm (absolute value) and also regularize w1 we get the following penalized log-likelihoodConsider again the problem in Figure 1(a) and the same linear logistic regression model. As we increase the regularization parameter C which of the following sc

48、enarios do you expect to observe (choose only one):( x ) First w1 will become 0, then w2.( ) w1 and w2 will become zero simultaneously( ) First w2 will become 0, then w1.( ) None of the weights will become exactly zero, only smaller as C increasesThe data can be classified with zero training error a

49、nd therefore also with high log-probability by looking at the value of x2 alone, i.e. making w1 = 0. Initially we might prefer to have a non-zero value for w1 but it will go to zero rather quickly as we increase regularization. Note that we pay a regularization penalty for a non-zero value of w1 and

50、 if it doesnt help classification why would we pay the penalty? The absolute value regularization ensures that w1 will indeed go to exactly zero. As C increases further, even w2 will eventually become zero. We pay higher and higher cost for setting w2 to a non-zero value. Eventually this cost overwh

51、elms the gain from the log-probability of labels that we can achieve with a non-zero w2. Note that when w1 = w2 = 0, the log-probability of labels is a finite value nlog(0:5).1、 SVMFigure 4: Training set, maximum margin linear separator, and the support vectors (in bold).(1) What is the leave-one-ou

52、t cross-validation error estimate for maximum margin separation in figure 4? (we are asking for a number) （0）Based on the figure we can see that removing any single point would not chance the resulting maximum margin separator. Since all the points are initially classified correctly, the leave-one-o

53、ut error is zero.(2) We would expect the support vectors to remain the same in general as we move from a linear kernel to higher order polynomial kernels. (F)There are no guarantees that the support vectors remain the same. The feature vectors corresponding to polynomial kernels are non-linear funct

54、ions of the original input vectors and thus the support points for maximum margin separation in the feature space can be quite different.(3) Structural risk minimization is guaranteed to find the model (among those considered) with the lowest expected loss. （F）We are guaranteed to find only the mode

55、l with the lowest upper bound on the expected loss.(4) What is the VC-dimension of a mixture of two Gaussians model in the plane with equal covariance matrices? Why?A mixture of two Gaussians with equal covariance matrices has a linear decision boundary. Linear separators in the plane have VC-dim ex

56、actly 3.4、SVM对如下数据点进行分类：(a) Plot these six training points. Are the classes +, linearly separable?yes(b) Construct the weight vector of the maximum margin hyperplane by inspection and identify the support vectors.The maximum margin hyperplane should have a slope of 1 and should satisfy x1 = 3/2, x2

57、= 0.Therefore its equation is x1 + x2 = 3/2, and the weight vector is (1, 1)T .(c) If you remove one of the support vectors does the size of the optimal margin decrease, stay the same, or increase?In this specific dataset the optimal margin increases when we remove the support vectors (1, 0) or (1,

58、1) and stays the same when we remove the other two.(d) (Extra Credit) Is your answer to (c) also true for any dataset? Provide a counterexample or give a short proof.When we drop some constraints in a constrained maximization problem, we get an optimal value which is at least as good the previous one. It is