Yuxuan Lin
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Artificial Intelligence UIUC CS 440

文章,AI 与机器学习 / 机器学习基础5 分钟阅读

Formula Sheet

Probability:

P(X=x)=Pr(X=x)P(X = x) = \text{Pr}(X = x) or P(X=x)=ddxPr(X≤x)P(X = x) = \frac{d}{dx} \text{Pr}(X \leq x)

P(X,Y)=P(X∣Y)P(Y)P(X, Y) = P(X|Y)P(Y) E[f(X,Y)]=∑x,yf(x,y)P(X=x,Y=y)E[f(X,Y)] = \sum_{x,y} f(x,y)P(X = x, Y = y)

MAP Decision:

f(x)=arg⁡max⁡yP(Y=y∣X=x)f(x) = \arg \max_{y} P(Y = y|X = x)

Bayes Error Rate:

E=∑xP(X=x)min⁡yP(Y=y∣X=x)E = \sum_{x} P(X = x) \min_{y} P(Y = y|X = x)

Precision:

Precision=P(Y=1∣f(X)=1)TP=TPTP+FP\text{Precision} = \frac{P(Y = 1|f(X) = 1)}{TP} = \frac{TP}{TP + FP}

Recall-Sensitivity:

Recall=P(f(X)=1∣Y=1)=TPTP+FN\text{Recall} = P(f(X) = 1|Y = 1) = \frac{TP}{TP + FN}

Specificity:

Specificity=P(f(X)=0∣Y=0)=TNTN+FP\text{Specificity} = P(f(X) = 0|Y = 0) = \frac{TN}{TN + FP}

Naive Bayes:

f(x)=arg⁡max⁡y[ln⁡P(Y=y)+∑i=1nln⁡P(W=wi∣Y=y)]f(x) = \arg \max_{y} \left[ \ln P(Y = y) + \sum_{i=1}^{n} \ln P(W = w_i|Y = y) \right]

Laplace Smoothing:

P(W=wi∣Y=y)=k+Count(wi,y)k+∑vCount(v,y)P(W = w_i|Y = y) = \frac{k + \text{Count}(w_i,y)}{k + \sum_{v} \text{Count}(v,y)}

HMM:

v1(j)=π(j)bj(x1)v_1(j) = \pi(j)b_j(x_1) vt(j)=max⁡v−1(i)aijbj(xt)v_t(j) = \max_{v-1} (i)a_{ij}b_j(x_t) ψt(j)=arg⁡max⁡v−1(i)aijbj(xt)\psi_t(j) = \arg \max_{v-1} (i)a_{ij}b_j(x_t) y∗(T)=arg⁡max⁡v(T)(i)y^*(T) = \arg \max_{v}(T)(i) y∗(t)=ψt+1(y∗(t+1))y^*(t) = \psi_{t+1}(y^*(t+1))

Demographic Parity:

P(f(X)∣A=1)=P(f(X)∣A=0)P(f(X)|A = 1) = P(f(X)|A = 0)

Equal Odds:

P(f(X)∣Y,A=1)=P(f(X)∣Y,A=0)P(f(X)|Y, A = 1) = P(f(X)|Y, A = 0)

Predictive Parity:

P(Y∣f(X),A=1)=P(Y∣f(X),A=0)P(Y|f(X), A = 1) = P(Y|f(X), A = 0)

Learning:

L=E[ℓ(Y,f(X))],ℓemp=1n∑i=1nℓ(yi,f(xi))\mathcal{L} = E[\ell(Y, f(X))], \ell_{\text{emp}} = \frac{1}{n} \sum_{i=1}^{n} \ell(y_i, f(x_i))

Linear Regression:

f(x)=wTx+bf(x) = w^T x + b L=1n∑i=1nLi,Li=12(ei2),ei=f(xi)−yi\mathcal{L} = \frac{1}{n} \sum_{i=1}^{n} \mathcal{L}_i, \mathcal{L}_i = \frac{1}{2} (e_i^2), e_i = f(x_i) - y_i

Linear Classifier:

f(x)=arg⁡max⁡(Wx+b)f(x) = \arg \max (Wx + b)

Perceptron:

wc={wc−ηxc=arg⁡max⁡(Wx+b)wc+ηxc=ywcotherwisew_c = \begin{cases} w_c - \eta x & c = \arg \max (Wx + b) \\ w_c + \eta x & c = y \\ w_c & \text{otherwise} \end{cases}

Softmax:

fc(x)=exp⁡(wcTx+bc)∑k=1Kexp⁡(wkTx+bk)as P(Y=c∣x)f_c(x) = \frac{\exp(w_c^T x + b_c)}{\sum_{k=1}^{K} \exp(w_k^T x + b_k)} \quad \text{as } P(Y = c|x)

Sigmoid:

σ(wTx+b)=11+e−(wTx+b)as P(Y=1∣x)\sigma(w^T x + b) = \frac{1}{1 + e^{-(w^T x + b)}} \quad \text{as } P(Y = 1|x)

Cross Entropy:

L=−ln⁡fy(x),∂L∂fc(x)={−1fy(x)c=y0otherwise\mathcal{L} = -\ln f_y(x), \quad \frac{\partial \mathcal{L}}{\partial f_c(x)} = \begin{cases} \frac{-1}{f_y(x)} & c = y \\ 0 & \text{otherwise} \end{cases}

SGD (Stochastic Gradient Descent):

wc=wc−η∂L∂wc={wc−η(fc(x)−1)xc=ywc−ηfc(x)xotherwisew_c = w_c - \eta \frac{\partial \mathcal{L}}{\partial w_c} = \begin{cases} w_c - \eta (f_c(x) - 1)x & c = y \\ w_c - \eta f_c(x)x & \text{otherwise} \end{cases}

Pinhole Camera:

x′=xz,y′=yz,f′=fzx' = \frac{x}{z}, \quad y' = \frac{y}{z}, \quad f' = \frac{f}{z}

Image Gradient:

hx(x′,y′)=h(x′+1,y′)−h(x′−1,y′)2h_x(x', y') = \frac{h(x' + 1, y') - h(x' - 1, y')}{2} hy(x′,y′)=h(x′,y′+1)−h(x′,y′−1)2h_y(x', y') = \frac{h(x', y' + 1) - h(x', y' - 1)}{2}

Convolution:

y[k,l]=∑i,jx[k−i,l−j]⋅h[i,j],∂h[i,j]∂x[k−i,l−j]y[k,l] = \sum_{i,j} x[k-i,l-j] \cdot h[i,j], \quad \frac{\partial h[i,j]}{\partial x[k-i,l-j]}

Max Pooling:

z[m]=max⁡{y[k]∣(m−1)p+1≤k≤mp},∂z[m]∂y[j]={1j=arg⁡max⁡{y[k]}0otherwisez[m] = \max \{ y[k] | (m-1)p+1 \leq k \leq mp \}, \quad \frac{\partial z[m]}{\partial y[j]} = \begin{cases} 1 & j = \arg \max \{ y[k] \} \\ 0 & \text{otherwise} \end{cases}

Admissible:

h(n)≤h(n)h(n) \leq h(n)

Consistent:

h(n)−h(m)≤h(n,m)h(n) - h(m) \leq h(n,m)

Value Iteration:

ui(s)=r(s)+γmax⁡a∑s′P(s′∣s,a)ui−1(s′)u_i(s) = r(s) + \gamma \max_a \sum_{s'} P(s'|s, a)u_{i-1}(s')

Policy Evaluation:

ut(s)=r(s)+γ∑s′P(s′∣s,t)ut(s′)u_t(s) = r(s) + \gamma \sum_{s'} P(s'|s, t)u_t(s')

Policy Improvement:

πt+1(s)=arg⁡max⁡a∑s′P(s′∣s,a)ut(s′)\pi_{t+1}(s) = \arg \max_a \sum_{s'} P(s'|s, a)u_t(s')

Alpha-Beta Max Node:

v=max⁡child(v,child);α=max⁡(α,child)v = \max_{\text{child}}(v, \text{child}); \quad \alpha = \max(\alpha, \text{child})

Alpha-Beta Min Node:

v=min⁡child(v,child);β=min⁡(β,child)v = \min_{\text{child}}(v, \text{child}); \quad \beta = \min(\beta, \text{child})

Expectiminimax:

u(s)={max⁡a∑s′P(s′∣a,u(s′))s∈max statesmin⁡a∑s′P(s′∣a,u(s′))s∈min statesu(s) = \begin{cases} \max_a \sum_{s'} P(s'|a, u(s')) & s \in \text{max states} \\ \min_a \sum_{s'} P(s'|a, u(s')) & s \in \text{min states} \end{cases}

Mixed Nash Equilibrium:

P(A=0)=0.80.0,P(A=1)=1.01.0,P(B=0)=1.01.0,P(B=1)=1.01.0P(A = 0) = \frac{0.8}{0.0}, P(A = 1) = \frac{1.0}{1.0}, P(B = 0) = \frac{1.0}{1.0}, P(B = 1) = \frac{1.0}{1.0}

Unification:

S:{Tp,Vp}→{Tv,Vv} such that S(P)=S(Q)=U\mathcal{S}: \{T_p, V_p\} \rightarrow \{T_v, V_v\} \text{ such that } S(P) = S(Q) = U

CBOW Generative:

L=−1T∑t=1T∑c≠0ln⁡exp⁡(vTv′)∑exp⁡(vTv+j′)\mathcal{L} = -\frac{1}{T} \sum_{t=1}^T \sum_{c \neq 0} \ln \frac{\exp(v'_{T_v})}{\sum \exp(v'_{T_v+j})}

Skip-gram Contrastive:

L=−1T∑t=1T(∑v∈Vst(w)ln⁡11+e−v′+∑v∈Vst(w)ln⁡11+ev′)\mathcal{L} = -\frac{1}{T} \sum_{t=1}^T \left( \sum_{v \in V_{s_t}(w)} \ln \frac{1}{1+e^{-v'}} + \sum_{v \in V_{s_t}(w)} \ln \frac{1}{1+e^{v'}} \right)

Transformer:

ct=∑sα(t,s)Vsc_t = \sum_{s} \alpha(t, s)V_s

Attention:

α(t,s)=exp⁡(qt′ks)∑sexp⁡(qt′ks)\alpha(t, s) = \frac{\exp(q_t' k_s)}{\sum_s \exp(q_t' k_s)}

Model-based Learning:

P(St+1∣st,a)=Count(st,a,St+1)+k∑sCount(st,a,s′)+kP(S_{t+1}|s_t, a) = \frac{\text{Count}(s_t, a, S_{t+1}) + k}{\sum_s \text{Count}(s_t, a, s') + k}

On-policy learning:

Wa←Wa+η∇Wln⁡P(St+1∣st,a)W_a \leftarrow W_a + \eta \nabla_W \ln P(S_{t+1}|s_t, a)

Off-policy learning:

W←W+η∇Wln⁡P(St+1∣st,a)W \leftarrow W + \eta \nabla_W \ln P(S_{t+1}|s_t, a)

Epsilon-first:

Nfirst=1ϵN_{\text{first}} = \frac{1}{\epsilon}

Epsilon-greedy:

If z≤ϵ then explore,z∈(0,1)\text{If } z \leq \epsilon \text{ then explore,} z \in (0, 1)

TD-learning:

qlocal(st,a)=rt+γmax⁡a′q(st+1,a′)q_{\text{local}}(s_t, a) = r_t + \gamma \max_{a'} q(s_{t+1}, a')

SARSA:

qlocal(st,a)=rt+γq(st+1,a+1)q_{\text{local}}(s_t, a) = r_t + \gamma q(s_{t+1}, a+1)

Q-learning:

qt+1(st,a)=q(st,a)+η[γq(st+1,a)−q(st,a)]q_{t+1}(s_t, a) = q(s_t, a) + \eta \left[ \gamma q(s_{t+1}, a) - q(s_t, a) \right]

Deep Q:

θt+1=θt−η12δ2(q(st,a)−qlocal(st,a))2\theta_{t+1} = \theta_t - \eta \frac{1}{2} \delta^2 (q(s_t, a) - q_{\text{local}}(s_t, a))^2

Policy Gradient:

∂U(s)∂θ=E[∂P(τ)∂θ∂ln⁡P(τ)∂θv(τ)]=E[∂ln⁡P(τ)∂θv(τ)]\frac{\partial U(s)}{\partial \theta} = \mathbb{E} \left[ \frac{\partial P(\tau)}{\partial \theta} \frac{\partial \ln P(\tau)}{\partial \theta} v(\tau) \right] = \mathbb{E} \left[ \frac{\partial \ln P(\tau)}{\partial \theta} v(\tau) \right]

Standard Error:

M=1n∑i=1nYi,stdev(M)=σnM = \frac{1}{n} \sum_{i=1}^n Y_i, \quad \text{stdev}(M) = \frac{\sigma}{\sqrt{n}}