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-rw-r--r--figs/fit_basis_poly.pdfbin16699 -> 16699 bytes
-rw-r--r--figs/fit_bias-variance2_poly.pdfbin0 -> 6185 bytes
-rw-r--r--figs/fit_bias-variance_poly.pdfbin5618 -> 5618 bytes
-rw-r--r--figs/fit_data.pdfbin10408 -> 10408 bytes
-rw-r--r--figs/fit_data_truth.pdfbin13026 -> 13026 bytes
-rw-r--r--figs/fit_goodfit_poly.pdfbin12601 -> 12601 bytes
-rw-r--r--figs/fit_overfit_poly.pdfbin16252 -> 16252 bytes
-rw-r--r--figs/fit_overparamfit_poly.pdfbin0 -> 21816 bytes
-rw-r--r--figs/fit_truth.pdfbin7720 -> 7720 bytes
-rw-r--r--figs/fit_underfit_poly.pdfbin10837 -> 10837 bytes
-rw-r--r--fits.nb3045
-rw-r--r--ictp-saifr_colloquium.tex150
-rw-r--r--poly_fits.dat2
13 files changed, 2962 insertions, 235 deletions
diff --git a/figs/fit_basis_poly.pdf b/figs/fit_basis_poly.pdf
index 0661768..ca6b718 100644
--- a/figs/fit_basis_poly.pdf
+++ b/figs/fit_basis_poly.pdf
Binary files differ
diff --git a/figs/fit_bias-variance2_poly.pdf b/figs/fit_bias-variance2_poly.pdf
new file mode 100644
index 0000000..a1b6bb1
--- /dev/null
+++ b/figs/fit_bias-variance2_poly.pdf
Binary files differ
diff --git a/figs/fit_bias-variance_poly.pdf b/figs/fit_bias-variance_poly.pdf
index dfc460f..8e32d2f 100644
--- a/figs/fit_bias-variance_poly.pdf
+++ b/figs/fit_bias-variance_poly.pdf
Binary files differ
diff --git a/figs/fit_data.pdf b/figs/fit_data.pdf
index a6ff16c..ce8eecb 100644
--- a/figs/fit_data.pdf
+++ b/figs/fit_data.pdf
Binary files differ
diff --git a/figs/fit_data_truth.pdf b/figs/fit_data_truth.pdf
index 665355b..077186e 100644
--- a/figs/fit_data_truth.pdf
+++ b/figs/fit_data_truth.pdf
Binary files differ
diff --git a/figs/fit_goodfit_poly.pdf b/figs/fit_goodfit_poly.pdf
index eeef962..c3f0a4e 100644
--- a/figs/fit_goodfit_poly.pdf
+++ b/figs/fit_goodfit_poly.pdf
Binary files differ
diff --git a/figs/fit_overfit_poly.pdf b/figs/fit_overfit_poly.pdf
index cd840cb..96812ee 100644
--- a/figs/fit_overfit_poly.pdf
+++ b/figs/fit_overfit_poly.pdf
Binary files differ
diff --git a/figs/fit_overparamfit_poly.pdf b/figs/fit_overparamfit_poly.pdf
new file mode 100644
index 0000000..367fd79
--- /dev/null
+++ b/figs/fit_overparamfit_poly.pdf
Binary files differ
diff --git a/figs/fit_truth.pdf b/figs/fit_truth.pdf
index d22a512..8ad7aab 100644
--- a/figs/fit_truth.pdf
+++ b/figs/fit_truth.pdf
Binary files differ
diff --git a/figs/fit_underfit_poly.pdf b/figs/fit_underfit_poly.pdf
index 2253ade..68ab5d2 100644
--- a/figs/fit_underfit_poly.pdf
+++ b/figs/fit_underfit_poly.pdf
Binary files differ
diff --git a/fits.nb b/fits.nb
index c9f851f..aa28e7a 100644
--- a/fits.nb
+++ b/fits.nb
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diff --git a/ictp-saifr_colloquium.tex b/ictp-saifr_colloquium.tex
index 2d621f2..dc152f8 100644
--- a/ictp-saifr_colloquium.tex
+++ b/ictp-saifr_colloquium.tex
@@ -227,7 +227,7 @@
\frametitle{Machine learning is just curve fitting}
\begin{columns}
- \begin{column}{0.8\textwidth}
+ \begin{column}{0.9\textwidth}
Number of data points $M$ is big: all images on the internet
\medskip
@@ -243,15 +243,157 @@
\medskip
- $\chi^2(\pmb a\mid\text{data})$ is called \emph{cost} or \emph{objective function}
+ $\chi^2(\pmb a\mid\text{data})$ is called the \emph{cost} or \emph{loss function}
\medskip
- $\chi^2(\pmb a^*\mid\text{data})$ is call the \emph{training error}
+ $\chi^2(\pmb a^*\mid\text{data})$ is called the \emph{training error}
\medskip
- MSE is called \emph{test} or \emph{generalization error}
+ MSE is called the \emph{test} or \emph{generalization error}
+
+ \bigskip
+
+ \textbf{BUT:} machine learning uses many more parameters $N$ than data points $M$
+ \end{column}
+ \end{columns}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Curve fitting: the bad, the good, the ugly, and the weird}
+ \begin{columns}
+ \begin{column}{0.25\textwidth}
+ \centering
+ $M=40$, $N=2$
+
+ \bigskip
+
+ \includegraphics[width=\columnwidth]{figs/fit_underfit_poly.pdf}
+
+ \bigskip
+
+ Underfit
+
+ \smallskip
+
+ $\chi^2$ is large
+
+ \smallskip
+
+ Best fit has \emph{high bias} \phantom{variance}
+ \end{column}
+ \begin{column}{0.25\textwidth}
+ \centering
+ $M=40$, $N=7$
+
+ \bigskip
+
+ \includegraphics[width=\columnwidth]{figs/fit_goodfit_poly.pdf}
+
+ \bigskip
+
+ Good fit!
+
+ \smallskip
+
+ $\chi^2$ is moderate
+
+ \smallskip
+
+ Best fit has \emph{low variance} and \emph{low bias}
+ \end{column}
+ \begin{column}{0.25\textwidth}
+ \centering
+ $M=40$, $N=40$
+
+ \bigskip
+
+ \includegraphics[width=\columnwidth]{figs/fit_overfit_poly.pdf}
+
+ \bigskip
+
+ Overfit
+
+ \smallskip
+
+ $\chi^2$ is zero
+
+ \smallskip
+
+ Best fit has \emph{high variance}
+ \end{column}
+ \begin{column}{0.25\textwidth}
+ \centering
+ $M=40$, $N=80$
+
+ \bigskip
+
+ \includegraphics[width=\columnwidth]{figs/fit_overparamfit_poly.pdf}
+
+ \bigskip
+
+ Good fit?
+
+ \smallskip
+
+ $\chi^2$ is zero
+
+ \smallskip
+
+ Best fit has \emph{low variance} and \emph{low bias}
+ \end{column}
+ \end{columns}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Curve fitting: the bad, the good, the ugly, and the weird}
+
+ \begin{columns}
+ \begin{column}{0.5\textwidth}
+ \centering
+ $M=40$, $N=80$
+
+ \bigskip
+
+ \includegraphics[width=\columnwidth]{figs/fit_overparamfit_poly.pdf}
+ \end{column}
+ \begin{column}{0.5\textwidth}
+ \centering
+ \includegraphics[width=\textwidth]{figs/fit_bias-variance2_poly.pdf}
+
+ \bigskip
+
+ Bias--variance trade-off is blown up!
+ \end{column}
+ \end{columns}
+\end{frame}
+
+\begin{frame}
+ \frametitle{Overparamaterized curve fitting}
+ \begin{columns}
+ \begin{column}{0.5\textwidth}
+ Underparameterized fitting ($M>N$) has a unique minimizing solution
+
+ \medskip
+
+ Overparameterized fits are not unique: $M$ constraints
+ \[
+ 0=y_i-\hat f(x_i\mid\pmb a)\qquad\text{for all $1\leq i\leq M$}
+ \]
+ plus $N$ unknowns $\pmb a=[a_1,\ldots, a_N]$ gives a manifold of $N-M$ dimensions
+
+ \medskip
+
+ What leads to the `good' solutions instead of `bad' ones?
+ \end{column}
+ \begin{column}{0.5\textwidth}
+ \centering
+ $M=40$, $N=80$
+
+ \bigskip
+
+ \includegraphics[width=\columnwidth]{figs/fit_overparamfit_poly.pdf}
\end{column}
\end{columns}
\end{frame}
diff --git a/poly_fits.dat b/poly_fits.dat
index 8b24681..c852533 100644
--- a/poly_fits.dat
+++ b/poly_fits.dat
@@ -148,3 +148,5 @@
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