Foundations of Data Science1
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Data 8 Foundations of Data Science Fall 2019
Data 8. Foundations of Data Science. Fall 2019. Midterm Solutions. INSTRUCTIONS. • The exam is worth 100 points. You have 100 minutes to complete it. • The exam
Statistical Foundations of Data Science
textbook on the statistical foundations of data science as well as a research solutions to these challenges gave birth to a new disciplinary science data sci ...
Data 8 Foundations of Data Science Spring 2017
Complete the Python expressions below to compute each result. *** You must fit your solution into the lines and spaces provided to receive full credit. ***.
University of Edinburgh INFR11156: Algorithmic Foundations of
INFR11156: Algorithmic Foundations of Data Science (2019). Homework 2. Solutions. Problem 1: Suppose you want to estimate the unkown centre of the Gaussian in
Data 8 Foundations of Data Science Spring 2017
Data 8. Foundations of Data Science. Spring 2017. Midterm Solutions. INSTRUCTIONS. • You have 45 minutes to complete the exam. • The exam is closed book closed
CISE engagement in NSFs Big Ideas Harnessing the Data
communities in order to develop foundations of data science through integrated engineering problems and data science solutions. CISE Cognizant Program ...
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Data 8 Foundations of Data Science Spring 2017
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Foundations of Data Science1
to exercises online as it is important for students to work out solutions for themselves Foundations of Data Science. †. John Hopcroft and Ravindran ...
Foundations of Data Science1
14 May 2015 However the notes are in good enough shape to prepare lectures for a modern theoretical course in computer science. Please do not put solutions ...
Foundations of Data Science
27 Feb 2020 Foundations of Data Science. ?. Avrim Blum John Hopcroft
Statistical Foundations of Data Science
textbook on the statistical foundations of data science as well as a research 2.6.4 Ridge Regression Solution Path. 41. 2.6.5 Kernel Ridge Regression.
Foundations of Data Science1
to exercises online as it is important for students to work out solutions for Foundations of Data Science ... The solution is to generate a point each.
Data 8 Foundations of Data Science Fall 2019
16 Dec 2019 Foundations of Data Science. Fall 2019. Final Exam Solutions. INSTRUCTIONS. • The exam is worth 150 points. You have 170 minutes to complete ...
Statistical Foundations of Data Science
textbook on the statistical foundations of data science as well as a research solutions to these challenges gave birth to a new disciplinary science ...
Data 8 Foundations of Data Science Fall 2019
Foundations of Data Science. Fall 2019. Midterm Solutions. INSTRUCTIONS. • The exam is worth 100 points. You have 100 minutes to complete it.
Mathematical Foundations of Data Sciences
6 Sept 2021 (solution of PDEs approximation of functions)
COS 598 - Statistics Foundation of Data Science
Avrim Blum John Hopcroft
Foundations of Data Science
Avrim Blum, John Hopcroft, and Ravindran Kannan
Thursday 27
thFebruary, 2020 This material has been published by Cambridge University Press asFoundations of Data SciencebyAvrim Blum, John Hopcroft, and Ravi Kannan. This pre-publication version is free to view and download
for personal use only. Not for re-distribution, re-sale or use in derivative works. Please do not re-post
or mirror, instead link tohttp://ttic.edu/blum/book.pdf.cAvrim Blum, John Hopcroft, and Ravi
Kannan 2020.https://www.cambridge.org/9781108485067 1Contents
1 Introduction 9
2 High-Dimensional Space 12
2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
122.2 The Law of Large Numbers . . . . . . . . . . . . . . . . . . . . . . . . . .
122.3 The Geometry of High Dimensions . . . . . . . . . . . . . . . . . . . . . .
162.4 Properties of the Unit Ball . . . . . . . . . . . . . . . . . . . . . . . . . . .
172.4.1 Volume of the Unit Ball . . . . . . . . . . . . . . . . . . . . . . . .
172.4.2 Volume Near the Equator . . . . . . . . . . . . . . . . . . . . . . .
192.5 Generating Points Uniformly at Random from a Ball . . . . . . . . . . . .
222.6 Gaussians in High Dimension . . . . . . . . . . . . . . . . . . . . . . . . .
242.7 Random Projection and Johnson-Lindenstrauss Lemma . . . . . . . . . . .
252.8 Separating Gaussians . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
272.9 Fitting a Spherical Gaussian to Data . . . . . . . . . . . . . . . . . . . . .
292.10 Bibliographic Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
312.11 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
323 Best-Fit Subspaces and Singular Value Decomposition (SVD) 40
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
403.2 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
423.3 Singular Vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
433.4 Singular Value Decomposition (SVD) . . . . . . . . . . . . . . . . . . . . .
463.5 Best Rank-kApproximations . . . . . . . . . . . . . . . . . . . . . . . . .47
3.6 Left Singular Vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
493.7 Power Method for Singular Value Decomposition . . . . . . . . . . . . . . .
513.7.1 A Faster Method . . . . . . . . . . . . . . . . . . . . . . . . . . . .
523.8 Singular Vectors and Eigenvectors . . . . . . . . . . . . . . . . . . . . . . .
543.9 Applications of Singular Value Decomposition . . . . . . . . . . . . . . . .
543.9.1 Centering Data . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
543.9.2 Principal Component Analysis . . . . . . . . . . . . . . . . . . . . .
563.9.3 Clustering a Mixture of Spherical Gaussians . . . . . . . . . . . . .
573.9.4 Ranking Documents and Web Pages . . . . . . . . . . . . . . . . .
623.9.5 An Illustrative Application of SVD . . . . . . . . . . . . . . . . . .
633.9.6 An Application of SVD to a Discrete Optimization Problem . . . .
643.10 Bibliographic Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
663.11 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
684 Random Walks and Markov Chains 77
4.1 Stationary Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
814.2 Markov Chain Monte Carlo . . . . . . . . . . . . . . . . . . . . . . . . . .
824.2.1 Metropolis-Hasting Algorithm . . . . . . . . . . . . . . . . . . . . .
844.2.2 Gibbs Sampling . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
852
4.3 Areas and Volumes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .87
4.4 Convergence of Random Walks on Undirected Graphs . . . . . . . . . . . .
894.4.1 Using Normalized Conductance to Prove Convergence . . . . . . . .
954.5 Electrical Networks and Random Walks . . . . . . . . . . . . . . . . . . . .
984.6 Random Walks on Undirected Graphs with Unit Edge Weights . . . . . . .
1034.7 Random Walks in Euclidean Space . . . . . . . . . . . . . . . . . . . . . .
1104.8 The Web as a Markov Chain . . . . . . . . . . . . . . . . . . . . . . . . . .
1134.9 Bibliographic Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1174.10 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1195 Machine Learning 131
5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1315.2 The Perceptron Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . .
1325.3 Kernel Functions and Non-linearly Separable Data . . . . . . . . . . . . . .
1345.4 Generalizing to New Data . . . . . . . . . . . . . . . . . . . . . . . . . . .
1355.4.1 Overtting and Uniform Convergence . . . . . . . . . . . . . . . . .
1375.4.2 Occam's Razor . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1395.4.3 Regularization: Penalizing Complexity . . . . . . . . . . . . . . . .
1405.5 VC-Dimension . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1415.5.1 Denitions and Key Theorems . . . . . . . . . . . . . . . . . . . . .
1425.5.2 VC-Dimension of Some Set Systems . . . . . . . . . . . . . . . . .
1435.5.3 Shatter Function for Set Systems of Bounded VC-Dimension . . .
1455.5.4 VC-Dimension of Combinations of Concepts . . . . . . . . . . . . .
1475.5.5 The Key Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . .
1485.6 VC-dimension and Machine Learning . . . . . . . . . . . . . . . . . . . . .
1505.7 Other Measures of Complexity . . . . . . . . . . . . . . . . . . . . . . . . .
1515.8 Deep Learning . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1515.8.1 Generative Adversarial Networks (GANs) . . . . . . . . . . . . . . .
1575.9 Gradient Descent . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1595.9.1 Stochastic Gradient Descent . . . . . . . . . . . . . . . . . . . . . .
1615.9.2 Regularizer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1625.10 Online Learning . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1625.10.1 An Example: Learning Disjunctions . . . . . . . . . . . . . . . . . .
1635.10.2 The Halving Algorithm . . . . . . . . . . . . . . . . . . . . . . . . .
16 45.10.3 The Perceptron Algorithm . . . . . . . . . . . . . . . . . . . . . . .
1645.10.4 Inseparable Data and Hinge Loss . . . . . . . . . . . . . . . . . . .
1665.10.5 Online to Batch Conversion . . . . . . . . . . . . . . . . . . . . . .
1665.10.6 Combining (Sleeping) Expert Advice . . . . . . . . . . . . . . . . .
1685.11 Boosting . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1705.12 Further Current Directions . . . . . . . . . . . . . . . . . . . . . . . . . . .
1745.12.1 Semi-Supervised Learning . . . . . . . . . . . . . . . . . . . . . . .
1745.12.2 Active Learning . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1765.12.3 Multi-Task Learning . . . . . . . . . . . . . . . . . . . . . . . . . .
17 7 35.13 Bibliographic Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .177
5.14 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1796 Algorithms for Massive Data: Streaming, Sketching, and Sampling 186
6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
1866.2 Frequency Moments of Data Streams . . . . . . . . . . . . . . . . . . . . .
1876.2.1 Number of Distinct Elements in a Data Stream . . . . . . . . . . .
1886.2.2 Number of Occurrences of a Given Element. . . . . . . . . . . . . .
1926.2.3 Frequent Elements . . . . . . . . . . . . . . . . . . . . . . . . . . .
1926.2.4 The Second Moment . . . . . . . . . . . . . . . . . . . . . . . . . .
1946.3 Matrix Algorithms using Sampling . . . . . . . . . . . . . . . . . . . . . .
1976.3.1 Matrix Multiplication using Sampling . . . . . . . . . . . . . . . . .
1986.3.2 Implementing Length Squared Sampling in Two Passes . . . . . . .
2026.3.3 Sketch of a Large Matrix . . . . . . . . . . . . . . . . . . . . . . . .
2026.4 Sketches of Documents . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2066.5 Bibliographic Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2086.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2097 Clustering 213
7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2137.1.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2147.1.2 Two General Assumptions on the Form of Clusters . . . . . . . . .
2147.1.3 Spectral Clustering . . . . . . . . . . . . . . . . . . . . . . . . . . .
2167.2k-Means Clustering . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .216
7.2.1 A Maximum-Likelihood Motivation . . . . . . . . . . . . . . . . . .
2167.2.2 Structural Properties of thek-Means Objective . . . . . . . . . . .217
7.2.3 Lloyd's Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2187.2.4 Ward's Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2207.2.5k-Means Clustering on the Line . . . . . . . . . . . . . . . . . . . .220
7.3k-Center Clustering . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .220
7.4 Finding Low-Error Clusterings . . . . . . . . . . . . . . . . . . . . . . . . .
2217.5 Spectral Clustering . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2217.5.1 Why Project? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2227.5.2 The Algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2237.5.3 Means Separated by
(1) Standard Deviations . . . . . . . . . . . . 2247.5.4 Laplacians . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2267.5.5 Local spectral clustering . . . . . . . . . . . . . . . . . . . . . . . .
22 77.6 Approximation Stability . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2297.6.1 The Conceptual Idea . . . . . . . . . . . . . . . . . . . . . . . . . .
2297.6.2 Making this Formal . . . . . . . . . . . . . . . . . . . . . . . . . . .
2307.6.3 Algorithm and Analysis . . . . . . . . . . . . . . . . . . . . . . . .
2307.7 High-Density Clusters . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2327.7.1 Single Linkage . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
23 24
7.7.2 Robust Linkage . . . . . . . . . . . . . . . . . . . . . . . . . . . . .233
7.8 Kernel Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2347.9 Recursive Clustering Based on Sparse Cuts . . . . . . . . . . . . . . . . . .
2347.10 Dense Submatrices and Communities . . . . . . . . . . . . . . . . . . . . .
2357.11 Community Finding and Graph Partitioning . . . . . . . . . . . . . . . . .
2387.12 Spectral Clustering Applied to Social Networks . . . . . . . . . . . . . . .
2417.13 Bibliographic Notes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2447.14 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2458 Random Graphs 250
8.1 TheG(n;p) Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .250
8.1.1 Degree Distribution . . . . . . . . . . . . . . . . . . . . . . . . . . .
25 18.1.2 Existence of Triangles inG(n;d=n) . . . . . . . . . . . . . . . . . .255
8.2 Phase Transitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2588.3 Giant Component . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2698.3.1 Existence of a Giant Component . . . . . . . . . . . . . . . . . . .
2698.3.2 No Other Large Components . . . . . . . . . . . . . . . . . . . . .
2718.3.3 The Case ofp <1=n. . . . . . . . . . . . . . . . . . . . . . . . . .272
8.4 Cycles and Full Connectivity . . . . . . . . . . . . . . . . . . . . . . . . . .
2728.4.1 Emergence of Cycles . . . . . . . . . . . . . . . . . . . . . . . . . .
27 38.4.2 Full Connectivity . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2748.4.3 Threshold forO(lnn) Diameter . . . . . . . . . . . . . . . . . . . .276
8.5 Phase Transitions for Increasing Properties . . . . . . . . . . . . . . . . . .
2778.6 Branching Processes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2798.7 CNF-SAT . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
2858.7.1 SAT-solvers in practice . . . . . . . . . . . . . . . . . . . . . . . . .
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