There is, I think, something ethereal about i —the square root of minus one. I remember first hearing about it at school. It seemed an odd beast at that time—an intruder hovering on the edge of reality.

Usually familiarity dulls this sense of the bizarre, but in the case of i it was the reverse: over the years the sense of its surreal nature intensified. It seemed that it was impossible to write mathematics that described the real world in …

I and i

Machine Learning is the study of methods for programming computers to learn. Computers are applied to a wide range of tasks, and for most of these it is relatively easy for programmers to design and implement the necessary software. However, there are many tasks for which this is difficult or impossible. These can be divided into four general categories. First, there are problems for which there exist no human experts. For example, in modern automated manufacturing facilities, there is a need to predict machine failures before they occur by analyzing sensor readings. Because the machines are new, there are no human experts who can be interviewed by a programmer to provide the knowledge necessary to build a computer system. A machine learning system can study recorded data and subsequent machine failures and learn prediction rules. Second, there are problems where human experts exist, but where they are unable to explain their expertise. This is the case in many perceptual tasks, such as speech recognition, hand-writing recognition, and natural language understanding. Virtually all humans exhibit expert-level abilities on these tasks, but none of them can describe the detailed steps that they follow as they perform them. Fortunately, humans can provide machines with examples of the inputs and correct outputs for these tasks, so machine learning algorithms can learn to map the inputs to the outputs. Third, there are problems where phenomena are changing rapidly. In finance, for example, people would like to predict the future behavior of the stock market, of consumer purchases, or of exchange rates. These behaviors change frequently, so that even if a programmer could construct a good predictive computer program, it would need to be rewritten frequently. A learning program can relieve the programmer of this burden by constantly modifying and tuning a set of learned prediction rules. Fourth, there are applications that need to be customized for each computer user separately. Consider, for example, a program to filter unwanted electronic mail messages. Different users will need different filters. It is unreasonable to expect each user to program his or her own rules, and it is infeasible to provide every user with a software engineer to keep the rules up-to-date. A machine learning system can learn which mail messages the user rejects and maintain the filtering rules automatically. Machine learning addresses many of the same research questions as the fields of statistics, data mining, and psychology, but with differences of emphasis. Statistics focuses on understanding the phenomena that have generated the data, often with the goal of testing different hypotheses about those phenomena. Data mining seeks to find patterns in the data that are understandable by people. Psychological studies of human learning aspire to understand the mechanisms underlying the various learning behaviors exhibited by people (concept learning, skill acquisition, strategy change, etc.).

Machine learning

Today's Web-enabled deluge of electronic data calls for automated methods of data analysis. Machine learning provides these, developing methods that can automatically detect patterns in data and then use the uncovered patterns to predict future data. This textbook offers a comprehensive and self-contained introduction to the field of machine learning, based on a unified, probabilistic approach. The coverage combines breadth and depth, offering necessary background material on such topics as probability, optimization, and linear algebra as well as discussion of recent developments in the field, including conditional random fields, L1 regularization, and deep learning. The book is written in an informal, accessible style, complete with pseudo-code for the most important algorithms. All topics are copiously illustrated with color images and worked examples drawn from such application domains as biology, text processing, computer vision, and robotics. Rather than providing a cookbook of different heuristic methods, the book stresses a principled model-based approach, often using the language of graphical models to specify models in a concise and intuitive way. Almost all the models described have been implemented in a MATLAB software package--PMTK (probabilistic modeling toolkit)--that is freely available online. The book is suitable for upper-level undergraduates with an introductory-level college math background and beginning graduate students.

Machine Learning : A Probabilistic Perspective

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Modern Applied Statistics With S

Amazon’s Mechanical Turk is an online labor market where requesters post jobs and workers choose which jobs to do for pay. The central purpose of this paper is to demonstrate how to use this website for conducting behavioral research and lower the barrier to entry for researchers who could beneﬁt from this platform. We describe general techniques that apply to a variety of types of research and experiments across disciplines. We begin by discussing some of the advantages of doing experiments on Mechanical Turk, such as easy access to a large, stable, and diverse subject pool, the low cost of doing experiments and faster iteration between developing theory and executing experiments. We will discuss how the behavior of workers compares to experts and to laboratory subjects. Then, we illustrate the mechanics of putting a task on Mechanical Turk including recruiting subjects, executing the task, and reviewing the work that was submitted. We also provide solutions to common problems that a researcher might face when executing their research on this platform including techniques for conducting synchronous experiments, methods to ensure high quality work, how to keep data private, and how to maintain code security.

https://papers.ssrn.com/sol3/Delivery.cfm/SSRN_ID1798687_code1554670.pdf?abstractid=1691163&mirid=1&type=2

Conducting Behavioral Research on Amazon's Mechanical Turk

Information retrieval (IR) researchers commonly use three tests of statistical significance: the Student's paired t-test, the Wilcoxon signed rank test, and the sign test. Other researchers have previously proposed using both the bootstrap and Fisher's randomization (permutation) test as non-parametric significance tests for IR but these tests have seen little use. For each of these five tests, we took the ad-hoc retrieval runs submitted to TRECs 3 and 5-8, and for each pair of runs, we measured the statistical significance of the difference in their mean average precision. We discovered that there is little practical difference between the randomization, bootstrap, and t tests. Both the Wilcoxon and sign test have a poor ability to detect significance and have the potential to lead to false detections of significance. The Wilcoxon and sign tests are simplified variants of the randomization test and their use should be discontinued for measuring the significance of a difference between means.

/pdf/a-comparison-of-statistical-significance-tests-for-7pu4t52tbf.pdf

A comparison of statistical significance tests for information retrieval evaluation

Accurate estimation of information retrieval evaluation metrics such as average precision require large sets of relevance judgments. Building sets large enough for evaluation of real-world implementations is at best inefficient, at worst infeasible. In this work we link evaluation with test collection construction to gain an understanding of the minimal judging effort that must be done to have high confidence in the outcome of an evaluation. A new way of looking at average precision leads to a natural algorithm for selecting documents to judge and allows us to estimate the degree of confidence by defining a distribution over possible document judgments. A study with annotators shows that this method can be used by a small group of researchers to rank a set of systems in under three hours with 95% confidence. Information retrieval metrics such as average precision require large sets of relevance judgments to be accurately estimated. Building these sets is infeasible and often inefficient for many real-world retrieval implementations. We present a new way of looking at average precision that allows us to estimate the confidence in an evaluation based on the size of the test collection. We use this to build an algorithm for selecting the best documents to judge to have maximum confidence in an evaluation with a minimal number of relevance judgments. A study with annotators shows how the algorithm can be used by a small group of researchers to quickly rank a set of systems with 95% confidence.

/pdf/minimal-test-collections-for-retrieval-evaluation-2iqjrlmbh4.pdf

Minimal test collections for retrieval evaluation

Information retrieval systems have traditionally been evaluated over absolute judgments of relevance: each document is judged for relevance on its own, independent of other documents that may be on topic. We hypothesize that preference judgments of the form "document A is more relevant than document B" are easier for assessors to make than absolute judgments, and provide evidence for our hypothesis through a study with assessors. We then investigate methods to evaluate search engines using preference judgments. Furthermore, we show that by using inferences and clever selection of pairs to judge, we need not compare all pairs of documents in order to apply evaluation methods.

/pdf/here-or-there-preference-judgments-for-relevance-15ejg3wddo.pdf

Here or there: preference judgments for relevance

: The Million Query (1MQ) track ran for the second time in TREC 2008. The track is designed to serve two purposes: first, it is an exploration of ad-hoc retrieval over a large set of queries and a large collection of documents; second, it investigates questions of system evaluation, in particular whether it is better to evaluate using many shallow judgments or fewer thorough judgments. As with the 2007 track [ACA+07], participants ran 10,000 queries against a collection of 25 million documents. The 2008 track differed in the following ways: 1. Queries were assigned to one of four categories. 2. Each query was assigned a target of 8, 16, 32, 64, or 128 judgments. 3. Assessors could judge documents \not relevant but reasonable". Section 1 describes how the corpus and queries were selected, the query classes, details of the submission formats, and a brief description of each submitted run. Section 2 provides an overview of the judging process, including a sketch of how it alternated between two methods for selecting the small set of documents to be judged. Sections 3.1 and 3.2 provide an overview of those two selection methods, developed at UMass and NEU, respectively. In Section 4 we present statistics collected during the judging process, including the total number of queries judged, how many judgments were served by each approach, and so on, along with the overall results of the track. We present additional results and analysis in Section 5.

/pdf/million-query-track-2008-overview-5hdy8vk3yg.pdf

Million Query Track 2008 Overview

We propose a model that leverages the millions of clicks received by web search engines to predict document relevance. This allows the comparison of ranking functions when clicks are available but complete relevance judgments are not. After an initial training phase using a set of relevance judgments paired with click data, we show that our model can predict the relevance score of documents that have not been judged. These predictions can be used to evaluate the performance of a search engine, using our novel formalization of the confidence of the standard evaluation metric discounted cumulative gain (DCG), so comparisons can be made across time and datasets. This contrasts with previous methods which can provide only pair-wise relevance judgments between results shown for the same query. When no relevance judgments are available, we can identify the better of two ranked lists up to 82% of the time, and with only two relevance judgments for each query, we can identify the better ranking up to 94% of the time. While our experiments are on sponsored search results, which is the financial backbone of web search, our method is general enough to be applicable to algorithmic web search results as well. Furthermore, we give an algorithm to guide the selection of additional documents to judge to improve confidence.

/pdf/evaluating-search-engines-by-modeling-the-relationship-4oz87miagv.pdf

Ben Carterette

Papers

A comparison of statistical significance tests for information retrieval evaluation

Minimal test collections for retrieval evaluation

Here or there: preference judgments for relevance

Million Query Track 2008 Overview

Evaluating Search Engines by Modeling the Relationship Between Relevance and Clicks