# The Only AI Textbook Elon Musk Recommends (Deep Learning by Ian Goodfellow Summary)

"Written by three experts in the field, Deep Learning is the only comprehensive book on the subject." — Elon Musk

"Written by three experts in the field, *Deep Learning *is the only comprehensive book on the subject." — Elon Musk

This book made such a significant impact on Satya Nadella, the CEO of Microsoft, that he hired the co-author Yoshua Bengio.

### Reading Guide

This book is for ML researchers and software engineers. Published in 2016, it’s still the best book on the subject.

- Part I (chapters 1-5) introduces basic mathematical tools and machine learning concepts. This summary covers this.
- Part II (chapters 6-9) describes the most established deep learning algorithms that are essentially solved technologies. The next summary with cover this.
- Part III (chapters 10-20) describes more speculative ideas that are widely believed to be important for future research in deep learning. (Skip these chapters.)

**Chapter 1**

**Introduction**

When programmable computers were first conceived, people wondered whether they might become intelligent, over a hundred years before one was built (Lovelace, 1842).

This solution is to allow computers to learn from experience and understand the world in terms of a hierarchy of concepts, with each concept defined in terms of its relation to simpler concepts. By gathering knowledge from experience, this approach avoids the need for human operators to formally specify all of the knowledge that the computer needs. **The hierarchy of concepts allows the computer to learn complicated concepts by building them out of simpler ones.** If we draw a graph showing how these concepts are built on top of each other, the graph is deep, with many layers. For this reason, we call this approach to AI deep learning.

Ironically, abstract and formal tasks that are among the most difficult mental undertakings for a human being are among the easiest for a computer. Computers have long been able to defeat even the best human chess player, but are only recently matching some of the abilities of average human beings to recognize objects or speech. A person’s everyday life requires an immense amount of knowledge about the world. Much of this knowledge is subjective and intuitive, and therefore difficult to articulate in a formal way. Computers need to capture this same knowledge in order to behave in an intelligent way. One of the key challenges in artificial intelligence is how to get this informal knowledge into a computer.

The difficulties faced by systems relying on hard-coded knowledge suggest that AI systems need the ability to acquire their own knowledge, by extracting patterns from raw data. This capability is known as machine learning

A simple machine learning algorithm called naive Bayes can separate legitimate e-mail from spam e-mail.

When analyzing a speech recording, the factors of variation include the speaker’s age, their sex, their accent and the words that they are speaking. When analyzing an image of a car, the factors of variation include the position of the car, its color, and the angle and brightness of the sun.

A major source of difficulty in many real-world artificial intelligence applications is that many of the factors of variation influence every single piece of data we are able to observe. The individual pixels in an image of a red car might be very close to black at night. The shape of the car’s silhouette depends on the viewing angle. Most applications require us to disentangle the factors of variation and discard the ones that we do not care about.

Deep learning solves this central problem in representation learning by introducing representations that are expressed in terms of other, simpler representations. **Deep learning allows the computer to build complex concepts out of simpler concepts.**

It is difficult for a computer to understand the meaning of raw sensory input data, such as this image represented as a collection of pixel values. The function mapping from a set of pixels to an object identity is very complicated. Learning or evaluating this mapping seems insurmountable if tackled directly. Deep learning resolves this difficulty by breaking the desired complicated mapping into a series of nested simple mappings, each described by a different layer of the model. The input is presented at the visible layer, so named because it contains the variables that we are able to observe. Then a series of hidden layers extracts increasingly abstract features from the image. These layers are called “hidden” because their values are not given in the data; instead the model must determine which concepts are useful for explaining the relationships in the observed data. The images here are visualizations of the kind of feature represented by each hidden unit. Given the pixels, the first layer can easily identify edges, by comparing the brightness of neighboring pixels. Given the first hidden layer’s description of the edges, the second hidden layer can easily search for corners and extended contours, which are recognizable as collections of edges. Given the second hidden layer’s description of the image in terms of corners and contours, the third hidden layer can detect entire parts of specific objects, by finding specific collections of contours and corners. Finally, this description of the image in terms of the object parts it contains can be used to recognize the objects present in the image.

There are two main ways of measuring the depth of a model. The first view is based on the number of sequential instructions that must be executed to evaluate the architecture. We can think of this as the length of the longest path through a flow chart that describes how to compute each of the model’s outputs given its inputs. Just as two equivalent computer programs will have different lengths depending on which language the program is written in, the same function may be drawn as a flowchart with different depths depending on which functions we allow to be used as individual steps in the flowchart.

“Another approach, used by deep probabilistic models, regards the depth of a model as being not the depth of the computational graph but the depth of the graph describing how concepts are related to each other.”

For example, an AI system observing an image of a face with one eye in shadow may initially only see one eye. After detecting that a face is present, it can then infer that a second eye is probably present as well. In this case, the graph of concepts only includes two layers—a layer for eyes and a layer for faces—but the graph of computations includes 2n layers if we refine our estimate of each concept given the other n times.

Deep learning can safely be regarded as the study of models that either involve a greater amount of composition of learned functions or learned concepts than traditional machine learning does.

**To summarize, deep learning, the subject of this book, is an approach to AI. Specifically, it is a type of machine learning, a technique that allows computer systems to improve with experience and data. According to the authors of this book, machine learning is the only viable approach to building AI systems that can operate in complicated, real-world environments. Deep learning is a particular kind of machine learning that achieves great power and flexibility by learning to represent the world as a nested hierarchy of concepts, with each concept defined in relation to simpler concepts, and more abstract representations computed in terms of less abstract ones.**

Deep learning dates back to the 1940s. Deep learning only appears to be new, because it was relatively unpopular for several years preceding its current popularity, and because it has gone through many different names, and has only recently become called “deep learning.”

Broadly speaking, there have been three waves of development of deep learning: deep learning known as cybernetics in the 1940s-1960s, deep learning known as connectionism in the 1980s-1990s, and the current resurgence under the name deep learning beginning in 2006.

The training algorithm used to adapt the weights of the ADA-LINE was a special case of an algorithm called stochastic gradient descent. Slightly modified versions of the stochastic gradient descent algorithm remain the dominant training algorithms for deep learning models today.

Today, neuroscience is regarded as an important source of inspiration for deep learning researchers, but it is no longer the predominant guide for the field.

The main reason for the diminished role of neuroscience in deep learning research today is that we simply do not have enough information about the brain to use it as a guide. To obtain a deep understanding of the actual algorithms used by the brain, we would need to be able to monitor the activity of (at the very least) thousands of interconnected neurons simultaneously. Because we are not able to do this, we are far from understanding even some of the most simple and well-studied parts of the brain.

Neuroscience has given us a reason to hope that a single deep learning algorithm can solve many different tasks. Neuroscientists have found that ferrets can learn to “see” with the auditory processing region of their brain if their brains are rewired to send visual signals to that area (Von Melchner et al., 2000). This suggests that much of the mammalian brain might use a single algorithm to solve most of the different tasks that the brain solves.

One should not view deep learning as an attempt to simulate the brain. Modern deep learning draws inspiration from many fields, especially applied math fundamentals like linear algebra, probability, information theory, and numerical optimization.

The third wave of neural networks research began with a breakthrough in 2006. Geoffrey Hinton showed that a kind of neural network called a deep belief network could be efficiently trained using a strategy called greedy layer-wise pretraining.

It is true that some skill is required to get good performance from a deep learning algorithm. Fortunately, the amount of skill required reduces as the amount of training data increases.

As more and more of our activities take place on computers, more and more of what we do is recorded. As our computers are increasingly networked together, it becomes easier to centralize these records and curate them into a dataset appropriate for machine learning applications.

**As of 2016, a rough rule of thumb is that a supervised deep learning algorithm will generally achieve acceptable performance with around 5,000 labeled examples per category, and will match or exceed human performance when trained with a dataset containing at least 10 million labeled examples.**

Working successfully with datasets smaller than this is an important research area, focusing in particular on how we can take advantage of large quantities of unlabeled examples, with unsupervised or semi-supervised learning.

**Unless new technologies allow faster scaling, artificial neural networks will not have the same number of neurons as the human brain until at least the 2050s. **Biological neurons may represent more complicated functions than current artificial neurons, so biological neural networks may be even larger than this plot portrays.

Deep networks have also had spectacular successes for pedestrian detection and image segmentation (Sermanet et al., 2013; Farabet et al., 2013; Couprie et al., 2013) and yielded superhuman performance in traffic sign classification (Ciresan).

Another crowning achievement of deep learning is its extension to the domain of reinforcement learning. In the context of reinforcement learning, an autonomous agent must learn to perform a task by trial and error, without any guidance from the human operator. DeepMind demonstrated that a reinforcement learning system based on deep learning is capable of learning to play Atari video games, reaching human-level performance on many tasks (Mnih et al., 2015). Deep learning has also significantly improved the performance of reinforcement learning for robotics (Finn et al., 2015).

Many of these applications of deep learning are highly profitable. Deep learning is now used by many top technology companies including Google, Microsoft, Facebook, IBM, Baidu, Apple, Adobe, Netflix, NVIDIA and NEC.

Advances in deep learning have also depended heavily on advances in software infrastructure. Software libraries such as Theano (Bergstra et al., 2010; Bastien et al., 2012), PyLearn2 (Goodfellow et al., 2013c), Torch (Collobert et al., 2011b), DistBelief (Dean et al., 2012), Caffe (Jia, 2013), MXNet (Chen et al., 2015), and TensorFlow (Abadi et al., 2015) have all supported important research projects or commercial products.

Deep learning has also made contributions back to other sciences. Modern convolutional networks for object recognition provide a model of visual processing that neuroscientists can study (DiCarlo, 2013). Deep learning also provides useful tools for processing massive amounts of data and making useful predictions in scientific fields. It has been successfully used to predict how molecules will interact in order to help pharmaceutical companies design new drugs (Dahl et al., 2014), to search for subatomic particles (Baldi et al., 2014), and to automatically parse microscope images used to construct a 3-D map of the human brain (Knowles-Barley et al., 2014). We expect deep learning to appear in more and more scientific fields in the future.

In summary, deep learning is an approach to machine learning that has drawn heavily on our knowledge of the human brain, statistics and applied math as it developed over the past several decades. In recent years, it has seen tremendous growth in its popularity and usefulness, due in large part to more powerful computers, larger datasets and techniques to train deeper networks. The years ahead are full of challenges and opportunities to improve deep learning even further and bring it to new frontiers.

Since the introduction of hidden units, artificial neural networks have doubled in size roughly every 2.4 years.

## Part I: Applied Math and Machine Learning Basics

**Chapter 2**

**Linear Algebra**

Linear algebra is a branch of mathematics that is widely used throughout science and engineering. However, because linear algebra is a form of continuous rather than discrete mathematics, many computer scientists have little experience with it. A good understanding of linear algebra is essential for understanding and working with many machine learning algorithms, especially deep learning algorithms.

We highly recommend that you also consult another resource focused exclusively on teaching linear algebra, such as Shilov (1977).

## 2.1 Scalars, Vectors, Matrices and Tensors

The study of linear algebra involves several types of mathematical objects:

- Scalars: A scalar is just a single number, in contrast to most of the other objects studied in linear algebra, which are usually arrays of multiple numbers.
- Vectors: A vector is an array of numbers. The numbers are arranged in order. We can identify each individual number by its index in that ordering. We can think of vectors as identifying points in space, with each element giving the coordinate along a different axis.
- Matrices: A matrix is a 2-D array of numbers, so each element is identified by two indices instead of just one.
- Tensors: In some cases we will need an array with more than two axes. In the general case, an array of numbers arranged on a regular grid with a variable number of axes is known as a tensor.

One important operation on matrices is the transpose. The transpose of a matrix is the mirror image of the matrix across a diagonal line, called the main diagonal, running down and to the right, starting from its upper left corner.

Vectors can be thought of as matrices that contain only one column. The transpose of a vector is therefore a matrix with only one row.

A scalar can be thought of as a matrix with only a single entry. From this, we can see that a scalar is its own transpose: a = a^T.

## 2.2 Multiplying Matrices and Vectors

One of the most important operations involving matrices is multiplication of two matrices. The matrix product of matrices A and B is a third matrix C. In order for this product to be defined, A must have the same number of columns as B has rows. If A is of shape m x n and B is of shape n x p, then C is of shape m x p. We can write the matrix product just by placing two or more matrices together.

## 2.3 Identity and Inverse Matrices

To describe matrix inversion, we first need to define the concept of an identity matrix. An identity matrix is a matrix that does not change any vector when we multiply that vector by that matrix.

## 2.4 Linear Dependence and Span

Formally, this kind of redundancy is known as linear dependence. A set of vectors is linearly independent if no vector in the set is a linear combination of the other vectors. If we add a vector to a set that is a linear combination of the other vectors in the set, the new vector does not add any points to the set’s span.

## 2.5 Norms

Sometimes we need to measure the size of a vector. In machine learning, we usually measure the size of vectors using a function called a norm.

In several machine learning applications, it is important to discriminate between elements that are exactly zero and elements that are small but nonzero.

Some authors refer to this function as the “L0 norm,” but this is incorrect terminology. The number of non-zero entries in a vector is not a norm, because scaling the vector by a does not change the number of nonzero entries. The L1 norm is often used as a substitute for the number of nonzero entries.

One other norm that commonly arises in machine learning is the LM norm, also known as the max norm. This norm simplifies to the absolute value of the element with the largest magnitude in the vector.

## 2.6 Special Kinds of Matrices and Vectors

Diagonal matrices consist mostly of zeros and have non-zero entries only along the main diagonal.

A symmetric matrix is any matrix that is equal to its own transpose:

A = A^T.

A unit vector is a vector with unit norm:

||x||2 = 1. A vector x and a vector y are orthogonal to each other if xTy = 0. If both vectors have nonzero norm, this means that they are at a 90 degree angle to each other.

An orthogonal matrix is a square matrix whose rows are mutually orthonormal and whose columns are mutually orthonormal:

A^T A = AA^T = I. This implies that A-1 = A^T, so orthogonal matrices are of interest because their inverse is very cheap to compute. Pay careful attention to the definition of orthogonal matrices. Counterintuitively, their rows are not merely orthogonal but fully orthonormal. There is no special term for a matrix whose rows or columns are orthogonal but not orthonormal.

## 2.7 Eigendecomposition

**Many mathematical objects can be understood better by breaking them into constituent parts, or finding some properties of them that are universal, not caused by the way we choose to represent them.**

For example, integers can be decomposed into prime factors. The way we represent the number 12 will change depending on whether we write it in base ten or in binary, but it will always be true that 12 = 2 x 2 x 3. **From this representation we can conclude useful properties, such as that 12 is not divisible by 5, or that any integer multiple of 12 will be divisible by 3.**

One of the most widely used kinds of matrix decomposition is called eigen-decomposition, in which we decompose a matrix into a set of eigenvectors and eigenvalues.

## 2.8 Singular Value Decomposition

*No notes

## 2.9 The Moore-Penrose Pseudoinverse

*No notes

## 2.10 The Trace Operator

Another useful fact to keep in mind is that a scalar is its own trace: a

## 2.11 The Determinant

*No notes

## 2.12 Example: Principal Components Analysis

One simple machine learning algorithm, principal components analysis or PCA can be derived using only knowledge of basic linear algebra.

**Linear algebra is one of the fundamental mathematical disciplines that is necessary to understand deep learning. Another key area of mathematics that is ubiquitous in machine learning is probability theory, presented next.**

**Chapter 3**

**Probability and Information Theory**

Probability theory is a mathematical framework for representing uncertain statements. It provides a means of quantifying uncertainty and axioms for deriving new uncertain statements. In artificial intelligence applications, we use probability theory in two major ways. First, the laws of probability tell us how AI systems should reason, so we design our algorithms to compute or approximate various expressions derived using probability theory. Second, we can use probability and statistics to theoretically analyze the behavior of proposed AI systems.

Probability theory is a fundamental tool of many disciplines of science and engineering.

**While probability theory allows us to make uncertain statements and reason in the presence of uncertainty, information allows us to quantify the amount of uncertainty in a probability distribution.**

They recommend Jaynes (2003) for a more in depth explanation of probability theory and information theory.

## 3.1 Why Probability?

**Many branches of computer science deal mostly with entities that are entirely deterministic and certain.** A programmer can usually safely assume that a CPU will execute each machine instruction flawlessly. Errors in hardware do occur, but are rare enough that most software applications do not need to be designed to account for them. **Given that many computer scientists and software engineers work in a relatively clean and certain environment, it can be surprising that machine learning makes heavy use of probability theory.**

Nearly all activities require some ability to reason in the presence of uncertainty. In fact, beyond mathematical statements that are true by definition, it is difficult to think of any proposition that is absolutely true or any event that is absolutely guaranteed to occur.

There are three possible sources of uncertainty:

- Inherent stochasticity in the system being modeled. For example, most interpretations of quantum mechanics describe the dynamics of subatomic particles as being probabilistic. We can also create theoretical scenarios that we postulate to have random dynamics, such as a hypothetical card game where we assume that the cards are truly shuffled into a random order.
- Incomplete observability. Even deterministic systems can appear stochastic when we cannot observe all of the variables that drive the behavior of the system. For example, in the Monty Hall problem, a game show contestant is asked to choose between three doors and wins a prize held behind the chosen door. Two doors lead to a goat while a third leads to a car. The outcome given the contestant’s choice is deterministic, but from the contestant’s point of view, the outcome is uncertain.
- Ontological uncertainty, also known as existential uncertainty. This type of uncertainty arises from a lack of knowledge or understanding of the fundamental nature of certain concepts or phenomena. For example, scientists may be uncertain about the fundamental nature of dark matter because it has not been directly observed and its existence is inferred from its gravitational effects.

In many cases, it is more practical to use a simple but uncertain rule rather than a complex but certain one, even if the true rule is deterministic and our modeling system has the fidelity to accommodate a complex rule. For example, the simple rule “Most birds fly” is cheap to develop and is broadly useful, while a rule of the form, “Birds fly, except for very young birds that have not yet learned to fly, sick or injured birds that have lost the ability to fly, flightless species of birds including the cassowary, ostrich and kiwi...” is expensive to develop, maintain and communicate, and after all of this effort is still very brittle and prone to failure.

Probability theory was originally developed to analyze the frequencies of events. It is easy to see how probability theory can be used to study events like drawing a certain hand of cards in a game of poker. These kinds of events are often repeatable. When we say that an outcome has a probability p of occurring, it means that if we repeated the experiment (e.g., draw a hand of cards) infinitely many times, then proportion p of the repetitions would result in that outcome. This kind of reasoning does not seem immediately applicable to propositions that are not repeatable. If a doctor analyzes a patient and says that the patient has a 40% chance of having the flu, this means something very different—we can not make infinitely many replicas of the patient, nor is there any reason to believe that different replicas of the patient would present with the same symptoms yet have varying underlying conditions. In the case of the doctor diagnosing the patient, we use probability to represent a degree of belief, with 1 indicating absolute certainty that the patient has the flu and 0 indicating absolute certainty that the patient does not have the flu. **The former kind of probability, related directly to the rates at which events occur, is known as frequentist probability, while the latter, related to qualitative levels of certainty, is known as Bayesian probability.**

If we list several properties that we expect common sense reasoning about uncertainty to have, then the only way to satisfy those properties is to treat Bayesian probabilities as behaving exactly the same as frequentist probabilities.

## 3.2 Random Variables

A random variable is a variable that can take on different values randomly.

## 3.3 Probability Distributions

A probability distribution is a description of how likely a random variable or set of random variables is to take on each of its possible states. The way we describe probability distributions depends on whether the variables are discrete or continuous.

## 3.3.1 Discrete Variables and Probability Mass Functions

A probability distribution over discrete variables may be described using a probability mass function (PMF).

**An impossible event has probability 0 and no state can be less probable than that. Likewise, an event that is guaranteed to happen has probability 1, and no state can have a greater chance of occurring.**

## 3.3.2 Continuous Variables and Probability Density Functions

When working with continuous random variables, we describe probability distributions using a probability density function (PDF) rather than a probability mass function.

## 3.4 Marginal Probability

Sometimes we know the probability distribution over a set of variables and we want to know the probability distribution over just a subset of them. The probability distribution over the subset is known as the marginal probability distribution.

## 3.5 Conditional Probability

In many cases, we are interested in the probability of some event, given that some other event has happened. This is called a conditional probability. We denote the conditional probability that y = y given x = x as P(y = y | x = x).

It is important not to confuse conditional probability with computing what would happen if some action were undertaken. The conditional probability that a person is from Germany given that they speak German is quite high, but if a randomly selected person is taught to speak German, their country of origin does not change.

## 3.6 The Chain Rule of Conditional Probabilities

Any joint probability distribution over many random variables may be decomposed into conditional distributions over only one variable:

P(x(1),...,x(n)) = P(x(1))nn=2P(x(i) | x(1),...,x(i-1)). (3.6)

This observation is known as the chain rule or product rule of probability.

## 3.7 Independence and Conditional Independence

*No notes

## 3.8 Expectation, Variance and Covariance

The variance gives a measure of how much the values of a function of a random variable x vary as we sample different values of x from its probability distribution:

Var (f (x)) = E

(f (x) - E[f (x)\)^2

**When the variance is low, the values of f(x) cluster near their expected value. The square root of the variance is known as the standard deviation.**

The covariance gives some sense of how much two values are linearly related to each other.

High absolute values of the covariance mean that the values change very much and are both far from their respective means at the same time. If the sign of the covariance is positive, then both variables tend to take on relatively high values simultaneously. If the sign of the covariance is negative, then one variable tends to take on a relatively high value at the times that the other takes on a relatively low value and vice versa. Other measures such as correlation normalize the contribution of each variable in order to measure only how much the variables are related, rather than also being affected by the scale of the separate variables**.**

The notions of covariance and dependence are related, but are in fact distinct concepts. They are related because two variables that are independent have zero covariance, and two variables that have non-zero covariance are dependent**.**

## 3.9 Common Probability Distributions

Normal distributions are a sensible choice for many applications. In the absence of prior knowledge about what form a distribution over the real numbers should take, the normal distribution is a good default choice for two major reasons.

First, many distributions we wish to model are truly close to being normal distributions. The central limit theorem shows that the sum of many independent random variables is approximately normally distributed.

Second, out of all possible probability distributions with the same variance, the normal distribution encodes the maximum amount of uncertainty over the real numbers. We can thus think of the normal distribution as being the one that inserts the least amount of prior knowledge into a model.

## 3.10 Useful Properties of Common Functions

Certain functions arise often while working with probability distributions, especially the probability distributions used in deep learning models.

One of these functions is the logistic sigmoid.

## 3.11 Bayes’ Rule

We often find ourselves in a situation where we know P(y | x) and need to know P(x | y). Fortunately, if we also know P(x), we can compute the desired quantity using Bayes’ rule.

## 3.12 Technical Details of Continuous Variables

Measure theory provides a rigorous way of describing that a set of points is negligibly small. Such a set is said to have “measure zero."

Another useful term from measure theory is “ almost everywhere.” A property that holds almost everywhere holds throughout all of space except for on a set of measure zero. Because the exceptions occupy a negligible amount of space, they can be safely ignored for many applications.

## 3.13 Information Theory

Information theory is a branch of applied mathematics that revolves around quantifying how much information is present in a signal. It was originally invented to study sending messages from discrete alphabets over a noisy channel, such as communication via radio transmission.

For more detail on information theory, see Cover and Thomas (2006) or MacKay (2003).

**The basic intuition behind information theory is that learning that an unlikely event has occurred is more informative than learning that a likely event has occurred. A message saying “the sun rose this morning” is so uninformative as to be unnecessary to send, but a message saying “there was a solar eclipse this morning” is very informative.**

We would like to quantify information in a way that formalizes this intuition. Specifically,

- Likely events should have low information content, and in the extreme case, events that are guaranteed to happen should have no information content whatsoever.
- Less likely events should have higher information content.
- Independent events should have additive information. For example, finding out that a tossed coin has come up as heads twice should convey twice as much information as finding out that a tossed coin has come up as heads once.

In order to satisfy all three of these properties, we define the self-information of an event x = x to be

I (x) = — log P (x).

In this book, we always use log to mean the natural logarithm, with base e. Our definition of I(x) is therefore written in units of nats. One nat is the amount of information gained by observing an event of probability -^1.

When x is continuous, we use the same definition of information by analogy, but some of the properties from the discrete case are lost. For example, an event with unit density still has zero information, despite not being an event that is guaranteed to occur.

Self-information deals only with a single outcome. We can quantify the amount of uncertainty in an entire probability distribution using the Shannon entropy:

H (x) = E x~p [I (x)] = —E x~p [log P (x)].

also denoted H(P). In other words, the Shannon entropy of a distribution is the expected amount of information in an event drawn from that distribution.

## 3.14 Structured Probabilistic Models

We can describe these kinds of factorizations using graphs. Here we use the word “graph” in the sense of graph theory: a set of vertices that may be connected to each other with edges. When we represent the factorization of a probability distribution with a graph, we call it a structured probabilistic model or graphical model.

**Chapter 4**

**Numerical Computation**

Machine learning algorithms usually require a high amount of numerical computation. This typically refers to algorithms that solve mathematical problems by methods that update estimates of the solution via an iterative process, rather than analytically deriving a formula providing a symbolic expression for the correct solution. Common operations include optimization (finding the value of an argument that minimizes or maximizes a function) and solving systems of linear equations. Even just evaluating a mathematical function on a digital computer can be difficult when the function involves real numbers, which cannot be represented precisely using a finite amount of memory.

## 4.1 Overflow and Underflow

The fundamental difficulty in performing continuous math on a digital computer is that we need to represent infinitely many real numbers with a finite number of bit patterns. This means that for almost all real numbers, we incur some approximation error when we represent the number in the computer. In many cases, this is just rounding error. Rounding error is problematic, especially when it compounds across many operations, and can cause algorithms that work in theory to fail in practice if they are not designed to minimize the accumulation of rounding error.

One form of rounding error that is particularly devastating is underflow. Underflow occurs when numbers near zero are rounded to zero. Many functions behave qualitatively differently when their argument is zero rather than a small positive number. For example, we usually want to avoid division by zero.

Another highly damaging form of numerical error is overflow. Overflow occurs when numbers with large magnitude are approximated as to or —to. Further arithmetic will usually change these infinite values into not-a-number values.

One example of a function that must be stabilized against underflow and overflow is the softmax function. The softmax function is often used to predict the probabilities associated with a multinoulli distribution.

## 4.2 Poor Conditioning

Conditioning refers to how rapidly a function changes with respect to small changes in its inputs. Functions that change rapidly when their inputs are perturbed slightly can be problematic for scientific computation because rounding errors in the inputs can result in large changes in the output.

Poorly conditioned matrices amplify pre-existing errors when we multiply by the true matrix inverse. In practice, the error will be compounded further by numerical errors in the inversion process itself.

## 4.3 Gradient-Based Optimization

Most deep learning algorithms involve optimization of some sort. Optimization refers to the task of either minimizing or maximizing some function f(x) by altering x. We usually phrase most optimization problems in terms of minimizing f(x).

The function we want to minimize or maximize is called the objective function or criterion. When we are minimizing it, we may also call it the cost function, loss function, or error function.

Calculus: Suppose we have a function y = f (x), where both x and y are real numbers. The derivative of this function is denoted as f'(x) or as . The derivative f'(x) gives the slope of f (x) at the point x.

The derivative is therefore useful for minimizing a function because it tells us how to change x in order to make a small improvement in y. For example, we know that f (x — e sign (f (x))) is less than f (x) for small enough e. We can thus reduce f (x) by moving x in small steps with opposite sign of the derivative. This technique is called gradient descent.

When f' (x) = 0, the derivative provides no information about which direction to move. Points where f'(x) = 0 are known as critical points or stationary points. A local minimum is a point where f (x) is lower than at all neighboring points, so it is no longer possible to decrease f (x) by making infinitesimal steps. A local maximum is a point where f (x) is higher than at all neighboring points.

Some critical points are neither maxima nor minima. These are known as saddle points.

A point that obtains the absolute lowest value of f (x) is a global minimum. It is possible for there to be only one global minimum or multiple global minima of the function. It is also possible for there to be local minima that are not globally optimal. In the context of deep learning, we optimize functions that may have many local minima that are not optimal, and many saddle points surrounded by very flat regions. All of this makes optimization very difficult, especially when the input to the function is multidimensional. **We therefore usually settle for finding a value of f that is very low, but not necessarily minimal in any formal sense.**

For functions with multiple inputs, we must make use of the concept of partial derivatives. The partial derivative f (x) measures how f changes as only the

variable x increases at point x. The gradient generalizes the notion of derivative to the case where the derivative is with respect to a vector: the gradient of f is the vector containing all of the partial derivatives, denoted Vxf (x). Element i of the gradient is the partial derivative of f with respect to Xi In multiple dimensions.

## 4.3.1 Beyond the Gradient: Jacobian and Hessian Matrices

Sometimes we need to find all of the partial derivatives of a function whose input and output are both vectors. The matrix containing all such partial derivatives is known as a Jacobian matrix.

We are also sometimes interested in a derivative of a derivative. This is known as a second derivative.

We can think of the second derivative as measuring curvature.

When our function has multiple input dimensions, there are many second derivatives. These derivatives can be collected together into a matrix called the Hessian matrix.

Optimization algorithms such as gradient descent that use only the gradient are called first-order optimization algorithms. Optimization algorithms such as Newton’s method that also use the Hessian matrix are called second-order optimization algorithms.

Perhaps the most successful field of specialized optimization is convex optimization. Convex optimization algorithms are able to provide many more guarantees by making stronger restrictions.

## 4.4 Constrained Optimization

Sometimes we wish not only to maximize or minimize a function f (x) over all possible values of x. Instead we may wish to find the maximal or minimal value of f (x) for values of x in some set S. This is known as constrained optimization. Points x that lie within the set S are called feasible points in constrained optimization terminology.

The Karush-Kuhn-Tucker (KKT) approach1 provides a very general solution to constrained optimization. With the KKT approach, we introduce a new function called the generalized Lagrangian or generalized Lagrange function.

**Chapter 5**

**Machine Learning Basics**

Most machine learning algorithms have settings called hyperparameters that must be determined external to the learning algorithm itself.

**Machine learning is essentially a form of applied statistics with increased emphasis on the use of computers to statistically estimate complicated functions and a decreased emphasis on proving confidence intervals around these functions; we therefore present the two central approaches to statistics: frequentist estimators and Bayesian inference.**

Most machine learning algorithms can be divided into the categories of supervised learning and unsupervised learning**.**

## 5.1 Learning Algorithms

A machine learning algorithm is an algorithm that is able to learn from data. But what do we mean by learning? Mitchell (1997) provides the definition “A computer program is said to learn from experience E with respect to some class of tasks T and performance measure P, if its performance at tasks in T, as measured by P, improves with experience E.”

## 5.1.1 The Task, T

Machine learning allows us to tackle tasks that are too difficult to solve with fixed programs written and designed by human beings. **From a scientific and philosophical point of view, machine learning is interesting because developing our understanding of machine learning entails developing our understanding of the principles that underlie intelligence.**

Machine learning tasks are usually described in terms of how the machine learning system should process an example. An example is a collection of features that have been quantitatively measured from some object or event that we want the machine learning system to process.

Some of the most common machine learning tasks include the following:

- Classification: In this type of task, the computer program is asked to specify which of k categories some input belongs to.
- Classification with missing inputs: Classification becomes more challenging if the computer program is not guaranteed that every measurement in its input vector will always be provided. In order to solve the classification task, the learning algorithm only has to define a single function mapping from a vector input to a categorical output. When some of the inputs may be missing, rather than providing a single classification function, the learning algorithm must learn a set of functions. Each function corresponds to classifying x with a different subset of its inputs missing. This kind of situation arises frequently in medical diagnosis, because many kinds of medical tests are expensive or invasive.
- Regression: In this type of task, the computer program is asked to predict a numerical value given some input.
- Transcription: In this type of task, the machine learning system is asked to observe a relatively unstructured representation of some kind of data and transcribe it into discrete, textual form. For example, in optical character recognition, the computer program is shown a photograph containing an image of text and is asked to return this text in the form of a sequence of characters (e.g., in ASCII or Unicode format). Google Street View uses deep learning to process address numbers in this way (Goodfellow et al., 2014d). Another example is speech recognition, where the computer program is provided an audio waveform and emits a sequence of characters or word ID codes describing the words that were spoken in the audio recording. Deep learning is a crucial component of modern speech recognition systems used at major companies including Microsoft, IBM and Google.
- Machine translation: In a machine translation task, the input already consists of a sequence of symbols in some language, and the computer program must convert this into a sequence of symbols in another language. This is commonly applied to natural languages, such as to translate from English to French.
- Structured output: Structured output tasks involve any task where the output is a vector (or other data structure containing multiple values) with important relationships between the different elements. This is a broad category, and subsumes the transcription and translation tasks described above, but also many other tasks. One example is parsing—mapping a natural language sentence into a tree that describes its grammatical structure and tagging nodes of the trees as being verbs, nouns, or adverbs, and so on. See Collobert (2011) for an example of deep learning applied to a parsing task. Another example is pixel-wise segmentation of images, where the computer program assigns every pixel in an image to a specific category. For example, deep learning can be used to annotate the locations of roads in aerial photographs (Mnih and Hinton, 2010). The output need not have its form mirror the structure of the input as closely as in these annotation-style tasks. For example, in image captioning, the computer program observes an image and outputs a natural language sentence describing the image (Kiros et al., 2014a,b; Mao et al., 2015; Vinyals et al., 2015b; Donahue et al., 2014; Karpathy and Li, 2015; Fang et al., 2015; Xu et al., 2015). These tasks are called structured output tasks because the program must output several values that are all tightly inter-related. For example, the words produced by an image captioning program must form a valid sentence.
- Anomaly detection: In this type of task, the computer program sifts through a set of events or objects, and flags some of them as being unusual or atypical. An example of an anomaly detection task is credit card fraud detection. By modeling your purchasing habits, a credit card company can detect misuse of your cards. If a thief steals your credit card or credit card information, the thief’s purchases will often come from a different probability distribution over purchase types than your own. The credit card company can prevent fraud by placing a hold on an account as soon as that card has been used for an uncharacteristic purchase.
- Synthesis and sampling: In this type of task, the machine learning algorithm is asked to generate new examples that are similar to those in the training data. Synthesis and sampling via machine learning can be useful for media applications where it can be expensive or boring for an artist to generate large volumes of content by hand. For example, video games can automatically generate textures for large objects or landscapes, rather than requiring an artist to manually label each pixel (Luo et al., 2013). In some cases, we want the sampling or synthesis procedure to generate some specific kind of output given the input. For example, in a speech synthesis task, we provide a written sentence and ask the program to emit an audio waveform containing a spoken version of that sentence. This is a kind of structured output task, but with the added qualification that there is no single correct output for each input, and we explicitly desire a large amount of variation in the output, in order for the output to seem more natural and realistic.
- Imputation of missing values: In this type of task, the machine learning algorithm is given a new example x G Rn, but with some entries xi of x missing. The algorithm must provide a prediction of the values of the missing entries.
- Denoising: In this type of task, the machine learning algorithm is given in input a corrupted example x E Rn obtained by an unknown corruption process from a clean example x E Rn. The learner must predict the clean example x from its corrupted version x, or more generally predict the conditional probability distribution p(x | x).
- Density estimation or probability mass function estimation: In the density estimation problem, the machine learning algorithm is asked to learn a function pmode1 : Rn ^ R, where Pm0de1 (x) can be interpreted as a probability density function (if x is continuous) or a probability mass function (if x is discrete) on the space that the examples were drawn from. To do such a task well (we will specify exactly what that means when we discuss performance measures P), the algorithm needs to learn the structure of the data it has seen. It must know where examples cluster tightly and where they are unlikely to occur. Most of the tasks described above require that the learning algorithm has at least implicitly captured the structure of the probability distribution. Density estimation allows us to explicitly capture that distribution. In principle, we can then perform computations on that distribution in order to solve the other tasks as well. For example, if we have performed density estimation to obtain a probability distribution p(x), we can use that distribution to solve the missing value imputation task. If a value xi is missing and all of the other values, denoted x-i, are given, then we know the distribution over it is given by p(xi | x -i). In practice, density estimation does not always allow us to solve all of these related tasks, because in many cases the required operations on px) are computationally intractable.

**There are more use cases not listed here.**

## 5.1.2 The Performance Measure, P

In order to evaluate the abilities of a machine learning algorithm, we must design a quantitative measure of its performance. Usually this performance measure P is specific to the task T being carried out by the system.

For tasks such as classification, classification with missing inputs, and transcription, we often measure the accuracy of the model. Accuracy is just the proportion of examples for which the model produces the correct output. We can also obtain equivalent information by measuring the error rate, the proportion of examples for which the model produces an incorrect output. We often refer to the error rate as the expected 0-1 loss. The 0-1 loss on a particular example is 0 if it is correctly classified and 1 if it is not. For tasks such as density estimation, it does not make sense to measure accuracy, error rate, or any other kind of 0-1 loss. Instead, we must use a different performance metric that gives the model a continuous-valued score for each example. The most common approach is to report the average log-probability the model assigns to some examples**.**

**Usually we are interested in how well the machine learning algorithm performs on data that it has not seen before, since this determines how well it will work when deployed in the real world. We therefore evaluate these performance measures using a test set of data that is separate from the data used for training the machine learning system.**

The choice of performance measure may seem straightforward and objective, but it is often difficult to choose a performance measure that corresponds well to the desired behavior of the system**.**

In some cases, this is because it is difficult to decide what should be measured. For example, when performing a transcription task, should we measure the accuracy of the system at transcribing entire sequences, or should we use a more fine-grained performance measure that gives partial credit for getting some elements of the sequence correct? When performing a regression task, should we penalize the system more if it frequently makes medium-sized mistakes or if it rarely makes very large mistakes? These kinds of design choices depend on the application**.**

## 5.1.3 The Experience, E

Machine learning algorithms can be broadly categorized as unsupervised or supervised by what kind of experience they are allowed to have during the learning process.

Most of the learning algorithms in this book can be understood as being allowed to experience an entire dataset. A dataset is a collection of many examples, as defined in Sec. 5.1.1. Sometimes we will also call examples data points.

**Unsupervised learning algorithms **experience a dataset containing many features, then learn useful properties of the structure of this dataset. In the context of deep learning, we usually want to learn the entire probability distribution that generated a dataset, whether explicitly as in density estimation or implicitly for tasks like synthesis or denoising. Some other unsupervised learning algorithms perform other roles, like clustering, which consists of dividing the dataset into clusters of similar examples.

**Supervised learning algorithms** experience a dataset containing features, but each example is also associated with a label or target. For example, the Iris dataset is annotated with the species of each iris plant. A supervised learning algorithm can study the Iris dataset and learn to classify iris plants into three different species based on their measurements.

**The term supervised learning originates from the view of the target y being provided by an instructor or teacher who shows the machine learning system what to do. In unsupervised learning, there is no instructor or teacher, and the algorithm must learn to make sense of the data without this guide.**

**Unsupervised learning and supervised learning are not formally defined terms. The lines between them are often blurred. Many machine learning technologies can be used to perform both tasks.**

Traditionally, people refer to regression, classification and structured output problems as supervised learning. Density estimation in support of other tasks is usually considered unsupervised learning**.**

Some machine learning algorithms do not just experience a fixed dataset. For example, **reinforcement learning** algorithms interact with an environment, so there is a feedback loop between the learning system and its experiences. Such algorithms are beyond the scope of this book**.**

Most machine learning algorithms simply experience a dataset. A dataset can be described in many ways. In all cases, a dataset is a collection of examples, which are in turn collections of features**.**

In the case of supervised learning, the example contains a label or target as well as a collection of features. For example, if we want to use a learning algorithm to perform object recognition from photographs, we need to specify which object appears in each of the photos. We might do this with a numeric code, with 0 signifying a person, 1 signifying a car, 2 signifying a cat, etc.

Of course, sometimes the label may be more than just a single number. For example, if we want to train a speech recognition system to transcribe entire sentences, then the label for each example sentence is a sequence of words**.**

## 5.2 Capacity, Overfitting and Underfitting

The central challenge in machine learning is that we must perform well on new, previously unseen inputs—not just those on which our model was trained. The ability to perform well on previously unobserved inputs is called generalization.

**How can we affect performance on the test set when we get to observe only the training set? The field of statistical learning theory provides some answers.** If the training and the test set are collected arbitrarily, there is indeed little we can do. If we are allowed to make some assumptions about how the training and test set are collected, then we can make some progress.

One immediate connection we can observe between the training and test error is that the expected training error of a randomly selected model is equal to the expected test error of that model.

**The factors determining how well a machine learning algorithm will perform are its ability to:**

- Make the training error small.
- Make the gap between training and test error small.

**These two factors correspond to the two central challenges in machine learning: underfitting and overfitting. Underfitting occurs when the model is not able to obtain a sufficiently low error value on the training set. Overfitting occurs when the gap between the training error and test error is too large.**

**We can control whether a model is more likely to overfit or underfit by altering its capacity. Informally, a model’s capacity is its ability to fit a wide variety of functions. Models with low capacity may struggle to fit the training set. Models with high capacity can overfit by memorizing properties of the training set that do not serve them well on the test set.**

One way to control the capacity of a learning algorithm is by choosing its hypothesis space, the set of functions that the learning algorithm is allowed to select as being the solution**.**

Our modern ideas about improving the generalization of machine learning models are refinements of thought dating back to philosophers at least as early as Ptolemy. Many early scholars invoke a principle of parsimony that is now most widely known as Occam’s razor (c. 1287-1347). This principle states that among competing hypotheses that explain known observations equally well, one should choose the “simplest” one.

Statistical learning theory provides various means of quantifying model capacity. Among these, the most well-known is the Vapnik-Chervonenkis dimension, or VC dimension**.**

## 5.2.1 The No Free Lunch Theorem

Machine learning promises to find rules that are probably correct about most members of the set they concern.

Unfortunately, even this does not resolve the entire problem. The no free lunch theorem for machine learning (Wolpert, 1996) states that, averaged over all possible data generating distributions, every classification algorithm has the same error rate when classifying previously unobserved points. In other words, in some sense, no machine learning algorithm is universally any better than any other. The most sophisticated algorithm we can conceive of has the same average performance (over all possible tasks) as merely predicting that every point belongs to the same class.

**This means that the goal of machine learning research is not to seek a universal learning algorithm or the absolute best learning algorithm. Instead, our goal is to understand what kinds of distributions are relevant to the “real world” that an AI agent experiences, and what kinds of machine learning algorithms perform well on data drawn from the kinds of data generating distributions we care about.**

## 5.2.2 Regularization

**The no free lunch theorem implies that we must design our machine learning algorithms to perform well on a specific task.** We do so by building a set of preferences into the learning algorithm. When these preferences are aligned with the learning problems we ask the algorithm to solve, it performs better.

**Regularization is any modification we make to a learning algorithm that is intended to reduce its generalization error but not its training error. Regularization is one of the central concerns of the field of machine learning, rivaled in its importance only by optimization.**

The no free lunch theorem has made it clear that there is no best machine learning algorithm, and, in particular, no best form of regularization. Instead we must choose a form of regularization that is well-suited to the particular task we want to solve**.**

## 5.3 Hyperparameters and Validation Sets

Most machine learning algorithms have several settings that we can use to control the behavior of the learning algorithm. These settings are called hyperparameters.

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