Lecture 6: Classification Algorithms

Applied Machine Learning

Volodymyr Kuleshov
Cornell Tech

Part 1: Classification

So far, every supervised learning algorithm that we've seen has been an instance of regression.

Next, let's look at some classification algorithms. First, we will define what classification is.

Review: Components of A Supervised Machine Learning Problem

At a high level, a supervised machine learning problem has the following structure:

$$ \underbrace{\text{Training Dataset}}_\text{Attributes + Features} + \underbrace{\text{Learning Algorithm}}_\text{Model Class + Objective + Optimizer } \to \text{Predictive Model} $$

Regression vs. Classification

Consider a training dataset $\mathcal{D} = \{(x^{(1)}, y^{(1)}), (x^{(2)}, y^{(2)}), \ldots, (x^{(n)}, y^{(n)})\}$.

We distinguish between two types of supervised learning problems depnding on the targets $y^{(i)}$.

1. Regression: The target variable $y \in \mathcal{Y}$ is continuous: $\mathcal{Y} \subseteq \mathbb{R}$.

1. Classification: The target variable $y$ is discrete and takes on one of $K$ possible values: $\mathcal{Y} = \{y_1, y_2, \ldots y_K\}$. Each discrete value corresponds to a class that we want to predict.

Binary Classification

An important special case of classification is when the number of classes $K=2$.

In this case, we have an instance of a binary classification problem.

Classification Dataset: Iris Flowers

To demonstrate classification algorithms, we are going to use the Iris flower dataset.

It's a classical dataset originally published by R. A. Fisher in 1936. Nowadays, it's widely used for demonstrating machine learning algorithms.

import numpy as np
import pandas as pd
from sklearn import datasets
import warnings
warnings.filterwarnings('ignore')

# Load the Iris dataset
iris = datasets.load_iris(as_frame=True)

print(iris.DESCR)

.. _iris_dataset:

Iris plants dataset
--------------------

**Data Set Characteristics:**

    :Number of Instances: 150 (50 in each of three classes)
    :Number of Attributes: 4 numeric, predictive attributes and the class
    :Attribute Information:
        - sepal length in cm
        - sepal width in cm
        - petal length in cm
        - petal width in cm
        - class:
                - Iris-Setosa
                - Iris-Versicolour
                - Iris-Virginica
                
    :Summary Statistics:

    ============== ==== ==== ======= ===== ====================
                    Min  Max   Mean    SD   Class Correlation
    ============== ==== ==== ======= ===== ====================
    sepal length:   4.3  7.9   5.84   0.83    0.7826
    sepal width:    2.0  4.4   3.05   0.43   -0.4194
    petal length:   1.0  6.9   3.76   1.76    0.9490  (high!)
    petal width:    0.1  2.5   1.20   0.76    0.9565  (high!)
    ============== ==== ==== ======= ===== ====================

    :Missing Attribute Values: None
    :Class Distribution: 33.3% for each of 3 classes.
    :Creator: R.A. Fisher
    :Donor: Michael Marshall (MARSHALL%PLU@io.arc.nasa.gov)
    :Date: July, 1988

The famous Iris database, first used by Sir R.A. Fisher. The dataset is taken
from Fisher's paper. Note that it's the same as in R, but not as in the UCI
Machine Learning Repository, which has two wrong data points.

This is perhaps the best known database to be found in the
pattern recognition literature.  Fisher's paper is a classic in the field and
is referenced frequently to this day.  (See Duda & Hart, for example.)  The
data set contains 3 classes of 50 instances each, where each class refers to a
type of iris plant.  One class is linearly separable from the other 2; the
latter are NOT linearly separable from each other.

.. topic:: References

   - Fisher, R.A. "The use of multiple measurements in taxonomic problems"
     Annual Eugenics, 7, Part II, 179-188 (1936); also in "Contributions to
     Mathematical Statistics" (John Wiley, NY, 1950).
   - Duda, R.O., & Hart, P.E. (1973) Pattern Classification and Scene Analysis.
     (Q327.D83) John Wiley & Sons.  ISBN 0-471-22361-1.  See page 218.
   - Dasarathy, B.V. (1980) "Nosing Around the Neighborhood: A New System
     Structure and Classification Rule for Recognition in Partially Exposed
     Environments".  IEEE Transactions on Pattern Analysis and Machine
     Intelligence, Vol. PAMI-2, No. 1, 67-71.
   - Gates, G.W. (1972) "The Reduced Nearest Neighbor Rule".  IEEE Transactions
     on Information Theory, May 1972, 431-433.
   - See also: 1988 MLC Proceedings, 54-64.  Cheeseman et al"s AUTOCLASS II
     conceptual clustering system finds 3 classes in the data.
   - Many, many more ...

# print part of the dataset
iris_X, iris_y = iris.data, iris.target
pd.concat([iris_X, iris_y], axis=1).head()

	sepal length (cm)	sepal width (cm)	petal length (cm)	petal width (cm)	target
0	5.1	3.5	1.4	0.2	0
1	4.9	3.0	1.4	0.2	0
2	4.7	3.2	1.3	0.2	0
3	4.6	3.1	1.5	0.2	0
4	5.0	3.6	1.4	0.2	0

Here is a visualization of this dataset in 3D. Note that we are using the first 3 features (out of 4) in this dateset.

# Code from: https://scikit-learn.org/stable/auto_examples/datasets/plot_iris_dataset.html
%matplotlib inline
import matplotlib.pyplot as plt
from mpl_toolkits.mplot3d import Axes3D
from sklearn.decomposition import PCA

# let's visualize this dataset

fig = plt.figure(1, figsize=(8, 6))
ax = Axes3D(fig, elev=-150, azim=110)
# X_reduced = PCA(n_components=3).fit_transform(iris_X)
X_reduced = iris_X.to_numpy()[:,:3]
ax.set_title("3D Projection of the Iris Dataset")
ax.w_xaxis.set_ticklabels([])
ax.w_yaxis.set_ticklabels([])
ax.set_xlabel("Sepal length")
ax.set_ylabel("Sepal width")
ax.set_zlabel("Petal length")
ax.w_zaxis.set_ticklabels([])
p1 = ax.scatter(X_reduced[:, 0], X_reduced[:, 1], X_reduced[:, 2], c=iris_y,
           cmap=plt.cm.Set1, edgecolor='k', s=40)
plt.legend(handles=p1.legend_elements()[0], labels=['Iris Setosa', 'Iris Versicolour', 'Iris Virginica'])

<matplotlib.legend.Legend at 0x129076cc0>

Understanding Classification

How is clasification different from regression?

• In regression, we try to fit a curve through the set of targets $y^{(i)}$.

• In classification, classes define a partition of the feature space, and our goal is to find the boundaries that separate these regions.

• Outputs of classification models have a simple probabilistic interpretation: they are probabilities that a data point belongs to a given class.

Let's visualize our Iris dataset to see this. Note that we are using the first 2 features in this dateset.

import matplotlib.pyplot as plt
plt.rcParams['figure.figsize'] = [12, 4]

# Plot also the training points
p1 = plt.scatter(iris_X.iloc[:, 0], iris_X.iloc[:, 1], c=iris_y,
            edgecolor='k', s=50, cmap=plt.cm.Paired)
plt.xlabel('Sepal Length')
plt.ylabel('Sepal Width')
plt.legend(handles=p1.legend_elements()[0], labels=['Setosa', 'Versicolour', 'Virginica'], loc='lower right')

<matplotlib.legend.Legend at 0x1292f7a20>

Let's train a classification algorithm on this data.

Below, we see the regions predicted to be associated with the blue and non-blue classes and the line between them in the decision boundary.

from sklearn.linear_model import LogisticRegression
logreg = LogisticRegression(C=1e5)

# Create an instance of Logistic Regression Classifier and fit the data.
X = iris_X.to_numpy()[:,:2]
# rename class two to class one
iris_y2 = iris_y.copy()
iris_y2[iris_y2==2] = 1
Y = iris_y2
logreg.fit(X, Y) 

xx, yy = np.meshgrid(np.arange(4, 8.2, .02), np.arange(1.8, 4.5, .02))
Z = logreg.predict(np.c_[xx.ravel(), yy.ravel()])

# Put the result into a color plot
Z = Z.reshape(xx.shape)
plt.pcolormesh(xx, yy, Z, cmap=plt.cm.Paired)

# Plot also the training points
plt.scatter(X[:, 0], X[:, 1], c=Y, edgecolors='k', cmap=plt.cm.Paired, s=50)
plt.xlabel('Sepal length')
plt.ylabel('Sepal width')

plt.show()

Part 2: Nearest Neighbors

Previously, we have seen what defines a classification problem. Let's now look at our first classification algorithm.

Review: Classification

Consider a training dataset $\mathcal{D} = \{(x^{(1)}, y^{(1)}), (x^{(2)}, y^{(2)}), \ldots, (x^{(n)}, y^{(n)})\}$.

We distinguish between two types of supervised learning problems depnding on the targets $y^{(i)}$.

1. Regression: The target variable $y \in \mathcal{Y}$ is continuous: $\mathcal{Y} \subseteq \mathbb{R}$.
2. Classification: The target variable $y$ is discrete and takes on one of $K$ possible values: $\mathcal{Y} = \{y_1, y_2, \ldots y_K\}$. Each discrete value corresponds to a class that we want to predict.

A Simple Classification Algorithm: Nearest Neighbors

Suppose we are given a training dataset $\mathcal{D} = \{(x^{(1)}, y^{(1)}), (x^{(2)}, y^{(2)}), \ldots, (x^{(n)}, y^{(n)})\}$. At inference time, we receive a query point $x'$ and we want to predict its label $y'$.

A really simple but suprisingly effective way of returning $y'$ is the nearest neighbors approach.

• Given a query datapoint $x'$, find the training example $(x, y)$ in $\mathcal{D}$ that's closest to $x'$, in the sense that $x$ is "nearest" to $x'$
• Return $y$, the label of the "nearest neighbor" $x$.

In the example below on the Iris dataset, the red cross denotes the query $x'$. The closest class to it is "Virginica". (We're only using the first two features in the dataset for simplicity.)

import matplotlib.pyplot as plt
plt.rcParams['figure.figsize'] = [12, 4]

# Plot also the training points
p1 = plt.scatter(iris_X.iloc[:, 0], iris_X.iloc[:, 1], c=iris_y,
            edgecolor='k', s=50, cmap=plt.cm.Paired)
p2 = plt.plot([7.5], [4], 'rx', ms=10, mew=5)
plt.xlabel('Sepal Length')
plt.ylabel('Sepal Width')
plt.legend(['Query Point', 'Training Data'], loc='lower right')
plt.legend(handles=p1.legend_elements()[0]+p2, labels=['Setosa', 'Versicolour', 'Virginica', 'Query'], loc='lower right')

<matplotlib.legend.Legend at 0x12982b4e0>

Choosing a Distance Function

How do we select the point $x$ that is the closest to the query point $x'$? There are many options:

• The Euclidean distance $|| x - x' ||_2 = \sqrt{\sum_{j=1}^d |x_j - x'_j|^2)}$ is a popular choice.

• The Minkowski distance $|| x - x' ||_p = (\sum_{j=1}^d |x_j - x'_j|^p)^{1/p}$ generalizes the Euclidean, L1 and other distances.

• The Mahalanobis distance $\sqrt{x^\top V x}$ for a positive semidefinite matrix $V \in \mathbb{R}^{d \times d}$ also generalizes the Euclidean distnace.

• Discrete-valued inputs can be examined via the Hamming distance $|\{j : x_j \neq x_j'\}|$ and other distances.

Let's apply Nearest Neighbors to the above dataset using the Euclidean distance (or equiavalently, Minkowski with $p=2$)

# https://scikit-learn.org/stable/auto_examples/neighbors/plot_classification.html
from sklearn import neighbors
from matplotlib.colors import ListedColormap

# Train a Nearest Neighbors Model
clf = neighbors.KNeighborsClassifier(n_neighbors=1, metric='minkowski', p=2)
clf.fit(iris_X.iloc[:,:2], iris_y)

# Create color maps
cmap_light = ListedColormap(['orange', 'cyan', 'cornflowerblue'])
cmap_bold = ListedColormap(['darkorange', 'c', 'darkblue'])

# Plot the decision boundary. For that, we will assign a color to each
# point in the mesh [x_min, x_max]x[y_min, y_max].
x_min, x_max = iris_X.iloc[:, 0].min() - 1, iris_X.iloc[:, 0].max() + 1
y_min, y_max = iris_X.iloc[:, 1].min() - 1, iris_X.iloc[:, 1].max() + 1
xx, yy = np.meshgrid(np.arange(x_min, x_max, 0.02),
                     np.arange(y_min, y_max, 0.02))
Z = clf.predict(np.c_[xx.ravel(), yy.ravel()])

# Put the result into a color plot
Z = Z.reshape(xx.shape)
plt.figure()
plt.pcolormesh(xx, yy, Z, cmap=cmap_light)

# Plot also the training points
plt.scatter(iris_X.iloc[:, 0], iris_X.iloc[:, 1], c=iris_y, cmap=cmap_bold,
            edgecolor='k', s=60)
plt.xlim(xx.min(), xx.max())
plt.ylim(yy.min(), yy.max())

plt.xlabel('Sepal Length')
plt.ylabel('Sepal Width')

Text(0, 0.5, 'Sepal Width')

In the above example, the regions of the 2D space that are assigned to each class are highly irregular. In areas where the two classes overlap, the decision of the boundary flips between the classes, depending on which point is closest to it.

K-Nearest Neighbors

Intuitively, we expect the true decision boundary to be smooth. Therefore, we average $K$ nearest neighbors at a query point.

• Given a query datapoint $x'$, find the $K$ training examples $\mathcal{N} = \{(x^{(1)}, y^{(1)}), (x^{(2)}, y^{(2)}), \ldots, (x^{(K)}, y^{(K)})\} \subseteq D$ that are closest to $x'$.
• Return $y_\mathcal{N}$, the consensus label of the neighborhood $\mathcal{N}$.

The consesus $y_\mathcal{N}$ can be determined by voting, weighted average, etc.

Let's look at Nearest Neighbors with a neighborhood of 30. The decision boundary is much smoother than before.

# https://scikit-learn.org/stable/auto_examples/neighbors/plot_classification.html
# Train a Nearest Neighbors Model
clf = neighbors.KNeighborsClassifier(n_neighbors=30, metric='minkowski', p=2)
clf.fit(iris_X.iloc[:,:2], iris_y)
Z = clf.predict(np.c_[xx.ravel(), yy.ravel()])

# Put the result into a color plot
Z = Z.reshape(xx.shape)
plt.figure()
plt.pcolormesh(xx, yy, Z, cmap=cmap_light)

# Plot also the training points
plt.scatter(iris_X.iloc[:, 0], iris_X.iloc[:, 1], c=iris_y, cmap=cmap_bold,
            edgecolor='k', s=60)
plt.xlim(xx.min(), xx.max())
plt.ylim(yy.min(), yy.max())

plt.xlabel('Sepal Length')
plt.ylabel('Sepal Width')

Text(0, 0.5, 'Sepal Width')

Review: Data Distribution

We will assume that the dataset is governed by a probability distribution $\mathbb{P}$, which we will call the data distribution. We will denote this as $$ x, y \sim \mathbb{P}. $$

The training set $\mathcal{D} = \{(x^{(i)}, y^{(i)}) \mid i = 1,2,...,n\}$ consists of independent and identicaly distributed (IID) samples from $\mathbb{P}$.

KNN Estimates Data Distribution

Suppose that the output $y'$ of KNN is the average target in the neighborhood $\mathcal{N}(x')$ around the query $x'$. Observe that we can write: $$y' = \frac{1}{K} \sum_{(x, y) \in \mathcal{N}(x')} y \approx \mathbb{E}[y \mid x'].$$

• When $x \approx x'$ and when $\mathbb{P}$ is reasonably smooth, each $y$ for $(x,y) \in \mathcal{N}(x')$ is approximately a sample from $\mathbb{P}(y\mid x')$ (since $\mathbb{P}$ doesn't change much around $x'$, $\mathbb{P}(y\mid x') \approx \mathbb{P}(y\mid x)$).

• Thus $y'$ is essentially a Monte Carlo estimate of $\mathbb{E}[y \mid x']$ (the average of $K$ samples from $\mathbb{P}(y\mid x')$).

Algorithm: K-Nearest Neighbors

• Type: Supervised learning (regression and classification)
• Model family: Consensus over $K$ training instances.
• Objective function: Euclidean, Minkowski, Hamming, etc.
• Optimizer: Non at training. Nearest neighbor search at inference using specialized search algorithms (Hashing, KD-trees).
• Probabilistic interpretation: Directly approximating the density $P_\text{data}(y|x)$.

Pros and Cons of KNN

Pros:

• Can approximate any data distribution arbtrarily well.

Cons:

• Need to store entire dataset to make queries, which is computationally prohibitive.
• Number of data needed scale exponentially with dimension ("curse of dimensionality").

Part 3: Non-Parametric Models

Nearest neighbors is the first example of an important type of machine learning algorithm called a non-parametric model.

Review: Supervised Learning Model

We'll say that a model is a function $$ f : \mathcal{X} \to \mathcal{Y} $$ that maps inputs $x \in \mathcal{X}$ to targets $y \in \mathcal{Y}$.

Often, models have parameters $\theta \in \Theta$ living in a set $\Theta$. We will then write the model as $$ f_\theta : \mathcal{X} \to \mathcal{Y} $$ to denote that it's parametrized by $\theta$.

Review: K-Nearest Neighbors

Suppose we are given a training dataset $\mathcal{D} = \{(x^{(1)}, y^{(1)}), (x^{(2)}, y^{(2)}), \ldots, (x^{(n)}, y^{(n)})\}$. At inference time, we receive a query point $x'$ and we want to predict its label $y'$.

• Given a query datapoint $x'$, find the $K$ training examples $\mathcal{N} = \{(x^{(1)}, y^{(1)}), (x^{(2)}, y^{(2)}), \ldots, (x^{(K)}, y^{(K)})\} \subseteq D$ that are closest to $x'$.
• Return $y_\mathcal{N}$, the consensus label of the neighborhood $\mathcal{N}$.

The consesus $y_\mathcal{N}$ can be determined by voting, weighted average, etc.

Non-Parametric Models

Nearest neighbors is an example of a non-parametric model. Parametric vs. non-parametric are is a key distinguishing characteristic for machine learning models.

A parametric model $f_\theta(x) : \mathcal{X} \times \Theta \to \mathcal{Y}$ is defined by a finite set of parameters $\theta \in \Theta$ whose dimensionality is constant with respect to the dataset. Linear models of the form $$ f_\theta(x) = \theta^\top x $$ are an example of a parametric model.

In a non-parametric model, the function $f$ uses the entire training dataset (or a post-proccessed version of it) to make predictions, as in $K$-Nearest Neighbors. In other words, the complexity of the model increases with dataset size.

Non-parametric models have the advantage of not loosing any information at training time. However, they are also computationally less tractable and may easily overfit the training set.

Algorithm: K-Nearest Neighbors

• Type: Supervised learning (regression and classification)
• Model family: Non-parametric: Consensus over $K$ training instances.
• Objective function: Euclidean, Minkowski, Hamming, etc.
• Optimizer: None at training. Nearest neighbor search at inference using specialized search algorithms (Hashing, KD-trees).
• Probabilistic interpretation: Directly approximating the density $P_\text{data}(y|x)$.

Part 4: Logistic Regression

Next, we are going to see a simple parametric classification algorithm that addresses many of these limitations of Nearest Neighbors.

Review: Classification

Consider a training dataset $\mathcal{D} = \{(x^{(1)}, y^{(1)}), (x^{(2)}, y^{(2)}), \ldots, (x^{(n)}, y^{(n)})\}$.

We distinguish between two types of supervised learning problems depnding on the targets $y^{(i)}$.

1. Regression: The target variable $y \in \mathcal{Y}$ is continuous: $\mathcal{Y} \subseteq \mathbb{R}$.
2. Classification: The target variable $y$ is discrete and takes on one of $K$ possible values: $\mathcal{Y} = \{y_1, y_2, \ldots y_K\}$. Each discrete value corresponds to a class that we want to predict.

Binary Classification and the Iris Dataset

We are going to start by looking at binary (two-class) classification.

To keep things simple, we will use the Iris dataset. We will be predicting the difference between class 0 (Iris Setosa) and the other two classes.

# https://scikit-learn.org/stable/auto_examples/neighbors/plot_classification.html

# rename class two to class one
iris_y2 = iris_y.copy()
iris_y2[iris_y2==2] = 1

# Plot also the training points
p1 = plt.scatter(iris_X.iloc[:, 0], iris_X.iloc[:, 1], c=iris_y2,
            edgecolor='k', s=60, cmap=plt.cm.Paired)
plt.xlabel('Sepal Length')
plt.ylabel('Sepal Width')
plt.legend(handles=p1.legend_elements()[0], labels=['Setosa', 'Non-Setosa'], loc='lower right')

<matplotlib.legend.Legend at 0x10ac3f278>

Review: Least Squares

Recall that the linear regression algorithm fits a linear model of the form $$ f(x) = \sum_{j=0}^d \theta_j \cdot x_j = \theta^\top x. $$

It minimizes the mean squared error (MSE) $$J(\theta)= \frac{1}{2n} \sum_{i=1}^n(y^{(i)}-\theta^\top x^{(i)})^2$$ on a dataset $\{(x^{(1)}, y^{(1)}), (x^{(2)}, y^{(2)}), \ldots, (x^{(n)}, y^{(n)})\}$.

We could also use the above model for classification problem for which $\mathcal{Y} = \{0, 1\}$.

# https://scikit-learn.org/stable/auto_examples/linear_model/plot_iris_logistic.html   
import warnings
warnings.filterwarnings("ignore")
from sklearn.linear_model import LinearRegression
logreg = LinearRegression()

# Create an instance of Logistic Regression Classifier and fit the data.
X = iris_X.to_numpy()[:,:2]
Y = iris_y2
logreg.fit(X, Y)

# Plot the decision boundary. For that, we will assign a color to each
# point in the mesh [x_min, x_max]x[y_min, y_max].
x_min, x_max = X[:, 0].min() - .5, X[:, 0].max() + .5
y_min, y_max = X[:, 1].min() - .5, X[:, 1].max() + .5
h = .02  # step size in the mesh
xx, yy = np.meshgrid(np.arange(x_min, x_max, h), np.arange(y_min, y_max, h))
Z = logreg.predict(np.c_[xx.ravel(), yy.ravel()])
Z[Z>0.5] = 1
Z[Z<0.5] = 0

# Put the result into a color plot
Z = Z.reshape(xx.shape)
plt.pcolormesh(xx, yy, Z, cmap=plt.cm.Paired)

# Plot also the training points
plt.scatter(X[:, 0], X[:, 1], c=Y, edgecolors='k', cmap=plt.cm.Paired, s=60)
plt.xlabel('Sepal length')
plt.ylabel('Sepal width')

plt.show()