This podcast explores the curse of dimensionality in machine learning, using the examples of gas station selection and buying a home. It discusses the challenges of high-dimensional data and the use of dimensionality reduction. The hosts also share their personal preferences in home buying.
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Quick takeaways
Increasing the number of features in machine learning algorithms can lead to the curse of dimensionality, where sparse coverage of examples and scalability issues arise.
The curse of dimensionality can result in a lack of training examples and hinder the evaluation of specific features, but dimensionality reduction techniques like PCA and K-Means clustering can help simplify complex multi-dimensional spaces.
Deep dives
Understanding the Curse of Dimensionality
The curse of dimensionality is discussed in the context of machine learning. The curse arises when there are a large number of features or dimensions to consider in a problem. Using the example of buying gas for a car, the simplicity of considering only a few variables like location and price is highlighted. However, when buying a home, the number of dimensions increases significantly, including factors like location, price, square footage, layout, outdoor space, and more. The challenge lies in properly evaluating the cost and impact of each feature. Algorithms may struggle to scale with the increasing dimensions and may not have enough training examples. The importance of more data rather than more features is emphasized for a richer training set.
Overcoming the Curse of Dimensionality in Machine Learning
The podcast delves into how the curse of dimensionality can hinder machine learning models. It explains that having too many dimensions and not enough training examples can lead to either ignoring important features or overfitting the data. The example of considering the exterior of a house, including materials, colors, and architecture, is given. Due to the limited number of examples, it becomes challenging to determine how specific architectural elements influence the price. Different methods for dimensionality reduction, such as PCA and K-Means clustering, are mentioned as ways to address the issue and simplify complex multi-dimensional spaces.
Key Dimensions in Home Buying
The podcast explores important dimensions in the home buying process. Location, cost, architecture, and environmental factors like temperature control and ventilation are discussed. The hosts talk about their preferences and requirements, such as the availability of certain amenities like Fios and T1 connections and the desire to have comfortable interior conditions. The importance of evaluating these dimensions and their impact on price and decision-making is highlighted, as well as the potential for future discussion on pricing models and building in upcoming episodes.
More features are not always better! With an increasing number of features to consider, machine learning algorithms suffer from the curse of dimensionality, as they have a wider set and often sparser coverage of examples to consider. This episode explores a real life example of this as Kyle and Linhda discuss their thoughts on purchasing a home.
The curse of dimensionality was defined by Richard Bellman, and applies in several slightly nuanced cases. This mini-episode discusses how it applies on machine learning.
This episode does not, however, discuss a slightly different version of the curse of dimensionality which appears in decision theoretic situations. Consider the game of chess. One must think ahead several moves in order to execute a successful strategy. However, thinking ahead another move requires a consideration of every possible move of every piece controlled, and every possible response one's opponent may take. The space of possible future states of the board grows exponentially with the horizon one wants to look ahead to. This is present in the notably useful Bellman equation.
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