Search results for “переобучение”

10 results

Machine Learning. Additional Lecture 1. The Theory of Overfitting

2026LectureКонстантин Вячеславович Воронцов

The combinatorial theory of overfitting: the probability of overfitting and why the Vapnik–Chervonenkis bounds are loose; experiments with overfitting — a monotone chain of algorithms, the effect of splitting and connectivity of the family on the probability of overfitting and on the complete cross-validation estimate, overfitting of chains, the exact formula for the probability of overfitting when choosing between two algorithms; the splitting–connectivity graph of a family of algorithms, examples for linear classifiers, a monotone chain and a two-dimensional net; generating and forbidden sets, upper connectivity and inferiority of an algorithm; the splitting–connectivity upper bound, the idea of its proof and its properties.

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Machine Learning 1. Lecture 1. Basic Concepts and Examples of Applied Problems

2026LectureКонстантин Вячеславович Воронцов

Objects, features and answers; the types of supervised learning problems; parametric models and the learning method; loss functions and empirical risk minimization; the Runge example and overfitting; hold-out, leave-one-out and cross-validation; applied problems from medical diagnosis to sales forecasting; the CRISP-DM standard.

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Machine Learning 1. Lecture 15. A Short Review of the Semester

2026LectureКонстантин Вячеславович Воронцов

A closing review of the first semester: empirical risk minimisation and gradient methods; underfitting, overfitting, multicollinearity and regularisation; optimisation formulations of supervised learning (regression, classification, ranking) and unsupervised learning (density, mixtures, clustering, one-class classification, semi-supervised learning, PU-learning, principal component analysis, autoencoders); the six scientific schools of machine learning — symbolism, evolutionism, analogism, Bayesianism, connectionism, compositionism — and their Soviet roots; estimate-calculating algorithms; practice: CRISP-DM, data preprocessing, model evaluation and selection, loss analysis, A/B testing, meta-learning and AutoML.

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Machine Learning 1. Generalization Theory

2026LectureКонстантин Вячеславович Воронцов

The problem of estimating generalization ability; the error matrix and the probability of overfitting; the case of a single algorithm and the hypergeometric distribution; the principle of uniform convergence of frequencies and Boole's inequality; the Vapnik–Chervonenkis bound, the growth function and the capacity of a family of algorithms; inverting the bound and the complexity penalty; structural risk minimization; the splitting and similarity effects; the Occam's razor bound and its link to regularization.

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Machine Learning 1. Lecture 5. The Support Vector Machine

2026LectureКонстантин Вячеславович Воронцов

The optimal separating hyperplane and the width of the separating strip; the hinge loss and L2 regularization; the Karush–Kuhn–Tucker conditions, the dual problem and the types of objects; kernels, rectifying spaces and the constructive building of kernels; SVM as a two-layer neural network; choosing the constant C; SVM regression; L1 regularization, Elastic Net SVM, SFM and RVM.

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Machine Learning 1. Lecture 11. Advanced Ensemble Methods

2026LectureКонстантин Вячеславович Воронцов

Bias–variance analysis: the decomposition of the error into noise, bias and variance, the bias and variance of simple voting, why complex ensembles do not overfit; gradient boosting for an arbitrary loss function as a parametric approximation of a gradient step; stochastic gradient boosting; special cases: regression, AdaBoost, AnyBoost, variants of loss functions; XGBoost: the tree as a linear model, L0 and L2 regularisation, analytical leaf values and the splitting criterion; CatBoost: leakage in the gradients, ordered boosting on subsamples of doubling length, unbiased target statistics for categorical features.

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Machine Learning 1. Bayesian Classification Theory

2026LectureКонстантин Вячеславович Воронцов

The probabilistic formulation of classification: prior and posterior class probabilities, class likelihood functions, the maximum a posteriori principle; the optimal Bayes classifier and losses from errors; empirical estimation of prior probabilities and class densities; the naive Bayes classifier, features with exponential-family densities and the linear naive Bayes classifier; a survey of Bayesian classifiers: the Parzen window method, the quadratic discriminant, Fisher's linear discriminant, Gaussian mixtures with diagonal covariance matrices, and the radial basis function network.

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Machine Learning 2. Lecture 12. Interpretability and Explainability

2026LectureКонстантин Вячеславович Воронцов

Interpretability and explainability of machine learning models: goals, tasks and basic notions, who needs explanations and why; interpretable models; feature importance in linear regression: the t-statistic, net effects, contributions and situational importance; partial dependence plots (PDP) and individual conditional expectation plots (ICE); permutation feature importance; the Shapley value from cooperative game theory, its axioms and Monte Carlo estimation, its use in linear regression; surrogate modelling in the neighbourhood of an object, the LIME, Anchors, SHAP, Shapley Kernel and SAGE methods; the Shapley value for training objects, Data Shapley and Gradient Shapley; counterfactual explanations.

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Константин Вячеславович Воронцов

@konstantin_vorontsov

Константин Вячеславович Воронцов — профессор РАН, доктор физико-математических наук. Заведующий кафедрой «Математические методы прогнозирования» ВМК МГУ, где с 2021 года — профессор; заведующий лабораторией «Машинное обучение и семантический анализ» Института искусственного интеллекта МГУ (с 2022 года); заведующий кафедрой «Машинное обучение и цифровая гуманитаристика» МФТИ (с 2021 года); заведующий кафедрой «Интеллектуальные системы» МФТИ (с 2022 года), на которой работает с 2004 года; главный научный сотрудник отдела «Интеллектуальные системы» ВЦ ФИЦ ИУ РАН, где работает с 2001 года. Окончил МФТИ (1994) и аспирантуру ВЦ РАН (1997). Кандидатская диссертация «Локальные базисы в алгебраическом подходе к проблеме распознавания» (1999, специальность 01.01.09); докторская диссертация «Комбинаторная теория надёжности обучения по прецедентам» (2010, специальность 05.13.17). Автор комбинаторной теории надёжности обучения по прецедентам, оценивающей вероятность переобучения с учётом эффектов расслоения и сходства в семействах алгоритмов; основное направление его исследований — теория и методы аддитивной регуляризации тематических моделей (ARTM). С 2014 года — научный руководитель разработки библиотеки тематического моделирования с открытым кодом BigARTM, с 2019 года — поисково-рекомендательной системы SciSearch. Один из идеологов и администраторов ресурса MachineLearning.ru (с 2008 года). Медаль РАН с премией для молодых учёных (1999, совместно с Е. В. Нарыжным); почётное звание профессора РАН (2015); юбилейная медаль РАН «300 лет Российской академии наук» (2024); премия Yandex ML Prize в номинации «Зал славы» (2025). Автор курсов «Вероятностные тематические модели», «Математические методы анализа текстов», «Прикладной статистический анализ данных» и спецкурса по теории надёжности обучения по прецедентам; в 2008–2020 годах преподавал в Школе анализа данных Яндекса. С 2004 года читает годовой курс «Машинное обучение» в МФТИ и ВМК МГУ.

Machine Learning 2. Lecture 2. Neural Networks for Unsupervised Learning

2026LectureКонстантин Вячеславович Воронцов

Kohonen networks: clustering as a two-layer neural network, the hard (WTA) and soft (WTM) competition rules, self-organising Kohonen maps and their interpretation; autoencoders: the formulation of the problem, the linear autoencoder and the principal component method, sparse, denoising, contractive, relational and variational autoencoders, reparametrisation, autoencoders for supervised learning, multilayer autoencoders; joint training of several models: pre-training and transfer learning, multi-task learning and few-shot learning, self-supervised learning, distillation and surrogate modelling, learning using privileged information (LUPI), generative adversarial networks (GAN).

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