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Modeling by Supervised Learning

Y=F(x): true function (usually not known) for population P

1. Collect Data: “labeled” training sample drawn from P

57,M,195,0,125,95,39,25,0,1,0,0,0,1,0,0,0,0,0,0,1,1,0,0,0,0,0,0,0,0     0

78,M,160,1,130,100,37,40,1,0,0,0,1,0,1,1,1,0,0,0,0,0,0,0,0,0,0,0,0,0   1

69,F,180,0,115,85,40,22,0,0,0,0,0,1,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0   0

18,M,165,0,110,80,41,30,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0,0     1

2. Training: Get G(x); model learned from training sample,                    Goal: E<(F(x)-G(x))2> ≈ 0 for future samples drawn from P                     – Not just data fitting!

3. Test/Use:

71,M,160,1,130,105,38,20,1,0,0,0,0,0,0,0,0,0,1,0,0,0,0,0,0,0,0,0,0      ?

x

Y

F(x) ?

G(x)

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