STA 9890 - Introduction to Unsupervised Learning
Unsupervised learning:
- Discovering patterns which we hope will hold true in future samples
Types of problems:
- Groups
- Regularity / Patterns
- Outlier Detection
- Prototypes/Archetypes
How to validate?
- No ‘magic’ like hold-out sets
- Stability principle
- Hopefully doesn’t matter too much (robustness)
- Success on a downstream class
- Often very specific strategies for individual problems
Math Review
- Eigendecomposition
- Multivariate Normal
- SVD