Open in TheBrain

26. Structure of Neural Nets for Deep Learning

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MIT 18.065 Matrix Methods in Data Analysis, Signal Processing, and Machine Learning, Spring 2018 Instructor: Gilbert Strang View the complete course: https://ocw.mit.edu/18-065S18YouTube Playlist: https://www.youtube.com/playlist?list...This lecture is about the central structure of deep neural networks, which are a major force in machine learning. The aim is to find the function that's constructed to learn the training data and then apply it to the test data. License: Creative Commons BY-NC-SA More information at https://ocw.mit.edu/termsMore courses at https://ocw.mit.edu

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00:22

GILBERT STRANG: OK, so this is an important day,

00:25

and Friday was an important day.

00:27

I hope you enjoyed Professor Sra's terrific lecture as much

00:32

as I did.

00:33

You probably saw me taking notes like mad for the section that's

00:39

now to be written about stochastic gradient descent.

00:44

And he promised a theorem, if you remember,

00:49

and there wasn't time.

00:50

And so he was going to send it to me

00:52

or still is going to send it to me.

00:54

I'll report, I haven't got it yet,

00:57

but I'll bring it to class, waiting to see, hopefully.

01:04

And that will give us a chance to review stochastic gradient

01:09

descent, the central algorithm of deep learning.

01:13

And then this today is about the central structure

01:20

of deep neural nets.

01:22

And some of you will know already how they're connected,

01:28

what the function F, the learning function--

01:36

you could call it the learning function--

01:40

that's constructed.

01:41

The whole system is aiming at constructing this function

01:46

F which learns the training data and then

01:52

applying it to the test data.

01:55

And the miracle is that it does so well in practice.

02:01

That's what has transformed deep learning into such

02:07

an important application.

02:11

02:17

Chapter 7 has been up for months on the

02:22

math.mit.edu/learningfromdata site,

02:27

and I'll add it to Stellar.

02:28

Of course, that's where you'll be looking for it.

02:33

OK, and then the second, the back propagation,

02:37

the way to compute the gradient, I'll

02:42

probably reach that idea today.

02:45

And you'll see it's the chain rule, but how is it organized.

02:51

OK, so what's the structure?

02:53

What's the plan for deep neural nets?

02:57

Good.

02:58

Starting here, so what we have is training data.

03:02

03:06

So we have vectors, x1 to x--

03:13

what should I use for the number of samples

03:17

that we have in the training data?

03:21

Well, let's say D for Data.

03:24

OK.

03:26

And each vector, those are called feature vectors,

03:30

so equals feature vectors.

03:37

03:40

So each one, each x, has like m features.

03:48

So maybe my notation isn't so hot here.

03:55

I have a whole lot of vectors.

03:58

Let me not use the subscript for those right away.

04:03

So vectors, feature vectors, and each vector

04:08

has got maybe shall we say m features?

04:13

Like, if we were measuring height and age and weight

04:17

and so on, those would be features.

04:19

04:23

The job of the neural network is to create--

04:28

and we're going to classify.

04:29

Maybe we're going to classify men and women or boys

04:35

and girls.

04:36

So let's make it a classification problem,

04:41

just binary.

04:43

So the classification problem is--

04:47

what shall we say?

04:48

Minus 1 or 1, or 0 or 1, or boy or girl,

04:59

or cat or dog, or truck or car, or anyway, just two classes.

05:05

05:08

So I'm just going to do two-class classification.

05:12

05:15

We know which class the training data is in.

05:18

For each vector x, we know the right answer.

05:21

So we want to create a function that gives the right answer,

05:25

and then we'll use that function on other data.

05:30

So let me write that down.

05:33

Create a function F of x so that gets--

05:42

most of gets the class correct.

05:50

In other words, F of x should be negative for when

05:58

the classification is minus 1, and F of x

06:04

should be positive when the classification is plus 1.

06:11

And as we know, we don't necessarily

06:14

have to get every x, every sample, right.

06:17

That may be over-fitting.

06:19

If there's some sample that's just truly weird, by getting

06:24

that right we're going to be looking

06:26

for a truly weird data in the test set,

06:32

and that's not a good idea.

06:33

06:39

We're trying to discover the rule that

06:41

covers almost all cases but not every crazy, weird case.

06:46

OK?

06:47

So that's our job, to create a function

06:50

F of x that is correct on almost all of the training data.

06:58

07:01

Yeah.

07:02

07:05

So before I draw the picture of the network,

07:12

let me just remember to mention the site Playground.

07:23

I don't know if you've looked at that, so I'm going to ask you,

07:26

playground@tensorflow.org.

07:28

07:36

How many of you know that site or have met with it?

07:40

Just a few, OK.

07:42

OK, so it's not a very sophisticated site.

07:46

It's got only four examples, four examples.

07:49

07:57

So one example is a whole lot of points that are blue,

08:03

B for Blue, inside a bunch of points

08:08

that are another set that are O for Orange, orange, blue.

08:18

OK, so those are the two classes, orange and blue.

08:23

So the points x and the feature vector here is just the xy,

08:34

the coordinates features are the xy coordinates of the points.

08:42

And our job is to find a function that's

08:46

positive on these points and negative on those points.

08:51

So there is a simple model problem, and I recommend--

08:55

well, just partly--

08:58

if you're a expert in deep learning.

09:00

This is for children, but morally here, I certainly

09:07

learned from playing in this playground.

09:10

So you set the step size.

09:19

09:22

Do you set it, or does it set it?

09:25

I guess you can change it.

09:27

I don't think I've changed it.

09:30

What else do you set?

09:31

Oh, you set the nonlinear activation, the nonlinear

09:41

activation function, active I'll say function.

09:46

And let me just go over here and say what function people now

09:51

mostly use.

09:52

The activation function is called

09:59

ReLU pronounced different ways.

10:03

I don't know how we got into that crazy thing.

10:06

For this function, that is 0 and x.

10:13

So the function, ReLU is a function

10:15

of x is the maximum the larger of 0 and x.

10:20

10:24

The point is, it's not linear, and the point

10:27

is that if we didn't allow nonlinearity in here somewhere,

10:31

we couldn't even solve this playground problem.

10:34

Because if our classifiers were all linear classifiers,

10:38

like support vector machines, I couldn't separate the blue

10:44

from the orange with a plane.

10:48

It's got to somehow create some nonlinear function which maybe

10:53

the function is trying to be--

10:55

a good function would be a function of r and theta maybe,

11:03

maybe r minus 5.

11:07

So maybe the distance out to that.

11:10

Let's suppose that distance is 5.

11:13

Then, r minus 5 will be negative on the blues,

11:17

because r is small.

11:19

And r minus 5 will be positive on the oranges,

11:22

because r is bigger.

11:24

And therefore, we will have the right signs, less than 0

11:30

or greater than 0, and it'll classify

11:35

this data, this training data.

11:39

Yeah.

11:41

So it has to do that.

11:43

This is not a hard one to do.

11:45

There are four examples, as I say, two are trivial.

11:51

It finds a good function.

11:53

Well yeah, I've forgotten, they're so trivial,

11:56

they shouldn't be mentioned, and then this is the medium test.

12:07

And then the hard test is when you

12:10

have a sort of spiral of oranges,

12:17

and inside, you have a spiral of blues.

12:20

That was cooked up by a fiend.

12:24

12:29

So the system is trying to find a function

12:35

that's positive on one spiral and negative on the other

12:39

spiral, and that takes quite a bit of time, many, many epochs.

12:45

I learned what an epoch is.

12:47

12:50

Did you know what an epoch is?

12:51

I didn't know whether it was just

12:53

a fancy word for counting the steps in gradient descent.

12:58

But it counts the steps, all right,

13:03

but one epoch is the number of steps that matches

13:07

the size of the training data.

13:11

So if you have a million samples--

13:14

where ordinary gradient descent you would be doing a million--

13:18

you'd have a million by a million problem per step.

13:23

Of course, stochastic gradient descent

13:27

just does a mini-batch of 1 or 32 or something, but anyway.

13:32

13:37

So you have to do it enough mini-batches

13:41

so that the total number you've covered

13:44

is the equivalent of one full run through the training data,

13:54

and that was an interesting point.

13:55

Did you pick up that point?

13:57

That in stochastic gradient descent,

14:01

you could either do a mini-batch,

14:05

and then put them back in the soup, so with replacement.

14:11

Or you could just put your data in some order,

14:17

from one to a zillion.

14:20

So here's a first x and then more and more

14:25

x's, and then just randomize the order.

14:30

So you'd have to randomize the order for stochastic gradient

14:34

descent to be reasonable, and then

14:36

take a mini-batch and a mini-batch

14:38

and a mini-batch and a mini-batch.

14:40

And when you get to the bottom, you've finished one epoch.

14:44

And then you'd probably randomize again, maybe,

14:47

if you wanted to live right.

14:51

And go through the mini-batches again,

14:56

and probably do 1,000 times or more.

15:01

Anyway, so I haven't said yet what you do, what this F of x

15:06

is like, but you can sort of see it on the screen.

15:09

Because as it creates this function F,

15:14

it kind of plots it.

15:17

And what you see on the screen is the 0 set for that function.

15:23

So perfect would be for it to go through 0--

15:27

if I had another color.

15:29

Oh, I do have another color.

15:31

Look, this is the first time the whole semester blue is up here.

15:36

OK, so if the function was positive there--

15:43

in this part, on the blues--

15:45

and negative outside that region for the oranges, that

15:51

would be just what we want.

15:52

Right?

15:53

That would be what this little Playground site is creating.

15:57

And on the screen, you'll see it.

15:59

You'll see this curve, where it crosses 0.

16:05

So that curve, where it crosses 0,

16:07

is supposed to separate the two sets.

16:10

One set is positive, one set is negative,

16:12

where 0 is in between.

16:15

And the point is, it's not a straight line, because we've

16:19

got this nonlinear function.

16:22

This is nonlinear, and it allows us to have

16:33

functions like r minus 5.

16:36

And so at 5, that's where the function would be 0,

16:42

and you'll see that on the screen.

16:45

You might just go to playground@tensorflow.

16:50

Of course, TensorFlow is a big system.

16:53

This is the child's department, but I

17:00

thought it was pretty good.

17:01

And then on this site, you decide

17:04

how many layers there will be, how many neurons in each layer.

17:08

So you create the structure that I'm about to draw.

17:13

And you won't be able to get to solve this problem

17:21

to find a function F that learns that data

17:25

without a number of layers and a number of neurons.

17:31

If you don't give it enough, you'll see it struggling.

17:34

17:39

The 0 set tries to follow this, but it gives up at some point.

17:46

This one doesn't take too many layers,

17:48

and the two trivial examples, just a few neurons do the job.

17:54

OK.

17:55

So now, that's a little commented on one website.

18:02

If you know other websites that I should know

18:05

and should call attention to, could you send me an email?

18:10

I'm just not aware of everything that's out there.

18:15

Or if you know a good Convolutional Neural Net, CNN,

18:22

that is available to practice on,

18:27

where you could give it the training set.

18:32

That's what I'm talking about here.

18:34

18:38

I'd be glad to know, because I just

18:41

don't know all that I should.

18:43

OK.

18:43

So what does the function look like?

18:47

Well, as I say, linear isn't going to do it,

18:51

but linear is a very important part of it, of this function

18:56

F. So the function F really has the form--

19:01

well, so we start here with a vector of one,

19:08

two, three, four, m is five.

19:11

This is the vector x, five components.

19:19

OK, so let me erase that now.

19:23

OK, so then we have layer 1 with some number of points.

19:36

Let's say, n1 is 6 neurons, and let me make this simple.

19:47

I'll just have that one layer, and then I'll have the output.

19:51

This will be the output layer, and it's just

19:57

going to be one number.

19:58

20:01

So I'm going to have a matrix, A1, that takes me from this.

20:08

A1 will be 6 by 5, because I want 6 outputs and 5 inputs.

20:18

6 by 5 matrix, so I have 30 weights to choose there.

20:23

And so the y that comes out is going

20:31

to be y1 will be A1 times x0.

20:36

So x0 is the feature vector with 5 components.

20:44

So that's a purely linear thing, but we also

20:47

want an offset function, offset vector.

20:54

So that's a vector.

20:56

Then, this, the y that's coming out, has 6 components.

21:02

The A1 is 6 by 5, the x0 was 5 by 1,

21:07

and then of course, this is 6 by 1.

21:10

So these are the weights.

21:12

21:15

Yeah, I'll call them all weights, weights to compute.

21:19

21:25

So these are connected.

21:27

The usual picture is to show all these connections.

21:34

I'll just put in some of them.

21:38

So in here, we have 30 plus 6 parameters, 36 parameters,

21:49

and then I'm going to close this.

21:52

It's going to be a very shallow thing, so that will be just 1

22:02

by 6.

22:03

Yeah.

22:04

OK.

22:05

22:08

Right, so we're just getting one output.

22:11

So that's just a vector at this final point, but of course,

22:18

that the whole idea of deep neural nets

22:21

is that you have many layers.

22:23

So 36 more realistically is in the tens of thousands,

22:29

and you have it multiple times.

22:32

And the idea seems to be that you can separate what

22:42

layer one learns about the data and from what layer two learns

22:49

about the data.

22:50

Layer one-- this A1, apparently by just looking after

22:57

the computation--

22:58

this learns some basic facts about the data.

23:04

The next, A2 which would go in here, would learn more detail,

23:13

and then A3 would learn more details.

23:16

So we would have a number of layers,

23:19

and it's that construction that has made neural net successful.

23:27

But I haven't finished, because right now, it's only linear.

23:32

Right now, I just have, I'll call it A2 in here.

23:36

Right now, I would just have a matrix multiplication

23:38

apply A1 and then apply A2, but in between there is a 1

23:47

by 1 action on each by this function.

23:55

23:58

So that function acts on that number

24:02

to give that number back again or to give 0.

24:06

So in there is ReLU.

24:09

In this comes ReLU on each, 6 copies of ReLU acting

24:18

on each of those 6 numbers.

24:20

Right?

24:21

So really x1 comes from y1 by applying ReLU to it.

24:32

Then, that gives the x.

24:34

So here are the y's from the linear part,

24:37

and here are the x--

24:39

that's y1.

24:40

That's a vector y1 from just the linear plus an affine map.

24:46

Linear plus constant, that's affine.

24:51

And then the next step is component by component

24:55

we apply this function, and we get x1, and then do it

25:03

again and again and again.

25:05

So do you see the function?

25:07

How do I describe now the function F of x?

25:10

25:14

So the learning function which depends on the weights,

25:26

on the A's and b's.

25:28

25:32

So I start with an x, I apply A1 to it.

25:39

Yeah, let me do this.

25:41

This is the function F of x.

25:44

F of x is going to be F3, let's say,

25:48

of F2 of F1 of x, one, two, three, parentheses, right?

25:58

OK, so it's a chain, you could say.

26:01

F is a-- what's the right word for a chain of functions,

26:06

if I take a function of a function?

26:09

The reason I use the word chain is that the chain rule

26:12

gives the derivative.

26:14

So a function of a function of a function, that's

26:19

called composition, composing function.

26:23

So this is a composition.

26:27

I don't know if there's a standard symbol for starting

26:30

with F1 and do some composition and do some composition.

26:36

And now what are those separate F's?

26:38

26:43

So the separate F's are the--

26:47

F1 of a vector would be-- it includes

26:52

the ReLU part, the nonlinear part, of A1, x0 plus b1.

27:01

So two parts, you do the linear or affine map

27:07

on your feature vector, and then component

27:13

by component you apply that nonlinear function.

27:18

And it took some years before that nonlinear function

27:22

became a big favorite.

27:27

People imagined that it was better,

27:29

it was important, to have a smooth function.

27:33

So the original functions were sigmoids, like S curves,

27:42

but of course, it turned out that experiments showed

27:46

that this worked even better.

27:48

Yeah, so that would be F1, and then F2

27:52

would have the same form, and F3 would have the same form.

27:55

So maybe this had 36 weights, and the next one

27:59

would have another number and the next another number.

28:04

You get quite complicated functions by composition,

28:08

by like e to the sine of x, or e to the sign of the logarithm

28:14

of x, or things like that.

28:18

Pure math has asked, what functions can you get?

28:23

Try to think of them all.

28:24

Now, what kind of functions do we have here?

28:27

What can I say about F of x as a function, as a math person?

28:33

What kind of a function is it?

28:37

So it's created out of matrices and vectors,

28:42

out of a linear or affine map, followed by a nonlinear,

28:49

by that particular nonlinear function.

28:54

So what kind of a function is it?

28:56

Well, I've written those words down up here, and F of x

29:04

is going to be a continuous piecewise linear function.

29:07

29:10

Because every step is continuous,

29:15

that's a continuous function.

29:17

Linear functions are a continuous functions,

29:19

so we're taking a composition of continuous function,

29:24

so it's continuous.

29:26

And it's piecewise linear, because part of it is linear,

29:30

and part of it is piecewise linear.

29:32

29:35

So this is some continuous, piecewise, linear function

29:51

of x, x in m dimensions.

29:58

OK.

29:59

30:02

So one little math question which I think

30:07

helps to understand, to like to swallow

30:13

the idea of a chain, of the kind of chain we have here,

30:19

of linear followed by ReLU.

30:22

30:27

So here's my question.

30:29

This is the question I'm going to ask.

30:31

And by the way, back propagation is certainly

30:34

going to come Wednesday rather than today.

30:37

That's a major topic in itself.

30:41

So let me keep going with this function.

30:44

30:47

Could you get any function whatsoever this way?

30:50

Well, no, you only get continuous, piecewise,

30:53

linear functions.

30:56

It's an interesting case.

30:59

Let me just ask you.

31:01

One of the exercises says, if I took

31:04

two continuous, piecewise, linear functions--

31:09

the next 20 minutes are an attempt

31:12

to give us a picture of the graph of a piecewise,

31:16

linear function in say a function of two variables.

31:23

So I have m equal to 2, and I draw its graph.

31:30

OK, help me to draw this graph.

31:32

So this would be a graph of F of x1, x2,

31:38

and it's going to be continuous and piecewise linear.

31:41

So what does its graph look like?

31:43

That's the question.

31:45

What's the graph of a piecewise, linear function looks like?

31:50

Well, it's got flat pieces in between the change from--

32:00

I do say piecewise, that means it's got different pieces.

32:04

But within a piece, it's linear, and the pieces with each other,

32:12

because it's continuous.

32:13

So I visualize, well, it's like origami.

32:20

This is the theory of origami almost.

32:24

So right, origami, you take a flat thing,

32:27

and you fold it along straight folds.

32:32

So what's different from origami?

32:34

Maybe not much.

32:35

32:38

Well, maybe origami allows more than we allow here,

32:43

or origami would allow you to fold it up and over.

32:46

So origami would give you a multi-valued thing,

32:51

because it's got a top and a bottom and other folds.

32:55

This is just going out to infinity in flat pieces,

33:02

and the question will be, how many pieces?

33:06

So let me ask you that question.

33:07

How many pieces do I have?

33:11

Do you see what I mean by a piece?

33:15

So I'm thinking of a graph that has these flat pieces,

33:19

and they're connected along straight edges.

33:23

And those straight edges come from the ReLU operation.

33:30

Well, that's got two pieces.

33:33

Actually, we could do it 1D.

33:35

In 1D, we could count the number of pieces pretty easily.

33:39

So what would be a piecewise linear?

33:41

Let me put it over here on the side and erase it soon.

33:45

OK.

33:48

So here's m equal 1, a continuous, piecewise, linear

33:56

F. I'll just draw its graph.

34:00

So OK, so it's got straight pieces,

34:08

straight pieces like so.

34:11

Yeah, you've got the idea.

34:12

It's a broken line type.

34:14

Sometimes, people say broken line,

34:16

but I'm never sure that's a good description of this.

34:21

Piecewise, linear, continuous, so it's continuous

34:24

because the pieces meet, and it's piecewise,

34:30

linear, obviously.

34:31

OK, so that's the kind of picture

34:34

I have for a function of one variable.

34:39

Now, my question is--

34:42

as an aid to try to visualize this function in 2D--

34:47

is to see if we can count the pieces,

34:51

see if we can count the pieces.

34:53

Yes.

34:55

So that's in the notes.

34:58

I found it in a paper by five authors for a meeting.

35:06

35:08

So actually, the whole world of neural nets,

35:16

it's the conferences every couple of years

35:21

that everybody prepares for, submits more than one paper.

35:27

So it's kind of a piecewise, linear conference,

35:30

and those are the big conferences.

35:35

OK.

35:36

So this is the back propagation section,

35:38

and I want to look at the--

35:42

OK.

35:43

35:46

So this is a paper by Kleinberg and four others.

35:49

Kleinberg, he's a computer science guy at Cornell.

35:54

He was a PhD from here in math, and he's

35:57

a very cool and significant person,

36:04

not so much on neural networks as just this whole part

36:13

of computer science.

36:15

Right.

36:15

So anyway, they and other people too

36:19

have asked this same problem.

36:20

36:23

Suppose I'm in two variables.

36:24

36:28

So what are you imagining now for the surface,

36:33

the graph of F of x and y?

36:39

It has these lines, fold lines, right?

36:43

I'm thinking it has fold lines.

36:45

36:48

So I can start with a complete plane, and I fold it

36:51

along one line.

36:53

So now, it's like ReLU.

36:55

It's one half plane there going into a different half plane

37:00

there.

37:00

Everybody with it?

37:03

And now, I take that function, that surface

37:08

which just has two parts, and I put in another fold.

37:14

OK, how many parts have I got now?

37:17

I think four, am I right?

37:20

Four parts, yes, because this will be different from this,

37:26

because it was folded along that line.

37:28

So these will be four different pieces.

37:31

They have the same value at the center there,

37:34

and they match along the lines.

37:39

So the number of flat pieces is four for this.

37:43

So that's with two folds, and now I just want to ask you,

37:47

with m folds how many pieces are there?

37:51

Can I get up to three folds?

37:53

37:56

So I'm going to look for the number of folds.

37:59

So let me just use a notation, maybe r.

38:04

r is the number of flat pieces, and m is the dimension of x.

38:22

In my picture, it's two, and N is the number of folds.

38:29

38:33

So let me say it again.

38:35

I'm taking a plane.

38:36

38:40

I'll fold that plane--

38:42

because the dimension was two--

38:45

I'll fold it N times.

38:47

38:51

How many pieces?

38:52

How many flat pieces?

38:53

39:06

This would be a central step in understanding

39:10

how close the function--

39:13

what freedom you have in the function F. For example,

39:18

can you approximate any continuous function

39:22

by one of these functions F by taking enough folds?

39:27

Seems like the answer should be yes, and it is yes.

39:30

39:34

For pure math, that's one question.

39:38

Is this class of functions universal?

39:41

So the universality theorem would

39:44

be to say that any function--

39:49

sine x, whatever-- could be approximated

39:53

as close as you like by one of these guys with enough folds.

39:59

And over here, we're kind of making it more numerical.

40:05

We're going to count the number of pieces

40:07

just to see how quickly do they grow.

40:10

So what happens here?

40:12

So I have four folds.

40:14

Right now, I have N equal 2.

40:18

m is 2 here in this picture.

40:23

And I'm trying to draw this surface, in here I've put in 2.

40:27

Did I take N?

40:28

Yeah, two folds, and now I'm going to go up to three folds.

40:34

OK.

40:34

So let me fold it along that line.

40:37

How many pieces of I got now?

40:39

40:44

Let's see, can I count those pieces?

40:49

Is it seven?

40:52

So what is a formula?

40:54

What if I do another fold?

40:55

40:59

Yeah, let's pretend we do another fold.

41:01

Yeah?

41:02

AUDIENCE: [INAUDIBLE]

41:04

GILBERT STRANG: Uh, yeah.

41:06

Well, maybe that's going to be it.

41:10

41:12

It's a kind of nice question, because it asks

41:15

you to visualize this thing.

41:16

OK.

41:17

41:20

So what happened?

41:22

How many of those lines will be--

41:24

if I put in a fourth line--

41:27

how many?

41:29

Yeah, how many new folds do I create?

41:33

That's kind of the question, and I'm

41:34

assuming that fourth line doesn't

41:37

go through any of these points.

41:39

It's sort of in general position.

41:40

41:43

So I put it in a fourth line, da-da-da-da, there it is.

41:47

OK, so what happened here?

41:50

How many new ones did it create?

41:53

How many new ones did it create?

41:55

41:58

Let me make that one green, because I'm

42:01

distinguishing that's the guy that's

42:03

added after the original.

42:06

We had seven.

42:07

We had seven pieces, and now we've got more.

42:14

Was it seven?

42:15

It was, wasn't it?

42:16

One, two, three, four, five, six, seven, but now how many

42:20

pieces have I got?

42:22

Or how many pieces did this new line create?

42:30

We want to build it up, use a recursion.

42:32

How many pieces did this new--

42:35

well, this new line created one new piece there.

42:39

Right?

42:40

One new piece there, one new piece there,

42:43

one new piece there, so there are four new pieces.

42:50

OK.

42:52

Yes, so there's some formula that's

42:55

going to tell us that, and now what would the next one create?

42:59

Well, now I have one, two, three, four lines.

43:03

So now, I'm going to put through a fifth line,

43:06

and that will create a whole bunch of pieces.

43:09

I'm losing the thread of this argument, but you're onto it.

43:14

Right?

43:16

Yeah, so any suggestions?

43:19

Yeah.

43:20

AUDIENCE: Yeah, I think you add essentially the number of lines

43:23

that you have each time you add a line at most.

43:26

GILBERT STRANG: OK.

43:27

Yes.

43:30

That's right.

43:30

So there is a recursion formula that I want to know,

43:34

and I learned it from Kleinberg's paper.

43:36

43:39

And then we have an addition to do,

43:42

so the recursion will tell me how much it goes up

43:45

with each new function, and then we have to add.

43:49

OK.

43:49

So the recursion formula, let me write that down.

43:52

43:56

So this is r of N and m that I'd like to find a formula for.

44:06

It's the number of flat pieces with an m dimensional surface--

44:12

well, we're taking m to be 2--

44:14

and N folds.

44:16

44:18

So N equal 1, 2, 3.

44:22

Let's write down the numbers we know.

44:25

With one fold, how many pieces?

44:29

Two, good, so far so good.

44:32

44:35

With one fold, there were two pieces.

44:38

So this is the count r, and then with two folds, how many?

44:44

Oh, we've gone past that point.

44:46

So can we get back to just those two?

44:50

Was it four?

44:51

AUDIENCE: Yes.

44:52

GILBERT STRANG: OK, thanks.

44:55

Now, when I put in that third fold, how many did I have

44:59

without the green line yet?

45:02

Seven, was it seven?

45:06

And when the fourth one went in, that green one, how many have I

45:12

got in this picture?

45:13

45:15

So the question is how many new ones did I create, I guess.

45:19

So that line got chopped into that piece, that piece,

45:24

that piece, that piece, four pieces for the new line.

45:27

Four pieces for the new line, and then each of those pieces

45:32

like added a flat bit.

45:36

Because that piece from here to here

45:40

separated these two which were previously

45:43

just one piece, one flat piece.

45:45

I folded on that line.

45:47

I folded on this.

45:48

I folded there.

45:49

I think it went up by 4 to 11.

45:51

45:55

So now, we just have to guess a formula that

45:59

matches those numbers, and then of course, we really

46:02

should guess it for any m and any N.

46:09

And I'll write down the formula that they found.

46:13

46:16

It involves binomial numbers.

46:19

Everything in the world involves binomial numbers,

46:24

because they satisfy every identity you could think of.

46:28

46:34

So here's their formula.

46:35

46:38

r with N folds, and we're in m dimensions.

46:43

So we've really in our thinking had m equal to 2,

46:46

but we should grow up and get m to be five dimensional.

46:53

So we have a five dimensional--

46:55

let's not think about that.

46:57

OK.

47:00

So it turns out it's binomial numbers--

47:03

N 0, N 1, up to N m.

47:11

47:16

So for m equals 2, which is my picture, it's N 0 plus N 1

47:28

plus N 2, and what are these?

47:32

What does that N 2 mean, for example?

47:37

That's a binomial number.

47:41

I don't know if you're keen on binomial numbers.

47:45

Some people, their whole lives go into binomial numbers.

47:50

So it's something like--

47:53

is it N factorial divided by N minus 2 factorial and 2

48:00

factorial?

48:01

48:05

I think that's what that number means.

48:08

That's the binomial number.

48:09

48:12

So at this point, I'm hoping to get the answer seven, I think.

48:17

48:22

I'm in m equal to--

48:25

I've gone up to 2.

48:27

Yeah, so I think I've obviously allowed for three cuts,

48:36

and the r, when we had just three, was 7.

48:41

48:46

So this is now I'm taking N to be 3,

48:49

and I'm hoping for answer is 7.

48:56

49:01

So I add these three things.

49:03

So what is 3, the binomial number 3 with 2?

49:08

I've forgotten how to say that.

49:10

I'm ashamed to admit.

49:11

3 choose 2, thanks.

49:13

I knew there was a good way.

49:14

So what is 3 choose 2?

49:15

49:18

Well, put in 3, and 2 is in there already,

49:23

so that'd be 6 over 1 times 2.

49:28

This would be 3.

49:29

Would that be 3?

49:30

49:35

And what is 3 choose 1?

49:39

AUDIENCE: 3.

49:41

GILBERT STRANG: How do you know that?

49:42

You're probably right.

49:45

3, I think, yeah.

49:48

Oh yeah, probably a theorem that if these add 3.

49:52

Yeah, so I'm doing N equals 3 here.

49:55

OK.

49:55

So yeah, I agree.

49:57

That's 3, and what about N to 0?

50:01

That you have to live with 0 factorial,

50:05

but 0 factorial is by no means 0.

50:10

So what is 0 factorial?

50:13

1, yeah.

50:17

I remember when I was an undergraduate having

50:19

a bet on that.

50:20

50:24

I won, but he didn't pay off.

50:29

Yeah, so it's 3.

50:31

This is 3 factorial over 3 factorial times 0 factorial.

50:35

So it's 6 over 6 times 1.

50:37

So it's 1.

50:38

Yeah, 1 and 3 and 3 make 7.

50:41

So that proves the formula.

50:44

Well, it doesn't quite prove the formula,

50:46

but the way to prove it is by an induction.

50:51

If you like this stuff, the recursion that you use

51:00

induction on.

51:01

Which is just what we did now, what we did here.

51:04

Here comes in a number 4, and it cuts through,

51:11

and then we just counted the 4 pieces there.

51:14

So yeah, so let me just tell you what the r then and m.

51:23

The number we're looking for is the number

51:26

that we had with one less cut.

51:30

So that's the previous count of flat pieces

51:35

plus the number that was here was 4, the number of pieces

51:43

that cut that.

51:44

And that's r of N minus 1, m minus 1.

51:52

Yeah, and I won't go further.

51:57

Time's up, but that rule for recursion

52:02

is proved in the section 7.1 taken from the paper

52:08

by Kleinberg and others.

52:11

Yeah.

52:11

So OK, I think this is--

52:14

I don't know what you feel.

52:16

For me, this like gave me a better feeling

52:20

that I was understanding what kind of functions we had here.

52:25

And so then the question is--

52:30

52:33

with this family of functions, we

52:35

want to choose the A's and the weights, the A's and b's,

52:45

to match the training data.

52:50

So that we have a problem in minimizing the total loss,

52:56

and we have a gradient descent problem.

53:00

So we have to find the gradient, so that Wednesday's job.

53:04

Wednesday's job is to find the gradient of F,

53:09

and that's back propagation.

53:11

Good.

53:11

Thank you very much.

53:14

7.1 is done.

English - CC (English)

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