Overview of MathWorks

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1 MATLAB 机器学习和深度学习卓金武 MathWorks 中国本讲义为论坛内部学习资料, 版权归演讲者所有转载请联系论坛管理员, 感谢支持 MATLAB 中文论坛! 如需下载本次演讲的视频资料, 请访问 : The MathWorks, Inc. 1

2 内容提要机器学习何为机器学习机器学习的常见问题 MATLAB 机器学习技术 Example 1: 设备测试式维护的实现 Example 2: 量化投资深度学习深度学习 Vs. 机器学习深度学习的技术实现 Example 3: 图像识别总结 2

3 机器学习的应用领域图像识别语音识别股票预测医学诊断数据分析机器人等等 [TBD] 3

4 何为机器学习机器学习是用数据产生一个用于执行一个任务的程序任务 : 人类行为探测 Standard Approach Machine Learning Approach Compute r Program Machine Learnin g Hand Written Program If X_acc > 0.5 then SITTING If Y_acc < 4 and Z_acc > 5 then STANDING Formula or Equation Y activity = β 1 X acc + β 2 Y acc + β 3 Z acc + model: Inputs Outputs model = < Machine Learning >(sensor_data, activity) Algorithm 4

5 机器学习流程加速计算选择模型数据训练模型预测导入数据探索数据准备数据现有数据已知结果模型 l 模型新数据预测结果模型评估 5

6 机器学习算法分类学习类型算法类别无监督聚类机器学习 Group and interpret data based only on input data 分类有监督 Develop predictive model based on both input and output data 回归 6

7 无监督学习 k-means, Fuzzy C-Means Hierarchical 聚类 Neural Networks Gaussian Mixture Hidden Markov Model 7

8 有监督学习回归 Neural Networks Decision Trees Ensemble Methods Non-linear Reg. (GLM, Logistic) Linear Regression 分类 Support Vector Machines Discriminant Analysis Naive Bayes Nearest Neighbor 8

9 案例 : 涡轮发动机的预测性维护数据 : 数据取自 100 个同种型号发动机多个传感器的数据工程背景 : 执行计划式维护依然有故障发生已收集了故障记录以及这些故障发生前的传感器的数据能预测出故障还有多久就会发生吗 Data provided by NASA PCoE 9

10 Live Historical 数据是如何记录的 Initial Use/ Prior Maintenance Recording Starts Failure Maintenance Engine1 Engine2 Engine100??? Engine200?? Time (Flights) 10

11 部署模型到产品中 MATLAB Coder MATLAB Compiler MATLAB Compiler SDK.exe.lib.dll MATLAB Runtime 11

12 效果演示 12

13 预测式维护的意义增加可用时间和安全性更可靠降低维护成本更经济优化供应链管理更出名 13

数据点距离矩阵 :spearman 基于交易数据的量化择股层次聚类结果相关程度图目标 : 训练股票聚类和分类模型 500 1000 1.8 1.

14 数据点距离矩阵 :spearman 基于交易数据的量化择股层次聚类结果相关程度图目标 : 训练股票聚类和分类模型数据 : 股票交易数据方法 : 提取有效特征训练模型用测试数据进行测试数据点

技术关键与结果 CPCC: 0.5406 1 0.9 距离 0.8 0.7 0.6 0.

15 技术关键与结果 CPCC: 距离数据点股票的聚类结果层次聚类股票的分类模型决策树 15

16 MATLAB 在机器学习方面的优势和劣势 Steps Challenge Solution 获取探索分析数据预处理数据训练模型评估模型反复数据的多样性缺乏专业工具周期长多种问题 : 过度拟合速度 - 精度 - 复杂度扩展数据支持 signal, images, financial, Textual, geospatial, and several others formats 高质量数据预处理函数库 Industry-standard algorithms for Finance, Statistics, Signal, Image processing 可交互的 APP 操作流程 Focus on machine learning, not programing 集成的最佳实践 Model validation tools built into app Rich documentation with step by step guidance 灵活的架构更适合定制化的流程 Complete machine learning platform 16

17 内容提要机器学习何为机器学习机器学习的常见问题 MATLAB 机器学习技术 Example 1: 设备测试式维护的实现 Example 2: 量化投资深度学习深度学习 Vs. 机器学习深度学习的技术实现 Example 3: 图像识别总结 17

18 深度学习本质 : 通过构建多隐层的模型和海量训练数据, 来学习更有用的特征, 从而最终提升分类或预测的准确性深度模型是手段, 特征学习是目的 18

19 深度学习 vs. 神经网络神经网络 : 深度学习 : 19

20 案例 : 基于深度学习的图像识别目标 : 训练深度学习机方法 : 提取有效特征训练深度学习模型用测试数据进行测试 20

21 技术关键与结果 21

22 内容提要机器学习何为机器学习机器学习的常见问题 MATLAB 机器学习技术 Example 1: 设备测试式维护的实现 Example 2: 量化投资深度学习深度学习 Vs. 机器学习深度学习的技术实现 Example 3: 图像识别总结 22

23 总结机器学习的适应场景 : 规则和方程太复杂时脸谱语音模式识别. 规则和模型市场变化时欺诈检测数据的特征市场变化并且程序需要适应这种变化时自动交易能耗预测供水预测深度学习的适应场景 : 规则和方程不容易表达, 并且一般机器学习方法效果不好时股票预测经济预测. 对准确度要求较高的大样本数据问题指纹图像识别.. 23

24 What if Computational Thinking was Commonplace? Cross-collaboration S Science T Technolog y E Engineerin g A Art M Math Foundation: Computational Thinking Integrated Curriculum Integrated Campus 24

25 MathWorks 大学合作计划教学科研资源共享支持教师出版图书正版授权, 包括校级学院级实验室.. 学生设计竞赛赞助 25

26 Top 50 universities with MATLAB Enabled Campus (TAH) QS World University Rankings for Engineering & Technology (Top 50) 1 Massachusetts Institute of Technology (MIT) 2 Stanford University 3 University of Cambridge 4 National University of Singapore (NUS) 5 ETH Zurich - Swiss Federal Institute of Technology 6 Nanyang Technological University, Singapore (NTU) 7 Imperial College London 8 University of California, Berkeley (UCB) 9 University of Oxford 10 Harvard University 11 Tsinghua University 12 The University of Tokyo 13 KAIST - Korea Advanced Institute of Science & Technology 14 The Hong Kong University of Science and Technology 15 Seoul National University 16 California Institute of Technology (Caltech) 17 Ecole Polytechnique Fédérale de Lausanne (EPFL) 18 The University of Melbourne 19 Delft University of Technology 19 Georgia Institute of Technology 21 University of New South Wales (UNSW) QS World University Rankings for Engineering & Technology (Top 50) 26 The University of Hong Kong 27 Peking University 28 Kyoto University 29 Carnegie Mellon University 30 Technische Universität München 30 The University of Sydney 30 University of Illinois at Urbana-Champaign 33 Shanghai Jiao Tong University 34 Cornell University 34 National Taiwan University (NTU) 36 KTH Royal Institute of Technology 36 University of Michigan 38 University of Texas at Austin 39 Monash University 40 The University of Queensland 41 The Australian National University 41 Pohang University of Science And Technology (POSTECH) 41 The Chinese University of Hong Kong (CUHK) 44 Indian Institute of Technology Delhi (IITD) 44 The Hong Kong Polytechnic University 46 Technical University of Denmark 47 Technische Universität Berlin 47 The University of Manchester 49 University of Toronto 50 UCL (University College London) 22 Tokyo Institute of Technology 23 University of California, Los Angeles (UCLA) 24 Politecnico di Milano 24 Princeton University 26

27 Some Regional universities with MATLAB Enabled Campus (TAH) 27

MATLAB Enabled Campus Everyone, Anytime,

for All: Faculty, Staff, and Students 50

Toolboxes) Covers all on-campus facilities

MATLAB with a web browser MATLAB Mobile:

MATLAB ON PCs Clusters Cloud MATLAB Mobile

28 MATLAB Enabled Campus Everyone, Anytime, Anywhere Access Standardize MATLAB Suite for All: Faculty, Staff, and Students 50 product suite (MATLAB, Simulink + Toolboxes) Covers all on-campus facilities and home use (BYOD) MATLAB Desktop: Self-serve, users obtain personal standalone license MATLAB Online: Access MATLAB with a web browser MATLAB Mobile: Access MATLAB on ios/android devices MATLAB ON PCs Clusters Cloud MATLAB Mobile MATLAB Online Scalable Computing Infrastructure Unified Computational Ecosystem 28

29 更多学习资源 MATLAB 帮助 MathWorks 官网 MATLAB 中文论坛 29

30 问题和讨论官网 : 公司电话 : 邮箱 : Steven.Zhuo@mathworks.cn 微信 / QQ : 手机 :

2016 The MathWorks, Inc. MATLAB and Simulink are registered trademarks of The MathWorks, Inc. See www.mathworks.com/trademarks for a list of additional trademarks.

31 2016 The MathWorks, Inc. MATLAB and Simulink are registered trademarks of The MathWorks, Inc. See for a list of additional trademarks. Other product or brand names may be trademarks or registered trademarks of their respective holders. 本讲义为论坛内部学习资料, 版权归演讲者所有转载请联系论坛管理员, 感谢支持 MATLAB 中文论坛! 如需下载本次演讲的视频资料, 请访问 : The MathWorks, Inc. 31

Overview of MathWorks

Overview of MathWorks MATLAB 机器学习和深度学习技术卓金武 MathWorks 中国 steven.zhuo@mathworks.cn 2015 The MathWorks, Inc. 1 内容提要机器学习何为机器学习机器学习的常见问题 MATLAB 机器学习技术 Example 1: 设备测试式维护的实现 Example 2: 量化投资深度学习深度学习 Vs. 机器学习深度学习的技术实现 Example