Introduction to Machine Learning -- help us improve the scribes
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LecturePageLineWhat is writtenWhat should be writtenName of first student to identify thisStudent's emailVerified by a lecturer
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@The scribes of the course have been carefully proofread, still, there are always typos left
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Please use this form to report typos. Each student can claim up to 5 bonus points. Each math typo is 1pt, each English typo is 0.5pt.
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Points will be awarded after verification by one of the lecturers or the TA.
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Just *add a new row for every new discovery*. Do not repeat existing typos pointed out already by others.
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Each scribe is listed below by order. First all lectures then all recitations.
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You can also point to typos in the slides. 0.5pt each (English or Math). Put the slide typos of each lecture under the area of that lecture's scribe.
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LecturePageLineWhat is writtenWhat should be writtenName of first student to identify thisStudent's emailVerified by a lecturer
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1Introduction34th from the end"theme to clusters.""them to clusters."Saleet Kleinsaleet.k@gmail.comVerfied and corrected
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15th from the endincrease in they predictionincrease in their predictionOrit Moskovichorit.mosko@gmail.comVerfied and corrected
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32nd from the end"set of example""set of examples"Orit Moskovichorit.mosko@gmail.comVerfied and corrected
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42in the sum: j is in S_ij: x_j is in S_i (since S_i was defined as a set of points, not a set of indices, as we can see in the 'assign' part)Iddan Golombigolomb@gmail.comcorrected
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410in the sum in update rule: j is in S_ij: x_j is in S_i (same explanation as before)Iddan Golombigolomb@gmail.comlooks fine now
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42nd from the end for the plan (d = 2)for the plane (d = 2)Saleet Kleinsaleet.k@gmail.comVerfied and corrected
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43rd from the endVeronoi diagramsVoronoi diagramsOrit Moskovichorit.mosko@gmail.comVerfied and corrected
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45th from the endThe number of iterationthe number of iterationsMichal Faktorfaktorm1@post.tau.ac.ilcorected
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17hetheOren Avramorenavr2@mail.tau.ac.ilcorected
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1--2 - in the Recitationthe end of page one and the start of page 2 where L(a; b) = 0 iff a = b and otherwise L(a; b) = 0.I am not sure, but it's not make any sanse that L(a,b) = 0 in both casesdov danondov84d@gmail.comcorrected
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2Bayesian Inference181 Lecture 1: October 13Maximum LikelihoodRoy Mitzroymitz@gmail.comcorrected
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-+112nd from the end a = b and otherwise L(a; b) = 0ThereforeRoy Mitzroymitz@gmail.comcorrected
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112set of n pointset of n pointsSaleet Kleinsaleet.k@gmail.comcorrected
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16th from the end$||\mu_i-x_j||$$||\mu_i-x_j||^2$ (missing square in the minimization equation)Orit Moskovichorit.mosko@gmail.comcorrected
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16th from the endin the sum: j is in S_ij: x_j is in S_i (since S_i was defined as a set of points, not a set of indices, as we can see in the 'assign' part)Asaf Ezraasaf244@gmail.comcorrected
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lecture slide 42last linein the sum: j is in S_ij: x_j is in S_i (same explanation as before)Asaf Ezraasaf244@gmail.com
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210namelyNamely (capital)Saleet Kleinsaleet.k@gmail.comcorrected
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21what should beWhat should be (capital)Asaf Ezraasaf244@gmail.comcorrected
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26historical data andHistorical data and (capital)Asaf Ezraasaf244@gmail.comcorrected
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41 (below the frame)drawsdrawnSaleet Kleinsaleet.k@gmail.comcorrected
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43,11L(\mu, \sigma ); x1; x2; ... ; xn)L((\mu, \sigma ); x1; x2; ... ; xn) [missing bracket]Orit Moskovichorit.mosko@gmail.comcorrected
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411the sum is 1 to nchanging every m in the equation to n (in two places- m/2 and m*log(sigma))Saleet Kleinsaleet.k@gmail.comcorrected
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413derivative of L according to \mushould be the derivative of l according to \muAsaf Ezraasaf244@gmail.comcorrected
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52derivative of L according to \sigmashould be the derivative of l according to \sigmaAsaf Ezraasaf244@gmail.comcorrected
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57 from the endx_i<theta*x_i<=theta* (since there can be a realization in which x_i is exactly the upper bound)Iddan Golombigolomb@gmail.comcorrected
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56 from the endE[theta^_ML]<theta*E[theta^_ML]<=theta*(same explanation as previous line)Iddan Golombigolomb@gmail.comcorrected
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77th from the endand thereforand thereforeOrit Moskovichorit.mosko@gmail.comcorrected
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85(without the Lagrangian multiplies(without the Lagrangian multiplies)Saleet Kleinsaleet.k@gmail.comcorrected
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810 from the endthereThereOrit Moskovichorit.mosko@gmail.comcorrected
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88 from the endmanyManyIddan Golombigolomb@gmail.comcorrected
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101n+1 pointn+1 pointsIddan Golombigolomb@gmail.comcorrected
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104 derivative of Fshould be multiplied by 1/2Saleet Kleinsaleet.k@gmail.comcorrected
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1012viewed aviewed asOrit Moskovichorit.mosko@gmail.comcorrected
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10last equationwrong equation with correct ending(1) sigma is 1 - should be removed from the denominator (2) e^{\mu}^2 - should be e^{-0.5\mu}^2 (3) in the second line -{\mu}^2 /2 should be +{\mu}^2 [remove the "/2" and minus should be plus] (4) in the third line inside the sum: should be (2+x_i\mu_i + (n+1)\mu^2) Saleet Kleinsaleet.k@gmail.comcorrectedThanks! should be counted as 4 errors YM
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10last equationwrong equation with correct endingin the third line inside the sum the part of the X_i^2 is missing×ª it comes back in the fourth lineAsaf Ezraasaf244@gmail.comnot an error
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116a family of distributiona family of distributionsIddan Golombigolomb@gmail.comcorrected
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112nd line after "Beta Distribution"what would beWhat would be (capital letter starting a sentence)Iddan Golombigolomb@gmail.comcorrected
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11one before last(m+a-1,n-m+b-1)(m+a,n-m+b)
...
This is a Beta distribution with (alpha,beta) params (m+a,n-m+b),
not (m+a-1,n-m+b-1).
Also - can mention that MAP is mode of posterior, not mean as implied.
and that mode of Beta is
(a-1)/(a+b-2) for a,b>1 .
The MAP(s) shown take this into account, but it is not made explicit.
Shimi Salantshimi.salant@gmail.comcorrected
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6After "For the maximum we have"Variance computation of the ML estimator is not accurate.The ML estimator is biased, so why is its expectation given by \theta when computing its variance?Dean Dorondeandoron@mail.tau.ac.ilcorrected - thie is really the squared error
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2 (recitation)The first one in section 2.3Typo: "there"theirDean Dorondeandoron@mail.tau.ac.ilcorrected
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411l(\mu, \sigma ); x1; x2; ... ; xn)l((\mu, \sigma ); x1; x2; ... ; xn) [missing left bracket, in addition to the comment here above]Oren Avramorenavr2@mail.tau.ac.ilcorrected
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22 (In chapter 2.3)a Bernoulli random variablea Binomial random variable [Binomial is the sum of Bernoulli experiments]Tomer Haimovichtomer.ha@gmail.comcorrected
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112 (In chapter 2.4.2)a Bernoulli random variablea Binomial random variable [Same as the above...]Tomer Haimovichtomer.ha@gmail.comcorrected
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73rd equation\forall kIt's not clear what the range of k is.Tomer Haimovichtomer.ha@gmail.comcorrected
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76has to be a stationary point of the gradient of the Lagragianhas to be a stationary point of the Lagragian [where the gradient is 0]Tomer Haimovichtomer.ha@gmail.comcorrected
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3GMM & EM18Maximum LilkeihoodMaximum LikelihoodRoy Mitzroymitz@gmail.comcorrected
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14th from the endHA is a normal distributionHA is a normal distribution with different expectation but the same standard deviation (this is NOT an error, but it might be clearer this way)Iddan Golombigolomb@gmail.comcorrected
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64dustributions.distributions.Roy Mitzroymitz@gmail.comcorrected
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28 (third equation)Pr[x|y=b]Pr[x|y=1] (twice)Saleet Kleinorit.mosko@gmail.comcorrected
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35th from the endgives a reasonable baseline resultsgives reasonable baseline resultsIddan Golombigolomb@gmail.comcorrected
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44when can the independence assumption can breakwhen the independence assumption can breakIddan Golombigolomb@gmail.comcorrected
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45 and 6 (same typo twice)distributiondistributionsIddan Golombigolomb@gmail.comcorrected
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59in the sum: j is in S_ij: x_j is in S_i (since S_i was defined as a set of points, not a set of indices, as we can see in the 'assign' part)Asaf Ezraasaf244@gmail.comit's the indiced, clarified
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47with comewill comeOrit Moskovichorit.mosko@gmail.comcorrected
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9th from the endis defineis definedOrit Moskovichorit.mosko@gmail.comI think its OK
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59the objective function to minimize in K-means - the outer sigma is 1 to n, and inside the sum there is x_ithe outer sigma should be 1 to k, and inside the sum x_i should be x_jOrit Moskovichorit.mosko@gmail.comcorrected
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511The points isThe points inOrit Moskovichorit.mosko@gmail.comcorrected
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61Figure 3.5 says "read"should be "red"Orit Moskovichorit.mosko@gmail.comcorrected
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75\sum_{i=1}^n\sum_{j=1}^n\sum_{i=1}^n\sum_{j=1}^kOrit Moskovichorit.mosko@gmail.comcorrected
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76E[F(x)]<=F(E[X])E[F(X)]<=F(E[X]) (X should be capitilized)Asaf Ezraasaf244@gmail.comcorrected
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76th from the enda_ijlog(a_i,j)a_ijlog(a_ij) (without the comma)Asaf Ezraasaf244@gmail.comcorrected
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72nd to lastsum over a_ijsum over a_ij^(t+1)Asaf Ezraasaf244@gmail.comcorrected
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83 and 4a_ij is written 4 timesshould be a_ij^(t+1) in allAsaf Ezraasaf244@gmail.comcorrected
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slide 48last row\sum_{i=1}^n\sum_{j=1}^n\sum_{i=1}^n\sum_{j=1}^k (also appears in last row of slide 49 and first row of slide 51)Iddan Golombigolomb@gmail.comsent to eran
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slide 41last line, and in formulaknOri Terneroriterner@gmail.comsent to eran
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66S - 1S_1Ori Terneroriterner@gmail.comcorrected
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713It iterationIn iterationSaleet Kleinsaleet.k@gmail.comcorrected
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3second and third line of the equationxx_iEmmanuelle Muhlethaleremmanuellem@mail.tau.ac.ilcorrected
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67S-1S_1Roy Mitzroymitz@gmail.comcorrected
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610 (the equation for f_j(x))\mu\mu_jDean Dorondeandoron@mail.tau.ac.ilcorrected
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3 (recitation)First equation(p_1^t)^x_i(p_1^t)^{x_i} (there are three such mistakes in the equation).Dean Dorondeandoron@mail.tau.ac.il
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48 from the endit tois toOren Avramorenavr2@mail.tau.ac.ilcorrected
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46 from the endan dXda dXdOfir Lindenbaumofirlin@gmail.com
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8First equationargmax_\mu,\sigma,pargmax_\mu,\sigmaOren Avramorenavr2@mail.tau.ac.ilcorrected
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8Second equationa_i,ja_ij [without the comma]Oren Avramorenavr2@mail.tau.ac.ilcorrected
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82 (below formula)where the maximization is formwhere the maximization is fromOri Terneroriterner@gmail.comcorrected
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8below second formula we consider as as constants in g. we consider a as constants in g.Ori Terneroriterner@gmail.comcorrected
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8Inner Sigma in the definition of the g function\sum_{j=1}^n\sum_{j=1}^kOren Avramorenavr2@mail.tau.ac.ilcorrected
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8expression for sigma_j^(t+1)the expression giventhis is the expression for sigma_j^(t+1) *squared*
...
either take sqrt of RHS or let LHS be (sigma_j^(t+1)) ^ 2
Shimi Salantshimi.salant@gmail.comcorrected
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93 lines after the E stepmixture if Gaussiansmixture of GaussiansOren Avramorenavr2@mail.tau.ac.ilcorrected
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9first equation (2 lines after M-Step)log(Pr(D|\theta) = log(\sum_z (Pr(D,z|\theta)))log(Pr(D|\theta) = log(\sum_z (Pr(D,z|\theta))*Pr(z|\theta)) (According to the law of total probability. This is also true in the next parts of the equation, though the final result is correct). Iddan Golombigolomb@gmail.comwrong
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10first bulletno to decreasenot to decreaseOren Avramorenavr2@mail.tau.ac.ilcorrected
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10first bulletWe are guaranteeWe are guaranteedAsaf Ezraasaf244@gmail.comcorrected
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44when can the independence assumption can breakwhen the independence assumption can breakTomer Haimovichtomer.ha@gmail.comcorrected
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48 from the endto first sample n normal...to first sample d normal...Tomer Haimovichtomer.ha@gmail.com
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63for a univariate normal distributionfor an univariate... [an]Tomer Haimovichtomer.ha@gmail.comwrong
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64demonstrate the concepts, and latter we generalizedemonstrate the concepts, and later we will generalize [later, will]Tomer Haimovichtomer.ha@gmail.comcorrected