Excerpt from Bishop’s: Pattern Recognition & Machine Learning

Applications in which the training data comprises examples of the input vectors along with their corresponding target vectors are known as supervised learning problems. Cases such as the digit recognition example, in which the aim is to assign each input vector to one of a finite number of discrete categories, are called classification problems. If the desired output consists of one or more continuous variables, then the task is called regression. An example of a regression problem would be the prediction of the yield in a chemical manufacturing process in which the inputs consist of the concentrations of reactants, the temperature, and the pressure.

In other pattern recognition problems, the training data consists of a set of input vectors x without any corresponding target values. The goal in such unsupervised learning problems may be to discover groups of similar examples within the data, where it is called clustering, or to determine the distribution of data within the input space, known as density estimation, or to project the data from a high-dimensional space down to two or three dimensions for the purpose of visualization.

Finally, the technique of reinforcement learning (Sutton and Barto, 1998) is concerned with the problem of finding suitable actions to take in a given situation in order to maximize a reward. Here the learning algorithm is not given examples of optimal outputs, in contrast to supervised learning, but must instead discover them by a process of trial and error. Typically there is a sequence of states and actions in which the learning algorithm is interacting with its environment. In many cases, the current action not only affects the immediate reward but also has an impact on the reward at all subsequent time steps. For example, by using appropriate reinforcement learning techniques a neural network can learn to play the game of backgammon to a high standard (Tesauro, 1994). Here the network must learn to take a board position as input, along with the result of a dice throw, and produce a strong move as the output. This is done by having the network play against a copy of itself for perhaps a million games. A major challenge is that a game of backgammon can involve dozens of moves, and yet it is only at the end of the game that the reward, in the form of victory, is achieved. The reward must then be attributed appropriately to all of the moves that led to it, even though some moves will have been good ones and others less so. This is an example of a credit assignment problem. A general feature of reinforcement learning is the trade-off between exploration, in which the system tries out new kinds of actions to see how effective they are, and exploitation, in which the system makes use of actions that are known to yield a high reward. Too strong a focus on either exploration or exploitation will yield poor results. Reinforcement learning continues to be an active area of machine learning research.