Supervised learning (SL) is a paradigm in machine learning where input objects (for example, a vector of predictor variables) and a desired output value (also known as human-labeled supervisory signal) train a model. The training data is processed, building a function that maps new data on expected output values. An optimal scenario will allow for the algorithm to correctly determine output values for unseen instances. This requires the learning algorithm to generalize from the training data to unseen situations in a "reasonable" way (see inductive bias). This statistical quality of an algorithm is measured through the so-called generalization error.
To solve a given problem of supervised learning, one has to perform the following steps:
Determine the type of training examples. Before doing anything else, the user should decide what kind of data is to be used as a training set. In the case of handwriting analysis, for example, this might be a single handwritten character, an entire handwritten word, an entire sentence of handwriting or perhaps a full paragraph of handwriting.
Gather a training set. The training set needs to be representative of the real-world use of the function. Thus, a set of input objects is gathered and corresponding outputs are also gathered, either from human experts or from measurements.
Determine the input feature representation of the learned function. The accuracy of the learned function depends strongly on how the input object is represented. Typically, the input object is transformed into a feature vector, which contains a number of features that are descriptive of the object. The number of features should not be too large, because of the curse of dimensionality; but should contain enough information to accurately predict the output.
Determine the structure of the learned function and corresponding learning algorithm. For example, the engineer may choose to use support-vector machines or decision trees.
Complete the design. Run the learning algorithm on the gathered training set.
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