Supervised learning

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Supervised learning is the machine learning task of inferring a function from supervised training data. The training data consist of a set of training examples. In supervised learning, each example is a pair consisting of an input object (typically a vector) and a desired output value (also called the supervisory signal). A supervised learning algorithm analyzes the training data and produces an inferred function, which is called a classifier (if the output is discrete, see classification) or a regression function (if the output is continuous, see regression). The inferred function should predict the correct output value for any valid input object. This requires the learning algorithm to generalize from the training data to unseen situations in a "reasonable" way (see inductive bias). (Compare with unsupervised learning.) The parallel task in human and animal psychology is often referred to as concept learning.

Contents

Overview

In order to solve a given problem of supervised learning, one has to perform the following steps:

A wide range of supervised learning algorithms is available, each with its strengths and weaknesses. There is no single learning algorithm that works best on all supervised learning problems (see the No free lunch theorem).

There are four major issues to consider in supervised learning:

Bias-variance tradeoff

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