In the previous post we discussed using Convolutional Neural Networks for Image Recognition. In order to better understand what the algorithms are doing we need to explore convolutions in more detail.


A convolution of f and g, denoted f*g, is the integral of the product of 2 functions after one is reversed and shifted. Mathematically

    \[ (f \ast g)(t) = \int_{-\infty}^{\infty} f(\tau)g(t-\tau)d\tau = \int_{-\infty}^{\infty} f(t-\tau)g(\tau)d\tau \]

One way of thinking about convolutions is an integral that expresses the amount of overlap of g as it is shifted over f. It “blends” one function with another. The below image courtesy of Wikipedia demonstrates this.
Some more intuitive explanations of convolutions (and more applicable to machine learning):

Think about a time series. Say we look at the fed funds rate over time.One way to smooth data is to convolve it against a smaller list. For example, to calculate the weekly moving average we convolve it against [1,1,1,1,1]. For a monthly moving average we would convolve it with a list of 25 ones (assuming 25 business days in a month).

As another example, consider rolling 2 six sided dice. The probability distribution looks as follows.This can be represented as a convolution… For example to get a 4 we have

So what does the “Convolution” in Convolutional Neural Networks (aka Deep Learning) do to images? Convolutions (called Kernels in image processing) work as feature detectors. Lets look at a few convolutions on 2 images below.

 Convolution  Matrix  Image 1 Image 2
 Original Image
 Edge Detection 1      
 Edge Detection 2      
 Edge Detection 3      
 Edge Detection 4      
 Box Blur      
 Gaussian Blur      
Gradient Detection 1      
Gradient Detection 2      

The amazing part about Deep Learning is we don’t have to teach the algorithm the convolutions to use. It learns them as part of the hyperparameter tuning!

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Former finance professional with 15 years experience as a trader in New York and Hong Kong. Currently doing consulting work in Machine Learning and AI.

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