Ensemble Learning
How to Develop a Random Forest Ensemble in Python - MachineLearningMastery.com How to Develop a Random Forest Ensemble in Python - MachineLearningMastery.com
The effect is that the predictions, and in turn, prediction errors, made by each tree in the ensemble are more different or less correlated. When the predictions from these less correlated trees are averaged to make a prediction, it often results in better performance than bagged decision trees. Perhaps the most important hyperparameter to tune for the random forest is the number of random features to consider at each split point. Random forests' tuning parameter is the number of randomly selected predictors, k, to choose from at each split, and is commonly referred to as mtry. In the regression context, Breiman (2001) recommends setting mtry to be one-third of the number of predictors.
Random forests, sound symbolism and Pokemon evolution
Kilpatrick, Alexander James, Cwiek, Aleksandra, Kawahara, Shigeto
This study constructs machine learning algorithms that are trained to classify samples using sound symbolism, and then it reports on an experiment designed to measure their understanding against human participants. Random forests are trained using the names of Pokemon, which are fictional video game characters, and their evolutionary status. Pokemon undergo evolution when certain in-game conditions are met. Evolution changes the appearance, abilities, and names of Pokemon. In the first experiment, we train three random forests using the sounds that make up the names of Japanese, Chinese, and Korean Pokemon to classify Pokemon into pre-evolution and post-evolution categories. We then train a fourth random forest using the results of an elicitation experiment whereby Japanese participants named previously unseen Pokemon. In Experiment 2, we reproduce those random forests with name length as a feature and compare the performance of the random forests against humans in a classification experiment whereby Japanese participants classified the names elicited in Experiment 1 into pre-and post-evolution categories. Experiment 2 reveals an issue pertaining to overfitting in Experiment 1 which we resolve using a novel cross-validation method. The results show that the random forests are efficient learners of systematic sound-meaning correspondence patterns and can classify samples with greater accuracy than the human participants.
Instance-based Explanations for Gradient Boosting Machine Predictions with AXIL Weights
We show that regression predictions from linear and tree-based models can be represented as linear combinations of target instances in the training data. This also holds for models constructed as ensembles of trees, including Random Forests and Gradient Boosting Machines. The weights used in these linear combinations are measures of instance importance, complementing existing measures of feature importance, such as SHAP and LIME. We refer to these measures as AXIL weights (Additive eXplanations with Instance Loadings). Since AXIL weights are additive across instances, they offer both local and global explanations. Our work contributes to the broader effort to make machine learning predictions more interpretable and explainable.
GitHub - ARM-software/mango: Parallel Hyperparameter Tuning in Python
Mango is a python library to find the optimal hyperparameters for machine learning classifiers. Mango is straightforward to use. Following example minimizes the quadratic function whose input is an integer between -10 and 10. Note that best parameters may be different but accuracy should be 0.9315. More examples are available in the examples directory (Facebook's Prophet, XGBoost, SVM).
The choice of scaling technique matters for classification performance
de Amorim, Lucas B. V., Cavalcanti, George D. C., Cruz, Rafael M. O.
Dataset scaling, also known as normalization, is an essential preprocessing step in a machine learning pipeline. It is aimed at adjusting attributes scales in a way that they all vary within the same range. This transformation is known to improve the performance of classification models, but there are several scaling techniques to choose from, and this choice is not generally done carefully. In this paper, we execute a broad experiment comparing the impact of 5 scaling techniques on the performances of 20 classification algorithms among monolithic and ensemble models, applying them to 82 publicly available datasets with varying imbalance ratios. Results show that the choice of scaling technique matters for classification performance, and the performance difference between the best and the worst scaling technique is relevant and statistically significant in most cases. They also indicate that choosing an inadequate technique can be more detrimental to classification performance than not scaling the data at all. We also show how the performance variation of an ensemble model, considering different scaling techniques, tends to be dictated by that of its base model. Finally, we discuss the relationship between a model's sensitivity to the choice of scaling technique and its performance and provide insights into its applicability on different model deployment scenarios. Full results and source code for the experiments in this paper are available in a GitHub repository.\footnote{https://github.com/amorimlb/scaling\_matters}
The State of the Art in Enhancing Trust in Machine Learning Models with the Use of Visualizations
Chatzimparmpas, A., Martins, R., Jusufi, I., Kucher, K., Rossi, Fabrice, Kerren, A.
Machine learning (ML) models are nowadays used in complex applications in various domains, such as medicine, bioinformatics, and other sciences. Due to their black box nature, however, it may sometimes be hard to understand and trust the results they provide. This has increased the demand for reliable visualization tools related to enhancing trust in ML models, which has become a prominent topic of research in the visualization community over the past decades. To provide an overview and present the frontiers of current research on the topic, we present a State-of-the-Art Report (STAR) on enhancing trust in ML models with the use of interactive visualization. We define and describe the background of the topic, introduce a categorization for visualization techniques that aim to accomplish this goal, and discuss insights and opportunities for future research directions. Among our contributions is a categorization of trust against different facets of interactive ML, expanded and improved from previous research. Our results are investigated from different analytical perspectives: (a) providing a statistical overview, (b) summarizing key findings, (c) performing topic analyses, and (d) exploring the data sets used in the individual papers, all with the support of an interactive web-based survey browser. We intend this survey to be beneficial for visualization researchers whose interests involve making ML models more trustworthy, as well as researchers and practitioners from other disciplines in their search for effective visualization techniques suitable for solving their tasks with confidence and conveying meaning to their data.
Benchmarking Machine Learning Models to Predict Corporate Bankruptcy
Alanis, Emmanuel, Chava, Sudheer, Shah, Agam
The risk of bankruptcy in a publicly traded firm is of major interest to shareholders, creditors, and employees. Prior literature has investigated the predictive performance of different forecasting models, mainly the discriminant analysis with accounting information (Altman, 1968), the distance to default structural model (Bharath and Shumway, 2008), and the hazard model with accounting and market information (Shumway, 2001; Chava and Jarrow, 2004). In this paper we investigate the benefits of applying high dimensional machine learning (ML) methods to bankruptcy prediction. We use a comprehensive sample of bankruptcies for U.S. publicly traded companies from 1969 to 2019 with financial, market, macro, and text based predictors. We study the performance of eight ML algorithms: the hazard model of Shumway (2001) and Chava and Jarrow (2004) enhanced with a penalty function (LASSO and Ridge), bagged trees (random forest and survival random forest), gradient boosted trees (XG Boost and LightGBM), and two specifications of neural networks (one shallower and one deeper).
Greenhouse gases emissions: estimating corporate non-reported emissions using interpretable machine learning
Assael, Jeremi, Heurtebize, Thibaut, Carlier, Laurent, Soupé, François
As of 2022, greenhouse gases (GHG) emissions reporting and auditing are not yet compulsory for all companies and methodologies of measurement and estimation are not unified. We propose a machine learning-based model to estimate scope 1 and scope 2 GHG emissions of companies not reporting them yet. Our model, specifically designed to be transparent and completely adapted to this use case, is able to estimate emissions for a large universe of companies. It shows good out-of-sample global performances as well as good out-of-sample granular performances when evaluating it by sectors, by countries or by revenues buckets. We also compare our results to those of other providers and find our estimates to be more accurate. Thanks to the proposed explainability tools using Shapley values, our model is fully interpretable, the user being able to understand which factors split explain the GHG emissions for each particular company.
Clinical Deterioration Prediction in Brazilian Hospitals Based on Artificial Neural Networks and Tree Decision Models
Yazdanpanah, Hamed, Silva, Augusto C. M., Guedes, Murilo, Morales, Hugo M. P., Coelho, Leandro dos S., Moro, Fernando G.
Early recognition of clinical deterioration (CD) has vital importance in patients' survival from exacerbation or death. Electronic health records (EHRs) data have been widely employed in Early Warning Scores (EWS) to measure CD risk in hospitalized patients. Recently, EHRs data have been utilized in Machine Learning (ML) models to predict mortality and CD. The ML models have shown superior performance in CD prediction compared to EWS. Since EHRs data are structured and tabular, conventional ML models are generally applied to them, and less effort is put into evaluating the artificial neural network's performance on EHRs data. Thus, in this article, an extremely boosted neural network (XBNet) is used to predict CD, and its performance is compared to eXtreme Gradient Boosting (XGBoost) and random forest (RF) models. For this purpose, 103,105 samples from thirteen Brazilian hospitals are used to generate the models. Moreover, the principal component analysis (PCA) is employed to verify whether it can improve the adopted models' performance. The performance of ML models and Modified Early Warning Score (MEWS), an EWS candidate, are evaluated in CD prediction regarding the accuracy, precision, recall, F1-score, and geometric mean (G-mean) metrics in a 10-fold cross-validation approach. According to the experiments, the XGBoost model obtained the best results in predicting CD among Brazilian hospitals' data.
Learning Inter-Annual Flood Loss Risk Models From Historical Flood Insurance Claims and Extreme Rainfall Data
Salas, Joaquin, Saha, Anamitra, Ravela, Sai
Flooding is one of the most disastrous natural hazards, responsible for substantial economic losses. A predictive model for flood-induced financial damages is useful for many applications such as climate change adaptation planning and insurance underwriting. This research assesses the predictive capability of regressors constructed on the National Flood Insurance Program (NFIP) dataset using neural networks (Conditional Generative Adversarial Networks), decision trees (Extreme Gradient Boosting), and kernel-based regressors (Gaussian Process). The assessment highlights the most informative predictors for regression. The distribution for claims amount inference is modeled with a Burr distribution permitting the introduction of a bias correction scheme and increasing the regressor's predictive capability. Aiming to study the interaction with physical variables, we incorporate Daymet rainfall estimation to NFIP as an additional predictor. A study on the coastal counties in the eight US South-West states resulted in an $R^2=0.807$. Further analysis of 11 counties with a significant number of claims in the NFIP dataset reveals that Extreme Gradient Boosting provides the best results, that bias correction significantly improves the similarity with the reference distribution, and that the rainfall predictor strengthens the regressor performance.