Ensemble Learning
VisEvol: Visual Analytics to Support Hyperparameter Search through Evolutionary Optimization
Chatzimparmpas, Angelos, Martins, Rafael M., Kucher, Kostiantyn, Kerren, Andreas
During the training phase of machine learning (ML) models, it is usually necessary to configure several hyperparameters. This process is computationally intensive and requires an extensive search to infer the best hyperparameter set for the given problem. The challenge is exacerbated by the fact that most ML models are complex internally, and training involves trial-and-error processes that could remarkably affect the predictive result. Moreover, each hyperparameter of an ML algorithm is potentially intertwined with the others, and changing it might result in unforeseeable impacts on the remaining hyperparameters. Evolutionary optimization is a promising method to try and address those issues. According to this method, performant models are stored, while the remainder are improved through crossover and mutation processes inspired by genetic algorithms. We present VisEvol, a visual analytics tool that supports interactive exploration of hyperparameters and intervention in this evolutionary procedure. In summary, our proposed tool helps the user to generate new models through evolution and eventually explore powerful hyperparameter combinations in diverse regions of the extensive hyperparameter space. The outcome is a voting ensemble (with equal rights) that boosts the final predictive performance. The utility and applicability of VisEvol are demonstrated with two use cases and interviews with ML experts who evaluated the effectiveness of the tool.
New Amazon Data Scientist Interview Practice Problems for 2021
Bagging, also known as bootstrap aggregating, is the process in which multiple models of the same learning algorithm are trained with bootstrapped samples of the original dataset. Then, like the random forest example above, a vote is taken on all of the models' outputs. Boosting is a variation of bagging where each individual model is built sequentially, iterating over the previous one. Specifically, any data points that are falsely classified by the previous model is emphasized in the following model. This is done to improve the overall accuracy of the model.
How to Develop a Light Gradient Boosted Machine (LightGBM) Ensemble - DLTK.AI
Light Gradient Boosted Machine, or LightGBM for short, is an efficient and effective implementation of the gradient boosting algorithm. LightGBM extends the gradient boosting algorithm by adding a type of automatic feature selection as well as focusing on boosting examples with larger gradients. This can result in a dramatic speedup of training and improved predictive performance. As such, LightGBM has become a de facto algorithm for machine learning competitions when working with tabular data for regression and classification predictive modeling tasks. As such, it owns a share of the blame for the increased popularity and wider adoption of gradient boosting methods in general, along with Extreme Gradient Boosting (XGBoost).
Credit Card Fraud Detection
Fraud detection is the most important step for a risk management process to prevent a recurrence. High volumes of fraud can be damaging revenue and reputation. Fortunately, it is possible to deal with fraud before it happens. Therefore, I would like to investigate the performance of the machine learning algorithms on a credit card fraud data set. The dataset contains transactions made by credit cards in September 2013 by European cardholders.
From Decision Trees and Random Forests to Gradient Boosting
Suppose we wish to perform supervised learning on a classification problem to determine if an incoming email is spam or not spam. The spam dataset consists of 4601 emails, each labelled as real (or not spam) (0) or spam (1). The data also contains a large number of predictors (57), each of which is either a character count, or a frequency of occurrence of a certain word or symbol. In this short article, we will briefly cover the main concepts in tree based classification and compare and contrast the most popular methods. This dataset and several worked examples are covered in detail in The Elements of Statistical Learning, II edition.
Explainable Incipient Fault Detection Systems for Photovoltaic Panels
Sairam, S., Srinivasan, Seshadhri, Marafioti, G., Subathra, B., Mathisen, G., Bekiroglu, Korkut
This paper presents an eXplainable Fault Detection and Diagnosis System (XFDDS) for incipient faults in PV panels. The XFDDS is a hybrid approach that combines the model-based and data-driven framework. Model-based FDD for PV panels lacks high fidelity models at low irradiance conditions for detecting incipient faults. To overcome this, a novel irradiance based three diode model (IB3DM) is proposed. It is a nine parameter model that provides higher accuracy even at low irradiance conditions, an important aspect for detecting incipient faults from noise. To exploit PV data, extreme gradient boosting (XGBoost) is used due to its ability to detecting incipient faults. Lack of explainability, feature variability for sample instances, and false alarms are challenges with data-driven FDD methods. These shortcomings are overcome by hybridization of XGBoost and IB3DM, and using eXplainable Artificial Intelligence (XAI) techniques. To combine the XGBoost and IB3DM, a fault-signature metric is proposed that helps reducing false alarms and also trigger an explanation on detecting incipient faults. To provide explainability, an eXplainable Artificial Intelligence (XAI) application is developed. It uses the local interpretable model-agnostic explanations (LIME) framework and provides explanations on classifier outputs for data instances. These explanations help field engineers/technicians for performing troubleshooting and maintenance operations. The proposed XFDDS is illustrated using experiments on different PV technologies and our results demonstrate the perceived benefits.
Decision Trees, Random Forests, AdaBoost & XGBoost in Python
You're looking for a complete Decision tree course that teaches you everything you need to create a Decision tree/ Random Forest/ XGBoost model in Python, right? You've found the right Decision Trees and tree based advanced techniques course! How this course will help you? A Verifiable Certificate of Completion is presented to all students who undertake this Machine learning advanced course. If you are a business manager or an executive, or a student who wants to learn and apply machine learning in Real world problems of business, this course will give you a solid base for that by teaching you some of the advanced technique of machine learning, which are Decision tree, Random Forest, Bagging, AdaBoost and XGBoost.
MP-Boost: Minipatch Boosting via Adaptive Feature and Observation Sampling
Toghani, Mohammad Taha, Allen, Genevera I.
Boosting methods are among the best general-purpose and off-the-shelf machine learning approaches, gaining widespread popularity. In this paper, we seek to develop a boosting method that yields comparable accuracy to popular AdaBoost and gradient boosting methods, yet is faster computationally and whose solution is more interpretable. We achieve this by developing MP-Boost, an algorithm loosely based on AdaBoost that learns by adaptively selecting small subsets of instances and features, or what we term minipatches (MP), at each iteration. By sequentially learning on tiny subsets of the data, our approach is computationally faster than other classic boosting algorithms. Also as it progresses, MP-Boost adaptively learns a probability distribution on the features and instances that upweight the most important features and challenging instances, hence adaptively selecting the most relevant minipatches for learning. These learned probability distributions also aid in interpretation of our method. We empirically demonstrate the interpretability, comparative accuracy, and computational time of our approach on a variety of binary classification tasks.
Interpretable Machine Learning for COVID-19: An Empirical Study on Severity Prediction Task
Wu, Han, Ruan, Wenjie, Wang, Jiangtao, Zheng, Dingchang, Li, Shaolin, Chen, Jian, Li, Kunwei, Chai, Xiangfei, Helal, Sumi
Black-box nature hinders the deployment of many high-accuracy models in medical diagnosis. It is risky to put one's life in the hands of models that medical researchers do not trust. However, to understand the mechanism of a new virus, such as COVID-19, machine learning models may catch important symptoms that medical practitioners do not notice due to the surge of infected patients during a pandemic. In this work, the interpretation of machine learning models reveals that a high C-reactive protein (CRP) corresponds to severe infection, and severe patients usually go through a cardiac injury, which is consistent with well-established medical knowledge. Additionally, through the interpretation of machine learning models, we find phlegm and diarrhea are two important symptoms, without which indicate a high risk of turning severe. These two symptoms are not recognized at the early stage of the outbreak, whereas our findings are corroborated by later autopsies of COVID-19 patients. We find patients with a high N-terminal pro B-type natriuretic peptide (NTproBNP) have a significantly increased risk of death which does not receive much attention initially but proves true by the following-up study. Thus, we suggest interpreting machine learning models can offer help to diagnosis at the early stage of an outbreak.
Machine Learning to Predict Mortality and Critical Events in a Cohort of Patients With COVID-19 in New York City: Model Development and Validation
Background: COVID-19 has infected millions of people worldwide and is responsible for several hundred thousand fatalities. The COVID-19 pandemic has necessitated thoughtful resource allocation and early identification of high-risk patients. However, effective methods to meet these needs are lacking. Objective: The aims of this study were to analyze the electronic health records (EHRs) of patients who tested positive for COVID-19 and were admitted to hospitals in the Mount Sinai Health System in New York City; to develop machine learning models for making predictions about the hospital course of the patients over clinically meaningful time horizons based on patient characteristics at admission; and to assess the performance of these models at multiple hospitals and time points. Methods: We used Extreme Gradient Boosting (XGBoost) and baseline comparator models to predict in-hospital mortality and critical events at time windows of 3, 5, 7, and 10 days from admission. Our study population included harmonized EHR data from five hospitals in New York City for 4098 COVID-19–positive patients admitted from March 15 to May 22, 2020. The models were first trained on patients from a single hospital (n 1514) before or on May 1, externally validated on patients from four other hospitals (n 2201) before or on May 1, and prospectively validated on all patients after May 1 (n 383). Finally, we established model interpretability to identify and rank variables that drive model predictions. Results: Upon cross-validation, the XGBoost classifier outperformed baseline models, with an area under the receiver operating characteristic curve (AUC-ROC) for mortality of 0.89 at 3 days, 0.85 at 5 and 7 days, and 0.84 at 10 days. XGBoost also performed well for critical event prediction, with an AUC-ROC of 0.80 at 3 days, 0.79 at 5 days, 0.80 at 7 days, and 0.81 at 10 days. In external validation, XGBoost achieved an AUC-ROC of 0.88 at 3 days, 0.86 at 5 days, 0.86 at 7 days, and 0.84 at 10 days for mortality prediction. Similarly, the unimputed XGBoost model achieved an AUC-ROC of 0.78 at 3 days, 0.79 at 5 days, 0.80 at 7 days, and 0.81 at 10 days.