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Reducing multiclass to binary by coupling probability estimates

Neural Information Processing Systems

This paper presents a method for obtaining class membership probability esti- mates for multiclass classification problems by coupling the probability estimates produced by binary classifiers. This is an extension for arbitrary code matrices of a method due to Hastie and Tibshirani for pairwise coupling of probability estimates. Experimental results with Boosted Naive Bayes show that our method produces calibrated class membership probability estimates, while having similar classification accuracy as loss-based decoding, a method for obtaining the most likely class that does not generate probability estimates.


On Discriminative vs. Generative Classifiers: A comparison of logistic regression and naive Bayes

Neural Information Processing Systems

We compare discriminative and generative learning as typified by logistic regression and naive Bayes. We show, contrary to a widely(cid:173) held belief that discriminative classifiers are almost always to be preferred, that there can often be two distinct regimes of per(cid:173) formance as the training set size is increased, one in which each algorithm does better. This stems from the observation- which is borne out in repeated experiments- that while discriminative learning has lower asymptotic error, a generative classifier may also approach its (higher) asymptotic error much faster.


Prodding the ROC Curve: Constrained Optimization of Classifier Performance

Neural Information Processing Systems

When designing a two-alternative classifier, one ordinarily aims to maximize the classifier's ability to discriminate between members of the two classes. We describe a situation in a real-world business application of machine-learning prediction in which an additional constraint is placed on the nature of the solu- tion: that the classifier achieve a specified correct acceptance or correct rejection rate (i.e., that it achieve a fixed accuracy on members of one class or the other). Our domain is predicting churn in the telecommunications industry. Churn refers to customers who switch from one service provider to another. We pro- pose four algorithms for training a classifier subject to this domain constraint, and present results showing that each algorithm yields a reliable improvement in performance.


Fast and Robust Classification using Asymmetric AdaBoost and a Detector Cascade

Neural Information Processing Systems

This paper develops a new approach for extremely fast detection in do- mains where the distribution of positive and negative examples is highly skewed (e.g. In such domains a cascade of simple classifiers each trained to achieve high detection rates and modest false positive rates can yield a final detector with many desir- able features: including high detection rates, very low false positive rates, and fast performance. Achieving extremely high detection rates, rather than low error, is not a task typically addressed by machine learning al- gorithms. We propose a new variant of AdaBoost as a mechanism for training the simple classifiers used in the cascade. The final face detection system can process 15 frames per second, achieves over 90% detection, and a false positive rate of 1 in a 1,000,000.


AUC Optimization vs. Error Rate Minimization

Neural Information Processing Systems

The area under an ROC curve (AUC) is a criterion used in many appli- cations to measure the quality of a classification algorithm. However, the objective function optimized in most of these algorithms is the error rate and not the AUC value. We give a detailed statistical analysis of the relationship between the AUC and the error rate, including the first exact expression of the expected value and the variance of the AUC for a fixed error rate. Our results show that the average AUC is monotonically in- creasing as a function of the classification accuracy, but that the standard deviation for uneven distributions and higher error rates is noticeable. Thus, algorithms designed to minimize the error rate may not lead to the best possible AUC values.


Face Detection --- Efficient and Rank Deficient

Neural Information Processing Systems

This paper proposes a method for computing fast approximations to sup- port vector decision functions in the field of object detection. In the present approach we are building on an existing algorithm where the set of support vectors is replaced by a smaller, so-called reduced set of syn- thesized input space points. In contrast to the existing method that finds the reduced set via unconstrained optimization, we impose a structural constraint on the synthetic points such that the resulting approximations can be evaluated via separable filters. For applications that require scan- ning large images, this decreases the computational complexity by a sig- nificant amount. Experimental results show that in face detection, rank deficient approximations are 4 to 6 times faster than unconstrained re- duced set systems.


A Large Deviation Bound for the Area Under the ROC Curve

Neural Information Processing Systems

The area under the ROC curve (AUC) has been advocated as an evalu- ation criterion for the bipartite ranking problem. We study large devi- ation properties of the AUC; in particular, we derive a distribution-free large deviation bound for the AUC which serves to bound the expected accuracy of a ranking function in terms of its empirical AUC on an inde- pendent test sequence. A comparison of our result with a corresponding large deviation result for the classification error rate suggests that the test sample size required to obtain an -accurate estimate of the expected ac- curacy of a ranking function with δ-confidence is larger than that required to obtain an -accurate estimate of the expected error rate of a classifi- cation function with the same confidence. A simple application of the union bound allows the large deviation bound to be extended to learned ranking functions chosen from finite function classes.


Confidence Intervals for the Area Under the ROC Curve

Neural Information Processing Systems

In many applications, good ranking is a highly desirable performance for a classifier. The criterion commonly used to measure the ranking quality of a classification algorithm is the area under the ROC curve (AUC). To report it properly, it is crucial to determine an interval of confidence for its value. This paper provides confidence intervals for the AUC based on a statistical and combinatorial analysis using only simple parameters such as the error rate and the number of positive and negative examples. The analysis is distribution-independent, it makes no assumption about the distribution of the scores of negative or positive examples.


Aggregating Classification Accuracy across Time: Application to Single Trial EEG

Neural Information Processing Systems

We present a method for binary on-line classification of triggered but temporally blurred events that are embedded in noisy time series in the context of on-line discrimination between left and right imaginary hand-movement. In particular the goal of the binary classification problem is to obtain the decision, as fast and as reliably as possible from the recorded EEG single trials. To provide a probabilistic decision at every time-point t the presented method gathers information from two distinct sequences of features across time. In order to incorporate decisions from prior time-points we suggest an appropriate weighting scheme, that emphasizes time instances, providing a higher discriminatory power between the instantaneous class distributions of each feature, where the discriminatory power is quantified in terms of the Bayes error of misclassification. The effectiveness of this procedure is verified by its successful application in the 3rd BCI competition.


Multiple-Instance Pruning For Learning Efficient Cascade Detectors

Neural Information Processing Systems

Cascade detectors have been shown to operate extremely rapidly, with high accuracy, and have important applications such as face detection. Driven by this success, cascade earning has been an area of active research in recent years. Nevertheless, there are still challenging technical problems during the training process of cascade detectors. In particular, determining the optimal target detection rate for each stage of the cascade remains an unsolved issue. In this paper, we propose the multiple instance pruning (MIP) algorithm for soft cascades.