Accuracy
Get confidence intervals for any model performance metrics in machine learning…
If you report your classifier's performance as having Accuracy 94.8% and F1 92.3% on a test set, this doesn't mean much without knowing something about the size and composition of the test set. The margin of error of those performance measurements will vary a lot depending on the size of the test set, or, for an imbalanced dataset, primarily depending on how many independent instances of the minority class it contains (more copies of the same instances from oversampling doesn't help for this purpose). If you were able to collect another, independent test set of similar origin, the Accuracy and F1 of your model on this dataset are unlikely to be the same, but how much different might they plausibly be? A question similar to this is answered in statistics as the confidence interval of the measurement. If you just want to see how to invoke the code we provide to calculate confidence intervals, skip to the section "Calculate the results!" down below.
On the Initial Behavior Monitoring Issues in Federated Learning
Mallah, Ranwa Al, Badu-Marfo, Godwin, Farooq, Bilal
In Federated Learning (FL), a group of workers participate to build a global model under the coordination of one node, the chief. Regarding the cybersecurity of FL, some attacks aim at injecting the fabricated local model updates into the system. Some defenses are based on malicious worker detection and behavioral pattern analysis. In this context, without timely and dynamic monitoring methods, the chief cannot detect and remove the malicious or unreliable workers from the system. Our work emphasize the urgency to prepare the federated learning process for monitoring and eventually behavioral pattern analysis. We study the information inside the learning process in the early stages of training, propose a monitoring process and evaluate the monitoring period required. The aim is to analyse at what time is it appropriate to start the detection algorithm in order to remove the malicious or unreliable workers from the system and optimise the defense mechanism deployment. We tested our strategy on a behavioral pattern analysis defense applied to the FL process of different benchmark systems for text and image classification. Our results show that the monitoring process lowers false positives and false negatives and consequently increases system efficiency by enabling the distributed learning system to achieve better performance in the early stage of training.
Towards a Rigorous Evaluation of Time-series Anomaly Detection
Kim, Siwon, Choi, Kukjin, Choi, Hyun-Soo, Lee, Byunghan, Yoon, Sungroh
In recent years, proposed studies on time-series anomaly detection (TAD) report high F1 scores on benchmark TAD datasets, giving the impression of clear improvements. However, most studies apply a peculiar evaluation protocol called point adjustment (PA) before scoring. In this paper, we theoretically and experimentally reveal that the PA protocol has a great possibility of overestimating the detection performance; that is, even a random anomaly score can easily turn into a state-of-the-art TAD method. Therefore, the comparison of TAD methods with F1 scores after the PA protocol can lead to misguided rankings. Furthermore, we question the potential of existing TAD methods by showing that an untrained model obtains comparable detection performance to the existing methods even without PA. Based on our findings, we propose a new baseline and an evaluation protocol. We expect that our study will help a rigorous evaluation of TAD and lead to further improvement in future researches.
Fairness without the sensitive attribute via Causal Variational Autoencoder
Grari, Vincent, Lamprier, Sylvain, Detyniecki, Marcin
In recent years, most fairness strategies in machine learning models focus on mitigating unwanted biases by assuming that the sensitive information is observed. However this is not always possible in practice. Due to privacy purposes and var-ious regulations such as RGPD in EU, many personal sensitive attributes are frequently not collected. We notice a lack of approaches for mitigating bias in such difficult settings, in particular for achieving classical fairness objectives such as Demographic Parity and Equalized Odds. By leveraging recent developments for approximate inference, we propose an approach to fill this gap. Based on a causal graph, we rely on a new variational auto-encoding based framework named SRCVAE to infer a sensitive information proxy, that serve for bias mitigation in an adversarial fairness approach. We empirically demonstrate significant improvements over existing works in the field. We observe that the generated proxy's latent space recovers sensitive information and that our approach achieves a higher accuracy while obtaining the same level of fairness on two real datasets, as measured using com-mon fairness definitions.
Neural Networks for Latent Budget Analysis of Compositional Data
Yang, Zhenwei, Bagheri, Ayoub, van der Heijden, P. G. M
Compositional data are non-negative data collected in a rectangular matrix with a constant row sum. Due to the non-negativity the focus is on conditional proportions that add up to 1 for each row. A row of conditional proportions is called an observed budget. Latent budget analysis (LBA) assumes a mixture of latent budgets that explains the observed budgets. LBA is usually fitted to a contingency table, where the rows are levels of one or more explanatory variables and the columns the levels of a response variable. In prospective studies, there is only knowledge about the explanatory variables of individuals and interest goes out to predicting the response variable. Thus, a form of LBA is needed that has the functionality of prediction. Previous studies proposed a constrained neural network (NN) extension of LBA that was hampered by an unsatisfying prediction ability. Here we propose LBA-NN, a feed forward NN model that yields a similar interpretation to LBA but equips LBA with a better ability of prediction. A stable and plausible interpretation of LBA-NN is obtained through the use of importance plots and table, that show the relative importance of all explanatory variables on the response variable. An LBA-NN-K- means approach that applies K-means clustering on the importance table is used to produce K clusters that are comparable to K latent budgets in LBA. Here we provide different experiments where LBA-NN is implemented and compared with LBA. In our analysis, LBA-NN outperforms LBA in prediction in terms of accuracy, specificity, recall and mean square error. We provide open-source software at GitHub.
Interaction Models and Generalized Score Matching for Compositional Data
Yu, Shiqing, Drton, Mathias, Shojaie, Ali
Applications such as the analysis of microbiome data have led to renewed interest in statistical methods for compositional data, i.e., multivariate data in the form of probability vectors that contain relative proportions. In particular, there is considerable interest in modeling interactions among such relative proportions. To this end we propose a class of exponential family models that accommodate general patterns of pairwise interaction while being supported on the probability simplex. Special cases include the family of Dirichlet distributions as well as Aitchison's additive logistic normal distributions. Generally, the distributions we consider have a density that features a difficult to compute normalizing constant. To circumvent this issue, we design effective estimation methods based on generalized versions of score matching. A high-dimensional analysis of our estimation methods shows that the simplex domain is handled as efficiently as previously studied full-dimensional domains.
DOME: recommendations for supervised machine learning validation in biology - Nature Methods
The recommendations cover four major aspects of supervised ML according to the DOME acronym. The key points and rationale for each aspect of DOME are described below and summarized in Table 1. Box 1 provides an actionable checklist (with the recommendations codified as questions), which we suggest authors use as a guide when reporting ML-based methods in manuscripts. State-of-the-art ML models are often capable of memorizing all the variation in training data. Such models when evaluated on data that they were exposed to during training would create the illusion of mastering the task at hand.
TENET: Temporal CNN with Attention for Anomaly Detection in Automotive Cyber-Physical Systems
Thiruloga, S. V., Kukkala, V. K., Pasricha, S.
Modern vehicles have multiple electronic control units (ECUs) that are connected together as part of a complex distributed cyber-physical system (CPS). The ever-increasing communication between ECUs and external electronic systems has made these vehicles particularly susceptible to a variety of cyber-attacks. In this work, we present a novel anomaly detection framework called TENET to detect anomalies induced by cyber-attacks on vehicles. TENET uses temporal convolutional neural networks with an integrated attention mechanism to detect anomalous attack patterns. TENET is able to achieve an improvement of 32.70% in False Negative Rate, 19.14% in the Mathews Correlation Coefficient, and 17.25% in the ROC-AUC metric, with 94.62% fewer model parameters, 86.95% decrease in memory footprint, and 48.14% lower inference time when compared to the best performing prior work on automotive anomaly detection.
BotSpot: Deep Learning Classification of Bot Accounts within Twitter
Braker, Christopher, Shiaeles, Stavros, Bendiab, Gueltoum, Savage, Nick, Limniotis, Konstantinos
The openness feature of Twitter allows programs to generate and control Twitter accounts automatically via the Twitter API. These accounts, which are known as bots, can automatically perform actions such as tweeting, re-tweeting, following, unfollowing, or direct messaging other accounts, just like real people. They can also conduct malicious tasks such as spreading of fake news, spams, malicious software and other cyber-crimes. In this paper, we introduce a novel bot detection approach using deep learning, with the Multi-layer Perceptron Neural Networks and nine features of a bot account. A web crawler is developed to automatically collect data from public Twitter accounts and build the testing and training datasets, with 860 samples of human and bot accounts. After the initial training is done, the Multilayer Perceptron Neural Networks achieved an overall accuracy rate of 92%, which proves the performance of the proposed approach.
How do I update my model? On the resilience of Predictive Process Monitoring models to change
Rizzi1, Williams, Di Francescomarino, Chiara, Ghidini, Chiara, Maggi, Fabrizio Maria
Existing well investigated Predictive Process Monitoring techniques typically construct a predictive model based on past process executions, and then use it to predict the future of new ongoing cases, without the possibility of updating it with new cases when they complete their execution. This can make Predictive Process Monitoring too rigid to deal with the variability of processes working in real environments that continuously evolve and/or exhibit new variant behaviours over time. As a solution to this problem, we evaluate the use of three different strategies that allow the periodic rediscovery or incremental construction of the predictive model so as to exploit new available data. The evaluation focuses on the performance of the new learned predictive models, in terms of accuracy and time, against the original one, and uses a number of real and synthetic datasets with and without explicit Concept Drift. The results provide an evidence of the potential of incremental learning algorithms for predicting process monitoring in real environments.