Accuracy
Transfer Learning and Meta Classification Based Deep Churn Prediction System for Telecom Industry
Ahmed, Uzair, Khan, Asifullah, Khan, Saddam Hussain, Basit, Abdul, Haq, Irfan Ul, Lee, Yeon Soo
A churn prediction system guides telecom service providers to reduce revenue loss. Development of a churn prediction system for a telecom industry is a challenging task, mainly due to size of the data, high dimensional features, and imbalanced distribution of the data. In this paper, we focus on a novel solution to the inherent problems of churn prediction, using the concept of Transfer Learning (TL) and Ensemble-based Meta-Classification. The proposed method TL-DeepE is applied in two stages. The first stage employs TL by fine tuning multiple pre-trained Deep Convolution Neural Networks (CNNs). Telecom datasets are in vector form, which is converted into 2D images because Deep CNNs have high learning capacity on images. In the second stage, predictions from these Deep CNNs are appended to the original feature vector and thus are used to build a final feature vector for the high-level Genetic Programming and AdaBoost based ensemble classifier. Thus, the experiments are conducted using various CNNs as base classifiers with the contribution of high-level GP-AdaBoost ensemble classifier, and the results achieved are as an average of the outcomes. By using 10-fold cross-validation, the performance of the proposed TL-DeepE system is compared with existing techniques, for two standard telecommunication datasets; Orange and Cell2cell. In experimental result, the prediction accuracy for Orange and Cell2cell datasets were as 75.4% and 68.2% and a score of the area under the curve as 0.83 and 0.74, respectively.
Robust Anomaly Detection in Images using Adversarial Autoencoders
Beggel, Laura, Pfeiffer, Michael, Bischl, Bernd
Reliably detecting anomalies in a given set of images is a task of high practical relevance for visual quality inspection, surveillance, or medical image analysis. Autoencoder neural networks learn to reconstruct normal images, and hence can classify those images as anomalies, where the reconstruction error exceeds some threshold. Here we analyze a fundamental problem of this approach when the training set is contaminated with a small fraction of outliers. We find that continued training of autoencoders inevitably reduces the reconstruction error of outliers, and hence degrades the anomaly detection performance. In order to counteract this effect, an adversarial autoencoder architecture is adapted, which imposes a prior distribution on the latent representation, typically placing anomalies into low likelihood-regions. Utilizing the likelihood model, potential anomalies can be identified and rejected already during training, which results in an anomaly detector that is significantly more robust to the presence of outliers during training.
Kernel Change-point Detection with Auxiliary Deep Generative Models
Chang, Wei-Cheng, Li, Chun-Liang, Yang, Yiming, Póczos, Barnabás
Detecting the emergence of abrupt property changes in time series is a challenging problem. Kernel two-sample test has been studied for this task which makes fewer assumptions on the distributions than traditional parametric approaches. However, selecting kernels is nontrivial in practice. Although kernel selection for two-sample test has been studied, the insufficient samples in change point detection problem hinders the success of those developed kernel selection algorithms. In this paper, we propose KL-CPD, a novel kernel learning framework for time series CPD that optimizes a lower bound of test power via an auxiliary generative model. With deep kernel parameterization, KL-CPD endows kernel two-sample test with the data-driven kernel to detect different types of change-points in real-world applications. The proposed approach significantly outperformed other state-of-the-art methods in our comparative evaluation of benchmark datasets and simulation studies. Detecting changes in the temporal evolution of a system (biological, physical, mechanical, etc.) in time series analysis has attracted considerable attention in machine learning and data mining for decades (Basseville et al., 1993; Brodsky & Darkhovsky, 2013). This task, commonly referred to as change-point detection (CPD) or anomaly detection in the literature, aims to predict significant changing points in a temporal sequence of observations.
How to Host a Data Competition: Statistical Advice for Design and Analysis of a Data Competition
Anderson-Cook, Christine M., Myers, Kary L., Lu, Lu, Fugate, Michael L., Quinlan, Kevin R., Pawley, Norma
Data competitions rely on real-time leaderboards to rank competitor entries and stimulate algorithm improvement. While such competitions have become quite popular and prevalent, particularly in supervised learning formats, their implementations by the host are highly variable. Without careful planning, a supervised learning competition is vulnerable to overfitting, where the winning solutions are so closely tuned to the particular set of provided data that they cannot generalize to the underlying problem of interest to the host. This paper outlines some important considerations for strategically designing relevant and informative data sets to maximize the learning outcome from hosting a competition based on our experience. It also describes a post-competition analysis that enables robust and efficient assessment of the strengths and weaknesses of solutions from different competitors, as well as greater understanding of the regions of the input space that are well-solved. The post-competition analysis, which complements the leaderboard, uses exploratory data analysis and generalized linear models (GLMs). The GLMs not only expand the range of results we can explore, they also provide more detailed analysis of individual sub-questions including similarities and differences between algorithms across different types of scenarios, universally easy or hard regions of the input space, and different learning objectives. When coupled with a strategically planned data generation approach, the methods provide richer and more informative summaries to enhance the interpretation of results beyond just the rankings on the leaderboard. The methods are illustrated with a recently completed competition to evaluate algorithms capable of detecting, identifying, and locating radioactive materials in an urban environment.
A Semi-Supervised Machine Learning Approach to Detecting Recurrent Metastatic Breast Cancer Cases Using Linked Cancer Registry and Electronic Medical Record Data
Ling, Albee Y., Kurian, Allison W., Caswell-Jin, Jennifer L., Sledge, George W. Jr., Shah, Nigam H., Tamang, Suzanne R.
Objectives: Most cancer data sources lack information on metastatic recurrence. Electronic medical records (EMRs) and population-based cancer registries contain complementary information on cancer treatment and outcomes, yet are rarely used synergistically. To enable detection of metastatic breast cancer (MBC), we applied a semi-supervised machine learning framework to linked EMR-California Cancer Registry (CCR) data. Materials and Methods: We studied 11,459 female patients treated at Stanford Health Care who received an incident breast cancer diagnosis from 2000-2014. The dataset consisted of structured data and unstructured free-text clinical notes from EMR, linked to CCR, a component of the Surveillance, Epidemiology and End Results (SEER) database. We extracted information on metastatic disease from patient notes to infer a class label and then trained a regularized logistic regression model for MBC classification. We evaluated model performance on a gold standard set of set of 146 patients. Results: There are 495 patients with de novo stage IV MBC, 1,374 patients initially diagnosed with Stage 0-III disease had recurrent MBC, and 9,590 had no evidence of metastatis. The median follow-up time is 96.3 months (mean 97.8, standard deviation 46.7). The best-performing model incorporated both EMR and CCR features. The area under the receiver-operating characteristic curve=0.925 [95% confidence interval: 0.880-0.969], sensitivity=0.861, specificity=0.878 and overall accuracy=0.870. Discussion and Conclusion: A framework for MBC case detection combining EMR and CCR data achieved good sensitivity, specificity and discrimination without requiring expert-labeled examples. This approach enables population-based research on how patients die from cancer and may identify novel predictors of cancer recurrence.
Cost Sensitive Learning in the Presence of Symmetric Label Noise
Tripathi, Sandhya, Hemachandra, N.
In binary classification framework, we are interested in making cost sensitive label predictions in the presence of uniform/symmetric label noise. We first observe that $0$-$1$ Bayes classifiers are not (uniform) noise robust in cost sensitive setting. To circumvent this impossibility result, we present two schemes; unlike the existing methods, our schemes do not require noise rate. The first one uses $\alpha$-weighted $\gamma$-uneven margin squared loss function, $l_{\alpha, usq}$, which can handle cost sensitivity arising due to domain requirement (using user given $\alpha$) or class imbalance (by tuning $\gamma$) or both. However, we observe that $l_{\alpha, usq}$ Bayes classifiers are also not cost sensitive and noise robust. We show that regularized ERM of this loss function over the class of linear classifiers yields a cost sensitive uniform noise robust classifier as a solution of a system of linear equations. We also provide a performance bound for this classifier. The second scheme that we propose is a re-sampling based scheme that exploits the special structure of the uniform noise models and uses in-class probability estimates. Our computational experiments on some UCI datasets with class imbalance show that classifiers of our two schemes are on par with the existing methods and in fact better in some cases w.r.t. Accuracy and Arithmetic Mean, without using/tuning noise rate. We also consider other cost sensitive performance measures viz., F measure and Weighted Cost for evaluation.
Identifying and Correcting Label Bias in Machine Learning
Datasets often contain biases which unfairly disadvantage certain groups, and classifiers trained on such datasets can inherit these biases. In this paper, we provide a mathematical formulation of how this bias can arise. We do so by assuming the existence of underlying, unknown, and unbiased labels which are overwritten by an agent who intends to provide accurate labels but may have biases against certain groups. Despite the fact that we only observe the biased labels, we are able to show that the bias may nevertheless be corrected by re-weighting the data points without changing the labels. We show, with theoretical guarantees, that training on the re-weighted dataset corresponds to training on the unobserved but unbiased labels, thus leading to an unbiased machine learning classifier. Our procedure is fast and robust and can be used with virtually any learning algorithm. We evaluate on a number of standard machine learning fairness datasets and a variety of fairness notions, finding that our method outperforms standard approaches in achieving fair classification.
Fair and Unbiased Algorithmic Decision Making: Current State and Future Challenges
Machine learning algorithms are now frequently used in sensitive contexts that substantially affect the course of human lives, such as credit lending or criminal justice. This is driven by the idea that `objective' machines base their decisions solely on facts and remain unaffected by human cognitive biases, discriminatory tendencies or emotions. Yet, there is overwhelming evidence showing that algorithms can inherit or even perpetuate human biases in their decision making when they are based on data that contains biased human decisions. This has led to a call for fairness-aware machine learning. However, fairness is a complex concept which is also reflected in the attempts to formalize fairness for algorithmic decision making. Statistical formalizations of fairness lead to a long list of criteria that are each flawed (or harmful even) in different contexts. Moreover, inherent tradeoffs in these criteria make it impossible to unify them in one general framework. Thus, fairness constraints in algorithms have to be specific to the domains to which the algorithms are applied. In the future, research in algorithmic decision making systems should be aware of data and developer biases and add a focus on transparency to facilitate regular fairness audits.
Machine Learning in Python - PyImageSearch
Struggling to get started with machine learning using Python? In this step-by-step, hands-on tutorial you will learn how to perform machine learning using Python on numerical data and image data. By the time you are finished reading this post, you will be able to get your start in machine learning. To launch your machine learning in Python education, just keep reading! Inside this tutorial, you will learn how to perform machine learning in Python on numerical data and image data. Using this technique you will be able to get your start with machine learning and Python! Along the way, you'll discover popular machine learning algorithms that you can use in your own projects as well, including: This hands-on experience will give you the knowledge (and confidence) you need to apply machine learning in Python to your own projects. Before we can get started with this tutorial you first need to make sure your system is configured for machine learning. Today's code requires the following libraries: In order to help you gain experience performing machine learning in Python, we'll be working with two separate datasets. The first one, the Iris dataset, is the machine learning practitioner's equivalent of "Hello, World!" (likely one of the first pieces of software you wrote when learning how to program). The second dataset, 3-scenes, is an example image dataset I put together -- this dataset will help you gain experience working with image data, and most importantly, learn what techniques work best for numerical/categorical datasets vs. image datasets. Let's go ahead and get a more intimate look at these datasets.
CFOF: A Concentration Free Measure for Anomaly Detection
We present a novel notion of outlier, called the Concentration Free Outlier Factor, or CFOF. As a main contribution, we formalize the notion of concentration of outlier scores and theoretically prove that CFOF does not concentrate in the Euclidean space for any arbitrary large dimensionality. To the best of our knowledge, there are no other proposals of data analysis measures related to the Euclidean distance for which it has been provided theoretical evidence that they are immune to the concentration effect. We determine the closed form of the distribution of CFOF scores in arbitrarily large dimensionalities and show that the CFOF score of a point depends on its squared norm standard score and on the kurtosis of the data distribution, thus providing a clear and statistically founded characterization of this notion. Moreover, we leverage this closed form to provide evidence that the definition does not suffer of the hubness problem affecting other measures. We prove that the number of CFOF outliers coming from each cluster is proportional to cluster size and kurtosis, a property that we call semi-locality. We determine that semi-locality characterizes existing reverse nearest neighbor-based outlier definitions, thus clarifying the exact nature of their observed local behavior. We also formally prove that classical distance-based and density-based outliers concentrate both for bounded and unbounded sample sizes and for fixed and variable values of the neighborhood parameter. We introduce the fast-CFOF algorithm for detecting outliers in large high-dimensional dataset. The algorithm has linear cost, supports multi-resolution analysis, and is embarrassingly parallel. Experiments highlight that the technique is able to efficiently process huge datasets and to deal even with large values of the neighborhood parameter, to avoid concentration, and to obtain excellent accuracy.