Accuracy
Wisdom of the crowd from unsupervised dimension reduction
Wisdom of the crowd, the collective intelligence derived from responses of multiple human or machine individuals to the same questions, can be more accurate than each individual, and improve social decision-making and prediction accuracy. This can also integrate multiple programs or datasets, each as an individual, for the same predictive questions. Crowd wisdom estimates each individual's independent error level arising from their limited knowledge, and finds the crowd consensus that minimizes the overall error. However, previous studies have merely built isolated, problem-specific models with limited generalizability, and mainly for binary (yes/no) responses. Here we show with simulation and real-world data that the crowd wisdom problem is analogous to one-dimensional unsupervised dimension reduction in machine learning. This provides a natural class of crowd wisdom solutions, such as principal component analysis and Isomap, which can handle binary and also continuous responses, like confidence levels, and consequently can be more accurate than existing solutions. They can even outperform supervised-learning-based collective intelligence that is calibrated on historical performance of individuals, e.g. penalized linear regression and random forest. This study unifies crowd wisdom and unsupervised dimension reduction, and thereupon introduces a broad range of highly-performing and widely-applicable crowd wisdom methods. As the costs for data acquisition and processing rapidly decrease, this study will promote and guide crowd wisdom applications in the social and natural sciences, including data fusion, meta-analysis, crowd-sourcing, and committee decision making.
OSTSC: Over Sampling for Time Series Classification in R
Dixon, Matthew, Klabjan, Diego, Wei, Lan
The OSTSC package is a powerful oversampling approach for classifying univariant, but multinomial time series data in R. This article provides a brief overview of the oversampling methodology implemented by the package. A tutorial of the OSTSC package is provided. We begin by providing three test cases for the user to quickly validate the functionality in the package. To demonstrate the performance impact of OSTSC, we then provide two medium size imbalanced time series datasets. Each example applies a TensorFlow implementation of a Long Short-Term Memory (LSTM) classifier - a type of a Recurrent Neural Network (RNN) classifier - to imbalanced time series. The classifier performance is compared with and without oversampling. Finally, larger versions of these two datasets are evaluated to demonstrate the scalability of the package. The examples demonstrate that the OSTSC package improves the performance of RNN classifiers applied to highly imbalanced time series data. In particular, OSTSC is observed to increase the AUC of LSTM from 0.543 to 0.784 on a high frequency trading dataset consisting of 30,000 time series observations.
Leveraging the Crowd to Detect and Reduce the Spread of Fake News and Misinformation
Kim, Jooyeon, Tabibian, Behzad, Oh, Alice, Schoelkopf, Bernhard, Gomez-Rodriguez, Manuel
Online social networking sites are experimenting with the following crowd-powered procedure to reduce the spread of fake news and misinformation: whenever a user is exposed to a story through her feed, she can flag the story as misinformation and, if the story receives enough flags, it is sent to a trusted third party for fact checking. If this party identifies the story as misinformation, it is marked as disputed. However, given the uncertain number of exposures, the high cost of fact checking, and the trade-off between flags and exposures, the above mentioned procedure requires careful reasoning and smart algorithms which, to the best of our knowledge, do not exist to date. In this paper, we first introduce a flexible representation of the above procedure using the framework of marked temporal point processes. Then, we develop a scalable online algorithm, Curb, to select which stories to send for fact checking and when to do so to efficiently reduce the spread of misinformation with provable guarantees. In doing so, we need to solve a novel stochastic optimal control problem for stochastic differential equations with jumps, which is of independent interest. Experiments on two real-world datasets gathered from Twitter and Weibo show that our algorithm may be able to effectively reduce the spread of fake news and misinformation.
Binarsity: a penalization for one-hot encoded features
Alaya, Mokhtar Z., Bussy, Simon, Gaïffas, Stéphane, Guilloux, Agathe
This paper deals with the problem of large-scale linear supervised learning in settings where a large number of continuous features are available. We propose to combine the well-known trick of one-hot encoding of continuous features with a new penalization called binarsity. In each group of binary features coming from the one-hot encoding of a single raw continuous feature, this penalization uses total-variation regularization together with an extra linear constraint to avoid collinearity within groups. Non-asymptotic oracle inequalities for generalized linear models are proposed, and numerical experiments illustrate the good performances of our approach on several datasets. It is also noteworthy that our method has a numerical complexity comparable to standard $\ell_1$ penalization.
C-mix: a high dimensional mixture model for censored durations, with applications to genetic data
Bussy, Simon, Guilloux, Agathe, Gaïffas, Stéphane, Jannot, Anne-Sophie
Predicting subgroups of patients with different prognosis is a key challenge for personalized medicine, see for instance Alizadeh et al. [2000] and Rosenwald et al. [2002] where subgroups of patients with different survival rates are identified based on gene expression data. A substantial number of techniques can be found in the literature to predict the subgroup of a given patient in a classification setting, namely when subgroups are known in advance [Golub et al., 1999, Hastie et al., 2001, Tibshirani et al., 2002]. We consider in the present paper the much more difficult case where subgroups are unknown. In this situation, a first widespread approach consists in first using unsupervised learning techniques applied on the covariates - for instance on the gene expression data [Bhattacharjee et al., 2001, Beer et al., 2002, Sørlie et al., 2001] - to define subsets of patients and then estimating the risks in each of them. The problem of such techniques is that there is no guarantee that the identified subgroups will have different risks.
Persistent homology machine learning for fingerprint classification
Giansiracusa, Noah, Giansiracusa, Robert, Moon, Chul
The fingerprint classification problem is to sort fingerprints into pre-determined groups, such as arch, loop, and whorl. It was asserted in the literature that minutiae points, which are commonly used for fingerprint matching, are not useful for classification. We show that, to the contrary, near state-of-the-art classification accuracy rates can be achieved when applying topological data analysis (TDA) to 3-dimensional point clouds of oriented minutiae points. We also apply TDA to fingerprint ink-roll images, which yields a lower accuracy rate but still shows promise, particularly since the only preprocessing is cropping; moreover, combining the two approaches outperforms each one individually. These methods use supervised learning applied to persistent homology and allow us to explore feature selection on barcodes, an important topic at the interface between TDA and machine learning. We test our classification algorithms on the NIST fingerprint database SD-27.
STORE: Sparse Tensor Response Regression and Neuroimaging Analysis
Motivated by applications in neuroimaging analysis, we propose a new regression model, Sparse TensOr REsponse regression (STORE), with a tensor response and a vector predictor. STORE embeds two key sparse structures: element-wise sparsity and low-rankness. It can handle both a non-symmetric and a symmetric tensor response, and thus is applicable to both structural and functional neuroimaging data. We formulate the parameter estimation as a non-convex optimization problem, and develop an efficient alternating updating algorithm. We establish a non-asymptotic estimation error bound for the actual estimator obtained from the proposed algorithm. This error bound reveals an interesting interaction between the computational efficiency and the statistical rate of convergence. When the distribution of the error tensor is Gaussian, we further obtain a fast estimation error rate which allows the tensor dimension to grow exponentially with the sample size. We illustrate the efficacy of our model through intensive simulations and an analysis of the Autism spectrum disorder neuroimaging data.
Understanding machine learning #3: Confusion matrix - not all errors are equal
One of the most typical tasks in machine learning is classification tasks. It may seem that evaluating the effectiveness of such a model is easy. Let's assume that we have a model which, based on historical data, calculates if a client will pay back credit obligations. We evaluate 100 bank customers and our model correctly guesses in 93 instances. That may appear to be a good result – but is it really?
Learning to Predict with Highly Granular Temporal Data: Estimating individual behavioral profiles with smart meter data
Ushakova, Anastasia, Mikhaylov, Slava J.
Big spatio-temporal datasets, available through both open and administrative data sources, offer significant potential for social science research. The magnitude of the data allows for increased resolution and analysis at individual level. While there are recent advances in forecasting techniques for highly granular temporal data, little attention is given to segmenting the time series and finding homogeneous patterns. In this paper, it is proposed to estimate behavioral profiles of individuals' activities over time using Gaussian Process-based models. In particular, the aim is to investigate how individuals or groups may be clustered according to the model parameters. Such a Bayesian non-parametric method is then tested by looking at the predictability of the segments using a combination of models to fit different parts of the temporal profiles. Model validity is then tested on a set of holdout data. The dataset consists of half hourly energy consumption records from smart meters from more than 100,000 households in the UK and covers the period from 2015 to 2016. The methodological approach developed in the paper may be easily applied to datasets of similar structure and granularity, for example social media data, and may lead to improved accuracy in the prediction of social dynamics and behavior.
Dynamic classifier chains for multi-label learning
Trajdos, Pawel, Kurzynski, Marek
In this paper, we deal with the task of building a dynamic ensemble of chain classifiers for multi-label classification. To do so, we proposed two concepts of classifier chains algorithms that are able to change label order of the chain without rebuilding the entire model. Such modes allows anticipating the instance-specific chain order without a significant increase in computational burden. The proposed chain models are built using the Naive Bayes classifier and nearest neighbour approach as a base single-label classifiers. To take the benefits of the proposed algorithms, we developed a simple heuristic that allows the system to find relatively good label order. The heuristic sort labels according to the label-specific classification quality gained during the validation phase. The heuristic tries to minimise the phenomenon of error propagation in the chain. The experimental results showed that the proposed model based on Naive Bayes classifier the above-mentioned heuristic is an efficient tool for building dynamic chain classifiers.