Performance Analysis
Scikit Learn Confusion Matrix - Python Guides
In this Python tutorial, we will learn How Scikit learn confusion matrix works in Python and we will also cover different examples related to Scikit learn confusion matrix. And, we will cover these topics. In this section, we will learn about how the Scikit learn confusion matrix works in python. After running the above code, we get the following output in which we can see that the confusion matrix value is printed on the screen. In this section, we will learn about how Scikit learn confusion matrix example works in python.
Uncalibrated Models Can Improve Human-AI Collaboration
Vodrahalli, Kailas, Gerstenberg, Tobias, Zou, James
In many practical applications of AI, an AI model is used as a decision aid for human users. The AI provides advice that a human (sometimes) incorporates into their decision-making process. The AI advice is often presented with some measure of "confidence" that the human can use to calibrate how much they depend on or trust the advice. In this paper, we demonstrate that presenting AI models as more confident than they actually are, even when the original AI is well-calibrated, can improve human-AI performance (measured as the accuracy and confidence of the human's final prediction after seeing the AI advice). We first learn a model for how humans incorporate AI advice using data from thousands of human interactions. This enables us to explicitly estimate how to transform the AI's prediction confidence, making the AI uncalibrated, in order to improve the final human prediction. We empirically validate our results across four different tasks -- dealing with images, text and tabular data -- involving hundreds of human participants. We further support our findings with simulation analysis. Our findings suggest the importance of and a framework for jointly optimizing the human-AI system as opposed to the standard paradigm of optimizing the AI model alone.
PEg TRAnsfer Workflow recognition challenge report: Does multi-modal data improve recognition?
Huaulmé, Arnaud, Harada, Kanako, Nguyen, Quang-Minh, Park, Bogyu, Hong, Seungbum, Choi, Min-Kook, Peven, Michael, Li, Yunshuang, Long, Yonghao, Dou, Qi, Kumar, Satyadwyoom, Lalithkumar, Seenivasan, Hongliang, Ren, Matsuzaki, Hiroki, Ishikawa, Yuto, Harai, Yuriko, Kondo, Satoshi, Mitsuishi, Mamoru, Jannin, Pierre
This paper presents the design and results of the "PEg TRAnsfert Workflow recognition" (PETRAW) challenge whose objective was to develop surgical workflow recognition methods based on one or several modalities, among video, kinematic, and segmentation data, in order to study their added value. The PETRAW challenge provided a data set of 150 peg transfer sequences performed on a virtual simulator. This data set was composed of videos, kinematics, semantic segmentation, and workflow annotations which described the sequences at three different granularity levels: phase, step, and activity. Five tasks were proposed to the participants: three of them were related to the recognition of all granularities with one of the available modalities, while the others addressed the recognition with a combination of modalities. Average application-dependent balanced accuracy (AD-Accuracy) was used as evaluation metric to take unbalanced classes into account and because it is more clinically relevant than a frame-by-frame score. Seven teams participated in at least one task and four of them in all tasks. Best results are obtained with the use of the video and the kinematics data with an AD-Accuracy between 93% and 90% for the four teams who participated in all tasks. The improvement between video/kinematic-based methods and the uni-modality ones was significant for all of the teams. However, the difference in testing execution time between the video/kinematic-based and the kinematic-based methods has to be taken into consideration. Is it relevant to spend 20 to 200 times more computing time for less than 3% of improvement? The PETRAW data set is publicly available at www.synapse.org/PETRAW to encourage further research in surgical workflow recognition.
Inference of Multiscale Gaussian Graphical Model
Sanou, Do Edmond, Ambroise, Christophe, Robin, Geneviève
Gaussian Graphical Models (GGMs) are widely used for exploratory data analysis in various fields such as genomics, ecology, psychometry. In a high-dimensional setting, when the number of variables exceeds the number of observations by several orders of magnitude, the estimation of GGM is a difficult and unstable optimization problem. Clustering of variables or variable selection is often performed prior to GGM estimation. We propose a new method allowing to simultaneously infer a hierarchical clustering structure and the graphs describing the structure of independence at each level of the hierarchy. This method is based on solving a convex optimization problem combining a graphical lasso penalty with a fused type lasso penalty. Results on real and synthetic data are presented.
Inference and FDR Control for Simulated Ising Models in High-dimension
Wei, Haoyu, Lei, Xiaoyu, Zhang, Huiming
The (probabilistic) graphical model consists of a collection of probability distributions that factorize according to the structure of an underlying graph [52]. The graphical model captures the complex dependencies among random variables and build large-scale multivariate statistical models, which has been used in many research areas such as hierarchical Bayesian models [27], contingency table analysis [20, 53] in categorical data analysis [1, 23, 37], constraint satisfaction [16, 15], language and speech processing [11, 31], image processing [17, 24, 28] and spatial statistics more generally [8]. In our work, we focus on the undirected graphical models, where the probability distribution factorizes according to the function defined on the cliques of the graph. The undirected graphical models have a variety of applications, including statistical physics [32], natural language processing [38], image analysis [54] and spatial statistics [43]. Specifically, we pay attention to the undirected graphical models which can be described as exponential families, a broad class of probability distributions elaborately studied in many statistical literature [4, 21, 13]. The properties of the exponential families provide some connections between the inference methods and the convex analysis [12, 29]. There are many well-known examples that are undirected graphical models viewed as exponential families, such as Ising model [32, 5], Gaussian MRF [46] and latent Dirichlet allocation [11].
Beginner's guide to machine learning in R (with step-by-step tutorial)
If you're a graduate of economics, psychology, sociology, medicine, biostatistics, ecology, or related fields, you probably have received some training in statistics, but much less likely in machine learning. This is a problem because machine-learning algorithms are much better capable to solve many real-world applications compared with the procedures we learned in statistics class (randomized experiments, significance tests, correlation, ANOVA, linear regression, and so on). In all of these examples, statistical models are used to solve the problem, but in a different way than how you learned it in "Introduction to Statistics". In this post I want to give you a brief introduction what "machine learning" means, what the differences to "classical" statistical procedures are, and how you can train a machine learning model in R for your own use case in 8 simple steps. Think of a facial-recognition app. How does the app know whether it's John or rather Jane it's looking at? A conventional approach would be: Create an exhaustive list of features about John which can be quantitatively measured for the computer to memorize. E.g.: Look for short, brown hair, a three-day beard, a prominent nose, a scar on the left forehead, the distance between his eyes is 10.4 centimeters, he often wears a black hat, etc., that's John. The machine-learning approach works differently: You feed a computer many pictures labelled "John" or "Jane", and that's it, you don't provide any additional information – rather, you let the machine infer the important features which best discern John from Jane. It might be that the form of the cheek bones are actually a better predictor of whether or not it's John on the image, rather than the hair color or the distance between the eyes. You don't care, you let the machine figure it out. Thus, this is a data-driven (inductive) approach, where a machine *learns* the rules how to classify faces (e.g., if X1 and X2 are present, then it's likely John) from a set of training data. You don't specify these rules manually. This is why machine learning is considered (a subfield of) artificial intelligence: The machine carries out tasks without being explicitly told what to do.
Naive Bayes Classifier -- How to Successfully Use It in Python?
The probability of randomly picking a red ball out of the bucket is 7/15. You can write it as P(red) 7/15. If we were to draw balls one at a time without replacing them, what is the probability of getting a black ball on a second attempt after drawing a red one on the first attempt? You can see that the above question is worded to provide us with the condition that needs to be satisfied first before the second attempt is made. That condition says that a red ball must be drawn during the first attempt.
Fair When Trained, Unfair When Deployed: Observable Fairness Measures are Unstable in Performative Prediction Settings
Mishler, Alan, Dalmasso, Niccolò
Many popular algorithmic fairness measures depend on the joint distribution of predictions, outcomes, and a sensitive feature like race or gender. These measures are sensitive to distribution shift: a predictor which is trained to satisfy one of these fairness definitions may become unfair if the distribution changes. In performative prediction settings, however, predictors are precisely intended to induce distribution shift. For example, in many applications in criminal justice, healthcare, and consumer finance, the purpose of building a predictor is to reduce the rate of adverse outcomes such as recidivism, hospitalization, or default on a loan. We formalize the effect of such predictors as a type of concept shift--a particular variety of distribution shift--and show both theoretically and via simulated examples how this causes predictors which are fair when they are trained to become unfair when they are deployed. We further show how many of these issues can be avoided by using fairness definitions that depend on counterfactual rather than observable outcomes.
Off-Policy Fitted Q-Evaluation with Differentiable Function Approximators: Z-Estimation and Inference Theory
Zhang, Ruiqi, Zhang, Xuezhou, Ni, Chengzhuo, Wang, Mengdi
Off-Policy Evaluation (OPE) serves as one of the cornerstones in Reinforcement Learning (RL). Fitted Q Evaluation (FQE) with various function approximators, especially deep neural networks, has gained practical success. While statistical analysis has proved FQE to be minimax-optimal with tabular, linear and several nonparametric function families, its practical performance with more general function approximator is less theoretically understood. We focus on FQE with general differentiable function approximators, making our theory applicable to neural function approximations. We approach this problem using the Z-estimation theory and establish the following results: The FQE estimation error is asymptotically normal with explicit variance determined jointly by the tangent space of the function class at the ground truth, the reward structure, and the distribution shift due to off-policy learning; The finite-sample FQE error bound is dominated by the same variance term, and it can also be bounded by function class-dependent divergence, which measures how the off-policy distribution shift intertwines with the function approximator. In addition, we study bootstrapping FQE estimators for error distribution inference and estimating confidence intervals, accompanied by a Cramer-Rao lower bound that matches our upper bounds. The Z-estimation analysis provides a generalizable theoretical framework for studying off-policy estimation in RL and provides sharp statistical theory for FQE with differentiable function approximators.
Heterogeneous Calibration: A post-hoc model-agnostic framework for improved generalization
Durfee, David, Gupta, Aman, Basu, Kinjal
We introduce the notion of heterogeneous calibration that applies a post-hoc model-agnostic transformation to model outputs for improving AUC performance on binary classification tasks. We consider overconfident models, whose performance is significantly better on training vs test data and give intuition onto why they might under-utilize moderately effective simple patterns in the data. We refer to these simple patterns as heterogeneous partitions of the feature space and show theoretically that perfectly calibrating each partition separately optimizes AUC. This gives a general paradigm of heterogeneous calibration as a post-hoc procedure by which heterogeneous partitions of the feature space are identified through tree-based algorithms and post-hoc calibration techniques are applied to each partition to improve AUC. While the theoretical optimality of this framework holds for any model, we focus on deep neural networks (DNNs) and test the simplest instantiation of this paradigm on a variety of open-source datasets. Experiments demonstrate the effectiveness of this framework and the future potential for applying higher-performing partitioning schemes along with more effective calibration techniques.