Performance Analysis
Explainable Machine Learning for Fraud Detection
Psychoula, Ismini, Gutmann, Andreas, Mainali, Pradip, Lee, S. H., Dunphy, Paul, Petitcolas, Fabien A. P.
The application of machine learning to support the processing of large datasets holds promise in many industries, including financial services. However, practical issues for the full adoption of machine learning remain with the focus being on understanding and being able to explain the decisions and predictions made by complex models. In this paper, we explore explainability methods in the domain of real-time fraud detection by investigating the selection of appropriate background datasets and runtime trade-offs on both supervised and unsupervised models.
Negative Selection Algorithm Research and Applications in the last decade: A Review
Gupta, Kishor Datta, Dasgupta, Dipankar
The Negative selection Algorithm (NSA) is one of the important methods in the field of Immunological Computation (or Artificial Immune Systems). Over the years, some progress was made which turns this algorithm (NSA) into an efficient approach to solve problems in different domain. This review takes into account these signs of progress during the last decade and categorizes those based on different characteristics and performances. Our study shows that NSA's evolution can be labeled in four ways highlighting the most notable NSA variations and their limitations in different application domains. We also present alternative approaches to NSA for comparison and analysis. It is evident that NSA performs better for nonlinear representation than most of the other methods, and it can outperform neural-based models in computation time. We summarize NSA's development and highlight challenges in NSA research in comparison with other similar models.
Early prediction of respiratory failure in the intensive care unit
Hรผser, Matthias, Faltys, Martin, Lyu, Xinrui, Barber, Chris, Hyland, Stephanie L., Merz, Tobias M., Rรคtsch, Gunnar
The development of respiratory failure is common among patients in intensive care units (ICU). Large data quantities from ICU patient monitoring systems make timely and comprehensive analysis by clinicians difficult but are ideal for automatic processing by machine learning algorithms. Early prediction of respiratory system failure could alert clinicians to patients at risk of respiratory failure and allow for early patient reassessment and treatment adjustment. We propose an early warning system that predicts moderate/severe respiratory failure up to 8 hours in advance. Our system was trained on HiRID-II, a data-set containing more than 60,000 admissions to a tertiary care ICU. An alarm is typically triggered several hours before the beginning of respiratory failure. Our system outperforms a clinical baseline mimicking traditional clinical decision-making based on pulse-oximetric oxygen saturation and the fraction of inspired oxygen. To provide model introspection and diagnostics, we developed an easy-to-use web browser-based system to explore model input data and predictions visually.
An efficient projection neural network for $\ell_1$-regularized logistic regression
Mohammadi, Majid, Atashin, Amir Ahooye, Tamburri, Damian A.
$\ell_1$ regularization has been used for logistic regression to circumvent the overfitting and use the estimated sparse coefficient for feature selection. However, the challenge of such a regularization is that the $\ell_1$ norm is not differentiable, making the standard algorithms for convex optimization not applicable to this problem. This paper presents a simple projection neural network for $\ell_1$-regularized logistics regression. In contrast to many available solvers in the literature, the proposed neural network does not require any extra auxiliary variable nor any smooth approximation, and its complexity is almost identical to that of the gradient descent for logistic regression without $\ell_1$ regularization, thanks to the projection operator. We also investigate the convergence of the proposed neural network by using the Lyapunov theory and show that it converges to a solution of the problem with any arbitrary initial value. The proposed neural solution significantly outperforms state-of-the-art methods with respect to the execution time and is competitive in terms of accuracy and AUROC.
More Powerful Conditional Selective Inference for Generalized Lasso by Parametric Programming
Duy, Vo Nguyen Le, Takeuchi, Ichiro
Conditional selective inference (SI) has been studied intensively as a new statistical inference framework for data-driven hypotheses. The basic concept of conditional SI is to make the inference conditional on the selection event, which enables an exact and valid statistical inference to be conducted even when the hypothesis is selected based on the data. Conditional SI has mainly been studied in the context of model selection, such as vanilla lasso or generalized lasso. The main limitation of existing approaches is the low statistical power owing to over-conditioning, which is required for computational tractability. In this study, we propose a more powerful and general conditional SI method for a class of problems that can be converted into quadratic parametric programming, which includes generalized lasso. The key concept is to compute the continuum path of the optimal solution in the direction of the selected test statistic and to identify the subset of the data space that corresponds to the model selection event by following the solution path. The proposed parametric programming-based method not only avoids the aforementioned major drawback of over-conditioning, but also improves the performance and practicality of SI in various respects. We conducted several experiments to demonstrate the effectiveness and efficiency of our proposed method.
Selective Probabilistic Classifier Based on Hypothesis Testing
Germi, Saeed Bakhshi, Rahtu, Esa, Huttunen, Heikki
In this paper, we propose a simple yet effective method to deal with the violation of the Closed-World Assumption for a classifier. Previous works tend to apply a threshold either on the classification scores or the loss function to reject the inputs that violate the assumption. However, these methods cannot achieve the low False Positive Ratio (FPR) required in safety applications. The proposed method is a rejection option based on hypothesis testing with probabilistic networks. With probabilistic networks, it is possible to estimate the distribution of outcomes instead of a single output. By utilizing Z-test over the mean and standard deviation for each class, the proposed method can estimate the statistical significance of the network certainty and reject uncertain outputs. The proposed method was experimented on with different configurations of the COCO and CIFAR datasets. The performance of the proposed method is compared with the Softmax Response, which is a known top-performing method. It is shown that the proposed method can achieve a broader range of operation and cover a lower FPR than the alternative.
Artificial intelligence could be used to triage patients suspected at risk of early stage oesophageal cancer
Deep learning techniques can be used to triage suspected cases of Barrett oesophagus, a precursor to oesophageal cancer, potentially leading to faster and earlier diagnoses, say researchers at the University of Cambridge. When researchers applied the technique to analysing samples obtained using the'pill on a string' diagnostic tool Cytosponge, they found that it was capable of reducing by half pathologists' workload while matching the accuracy of even experienced pathologists. Early detection of cancer often leads to better survival because pre-malignant lesions and early stage tumours can be more effectively treated. This is particularly important for oesophageal cancer, the sixth most common cause for cancer-related deaths. Patients usually present at an advanced stage with swallowing difficulties and weight loss.
Distribution-free calibration guarantees for histogram binning without sample splitting
Gupta, Chirag, Ramdas, Aaditya K.
In classification, the goal is to learn a model that uses observed feature measurements to make a class prediction on the categorical outcome. However, for safety-critical areas such as medicine and finance, a single class prediction might be insufficient and reliable measures of confidence or certainty may be desired. Such uncertainty quantification is often provided by predictors that produce not just a class label, but a probability distribution over the labels. If the predicted probability distribution is consistent with observed empirical frequencies of labels, the predictor is said to be calibrated [Dawid, 1982]. In this paper we study the problem of calibration for binary classification; let X and Y " t0, 1u denote the feature and label spaces. We focus on the recalibration or post-hoc calibration setting, a standard statistical setting where the goal is to recalibrate existing ('pre-learnt') classifiers that are powerful and (statistically) efficient for classification accuracy, but do not satisfy calibration properties out-of-the-box. This setup is popular for recalibrating pre-trained deep nets. For example, Guo et al. [2017, Figure 4] demonstrated that a pre-learnt ResNet is initially miscalibrated, but can be effectively post-hoc calibrated. In the case of binary classification, the pre-learnt model can be any arbitrary function that provides a classification'score' g: X ร r0, 1s.
Wide-AdGraph: Detecting Ad Trackers with a Wide Dependency Chain Graph
Kargaran, Amir Hossein, Akhondzadeh, Mohammad Sadegh, Heidarpour, Mohammad Reza, Manshaei, Mohammad Hossein, Salamatian, Kave, Sattary, Masoud Nejad
Websites use third-party ads and tracking services to deliver targeted ads and collect information about users that visit them. These services put users' privacy at risk, and that is why users' demand for blocking these services is growing. Most of the blocking solutions rely on crowd-sourced filter lists manually maintained by a large community of users. In this work, we seek to simplify the update of these filter lists by combining different websites through a large-scale graph connecting all resource requests made over a large set of sites. The features of this graph are extracted and used to train a machine learning algorithm with the aim of detecting ads and tracking resources. As our approach combines different information sources, it is more robust toward evasion techniques that use obfuscation or changing the usage patterns. We evaluate our work over the Alexa top-10K websites and find its accuracy to be 96.1% biased and 90.9% unbiased with high precision and recall. It can also block new ads and tracking services, which would necessitate being blocked by further crowd-sourced existing filter lists. Moreover, the approach followed in this paper sheds light on the ecosystem of third-party tracking and advertising.
Word-level Human Interpretable Scoring Mechanism for Novel Text Detection Using Tsetlin Machines
Bhattarai, Bimal, Granmo, Ole-Christoffer, Jiao, Lei
Recent research in novelty detection focuses mainly on document-level classification, employing deep neural networks (DNN). However, the black-box nature of DNNs makes it difficult to extract an exact explanation of why a document is considered novel. In addition, dealing with novelty at the word-level is crucial to provide a more fine-grained analysis than what is available at the document level. In this work, we propose a Tsetlin machine (TM)-based architecture for scoring individual words according to their contribution to novelty. Our approach encodes a description of the novel documents using the linguistic patterns captured by TM clauses. We then adopt this description to measure how much a word contributes to making documents novel. Our experimental results demonstrate how our approach breaks down novelty into interpretable phrases, successfully measuring novelty.