Performance Analysis
Heroes of 2020: Ed Yong and His Prescient, Terrifying, and Inspiring Coronavirus Writing
There was a point for all of us, somewhere near the beginning of the pandemic, where we said to ourselves, oh shit. One of my first oh-shit moments arrived after reading Ed Yong's sobering feature, "How the Pandemic Will End," in the Atlantic in March. The coronavirus, Yong wrote, was "unlikely to disappear entirely," and he explained that it was possible that "COVID-19 may become like the flu is today--a recurring scourge of winter." I repeat: Yong wrote this in March. The day it published, the United States had so far detected around 68,000 cases of COVID-19 and documented less than 1,000 deaths, according to the CDC. In the days ahead of its publication, California became the first state to mandate its citizens stay home; Dr. Anthony Fauci, director of the National Institute of Allergy and Infectious Diseases, said that Americans would likely need to socially distance for "at least several weeks"; and President Donald Trump said he wanted to have the country "opened up and just raring to go by Easter."
Optimal trees selection for classification via out-of-bag assessment and sub-bagging
Khan, Zardad, Gul, Naz, Faiz, Nosheen, Gul, Asma, Adler, Werner, Lausen, Berthold
The effect of training data size on machine learning methods has been well investigated over the past two decades. The predictive performance of tree based machine learning methods, in general, improves with a decreasing rate as the size of training data increases. We investigate this in optimal trees ensemble (OTE) where the method fails to learn from some of the training observations due to internal validation. Modified tree selection methods are thus proposed for OTE to cater for the loss of training observations in internal validation. In the first method, corresponding out-of-bag (OOB) observations are used in both individual and collective performance assessment for each tree. Trees are ranked based on their individual performance on the OOB observations. A certain number of top ranked trees is selected and starting from the most accurate tree, subsequent trees are added one by one and their impact is recorded by using the OOB observations left out from the bootstrap sample taken for the tree being added. A tree is selected if it improves predictive accuracy of the ensemble. In the second approach, trees are grown on random subsets, taken without replacement-known as sub-bagging, of the training data instead of bootstrap samples (taken with replacement). The remaining observations from each sample are used in both individual and collective assessments for each corresponding tree similar to the first method. Analysis on 21 benchmark datasets and simulations studies show improved performance of the modified methods in comparison to OTE and other state-of-the-art methods.
Provably Training Neural Network Classifiers under Fairness Constraints
Chen, You-Lin, Wang, Zhaoran, Kolar, Mladen
Training a classifier under fairness constraints has gotten increasing attention in the machine learning community thanks to moral, legal, and business reasons. However, several recent works addressing algorithmic fairness have only focused on simple models such as logistic regression or support vector machines due to non-convex and non-differentiable fairness criteria across protected groups, such as race or gender. Neural networks, the most widely used models for classification nowadays, are precluded and lack theoretical guarantees. This paper aims to fill this missing but crucial part of the literature of algorithmic fairness for neural networks. In particular, we show that overparametrized neural networks could meet the fairness constraints. The key ingredient of building a fair neural network classifier is establishing no-regret analysis for neural networks in the overparameterization regime, which may be of independent interest in the online learning of neural networks and related applications.
A Maximal Correlation Approach to Imposing Fairness in Machine Learning
Lee, Joshua, Bu, Yuheng, Sattigeri, Prasanna, Panda, Rameswar, Wornell, Gregory, Karlinsky, Leonid, Feris, Rogerio
As machine learning algorithms grow in popularity and diversify to many industries, ethical and legal concerns regarding their fairness have become increasingly relevant. We explore the problem of algorithmic fairness, taking an information-theoretic view. The maximal correlation framework is introduced for expressing fairness constraints and shown to be capable of being used to derive regularizers that enforce independence and separation-based fairness criteria, which admit optimization algorithms for both discrete and continuous variables which are more computationally efficient than existing algorithms. We show that these algorithms provide smooth performance-fairness tradeoff curves and perform competitively with state-of-the-art methods on both discrete datasets (COMPAS, Adult) and continuous datasets (Communities and Crimes).
A Novel Resampling Technique for Imbalanced Dataset Optimization
Letteri, Ivan, Di Cecco, Antonio, Dyoub, Abeer, Della Penna, Giuseppe
Despite the enormous amount of data, particular events of interest can still be quite rare. Classification of rare events is a common problem in many domains, such as fraudulent transactions, malware traffic analysis and network intrusion detection. Many studies have been developed for malware detection using machine learning approaches on various datasets, but as far as we know only the MTA-KDD'19 dataset has the peculiarity of updating the representative set of malicious traffic on a daily basis. This daily updating is the added value of the dataset, but it translates into a potential due to the class imbalance problem that the RRw-Optimized MTA-KDD'19 will occur. We capture difficulties of class distribution in real datasets by considering four types of minority class examples: safe, borderline, rare and outliers. In this work, we developed two versions of Generative Silhouette Resampling 1-Nearest Neighbour (G1Nos) oversampling algorithms for dealing with class imbalance problem. The first module of G1Nos algorithms performs a coefficient-based instance selection silhouette identifying the critical threshold of Imbalance Degree. (ID), the second module generates synthetic samples using a SMOTE-like oversampling algorithm. The balancing of the classes is done by our G1Nos algorithms to re-establish the proportions between the two classes of the used dataset. The experimental results show that our oversampling algorithm work better than the other two SOTA methodologies in all the metrics considered.
Adjusted chi-square test for degree-corrected block models
Zhang, Linfan, Amini, Arash A.
We propose a goodness-of-fit test for degree-corrected stochastic block models (DCSBM). The test is based on an adjusted chi-square statistic for measuring equality of means among groups of $n$ multinomial distributions with $d_1,\dots,d_n$ observations. In the context of network models, the number of multinomials, $n$, grows much faster than the number of observations, $d_i$, hence the setting deviates from classical asymptotics. We show that a simple adjustment allows the statistic to converge in distribution, under null, as long as the harmonic mean of $\{d_i\}$ grows to infinity. This result applies to large sparse networks where the role of $d_i$ is played by the degree of node $i$. Our distributional results are nonasymptotic, with explicit constants, providing finite-sample bounds on the Kolmogorov-Smirnov distance to the target distribution. When applied sequentially, the test can also be used to determine the number of communities. The test operates on a (row) compressed version of the adjacency matrix, conditional on the degrees, and as a result is highly scalable to large sparse networks. We incorporate a novel idea of compressing the columns based on a $(K+1)$-community assignment when testing for $K$ communities. This approach increases the power in sequential applications without sacrificing computational efficiency, and we prove its consistency in recovering the number of communities. Since the test statistic does not rely on a specific alternative, its utility goes beyond sequential testing and can be used to simultaneously test against a wide range of alternatives outside the DCSBM family. We show the effectiveness of the approach by extensive numerical experiments with simulated and real data. In particular, applying the test to the Facebook-100 dataset, we find that a DCSBM with a small number of communities is far from a good fit in almost all cases.
Equipment Failure Analysis for Oil and Gas Industry with an Ensemble Predictive Model
ZhiYuan, Chen, Selere, Olugbenro. O., Seng, Nicholas Lu Chee
This paper aims at improving the classification accuracy of a Support Vector Machine (SVM) classifier with Sequential Minimal Optimization (SMO) training algorithm in order to properly classify failure and normal instances from oil and gas equipment data. Recent applications of failure analysis have made use of the SVM technique without implementing SMO training algorithm, while in our study we show that the proposed solution can perform much better when using the SMO training algorithm. Furthermore, we implement the ensemble approach, which is a hybrid rule based and neural network classifier to improve the performance of the SVM classifier (with SMO training algorithm). The optimization study is as a result of the underperformance of the classifier when dealing with imbalanced dataset. The selected best performing classifiers are combined together with SVM classifier (with SMO training algorithm) by using the stacking ensemble method which is to create an efficient ensemble predictive model that can handle the issue of imbalanced data. The classification performance of this predictive model is considerably better than the SVM with and without SMO training algorithm and many other conventional classifiers.
Drift-Aware Multi-Memory Model for Imbalanced Data Streams
Abolfazli, Amir, Ntoutsi, Eirini
Online class imbalance learning deals with data streams that are affected by both concept drift and class imbalance. Online learning tries to find a trade-off between exploiting previously learned information and incorporating new information into the model. This requires both the incremental update of the model and the ability to unlearn outdated information. The improper use of unlearning, however, can lead to the retroactive interference problem, a phenomenon that occurs when newly learned information interferes with the old information and impedes the recall of previously learned information. The problem becomes more severe when the classes are not equally represented, resulting in the removal of minority information from the model. In this work, we propose the Drift-Aware Multi-Memory Model (DAM3), which addresses the class imbalance problem in online learning for memory-based models. DAM3 mitigates class imbalance by incorporating an imbalance-sensitive drift detector, preserving a balanced representation of classes in the model, and resolving retroactive interference using a working memory that prevents the forgetting of old information. We show through experiments on real-world and synthetic datasets that the proposed method mitigates class imbalance and outperforms the state-of-the-art methods.
Deep Hashing for Secure Multimodal Biometrics
Talreja, Veeru, Valenti, Matthew, Nasrabadi, Nasser
When compared to unimodal systems, multimodal biometric systems have several advantages, including lower error rate, higher accuracy, and larger population coverage. However, multimodal systems have an increased demand for integrity and privacy because they must store multiple biometric traits associated with each user. In this paper, we present a deep learning framework for feature-level fusion that generates a secure multimodal template from each user's face and iris biometrics. We integrate a deep hashing (binarization) technique into the fusion architecture to generate a robust binary multimodal shared latent representation. Further, we employ a hybrid secure architecture by combining cancelable biometrics with secure sketch techniques and integrate it with a deep hashing framework, which makes it computationally prohibitive to forge a combination of multiple biometrics that pass the authentication. The efficacy of the proposed approach is shown using a multimodal database of face and iris and it is observed that the matching performance is improved due to the fusion of multiple biometrics. Furthermore, the proposed approach also provides cancelability and unlinkability of the templates along with improved privacy of the biometric data. Additionally, we also test the proposed hashing function for an image retrieval application using a benchmark dataset. The main goal of this paper is to develop a method for integrating multimodal fusion, deep hashing, and biometric security, with an emphasis on structural data from modalities like face and iris. The proposed approach is in no way a general biometric security framework that can be applied to all biometric modalities, as further research is needed to extend the proposed framework to other unconstrained biometric modalities.
Bridging Cost-sensitive and Neyman-Pearson Paradigms for Asymmetric Binary Classification
Li, Wei Vivian, Tong, Xin, Li, Jingyi Jessica
Asymmetric binary classification problems, in which the type I and II errors have unequal severity, are ubiquitous in real-world applications. To handle such asymmetry, researchers have developed the cost-sensitive and Neyman-Pearson paradigms for training classifiers to control the more severe type of classification error, say the type I error. The cost-sensitive paradigm is widely used and has straightforward implementations that do not require sample splitting; however, it demands an explicit specification of the costs of the type I and II errors, and an open question is what specification can guarantee a high-probability control on the population type I error. In contrast, the Neyman-Pearson paradigm can train classifiers to achieve a high-probability control of the population type I error, but it relies on sample splitting that reduces the effective training sample size. Since the two paradigms have complementary strengths, it is reasonable to combine their strengths for classifier construction. In this work, we for the first time study the methodological connections between the two paradigms, and we develop the TUBE-CS algorithm to bridge the two paradigms from the perspective of controlling the population type I error.