Performance Analysis
Logistic Regression Clearly Explained
Logistic Regression is the most widely used classification algorithm in machine learning. It is used in many real-world scenarios like spam detected, cancer detection, IRIS dataset, etc. Mostly it is used in binary classification problems. But it can also be used in multiclass classification. Logistic Regression predicts the probability that the given data point belongs to a certain class or not. In this article, I will be using the famous heart disease dataset from Kaggle. In this dataset, the main goal is to predict whether the given person has heart disease or not.
A survey on natural language processing (nlp) and applications in insurance
Ly, Antoine, Uthayasooriyar, Benno, Wang, Tingting
Text is the most widely used means of communication today. This data is abundant but nevertheless complex to exploit within algorithms. For years, scientists have been trying to implement different techniques that enable computers to replicate some mechanisms of human reading. During the past five years, research disrupted the capacity of the algorithms to unleash the value of text data. It brings today, many opportunities for the insurance industry.Understanding those methods and, above all, knowing how to apply them is a major challenge and key to unleash the value of text data that have been stored for many years. Processing language with computer brings many new opportunities especially in the insurance sector where reports are central in the information used by insurers. SCOR's Data Analytics team has been working on the implementation of innovative tools or products that enable the use of the latest research on text analysis. Understanding text mining techniques in insurance enhances the monitoring of the underwritten risks and many processes that finally benefit policyholders.This article proposes to explain opportunities that Natural Language Processing (NLP) are providing to insurance. It details different methods used today in practice traces back the story of them. We also illustrate the implementation of certain methods using open source libraries and python codes that we have developed to facilitate the use of these techniques.After giving a general overview on the evolution of text mining during the past few years,we share about how to conduct a full study with text mining and share some examples to serve those models into insurance products or services. Finally, we explained in more details every step that composes a Natural Language Processing study to ensure the reader can have a deep understanding on the implementation.
When to Impute? Imputation before and during cross-validation
Jaeger, Byron C., Tierney, Nicholas J., Simon, Noah R.
Cross-validation (CV) is a technique used to estimate generalization error for prediction models. For pipeline modeling algorithms (i.e. modeling procedures with multiple steps), it has been recommended the entire sequence of steps be carried out during each replicate of CV to mimic the application of the entire pipeline to an external testing set. While theoretically sound, following this recommendation can lead to high computational costs when a pipeline modeling algorithm includes computationally expensive operations, e.g. imputation of missing values. There is a general belief that unsupervised variable selection (i.e. ignoring the outcome) can be applied before conducting CV without incurring bias, but there is less consensus for unsupervised imputation of missing values. We empirically assessed whether conducting unsupervised imputation prior to CV would result in biased estimates of generalization error or result in poorly selected tuning parameters and thus degrade the external performance of downstream models. Results show that despite optimistic bias, the reduced variance of imputation before CV compared to imputation during each replicate of CV leads to a lower overall root mean squared error for estimation of the true external R-squared and the performance of models tuned using CV with imputation before versus during each replication is minimally different. In conclusion, unsupervised imputation before CV appears valid in certain settings and may be a helpful strategy that enables analysts to use more flexible imputation techniques without incurring high computational costs.
When will the mist clear? On the Interpretability of Machine Learning for Medical Applications: a survey
Banegas-Luna, Antonio-Jesús, Peña-García, Jorge, Iftene, Adrian, Guadagni, Fiorella, Ferroni, Patrizia, Scarpato, Noemi, Zanzotto, Fabio Massimo, Bueno-Crespo, Andrés, Pérez-Sánchez, Horacio
Artificial Intelligence is providing astonishing results, with medicine being one of its favourite playgrounds. In a few decades, computers may be capable of formulating diagnoses and choosing the correct treatment, while robots may perform surgical operations, and conversational agents could interact with patients as virtual coaches. Machine Learning and, in particular, Deep Neural Networks are behind this revolution. In this scenario, important decisions will be controlled by standalone machines that have learned predictive models from provided data. Among the most challenging targets of interest in medicine are cancer diagnosis and therapies but, to start this revolution, software tools need to be adapted to cover the new requirements. In this sense, learning tools are becoming a commodity in Python and Matlab libraries, just to name two, but to exploit all their possibilities, it is essential to fully understand how models are interpreted and which models are more interpretable than others. In this survey, we analyse current machine learning models, frameworks, databases and other related tools as applied to medicine - specifically, to cancer research - and we discuss their interpretability, performance and the necessary input data. From the evidence available, ANN, LR and SVM have been observed to be the preferred models. Besides, CNNs, supported by the rapid development of GPUs and tensor-oriented programming libraries, are gaining in importance. However, the interpretability of results by doctors is rarely considered which is a factor that needs to be improved. We therefore consider this study to be a timely contribution to the issue.
MARS-Gym: A Gym framework to model, train, and evaluate Recommender Systems for Marketplaces
Santana, Marlesson R. O., Melo, Luckeciano C., Camargo, Fernando H. F., Brandão, Bruno, Soares, Anderson, Oliveira, Renan M., Caetano, Sandor
Recommender Systems are especially challenging for marketplaces since they must maximize user satisfaction while maintaining the healthiness and fairness of such ecosystems. In this context, we observed a lack of resources to design, train, and evaluate agents that learn by interacting within these environments. For this matter, we propose MARS-Gym, an open-source framework to empower researchers and engineers to quickly build and evaluate Reinforcement Learning agents for recommendations in marketplaces. MARS-Gym addresses the whole development pipeline: data processing, model design and optimization, and multi-sided evaluation. We also provide the implementation of a diverse set of baseline agents, with a metrics-driven analysis of them in the Trivago marketplace dataset, to illustrate how to conduct a holistic assessment using the available metrics of recommendation, off-policy estimation, and fairness. With MARS-Gym, we expect to bridge the gap between academic research and production systems, as well as to facilitate the design of new algorithms and applications.
ResGCN: Attention-based Deep Residual Modeling for Anomaly Detection on Attributed Networks
Pei, Yulong, Huang, Tianjin, van Ipenburg, Werner, Pechenizkiy, Mykola
Effectively detecting anomalous nodes in attributed networks is crucial for the success of many real-world applications such as fraud and intrusion detection. Existing approaches have difficulties with three major issues: sparsity and nonlinearity capturing, residual modeling, and network smoothing. We propose Residual Graph Convolutional Network (ResGCN), an attention-based deep residual modeling approach that can tackle these issues: modeling the attributed networks with GCN allows to capture the sparsity and nonlinearity; utilizing a deep neural network allows to directly learn residual from the input, and a residual-based attention mechanism reduces the adverse effect from anomalous nodes and prevents over-smoothing. Extensive experiments on several real-world attributed networks demonstrate the effectiveness of ResGCN in detecting anomalies.
Detecting Autism Spectrum Disorder using Machine Learning
Hossain, Md Delowar, Kabir, Muhammad Ashad, Anwar, Adnan, Islam, Md Zahidul
Autism Spectrum Disorder (ASD), which is a neuro development disorder, is often accompanied by sensory issues such an over sensitivity or under sensitivity to sounds and smells or touch. Although its main cause is genetics in nature, early detection and treatment can help to improve the conditions. In recent years, machine learning based intelligent diagnosis has been evolved to complement the traditional clinical methods which can be time consuming and expensive. The focus of this paper is to find out the most significant traits and automate the diagnosis process using available classification techniques for improved diagnosis purpose. We have analyzed ASD datasets of Toddler, Child, Adolescent and Adult. We determine the best performing classifier for these binary datasets using the evaluation metrics recall, precision, F-measures and classification errors. Our finding shows that Sequential minimal optimization (SMO) based Support Vector Machines (SVM) classifier outperforms all other benchmark machine learning algorithms in terms of accuracy during the detection of ASD cases and produces less classification errors compared to other algorithms. Also, we find that Relief Attributes algorithm is the best to identify the most significant attributes in ASD datasets.
Uncertainty Estimation For Community Standards Violation In Online Social Networks
Torabi, Narjes, Arora, Nimar S., Yu, Emma, Shah, Kinjal, Liu, Wenshun, Tingley, Michael
Online Social Networks (OSNs) provide a platform for users to share their thoughts and opinions with their community of friends or to the general public. In order to keep the platform safe for all users, as well as to keep it compliant with local laws, OSNs typically create a set of community standards organized into policy groups, and use Machine Learning (ML) models to identify and remove content that violates any of the policies. However, out of the billions of content that is uploaded on a daily basis only a small fraction is so unambiguously violating that it can be removed by the automated models. Prevalence estimation is the task of estimating the fraction of violating content in the residual items by sending a small sample of these items to human labelers to get ground truth labels. This task is exceedingly hard because even though we can easily get the ML scores or features for all of the billions of items we can only get ground truth labels on a few thousands of these items due to practical considerations. Indeed the prevalence can be so low that even after a judicious choice of items to be labeled there can be many days in which not even a single item is labeled violating. A pragmatic choice for such low prevalence, $10^{-4}$ to $10^{-5}$, regimes is to report the upper bound, or $97.5\%$ confidence interval, prevalence (UBP) that takes the uncertainties of the sampling and labeling processes into account and gives a smoothed estimate. In this work we present two novel techniques Bucketed-Beta-Binomial and a Bucketed-Gaussian Process for this UBP task and demonstrate on real and simulated data that it has much better coverage than the commonly used bootstrapping technique.
Benign overfitting in ridge regression
Classical learning theory suggests that strong regularization is needed to learn a class with large complexity. This intuition is in contrast with the modern practice of machine learning, in particular learning neural networks, where the number of parameters often exceeds the number of data points. It has been observed empirically that such overparametrized models can show good generalization performance even if trained with vanishing or negative regularization. The aim of this work is to understand theoretically how this effect can occur, by studying the setting of ridge regression. We provide non-asymptotic generalization bounds for overparametrized ridge regression that depend on the arbitrary covariance structure of the data, and show that those bounds are tight for a range of regularization parameter values. To our knowledge this is the first work that studies overparametrized ridge regression in such a general setting. We identify when small or negative regularization is sufficient for obtaining small generalization error. On the technical side, our bounds only require the data vectors to be i.i.d. sub-gaussian, while most previous work assumes independence of the components of those vectors.
Efficient SVDD Sampling with Approximation Guarantees for the Decision Boundary
Englhardt, Adrian, Trittenbach, Holger, Kottke, Daniel, Sick, Bernhard, Böhm, Klemens
Support Vector Data Description (SVDD) is a popular one-class classifiers for anomaly and novelty detection. But despite its effectiveness, SVDD does not scale well with data size. To avoid prohibitive training times, sampling methods select small subsets of the training data on which SVDD trains a decision boundary hopefully equivalent to the one obtained on the full data set. According to the literature, a good sample should therefore contain so-called boundary observations that SVDD would select as support vectors on the full data set. However, non-boundary observations also are essential to not fragment contiguous inlier regions and avoid poor classification accuracy. Other aspects, such as selecting a sufficiently representative sample, are important as well. But existing sampling methods largely overlook them, resulting in poor classification accuracy. In this article, we study how to select a sample considering these points. Our approach is to frame SVDD sampling as an optimization problem, where constraints guarantee that sampling indeed approximates the original decision boundary. We then propose RAPID, an efficient algorithm to solve this optimization problem. RAPID does not require any tuning of parameters, is easy to implement and scales well to large data sets. We evaluate our approach on real-world and synthetic data. Our evaluation is the most comprehensive one for SVDD sampling so far. Our results show that RAPID outperforms its competitors in classification accuracy, in sample size, and in runtime.