Performance Analysis
Learner's World
In continuation of my previous posts on various Performance measures for classifiers, here, I've explained the concept of single score measure namely; 'F - score'. In my previous posts, I had discussed four fundamental numbers, namely, true positive, true negative, false positive and false negative and eight basic ratios, namely, sensitivity(or recall or true positive rate) & specificity (or true negative rate), false positive rate (or type-I error) & false negative rates (or type-II error), positive predicted value (or precision) & negative predicted value, and false discovery rate (or q-value) & false omission rate. I had also discussed accuracy paradox, the relationship between various basic ratios and their trade-off to evaluate the performance of a classifier with examples. I'll be using the same confusion matrix for reference. Precision & Recall: First let's briefly revisit the understanding of'Precision (PPV) & Recall (sensitivity)'.
Determining Sequence of Image Processing Technique (IPT) to Detect Adversarial Attacks
Gupta, Kishor Datta, Akhtar, Zahid, Dasgupta, Dipankar
Developing secure machine learning models from adversarial examples is challenging as various methods are continually being developed to generate adversarial attacks. In this work, we propose an evolutionary approach to automatically determine Image Processing Techniques Sequence (IPTS) for detecting malicious inputs. Accordingly, we first used a diverse set of attack methods including adaptive attack methods (on our defense) to generate adversarial samples from the clean dataset. A detection framework based on a genetic algorithm (GA) is developed to find the optimal IPTS, where the optimality is estimated by different fitness measures such as Euclidean distance, entropy loss, average histogram, local binary pattern and loss functions. The "image difference" between the original and processed images is used to extract the features, which are then fed to a classification scheme in order to determine whether the input sample is adversarial or clean. This paper described our methodology and performed experiments using multiple data-sets tested with several adversarial attacks. For each attack-type and dataset, it generates unique IPTS. A set of IPTS selected dynamically in testing time which works as a filter for the adversarial attack. Our empirical experiments exhibited promising results indicating the approach can efficiently be used as processing for any AI model.
README: REpresentation learning by fairness-Aware Disentangling MEthod
Park, Sungho, Kim, Dohyung, Hwang, Sunhee, Byun, Hyeran
Fair representation learning aims to encode invariant representation with respect to the protected attribute, such as gender or age. In this paper, we design Fairness-aware Disentangling Variational AutoEncoder (FD-VAE) for fair representation learning. This network disentangles latent space into three subspaces with a decorrelation loss that encourages each subspace to contain independent information: 1) target attribute information, 2) protected attribute information, 3) mutual attribute information. After the representation learning, this disentangled representation is leveraged for fairer downstream classification by excluding the subspace with the protected attribute information. We demonstrate the effectiveness of our model through extensive experiments on CelebA and UTK Face datasets. Our method outperforms the previous state-of-the-art method by large margins in terms of equal opportunity and equalized odds.
Fairness in machine learning: against false positive rate equality as a measure of fairness
As machine learning informs increasingly consequential decisions, different metrics have been proposed for measuring algorithmic bias or unfairness. Two popular fairness measures are calibration and equality of false positive rate. Each measure seems intuitively important, but notably, it is usually impossible to satisfy both measures. For this reason, a large literature in machine learning speaks of a fairness tradeoff between these two measures. This framing assumes that both measures are, in fact, capturing something important. To date, philosophers have not examined this crucial assumption, and examined to what extent each measure actually tracks a normatively important property. This makes this inevitable statistical conflict, between calibration and false positive rate equality, an important topic for ethics. In this paper, I give an ethical framework for thinking about these measures and argue that, contrary to initial appearances, false positive rate equality does not track anything about fairness, and thus sets an incoherent standard for evaluating the fairness of algorithms.
Counterfactual Data Augmentation using Locally Factored Dynamics
Pitis, Silviu, Creager, Elliot, Garg, Animesh
Many dynamic processes, including common scenarios in robotic control and reinforcement learning (RL), involve a set of interacting subprocesses. Though the subprocesses are not independent, their interactions are often sparse, and the dynamics at any given time step can often be decomposed into locally independent causal mechanisms. Such local causal structures can be leveraged to improve the sample efficiency of sequence prediction and off-policy reinforcement learning. We formalize this by introducing local causal models (LCMs), which are induced from a global causal model by conditioning on a subset of the state space. We propose an approach to inferring these structures given an object-oriented state representation, as well as a novel algorithm for model-free Counterfactual Data Augmentation (CoDA). CoDA uses local structures and an experience replay to generate counterfactual experiences that are causally valid in the global model. We find that CoDA significantly improves the performance of RL agents in locally factored tasks, including the batch-constrained and goal-conditioned settings.
Detecting Emergent Intersectional Biases: Contextualized Word Embeddings Contain a Distribution of Human-like Biases
With the starting point that implicit human biases are reflected in the statistical regularities of language, it is possible to measure biases in static word embeddings. With recent advances in natural language processing, state-of-the-art neural language models generate dynamic word embeddings dependent on the context in which the word appears. Current methods of measuring social and intersectional biases in these contextualized word embeddings rely on the effect magnitudes of bias in a small set of pre-defined sentence templates. We propose a new comprehensive method, Contextualized Embedding Association Test (CEAT), based on the distribution of 10,000 pooled effect magnitudes of bias in embedding variations and a random-effects model, dispensing with templates. Experiments on social and intersectional biases show that CEAT finds evidence of all tested biases and provides comprehensive information on the variability of effect magnitudes of the same bias in different contexts. Furthermore, we develop two methods, Intersectional Bias Detection (IBD) and Emergent Intersectional Bias Detection (EIBD), to automatically identify the intersectional biases and emergent intersectional biases from static word embeddings in addition to measuring them in contextualized word embeddings. We present the first algorithmic bias detection findings on how intersectional group members are associated with unique emergent biases that do not overlap with the biases of their constituent minority identities. IBD achieves an accuracy of 81.6% and 82.7%, respectively, when detecting the intersectional biases of African American females and Mexican American females. EIBD reaches an accuracy of 84.7% and 65.3%, respectively, when detecting the emergent intersectional biases unique to African American females and Mexican American females (random correct identification probability ranges from 1.0% to 25.5%).
Cost-sensitive Multi-class AdaBoost for Understanding Driving Behavior with Telematics
So, Banghee, Boucher, Jean-Philippe, Valdez, Emiliano A.
Powered with telematics technology, insurers can now capture a wide range of data, such as distance traveled, how drivers brake, accelerate or make turns, and travel frequency each day of the week, to better decode driver's behavior. Such additional information helps insurers improve risk assessments for usage-based insurance (UBI), an increasingly popular industry innovation. In this article, we explore how to integrate telematics information to better predict claims frequency. For motor insurance during a policy year, we typically observe a large proportion of drivers with zero claims, a less proportion with exactly one claim, and far lesser with two or more claims. We introduce the use of a cost-sensitive multi-class adaptive boosting (AdaBoost) algorithm, which we call SAMME.C2, to handle such imbalances. To calibrate SAMME.C2 algorithm, we use empirical data collected from a telematics program in Canada and we find improved assessment of driving behavior with telematics relative to traditional risk variables. We demonstrate our algorithm can outperform other models that can handle class imbalances: SAMME, SAMME with SMOTE, RUSBoost, and SMOTEBoost. The sampled data on telematics were observations during 2013-2016 for which 50,301 are used for training and another 21,574 for testing. Broadly speaking, the additional information derived from vehicle telematics helps refine risk classification of drivers of UBI.
Causal Feature Selection via Orthogonal Search
Raj, Anant, Bauer, Stefan, Soleymani, Ashkan, Besserve, Michel, Schรถlkopf, Bernhard
The problem of inferring the direct causal parents of a response variable among a large set of explanatory variables is of high practical importance in many disciplines. Recent work in the field of causal discovery exploits invariance properties of models across different experimental conditions for detecting direct causal links. However, these approaches generally do not scale well with the number of explanatory variables, are difficult to extend to nonlinear relationships, and require data across different experiments. Inspired by {\em Debiased} machine learning methods, we study a one-vs.-the-rest feature selection approach to discover the direct causal parent of the response. We propose an algorithm that works for purely observational data, while also offering theoretical guarantees, including the case of partially nonlinear relationships. Requiring only one estimation for each variable, we can apply our approach even to large graphs, demonstrating significant improvements compared to established approaches.
Online NEAT for Credit Evaluation -- a Dynamic Problem with Sequential Data
Liu, Yue, Ghandar, Adam, Theodoropoulos, Georgios
We apply the algorithm Neuroevolution learning literature [5, 6]. of Augmenting Topologies (NEAT) which has not been widely In this paper, we describe development and application of a applied generally in the credit evaluation domain. In addition to technique for learning online (or frequently updated) credit scoring comparing the methodology with other widely applied machine models as new data is read record by record. We describe the learning techniques, we develop and evaluate several approach developed as Online NEAT for Credit Scoring. The enhancements to the algorithm which make it suitable for the approach applies neuro-evolution, a technique that combines neural particular aspects of online learning that are relevant in the networks with evolutionary computation [7].
Certifying Decision Trees Against Evasion Attacks by Program Analysis
Calzavara, Stefano, Ferrara, Pietro, Lucchese, Claudio
Machine learning has proved invaluable for a range of different tasks, yet it also proved vulnerable to evasion attacks, i.e., maliciously crafted perturbations of input data designed to force mispredictions. In this paper we propose a novel technique to verify the security of decision tree models against evasion attacks with respect to an expressive threat model, where the attacker can be represented by an arbitrary imperative program. Our approach exploits the interpretability property of decision trees to transform them into imperative programs, which are amenable for traditional program analysis techniques. By leveraging the abstract interpretation framework, we are able to soundly verify the security guarantees of decision tree models trained over publicly available datasets. Our experiments show that our technique is both precise and efficient, yielding only a minimal number of false positives and scaling up to cases which are intractable for a competitor approach.