Performance Analysis
Overly Optimistic Prediction Results on Imbalanced Data: Flaws and Benefits of Applying Over-sampling
Vandewiele, Gilles, Dehaene, Isabelle, Kovács, György, Sterckx, Lucas, Janssens, Olivier, Ongenae, Femke, De Backere, Femke, De Turck, Filip, Roelens, Kristien, Decruyenaere, Johan, Van Hoecke, Sofie, Demeester, Thomas
Information extracted from electrohysterography recordings could potentially prove to be an interesting additional source of information to estimate the risk on preterm birth. Recently, a large number of studies have reported near-perfect results to distinguish between recordings of patients that will deliver term or preterm using a public resource, called the Term/Preterm Electrohysterogram database. However, we argue that these results are overly optimistic due to a methodological flaw being made. In this work, we focus on one specific type of methodological flaw: applying oversampling before partitioning the data into mutually exclusive training and testing sets. We show how this causes the results to be biased using two artificial datasets and reproduce results of studies in which this flaw was identified. Moreover, we evaluate the actual impact of oversampling on predictive performance, when applied prior to data partitioning, using the same methodologies of related studies, to provide a realistic view of these methodologies' generalization capabilities. We make our research reproducible by providing all the code under an open license. Keywords: preterm birth risk estimation · oversampling · electrohysterogra-phy 1 Introduction Giving birth before 37 weeks of pregnancy, which is referred to as preterm birth, has a significant negative impact on the expected outcome of the neonate. According to the World Health Organization (WHO), preterm birth is one of the arXiv:2001.06296v1
Newtonian Monte Carlo: single-site MCMC meets second-order gradient methods
Arora, Nimar S., Tehrani, Nazanin Khosravani, Shah, Kinjal Divesh, Tingley, Michael, Li, Yucen Lily, Torabi, Narjes, Noursi, David, Masouleh, Sepehr Akhavan, Lippert, Eric, Meijer, Erik
Single-site Markov Chain Monte Carlo (MCMC) is a variant of MCMC in which a single coordinate in the state space is modified in each step. Structured relational models are a good candidate for this style of inference. In the single-site context, second order methods become feasible because the typical cubic costs associated with these methods is now restricted to the dimension of each coordinate. Our work, which we call Newtonian Monte Carlo (NMC), is a method to improve MCMC convergence by analyzing the first and second order gradients of the target density to determine a suitable proposal density at each point. Existing first order gradient-based methods suffer from the problem of determining an appropriate step size. Too small a step size and it will take a large number of steps to converge, while a very large step size will cause it to overshoot the high density region. NMC is similar to the Newton-Raphson update in optimization where the second order gradient is used to automatically scale the step size in each dimension. However, our objective is to find a parameterized proposal density rather than the maxima. As a further improvement on existing first and second order methods, we show that random variables with constrained supports don't need to be transformed before taking a gradient step. We demonstrate the efficiency of NMC on a number of different domains. For statistical models where the prior is conjugate to the likelihood, our method recovers the posterior quite trivially in one step. However, we also show results on fairly large non-conjugate models, where NMC performs better than adaptive first order methods such as NUTS or other inexact scalable inference methods such as Stochastic Variational Inference or bootstrapping.
Deep Residual Flow for Novelty Detection
The effective application of neural networks in the real-world relies on proficiently detecting out-of-distribution examples. Contemporary methods seek to model the distribution of feature activations in the training data for adequately distinguishing abnormalities, and the state-of-the-art method uses Gaussian distribution models. In this work, we present a novel approach that improves upon the state-of-the-art by leveraging an expressive density model based on normalizing flows. We introduce the residual flow, a novel flow architecture that learns the residual distribution from a base Gaussian distribution. Our model is general, and can be applied to any data that is approximately Gaussian. For novelty detection in image datasets, our approach provides a principled improvement over the state-of-the-art. Specifically, we demonstrate the effectiveness of our method in ResNet and DenseNet architectures trained on various image datasets. For example, on a ResNet trained on CIFAR-100 and evaluated on detection of out-of-distribution samples from the ImageNet dataset, holding the true positive rate (TPR) at $95\%$, we improve the true negative rate (TNR) from $56.7\%$ (current state-of-the-art) to $77.5\%$ (ours).
Tour of Evaluation Metrics for Imbalanced Classification
A classifier is only as good as the metric used to evaluate it. If you choose the wrong metric to evaluate your models, you are likely to choose a poor model, or in the worst case, be misled about the expected performance of your model. Choosing an appropriate metric is challenging generally in applied machine learning, but is particularly difficult for imbalanced classification problems. Firstly, because most of the standard metrics that are widely used assume a balanced class distribution, and because typically not all classes, and therefore, not all prediction errors, are equal for imbalanced classification. In this tutorial, you will discover metrics that you can use for imbalanced classification. Tour of Evaluation Metrics for Imbalanced Classification Photo by Travis Wise, some rights reserved.
What Is the Naive Classifier for Each Imbalanced Classification Metric?
A common mistake made by beginners is to apply machine learning algorithms to a problem without establishing a performance baseline. A performance baseline provides a minimum score above which a model is considered to have skill on the dataset. It also provides a point of relative improvement for all models evaluated on the dataset. A baseline can be established using a naive classifier, such as predicting one class label for all examples in the test dataset. Another common mistake made by beginners is using classification accuracy as a performance metric on problems that have an imbalanced class distribution.
Simulation Assisted Likelihood-free Anomaly Detection
Andreassen, Anders, Nachman, Benjamin, Shih, David
Given the lack of evidence for new particle discoveries at the Large Hadron Collider (LHC), it is critical to broaden the search program. A variety of model-independent searches have been proposed, adding sensitivity to unexpected signals. There are generally two types of such searches: those that rely heavily on simulations and those that are entirely based on (unlabeled) data. This paper introduces a hybrid method that makes the best of both approaches. For potential signals that are resonant in one known feature, this new method first learns a parameterized reweighting function to morph a given simulation to match the data in sidebands. This function is then interpolated into the signal region and then the reweighted background-only simulation can be used for supervised learning as well as for background estimation. The background estimation from the reweighted simulation allows for non-trivial correlations between features used for classification and the resonant feature. A dijet search with jet substructure is used to illustrate the new method. Future applications of Simulation Assisted Likelihood-free Anomaly Detection (SALAD) include a variety of final states and potential combinations with other model-independent approaches.
Anomaly Detection with Density Estimation
Nachman, Benjamin, Shih, David
We leverage recent breakthroughs in neural density estimation to propose a new unsupervised anomaly detection technique (ANODE). By estimating the probability density of the data in a signal region and in sidebands, and interpolating the latter into the signal region, a likelihood ratio of data vs. background can be constructed. This likelihood ratio is broadly sensitive to overdensities in the data that could be due to localized anomalies. In addition, a unique potential benefit of the ANODE method is that the background can be directly estimated using the learned densities. Finally, ANODE is robust against systematic differences between signal region and sidebands, giving it broader applicability than other methods. We demonstrate the power of this new approach using the LHC Olympics 2020 R\&D Dataset. We show how ANODE can enhance the significance of a dijet bump hunt by up to a factor of 7 with a 10\% accuracy on the background prediction. While the LHC is used as the recurring example, the methods developed here have a much broader applicability to anomaly detection in physics and beyond.
HumBug Zooniverse: a crowd-sourced acoustic mosquito dataset
Kiskin, Ivan, Cobb, Adam D., Wang, Lawrence, Roberts, Stephen
Mosquitoes are the only known vector of malaria, which leads to hundreds of thousands of deaths each year. Understanding the number and location of potential mosquito vectors is of paramount importance to aid the reduction of malaria transmission cases. In recent years, deep learning has become widely used for bioacoustic classification tasks. In order to enable further research applications in this field, we release a new dataset of mosquito audio recordings. With over a thousand contributors, we obtained 195,434 labels of two second duration, of which approximately 10 percent signify mosquito events. We present an example use of the dataset, in which we train a convolutional neural network on log-Mel features, showcasing the information content of the labels. We hope this will become a vital resource for those researching all aspects of malaria, and add to the existing audio datasets for bioacoustic detection and signal processing.
Fairness in Learning-Based Sequential Decision Algorithms: A Survey
Algorithmic fairness in decision-making has been studied extensively in static settings where one-shot decisions are made on tasks such as classification. However, in practice most decision-making processes are of a sequential nature, where decisions made in the past may have an impact on future data. This is particularly the case when decisions affect the individuals or users generating the data used for future decisions. In this survey, we review existing literature on the fairness of data-driven sequential decision-making. We will focus on two types of sequential decisions: (1) past decisions have no impact on the underlying user population and thus no impact on future data; (2) past decisions have an impact on the underlying user population and therefore the future data, which can then impact future decisions. In each case the impact of various fairness interventions on the underlying population is examined.
Adversarial vs behavioural-based defensive AI with joint, continual and active learning: automated evaluation of robustness to deception, poisoning and concept drift
Dey, Alexandre, Velay, Marc, Fauvelle, Jean-Philippe, Navers, Sylvain
Recent advancements in Artificial Intelligence (AI) have brought new capabilities to behavioural analysis (UEBA) for cyber-security consisting in the detection of hostile action based on the unusual nature of events observed on the Information System.In our previous work (presented at C\&ESAR 2018 and FIC 2019), we have associated deep neural networks auto-encoders for anomaly detection and graph-based events correlation to address major limitations in UEBA systems. This resulted in reduced false positive and false negative rates, improved alert explainability, while maintaining real-time performances and scalability. However, we did not address the natural evolution of behaviours through time, also known as concept drift. To maintain effective detection capabilities, an anomaly-based detection system must be continually trained, which opens a door to an adversary that can conduct the so-called "frog-boiling" attack by progressively distilling unnoticed attack traces inside the behavioural models until the complete attack is considered normal. In this paper, we present a solution to effectively mitigate this attack by improving the detection process and efficiently leveraging human expertise. We also present preliminary work on adversarial AI conducting deception attack, which, in term, will be used to help assess and improve the defense system. These defensive and offensive AI implement joint, continual and active learning, in a step that is necessary in assessing, validating and certifying AI-based defensive solutions.