Performance Analysis
Naive Feature Selection: Sparsity in Naive Bayes
Askari, Armin, d'Aspremont, Alexandre, Ghaoui, Laurent El
Due to its linear complexity, naive Bayes classification remains an attractive supervised learning method, especially in very large-scale settings. We propose a sparse version of naive Bayes, which can be used for feature selection. This leads to a combinatorial maximum-likelihood problem, for which we provide an exact solution in the case of binary data, or a bound in the multinomial case. We prove that our bound becomes tight as the marginal contribution of additional features decreases. Both binary and multinomial sparse models are solvable in time almost linear in problem size, representing a very small extra relative cost compared to the classical naive Bayes. Numerical experiments on text data show that the naive Bayes feature selection method is as statistically effective as state-of-the-art feature selection methods such as recursive feature elimination, $l_1$-penalized logistic regression and LASSO, while being orders of magnitude faster. For a large data set, having more than with $1.6$ million training points and about $12$ million features, and with a non-optimized CPU implementation, our sparse naive Bayes model can be trained in less than 15 seconds.
Glioma Grade Predictions using Scattering Wavelet Transform-Based Radiomics
Chen, Qijian, Wang, Lihui, Wang, Li, Deng, Zeyu, Zhang, Jian, Zhu, Yuemin
Glioma grading before the surgery is very critical for the prognosis prediction and treatment plan making. In this paper, we present a novel scattering wavelet-based radiomics method to predict noninvasively and accurately the glioma grades. The multimodal magnetic resonance images of 285 patients were used, with the intratumoral and peritumoral regions well labeled. The wavelet scattering-based features and traditional radiomics features were firstly extracted from both intratumoral and peritumoral regions respectively. The support vector machine (SVM), logistic regression (LR) and random forest (RF) were then trained with 5-fold cross validation to predict the glioma grades. The prediction obtained with different features was finally evaluated in terms of quantitative metrics. The area under the receiver operating characteristic curve (AUC) of glioma grade prediction based on scattering wavelet features was up to 0.99 when considering both intratumoral and peritumoral features in multimodal images, which increases by about 17% compared to traditional radiomics. Such results shown that the local invariant features extracted from the scattering wavelet transform allows improving the prediction accuracy for glioma grading. In addition, the features extracted from peritumoral regions further increases the accuracy of glioma grading.
Randomized Reference Classifier with Gaussian Distribution and Soft Confusion Matrix Applied to the Improving Weak Classifiers
Trajdos, Pawel, Kurzynski, Marek
In this paper, an issue of building the RRC model using probability distributions other than beta distribution is addressed. More precisely, in this paper, we propose to build the RRR model using the truncated normal distribution. Heuristic procedures for expected value and the variance of the truncated-normal distribution are also proposed. The proposed approach is tested using SCM-based model for testing the consequences of applying the truncated normal distribution in the RRC model. The experimental evaluation is performed using four different base classifiers and seven quality measures. The results showed that the proposed approach is comparable to the RRC model built using beta distribution. What is more, for some base classifiers, the truncated-normal-based SCM algorithm turned out to be better at discovering objects coming from minority classes.
Robust Variational Autoencoder
Akrami, Haleh, Joshi, Anand A., Li, Jian, Leahy, Richard M.
Machine learning methods often need a large amount of labeled training data. Since the training data is assumed to be the ground truth, outliers can severely degrade learned representations and performance of trained models. Here we apply concepts from robust statistics to derive a novel variational autoencoder that is robust to outliers in the training data. Variational autoencoders (VAEs) extract a lower dimensional encoded feature representation from which we can generate new data samples. Robustness of autoencoders to outliers is critical for generating a reliable representation of particular data types in the encoded space when using corrupted training data. Our robust VAE is based on beta-divergence rather than the standard Kullback-Leibler (KL) divergence. Our proposed model has the same computational complexity as the VAE, and contains a single tuning parameter to control the degree of robustness. We demonstrate performance of the beta-divergence based autoencoder for a range of image data types, showing improved robustness to outliers both qualitatively and quantitatively. We also illustrate the use of the robust VAE for outlier detection.
Detection of Review Abuse via Semi-Supervised Binary Multi-Target Tensor Decomposition
Yelundur, Anil R., Chaoji, Vineet, Mishra, Bamdev
Product reviews and ratings on e-commerce websites provide customers with detailed insights about various aspects of the product such as quality, usefulness, etc. Since they influence customers' buying decisions, product reviews have become a fertile ground for abuse by sellers (colluding with reviewers) to promote their own products or to tarnish the reputation of competitor's products. In this paper, our focus is on detecting such abusive entities (both sellers and reviewers) by applying tensor decomposition on the product reviews data. While tensor decomposition is mostly unsupervised, we formulate our problem as a semi-supervised binary multi-target tensor decomposition, to take advantage of currently known abusive entities. We empirically show that our multi-target semi-supervised model achieves higher precision and recall in detecting abusive entities as compared to unsupervised techniques. Finally, we show that our proposed stochastic partial natural gradient inference for our model empirically achieves faster convergence than stochastic gradient and Online-EM with sufficient statistics.
Detecting Adversarial Examples and Other Misclassifications in Neural Networks by Introspection
Aigrain, Jonathan, Detyniecki, Marcin
Despite having excellent performances for a wide variety of tasks, modern neural networks are unable to provide a reliable confidence value allowing to detect misclassifications. This limitation is at the heart of what is known as an adversarial example, where the network provides a wrong prediction associated with a strong confidence to a slightly modified image. Moreover, this overconfidence issue has also been observed for regular errors and out-of-distribution data. We tackle this problem by what we call introspection, i.e. using the information provided by the logits of an already pretrained neural network. We show that by training a simple 3-layers neural network on top of the logit activations, we are able to detect misclassifications at a competitive level.
Distributionally Robust Formulation and Model Selection for the Graphical Lasso
Cisneros-Velarde, Pedro, Oh, Sang-Yun, Petersen, Alexander
Building on a recent framework for distributionally robust optimization in machine learning, we develop a similar framework for estimation of the inverse covariance matrix for multivariate data. We provide a novel notion of a Wasserstein ambiguity set specifically tailored to this estimation problem, from which we obtain a representation for a tractable class of regularized estimators. Special cases include penalized likelihood estimators for Gaussian data, specifically the graphical lasso estimator. As a consequence of this formulation, a natural relationship arises between the radius of the Wasserstein ambiguity set and the regularization parameter in the estimation problem. Using this relationship, one can directly control the level of robustness of the estimation procedure by specifying a desired level of confidence with which the ambiguity set contains a distribution with the true population covariance. Furthermore, a unique feature of our formulation is that the radius can be expressed in closed-form as a function of the ordinary sample covariance matrix. Taking advantage of this finding, we develop a simple algorithm to determine a regularization parameter for graphical lasso, using only the bootstrapped sample covariance matrices, meaning that computationally expensive repeated evaluation of the graphical lasso algorithm is not necessary. Alternatively, the distributionally robust formulation can also quantify the robustness of the corresponding estimator if one uses an off-the-shelf method such as cross-validation. Finally, we numerically study the obtained regularization criterion and analyze the robustness of other automated tuning procedures used in practice.
Augmenting Physiological Time Series Data: A Case Study for Sleep Apnea Detection
Nikolaidis, Konstantinos, Kristiansen, Stein, Goebel, Vera, Plagemann, Thomas, Liestรธl, Knut, Kankanhalli, Mohan
The quantity of labelled data is small due to privacy concerns and the cost of data acquisition and labelling by a medical expert. Furthermore, it is quite common that collected data are unbalanced and getting enough data to personalize models for individuals is very expensive or even infeasible. This paper addresses these problems by (1) designing a recurrent Generative Adversarial Network to generate realistic synthetic data and to augment the original dataset, (2) enabling the generation of balanced datasets based on heavily unbalanced dataset, and (3) to control the data generation in such a way that the generated data resembles data from specific individuals. We apply these solutions for sleep apnea detection and study in the evaluation the performance of four well-known techniques, i.e., K-Nearest Neighbour, Random Forest, Multi-Layer Perceptron, and Support Vector Machine.
On the marginal likelihood and cross-validation
In Bayesian statistics, the marginal likelihood, also known as the evidence, is used to evaluate model fit as it quantifies the joint probability of the data under the prior. In contrast, non-Bayesian models are typically compared using cross-validation on held-out data, either through $k$-fold partitioning or leave-$p$-out subsampling. We show that the marginal likelihood is formally equivalent to exhaustive leave-$p$-out cross-validation averaged over all values of $p$ and all held-out test sets when using the log posterior predictive probability as the scoring rule. Moreover, the log posterior predictive is the only coherent scoring rule under data exchangeability. This offers new insight into the marginal likelihood and cross-validation and highlights the potential sensitivity of the marginal likelihood to the setting of the prior. We suggest an alternative approach using aggregate cross-validation following a preparatory training phase. Our work has connections to prequential analysis and intrinsic Bayes factors but is motivated through a different course.
Measuring the effects of confounders in medical supervised classification problems: the Confounding Index (CI)
Ferrari, Elisa, Retico, Alessandra, Bacciu, Davide
Over the years, there has been growing interest in using Machine Learning techniques for biomedical data processing. When tackling these tasks, one needs to bear in mind that biomedical data depends on a variety of characteristics, such as demographic aspects (age, gender, etc) or the acquisition technology, which might be unrelated with the target of the analysis. In supervised tasks, failing to match the ground truth targets with respect to such characteristics, called confounders, may lead to very misleading estimates of the predictive performance. Many strategies have been proposed to handle confounders, ranging from data selection, to normalization techniques, up to the use of training algorithm for learning with imbalanced data. However, all these solutions require the confounders to be known a priori. To this aim, we introduce a novel index that is able to measure the confounding effect of a data attribute in a bias-agnostic way. This index can be used to quantitatively compare the confounding effects of different variables and to inform correction methods such as normalization procedures or ad-hoc-prepared learning algorithms. The effectiveness of this index is validated on both simulated data and real-world neuroimaging data.