Performance Analysis
Fair Inference On Outcomes
In this paper, we consider the problem of fair statistical inference involving outcome variables. Examples include classification and regression problems, and estimating treatment effects in randomized trials or observational data. The issue of fairness arises in such problems where some covariates or treatments are "sensitive," in the sense of having potential of creating discrimination. In this paper, we argue that the presence of discrimination can be formalized in a sensible way as the presence of an effect of a sensitive covariate on the outcome along certain causal pathways, a view which generalizes (Pearl, 2009). A fair outcome model can then be learned by solving a constrained optimization problem. We discuss a number of complications that arise in classical statistical inference due to this view and provide workarounds based on recent work in causal and semi-parametric inference.
[D] Cross Validation and t-SNE: How to combine all models for visualization? โข r/MachineLearning
I have a classifier that was trained with 10-fold cross validation. I have been averaging the predictions for the 10 models to calculate things like test-set accuracy. I wanted to visualize the feature vector of my classifier using t-SNE. What is the best way to combine all 10 models? I tried concatting all of my normalized feature vectors together across all 10 models, but t-SNE can just pick out all 10 of them and separate them that way.
Optimizing Marketing with AI : An application to Cross Selling
We mainly used Apache Spark in order to preprocess data and scikit-learn to train our model. A common working framework for data scientists is scikit-learn. It is a python package containing all the machine learning models a data scientist could desire. It allows us to build powerful AI models on single machines with state-of-the-art performances. We used scikit-learn to build one model for each of our 60 stores in order to select those where we could extract the most value from cross-selling.
Crime Prediction Algorithms Aren't Very Good At Predicting Crimes
Some courts in the U.S., particularly in states from California to New Jersey, use crime-predicting algorithms to determine if a defendant is likely to commit another crime in the future. While the software helps judges decide who gets bail, who goes to jail and who can walk away free, it appears the technology isn't very reliable and opens doors to a more unfair justice system. Dartmouth College researchers Julia Dressel and Hany Farid tackled the issue with the so-called risk assessment algorithms in a paper published in Science Advances. The study examined one popular risk-assessment algorithm, called Compas, and pointed out how the software's recidivism predictions are no different from the answers random people give to online surveys. Farid, who teaches computer science at Dartmouth, and Dressel, who majored in computer science and gender studies at the same school, used Amazon Mechanical Turk in the study.
Robust Kronecker Component Analysis
Bahri, Mehdi, Panagakis, Yannis, Zafeiriou, Stefanos
Dictionary learning and component analysis models are fundamental in learning compact representations that are relevant to a given task (feature extraction, dimensionality reduction, denoising, etc.). The model complexity is encoded by means of specific structure, such as sparsity, low-rankness, or nonnegativity. Unfortunately, approaches like K-SVD - that learn dictionaries for sparse coding via Singular Value Decomposition (SVD) - are hard to scale to high-volume and high-dimensional visual data, and fragile in the presence of outliers. Conversely, robust component analysis methods such as the Robust Principle Component Analysis (RPCA) are able to recover low-complexity (e.g., low-rank) representations from data corrupted with noise of unknown magnitude and support, but do not provide a dictionary that respects the structure of the data (e.g., images), and also involve expensive computations. In this paper, we propose a novel Kronecker-decomposable component analysis model, coined as Robust Kronecker Component Analysis (RKCA), that combines ideas from sparse dictionary learning and robust component analysis. RKCA has several appealing properties, including robustness to gross corruption; it can be used for low-rank modeling, and leverages separability to solve significantly smaller problems. We design an efficient learning algorithm by drawing links with a restricted form of tensor factorization, and analyze its optimality and low-rankness properties. The effectiveness of the proposed approach is demonstrated on real-world applications, namely background subtraction and image denoising and completion, by performing a thorough comparison with the current state of the art.
Safe Policy Improvement with Baseline Bootstrapping
Laroche, Romain, Trichelair, Paul
A common goal in Reinforcement Learning is to derive a good strategy given a limited batch of data. In this paper, we adopt the safe policy improvement (SPI) approach: we compute a target policy guaranteed to perform at least as well as a given baseline policy. Our SPI strategy, inspired by the knows-what-it-knows paradigms, consists in bootstrapping the target policy with the baseline policy when it does not know. We develop two computationally efficient bootstrapping algorithms, a value-based and a policy-based, both accompanied with theoretical SPI bounds. Three algorithm variants are proposed. We empirically show the literature algorithms limits on a small stochastic gridworld problem, and then demonstrate that our five algorithms not only improve the worst case scenarios, but also the mean performance.
A Popular Crime-Predicting Algorithms Performed Worse Than Mechanical Turks in One Study
The American criminal justice system couldn't get much less fair. Across the country, some 1.5 million people are locked up in state and federal prisons. More than 600,000 people, the vast majority of whom have yet to be convicted of a crime, sit behind bars in local jails. Black people make up 40 percent of those incarcerated, despite accounting for just 13 percent of the US population. With the size and cost of jails and prisons rising--not to mention the inherent injustice of the system--cities and states across the country have been lured by tech tools that promise to predict whether someone might commit a crime.
Top 100 Data science interview questions
Data science, also known as data-driven decision, is an interdisciplinery field about scientific methods, process and systems to extract knowledge from data in various forms, and take descision based on this knowledge. A data scientist should not only be evaluated only on his/her knowledge on mahine learning, but he/she should also have good expertise on statistics. I will try to start from very basics of data science and then slowly move to expert level. Supervised machine learning requires training labeled data. Unsupervised machine learning doesn't required labeled data.
McDiarmid Drift Detection Methods for Evolving Data Streams
Pesaranghader, Ali, Viktor, Herna, Paquet, Eric
Increasingly, Internet of Things (IoT) domains, such as sensor networks, smart cities, and social networks, generate vast amounts of data. Such data are not only unbounded and rapidly evolving. Rather, the content thereof dynamically evolves over time, often in unforeseen ways. These variations are due to so-called concept drifts, caused by changes in the underlying data generation mechanisms. In a classification setting, concept drift causes the previously learned models to become inaccurate, unsafe and even unusable. Accordingly, concept drifts need to be detected, and handled, as soon as possible. In medical applications and emergency response settings, for example, change in behaviours should be detected in near real-time, to avoid potential loss of life. To this end, we introduce the McDiarmid Drift Detection Method (MDDM), which utilizes McDiarmid's inequality in order to detect concept drift. The MDDM approach proceeds by sliding a window over prediction results, and associate window entries with weights. Higher weights are assigned to the most recent entries, in order to emphasize their importance. As instances are processed, the detection algorithm compares a weighted mean of elements inside the sliding window with the maximum weighted mean observed so far. A significant difference between the two weighted means, upper-bounded by the McDiarmid inequality, implies a concept drift. Our extensive experimentation against synthetic and real-world data streams show that our novel method outperforms the state-of-the-art. Specifically, MDDM yields shorter detection delays as well as lower false negative rates, while maintaining high classification accuracies.