Performance Analysis
Probabilistic Matching: Causal Inference under Measurement Errors
Tsapeli, Fani, Tino, Peter, Musolesi, Mirco
The abundance of data produced daily from large variety of sources has boosted the need of novel approaches on causal inference analysis from observational data. Observational data often contain noisy or missing entries. Moreover, causal inference studies may require unobserved high-level information which needs to be inferred from other observed attributes. In such cases, inaccuracies of the applied inference methods will result in noisy outputs. In this study, we propose a novel approach for causal inference when one or more key variables are noisy. Our method utilizes the knowledge about the uncertainty of the real values of key variables in order to reduce the bias induced by noisy measurements. We evaluate our approach in comparison with existing methods both on simulated and real scenarios and we demonstrate that our method reduces the bias and avoids false causal inference conclusions in most cases.
Machine Learning App Development - Things You Must Have Missed - Algoworks
Project failures are very common in IT. This risk is higher if you are adopting a new technology and which is unfamiliar to your organization. Machine learning is not at all new to the world but development and awareness have now reached a point at which its benefits are becoming attractive for business. Though machine learning has a huge potential of reducing costs and finding new revenues by applying new technology aptly but if not implemented properly there could be many pitfalls. There is a lot to do for developers in machine learning as it offers the promise of applying business critical analytics to any applications.
Christopher Daniels Talks Ring Of Honor, WWE Ahead Of ROH 15th Anniversary PPV
When Ring of Honor held its first-ever show on Feb. 23, 2002, few could have predicted that it would become one of the world's top professional wrestling promotions. That includes Christopher Daniels, who wrestled in that night's main event. All these years later, Daniels is back with the company and fighting for the Ring of Honor World Championship. He'll have a title match against Adam Cole Friday night at ROH's 15th Anniversary Show, something he didn't see coming when he initially joined the promotion. "When we did that first show, we weren't thinking that we were doing the first show of something that was gonna last 15 years," Daniels told International Business Times. Having begun his career in 1993, Daniels was still working for independent promotions in 2002, looking to make his mark in the world of professional wrestling.
Why is Differential Evolution Better than Grid Search for Tuning Defect Predictors?
Fu, Wei, Nair, Vivek, Menzies, Tim
Context: One of the black arts of data mining is learning the magic parameters which control the learners. In software analytics, at least for defect prediction, several methods, like grid search and differential evolution (DE), have been proposed to learn these parameters, which has been proved to be able to improve the performance scores of learners. Objective: We want to evaluate which method can find better parameters in terms of performance score and runtime cost. Methods: This paper compares grid search to differential evolution, which is an evolutionary algorithm that makes extensive use of stochastic jumps around the search space. Results: We find that the seemingly complete approach of grid search does no better, and sometimes worse, than the stochastic search. When repeated 20 times to check for conclusion validity, DE was over 210 times faster than grid search to tune Random Forests on 17 testing data sets with F-Measure Conclusions: These results are puzzling: why does a quick partial search be just as effective as a much slower, and much more, extensive search? To answer that question, we turned to the theoretical optimization literature. Bergstra and Bengio conjecture that grid search is not more effective than more randomized searchers if the underlying search space is inherently low dimensional. This is significant since recent results show that defect prediction exhibits very low intrinsic dimensionality-- an observation that explains why a fast method like DE may work as well as a seemingly more thorough grid search. This suggests, as a future research direction, that it might be possible to peek at data sets before doing any optimization in order to match the optimization algorithm to the problem at hand.
A log-linear time algorithm for constrained changepoint detection
Hocking, Toby Dylan, Rigaill, Guillem, Fearnhead, Paul, Bourque, Guillaume
Changepoint detection is a central problem in time series and genomic data. For some applications, it is natural to impose constraints on the directions of changes. One example is ChIP-seq data, for which adding an up-down constraint improves peak detection accuracy, but makes the optimization problem more complicated. We show how a recently proposed functional pruning technique can be adapted to solve such constrained changepoint detection problems. This leads to a new algorithm which can solve problems with arbitrary affine constraints on adjacent segment means, and which has empirical time complexity that is log-linear in the amount of data. This algorithm achieves state-of-the-art accuracy in a benchmark of several genomic data sets, and is orders of magnitude faster than existing algorithms that have similar accuracy. Our implementation is available as the PeakSegPDPA function in the coseg R package, https://github.com/tdhock/coseg
Cross-validation
This text is a survey on cross-validation. We define all classical cross-validation procedures, and we study their properties for two different goals: estimating the risk of a given estimator, and selecting the best estimator among a given family. For the risk estimation problem, we compute the bias (which can also be corrected) and the variance of cross-validation methods. For estimator selection, we first provide a first-order analysis (based on expectations). Then, we explain how to take into account second-order terms (from variance computations, and by taking into account the usefulness of overpenalization). This allows, in the end, to provide some guidelines for choosing the best cross-validation method for a given learning problem.
Introduction to Formal Concept Analysis and Its Applications in Information Retrieval and Related Fields
This paper is a tutorial on Formal Concept Analysis (FCA) and its applications. FCA is an applied branch of Lattice Theory, a mathematical discipline which enables formalisation of concepts as basic units of human thinking and analysing data in the object-attribute form. Originated in early 80s, during the last three decades, it became a popular human-centred tool for knowledge representation and data analysis with numerous applications. Since the tutorial was specially prepared for RuSSIR 2014, the covered FCA topics include Information Retrieval with a focus on visualisation aspects, Machine Learning, Data Mining and Knowledge Discovery, Text Mining and several others.
Fairness Beyond Disparate Treatment & Disparate Impact: Learning Classification without Disparate Mistreatment
Zafar, Muhammad Bilal, Valera, Isabel, Rodriguez, Manuel Gomez, Gummadi, Krishna P.
Automated data-driven decision making systems are increasingly being used to assist, or even replace humans in many settings. These systems function by learning from historical decisions, often taken by humans. In order to maximize the utility of these systems (or, classifiers), their training involves minimizing the errors (or, misclassifications) over the given historical data. However, it is quite possible that the optimally trained classifier makes decisions for people belonging to different social groups with different misclassification rates (e.g., misclassification rates for females are higher than for males), thereby placing these groups at an unfair disadvantage. To account for and avoid such unfairness, in this paper, we introduce a new notion of unfairness, disparate mistreatment, which is defined in terms of misclassification rates. We then propose intuitive measures of disparate mistreatment for decision boundary-based classifiers, which can be easily incorporated into their formulation as convex-concave constraints. Experiments on synthetic as well as real world datasets show that our methodology is effective at avoiding disparate mistreatment, often at a small cost in terms of accuracy.
Bootstrapping with Models: Confidence Intervals for Off-Policy Evaluation
Hanna, Josiah P., Stone, Peter, Niekum, Scott
For an autonomous agent, executing a poor policy may be costly or even dangerous. For such agents, it is desirable to determine confidence interval lower bounds on the performance of any given policy without executing said policy. Current methods for exact high confidence off-policy evaluation that use importance sampling require a substantial amount of data to achieve a tight lower bound. Existing model-based methods only address the problem in discrete state spaces. Since exact bounds are intractable for many domains we trade off strict guarantees of safety for more data-efficient approximate bounds. In this context, we propose two bootstrapping off-policy evaluation methods which use learned MDP transition models in order to estimate lower confidence bounds on policy performance with limited data in both continuous and discrete state spaces. Since direct use of a model may introduce bias, we derive a theoretical upper bound on model bias for when the model transition function is estimated with i.i.d. trajectories. This bound broadens our understanding of the conditions under which model-based methods have high bias. Finally, we empirically evaluate our proposed methods and analyze the settings in which different bootstrapping off-policy confidence interval methods succeed and fail.