Regression
Efficient Truncated Linear Regression with Unknown Noise Variance
Daskalakis, Constantinos, Stefanou, Patroklos, Yao, Rui, Zampetakis, Manolis
Truncated linear regression is a classical challenge in Statistics, wherein a label, $y = w^T x + \varepsilon$, and its corresponding feature vector, $x \in \mathbb{R}^k$, are only observed if the label falls in some subset $S \subseteq \mathbb{R}$; otherwise the existence of the pair $(x, y)$ is hidden from observation. Linear regression with truncated observations has remained a challenge, in its general form, since the early works of~\citet{tobin1958estimation,amemiya1973regression}. When the distribution of the error is normal with known variance, recent work of~\citet{daskalakis2019truncatedregression} provides computationally and statistically efficient estimators of the linear model, $w$. In this paper, we provide the first computationally and statistically efficient estimators for truncated linear regression when the noise variance is unknown, estimating both the linear model and the variance of the noise. Our estimator is based on an efficient implementation of Projected Stochastic Gradient Descent on the negative log-likelihood of the truncated sample. Importantly, we show that the error of our estimates is asymptotically normal, and we use this to provide explicit confidence regions for our estimates.
A Survey of Open Source Automation Tools for Data Science Predictions
We present an expository overview of technical and cultural challenges to the development and adoption of automation at various stages in the data science prediction lifecycle, restricting focus to supervised learning with structured datasets. In addition, we review popular open source Python tools implementing common solution patterns for the automation challenges and highlight gaps where we feel progress still demands to be made.
Metric Effects based on Fluctuations in values of k in Nearest Neighbor Regressor
Gupta, Abhishek, Joshi, Raunak, Kanvinde, Nandan, Gerela, Pinky, Laban, Ronald Melwin
Regression branch of Machine Learning purely focuses on prediction of continuous values. The supervised learning branch has many regression based methods with parametric and non-parametric learning models. In this paper we aim to target a very subtle point related to distance based regression model. The distance based model used is K-Nearest Neighbors Regressor which is a supervised non-parametric method. The point that we want to prove is the effect of k parameter of the model and its fluctuations affecting the metrics. The metrics that we use are Root Mean Squared Error and R-Squared Goodness of Fit with their visual representation of values with respect to k values.
Enforcing Delayed-Impact Fairness Guarantees
Weber, Aline, Metevier, Blossom, Brun, Yuriy, Thomas, Philip S., da Silva, Bruno Castro
Recent research has shown that seemingly fair machine learning models, when used to inform decisions that have an impact on peoples' lives or well-being (e.g., applications involving education, employment, and lending), can inadvertently increase social inequality in the long term. This is because prior fairness-aware algorithms only consider static fairness constraints, such as equal opportunity or demographic parity. However, enforcing constraints of this type may result in models that have negative long-term impact on disadvantaged individuals and communities. We introduce ELF (Enforcing Long-term Fairness), the first classification algorithm that provides high-confidence fairness guarantees in terms of long-term, or delayed, impact. We prove that the probability that ELF returns an unfair solution is less than a user-specified tolerance and that (under mild assumptions), given sufficient training data, ELF is able to find and return a fair solution if one exists. We show experimentally that our algorithm can successfully mitigate long-term unfairness.
Next-Year Bankruptcy Prediction from Textual Data: Benchmark and Baselines
Arno, Henri, Mulier, Klaas, Baeck, Joke, Demeester, Thomas
Models for bankruptcy prediction are useful in several real-world scenarios, and multiple research contributions have been devoted to the task, based on structured (numerical) as well as unstructured (textual) data. However, the lack of a common benchmark dataset and evaluation strategy impedes the objective comparison between models. This paper introduces such a benchmark for the unstructured data scenario, based on novel and established datasets, in order to stimulate further research into the task. We describe and evaluate several classical and neural baseline models, and discuss benefits and flaws of different strategies. In particular, we find that a lightweight bag-of-words model based on static in-domain word representations obtains surprisingly good results, especially when taking textual data from several years into account. These results are critically assessed, and discussed in light of particular aspects of the data and the task. All code to replicate the data and experimental results will be released.
Automatic detection of faults in race walking from a smartphone camera: a comparison of an Olympic medalist and university athletes
Suzuki, Tomohiro, Takeda, Kazuya, Fujii, Keisuke
Automatic fault detection is a major challenge in many sports. In race walking, referees visually judge faults according to the rules. Hence, ensuring objectivity and fairness while judging is important. To address this issue, some studies have attempted to use sensors and machine learning to automatically detect faults. However, there are problems associated with sensor attachments and equipment such as a high-speed camera, which conflict with the visual judgement of referees, and the interpretability of the fault detection models. In this study, we proposed a fault detection system for non-contact measurement. We used pose estimation and machine learning models trained based on the judgements of multiple qualified referees to realize fair fault judgement. We verified them using smartphone videos of normal race walking and walking with intentional faults in several athletes including the medalist of the Tokyo Olympics. The validation results show that the proposed system detected faults with an average accuracy of over 90%. We also revealed that the machine learning model detects faults according to the rules of race walking. In addition, the intentional faulty walking movement of the medalist was different from that of university walkers. This finding informs realization of a more general fault detection model. The code and data are available at https://github.com/SZucchini/racewalk-aijudge.
An ensemble meta-estimator to predict source code testability
Zakeri-Nasrabadi, Morteza, Parsa, Saeed
Unlike most other software quality attributes, testability cannot be evaluated solely based on the characteristics of the source code. The effectiveness of the test suite and the budget assigned to the test highly impact the testability of the code under test. The size of a test suite determines the test effort and cost, while the coverage measure indicates the test effectiveness. Therefore, testability can be measured based on the coverage and number of test cases provided by a test suite, considering the test budget. This paper offers a new equation to estimate testability regarding the size and coverage of a given test suite. The equation has been used to label 23,000 classes belonging to 110 Java projects with their testability measure. The labeled classes were vectorized using 262 metrics. The labeled vectors were fed into a family of supervised machine learning algorithms, regression, to predict testability in terms of the source code metrics. Regression models predicted testability with an R2 of 0.68 and a mean squared error of 0.03, suitable in practice. Fifteen software metrics highly affecting testability prediction were identified using a feature importance analysis technique on the learned model. The proposed models have improved mean absolute error by 38% due to utilizing new criteria, metrics, and data compared with the relevant study on predicting branch coverage as a test criterion. As an application of testability prediction, it is demonstrated that automated refactoring of 42 smelly Java classes targeted at improving the 15 influential software metrics could elevate their testability by an average of 86.87%.
Identifying and Overcoming Transformation Bias in Forecasting Models
Log and square root transformations of target variable are routinely used in forecasting models to predict future sales. These transformations often lead to better performing models. However, they also introduce a systematic negative bias (under-forecasting). In this paper, we demonstrate the existence of this bias, dive deep into its root cause and introduce two methods to correct for the bias. We conclude that the proposed bias correction methods improve model performance (by up to 50%) and make a case for incorporating bias correction in modeling workflow. We also experiment with `Tweedie' family of cost functions which circumvents the transformation bias issue by modeling directly on sales. We conclude that Tweedie regression gives the best performance so far when modeling on sales making it a strong alternative to working with a transformed target variable.
We Are in This Together: Quantifying Community Subjective Wellbeing and Resilience
Dong, MeiXing, Sun, Ruixuan, Biester, Laura, Mihalcea, Rada
The COVID-19 pandemic disrupted everyone's life across the world. In this work, we characterize the subjective wellbeing patterns of 112 cities across the United States during the pandemic prior to vaccine availability, as exhibited in subreddits corresponding to the cities. We quantify subjective wellbeing using positive and negative affect. We then measure the pandemic's impact by comparing a community's observed wellbeing with its expected wellbeing, as forecasted by time series models derived from prior to the pandemic.We show that general community traits reflected in language can be predictive of community resilience. We predict how the pandemic would impact the wellbeing of each community based on linguistic and interaction features from normal times \textit{before} the pandemic. We find that communities with interaction characteristics corresponding to more closely connected users and higher engagement were less likely to be significantly impacted. Notably, we find that communities that talked more about social ties normally experienced in-person, such as friends, family, and affiliations, were actually more likely to be impacted. Additionally, we use the same features to also predict how quickly each community would recover after the initial onset of the pandemic. We similarly find that communities that talked more about family, affiliations, and identifying as part of a group had a slower recovery.
What can we Learn by Predicting Accuracy?
Risser-Maroix, Olivier, Chamand, Benjamin
This paper seeks to answer the following question: \textit{"What can we learn by predicting accuracy?"}. Indeed, classification is one of the most popular tasks in machine learning, and many loss functions have been developed to maximize this non-differentiable objective function. Unlike past work on loss function design, which was guided mainly by intuition and theory before being validated by experimentation, here we propose to approach this problem in the opposite way: we seek to extract knowledge by experimentation. This data-driven approach is similar to that used in physics to discover general laws from data. We used a symbolic regression method to automatically find a mathematical expression highly correlated with a linear classifier's accuracy. The formula discovered on more than 260 datasets of embeddings has a Pearson's correlation of 0.96 and a $r^2$ of 0.93. More interestingly, this formula is highly explainable and confirms insights from various previous papers on loss design. We hope this work will open new perspectives in the search for new heuristics leading to a deeper understanding of machine learning theory.