Statistical Learning
A Comparative Evaluation of Quantification Methods
Schumacher, Tobias, Strohmaier, Markus, Lemmerich, Florian
Quantification represents the problem of predicting class distributions in a given target set. It also represents a growing research field in supervised machine learning, for which a large variety of different algorithms has been proposed in recent years. However, a comprehensive empirical comparison of quantification methods that supports algorithm selection is not available yet. In this work, we close this research gap by conducting a thorough empirical performance comparison of 24 different quantification methods. To consider a broad range of different scenarios for binary as well as multiclass quantification settings, we carried out almost 3 million experimental runs on 40 data sets. We observe that no single algorithm generally outperforms all competitors, but identify a group of methods including the Median Sweep and the DyS framework that perform significantly better in binary settings. For the multiclass setting, we observe that a different, broad group of algorithms yields good performance, including the Generalized Probabilistic Adjusted Count, the readme method, the energy distance minimization method, the EM algorithm for quantification, and Friedman's method. More generally, we find that the performance on multiclass quantification is inferior to the results obtained in the binary setting. Our results can guide practitioners who intend to apply quantification algorithms and help researchers to identify opportunities for future research.
SpectralDefense: Detecting Adversarial Attacks on CNNs in the Fourier Domain
Harder, Paula, Pfreundt, Franz-Josef, Keuper, Margret, Keuper, Janis
Despite the success of convolutional neural networks (CNNs) in many computer vision and image analysis tasks, they remain vulnerable against so-called adversarial attacks: Small, crafted perturbations in the input images can lead to false predictions. A possible defense is to detect adversarial examples. In this work, we show how analysis in the Fourier domain of input images and feature maps can be used to distinguish benign test samples from adversarial images. We propose two novel detection methods: Our first method employs the magnitude spectrum of the input images to detect an adversarial attack. This simple and robust classifier can successfully detect adversarial perturbations of three commonly used attack methods. The second method builds upon the first and additionally extracts the phase of Fourier coefficients of feature-maps at different layers of the network. With this extension, we are able to improve adversarial detection rates compared to state-of-the-art detectors on five different attack methods.
Bad and good errors: value-weighted skill scores in deep ensemble learning
Guastavino, Sabrina, Piana, Michele, Benvenuto, Federico
In this paper we propose a novel approach to realize forecast verification. Specifically, we introduce a strategy for assessing the severity of forecast errors based on the evidence that, on the one hand, a false alarm just anticipating an occurring event is better than one in the middle of consecutive non-occurring events, and that, on the other hand, a miss of an isolated event has a worse impact than a miss of a single event, which is part of several consecutive occurrences. Relying on this idea, we introduce a novel definition of confusion matrix and skill scores giving greater importance to the value of the prediction rather than to its quality. Then, we introduce a deep ensemble learning procedure for binary classification, in which the probabilistic outcomes of a neural network are clustered via optimization of these value-weighted skill scores. We finally show the performances of this approach in the case of three applications concerned with pollution, space weather and stock prize forecasting.
In a Nutshell -- The Sequential Parameter Optimization Toolbox
Bartz-Beielstein, Thomas, Zaefferer, Martin, Rehbach, Frederik
The performance of optimization algorithms relies crucially on their parameterizations. Finding good parameter settings is called algorithm tuning. The sequential parameter optimization (SPOT) package for R is a toolbox for tuning and understanding simulation and optimization algorithms. Model-based investigations are common approaches in simulation and optimization. Sequential parameter optimization has been developed, because there is a strong need for sound statistical analysis of simulation and optimization algorithms. SPOT includes methods for tuning based on classical regression and analysis of variance techniques; tree-based models such as CART and random forest; Gaussian process models (Kriging), and combinations of different meta-modeling approaches. Using a simple simulated annealing algorithm, we will demonstrate how optimization algorithms can be tuned using SPOT. The underling concepts of the SPOT approach are explained. This includes key techniques such as exploratory fitness landscape analysis and sensititvity analysis. Many examples illustrate how SPOT can be used for understanding the performance of algorithms and gaining insight into algorithm's behavior. Furthermore, we demonstrate how SPOT can be used as an optimizer and how a sophisticated ensemble approach is able to combine several meta models via stacking. This article exemplifies how SPOT can be used for automatic and interactive tuning.
Linear Regression for Dummies
In my previous article, I have highlighted 4 algorithms to start off in Machine Learning: Linear Regression, Logistic Regression, Decision Trees and Random Forest. Now, I am creating a series of the same. The equation which defines the simplest form of the regression equation with one dependent and one independent variable: y mx c. Where y estimated dependent variable, c constant, m regression coefficient and x independent variable. Let's just understand with an example: Say; There is a certain relationship between the marks scored by the students (y- Dependent variable) in an exam and hours they studied for the exam(x- Independent Variable).
You don't code? Do machine learning straight from Microsoft Excel
Machine learning and deep learning have become an important part of many applications we use every day. There are few domains that the fast expansion of machine learning hasn't touched. Many businesses have thrived by developing the right strategy to integrate machine learning algorithms into their operations and processes. Others have lost ground to competitors after ignoring the undeniable advances in artificial intelligence. But mastering machine learning is a difficult process.
Linear Regression and Logistic Regression using R Studio
In this section we will learn - What does Machine Learning mean. What are the meanings or different terms associated with machine learning? You will see some examples so that you understand what machine learning actually is. It also contains steps involved in building a machine learning model, not just linear models, any machine learning model.
Regression Vs Classification In Machine Learning
Regression and classification are many times confusing to many beginners in the field of Machine learning. Eventually, this will make it impossible for them to adopt the correct methodologies for solving problems with prediction. Regression and classification are both types of supervised machine learning algorithms, where a model is trained along with correctly labeled data according to the current model. Let's understand each algorithm first. Regression algorithms estimate a continuous value based on the input variables.
Out of Distribution Generalization in Machine Learning
Machine learning has achieved tremendous success in a variety of domains in recent years. However, a lot of these success stories have been in places where the training and the testing distributions are extremely similar to each other. In everyday situations when models are tested in slightly different data than they were trained on, ML algorithms can fail spectacularly. This research attempts to formally define this problem, what sets of assumptions are reasonable to make in our data and what kind of guarantees we hope to obtain from them. Then, we focus on a certain class of out of distribution problems, their assumptions, and introduce simple algorithms that follow from these assumptions that are able to provide more reliable generalization. A central topic in the thesis is the strong link between discovering the causal structure of the data, finding features that are reliable (when using them to predict) regardless of their context, and out of distribution generalization.
Comparing the Value of Labeled and Unlabeled Data in Method-of-Moments Latent Variable Estimation
Chen, Mayee F., Cohen-Wang, Benjamin, Mussmann, Stephen, Sala, Frederic, Ré, Christopher
Labeling data for modern machine learning is expensive and time-consuming. Latent variable models can be used to infer labels from weaker, easier-to-acquire sources operating on unlabeled data. Such models can also be trained using labeled data, presenting a key question: should a user invest in few labeled or many unlabeled points? We answer this via a framework centered on model misspecification in method-of-moments latent variable estimation. Our core result is a bias-variance decomposition of the generalization error, which shows that the unlabeled-only approach incurs additional bias under misspecification. We then introduce a correction that provably removes this bias in certain cases. We apply our decomposition framework to three scenarios -- well-specified, misspecified, and corrected models -- to 1) choose between labeled and unlabeled data and 2) learn from their combination. We observe theoretically and with synthetic experiments that for well-specified models, labeled points are worth a constant factor more than unlabeled points. With misspecification, however, their relative value is higher due to the additional bias but can be reduced with correction. We also apply our approach to study real-world weak supervision techniques for dataset construction.