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AIDE: An algorithm for measuring the accuracy of probabilistic inference algorithms

Neural Information Processing Systems

Approximate probabilistic inference algorithms are central to many fields. Examples include sequential Monte Carlo inference in robotics, variational inference in machine learning, and Markov chain Monte Carlo inference in statistics. A key problem faced by practitioners is measuring the accuracy of an approximate inference algorithm on a specific data set. This paper introduces the auxiliary inference divergence estimator (AIDE), an algorithm for measuring the accuracy of approximate inference algorithms. AIDE is based on the observation that inference algorithms can be treated as probabilistic models and the random variables used within the inference algorithm can be viewed as auxiliary variables.


Accuracy at the Top

Neural Information Processing Systems

We introduce a new notion of classification accuracy based on the top $\tau$-quantile values of a scoring function, a relevant criterion in a number of problems arising for search engines. We define an algorithm optimizing a convex surrogate of the corresponding loss, and show how its solution can be obtained by solving several convex optimization problems. We also present margin-based guarantees for this algorithm based on the $\tau$-quantile of the functions in the hypothesis set. Finally, we report the results of several experiments evaluating the performance of our algorithm. In a comparison in a bipartite setting with several algorithms seeking high precision at the top, our algorithm achieves a better performance in precision at the top.


Vancouver Azure

#artificialintelligence

Do you want to predict the future? Machine learning is using past data to predict the future. For this challenge we will provide you with an introduction to Machine Learning and Machine Learning Studio. Once you have the basics, we will provide you with a data set to analyze and a value to predict. Your challenge will be to train the model with the highest prediction accuracy!


On Breast Cancer Detection: An Application of Machine Learning Algorithms on the Wisconsin Diagnostic Dataset

arXiv.org Machine Learning

This paper presents a comparison of six machine learning (ML) algorithms: GRU-SVM (Agarap, 2017), Linear Regression, Multilayer Perceptron (MLP), Nearest Neighbor (NN) search, Softmax Regression, and Support Vector Machine (SVM) on the Wisconsin Diagnostic Breast Cancer (WDBC) dataset (Wolberg, Street, & Mangasarian, 1992) by measuring their classification test accuracy and their sensitivity and specificity values. The said dataset consists of features which were computed from digitized images of FNA tests on a breast mass (Wolberg, Street, & Mangasarian, 1992). For the implementation of the ML algorithms, the dataset was partitioned in the following fashion: 70% for training phase, and 30% for the testing phase. The hyper-parameters used for all the classifiers were manually assigned. Results show that all the presented ML algorithms performed well (all exceeded 90% test accuracy) on the classification task. The MLP algorithm stands out among the implemented algorithms with a test accuracy of ~99.04%.


Recommending Learning Algorithms and Their Associated Hyperparameters

arXiv.org Machine Learning

The success of machine learning on a given task dependson, among other things, which learning algorithm is selected and its associated hyperparameters. Selecting an appropriate learning algorithm and setting its hyperparameters for a given data set can be a challenging task, especially for users who are not experts in machine learning. Previous work has examined using meta-features to predict which learning algorithm and hyperparameters should be used. However, choosing a set of meta-features that are predictive of algorithm performance is difficult. Here, we propose to apply collaborative filtering techniques to learning algorithm and hyperparameter selection, and find that doing so avoids determining which meta-features to use and outperforms traditional meta-learning approaches in many cases.