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Probabilistic Matrix Factorization for Automated Machine Learning

Neural Information Processing Systems

In order to achieve state-of-the-art performance, modern machine learning techniques require careful data pre-processing and hyperparameter tuning. Moreover, given the ever increasing number of machine learning models being developed, model selection is becoming increasingly important. Automating the selection and tuning of machine learning pipelines, which can include different data pre-processing methods and machine learning models, has long been one of the goals of the machine learning community. In this paper, we propose to solve this meta-learning task by combining ideas from collaborative filtering and Bayesian optimization. Specifically, we use a probabilistic matrix factorization model to transfer knowledge across experiments performed in hundreds of different datasets and use an acquisition function to guide the exploration of the space of possible ML pipelines. In our experiments, we show that our approach quickly identifies high-performing pipelines across a wide range of datasets, significantly outperforming the current state-of-the-art.


Diagnostics for Individual-Level Prediction Instability in Machine Learning for Healthcare

Miller, Elizabeth W., Blume, Jeffrey D.

arXiv.org Machine Learning

In healthcare, predictive models increasingly inform patient-level decisions, yet little attention is paid to the variability in individual risk estimates and its impact on treatment decisions. For overparameterized models, now standard in machine learning, a substantial source of variability often goes undetected. Even when the data and model architecture are held fixed, randomness introduced by optimization and initialization can lead to materially different risk estimates for the same patient. This problem is largely obscured by standard evaluation practices, which rely on aggregate performance metrics (e.g., log-loss, accuracy) that are agnostic to individual-level stability. As a result, models with indistinguishable aggregate performance can nonetheless exhibit substantial procedural arbitrariness, which can undermine clinical trust. We propose an evaluation framework that quantifies individual-level prediction instability by using two complementary diagnostics: empirical prediction interval width (ePIW), which captures variability in continuous risk estimates, and empirical decision flip rate (eDFR), which measures instability in threshold-based clinical decisions. We apply these diagnostics to simulated data and GUSTO-I clinical dataset. Across observed settings, we find that for flexible machine-learning models, randomness arising solely from optimization and initialization can induce individual-level variability comparable to that produced by resampling the entire training dataset. Neural networks exhibit substantially greater instability in individual risk predictions compared to logistic regression models. Risk estimate instability near clinically relevant decision thresholds can alter treatment recommendations. These findings that stability diagnostics should be incorporated into routine model validation for assessing clinical reliability.






Model Details

Neural Information Processing Systems

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