Binary Classifier Calibration using an Ensemble of Near Isotonic Regression Models

Learning accurate probabilistic models from data is crucial in many practical tasks in data mining. In this paper we present a new non-parametric calibration method called \textit{ensemble of near isotonic regression} (ENIR). The method can be considered as an extension of BBQ, a recently proposed calibration method, as well as the commonly used calibration method based on isotonic regression. ENIR is designed to address the key limitation of isotonic regression which is the monotonicity assumption of the predictions. Similar to BBQ, the method post-processes the output of a binary classifier to obtain calibrated probabilities. Thus it can be combined with many existing classification models. We demonstrate the performance of ENIR on synthetic and real datasets for the commonly used binary classification models. Experimental results show that the method outperforms several common binary classifier calibration methods. In particular on the real data, ENIR commonly performs statistically significantly better than the other methods, and never worse. It is able to improve the calibration power of classifiers, while retaining their discrimination power. The method is also computationally tractable for large scale datasets, as it is $O(N \log N)$ time, where $N$ is the number of samples

Evaluating Classifiers During Dataset Shift

Deployment of a classifier into a machine learning application likely begins with training different types of algorithms on a subset of the available historical data and then evaluating them on datasets that are drawn from identical distributions. The goal of this evaluation process is to select the classifier that is believed to be most robust in maintaining good future performance, and then deploy that classifier to end-users who use it to make predictions on new data. Often times, predictive models are deployed in conditions that differ from those used in training, meaning that dataset shift occurred. In these situations, there are no guarantees that predictions made by the predictive model in deployment will still be as reliable and accurate as they were during the training of the model. This study demonstrated a technique that can be utilized by others when selecting a classifier for deployment, as well as the first comparative study that evaluates machine learning classifier performance on synthetic datasets with different levels of prior-probability, covariate, and concept dataset shifts. The results from this study showed the impact of dataset shift on the performance of different classifiers for two real-world datasets related to teacher retention in Wisconsin and detecting fraud in testing, as well as demonstrated a framework that can be used by others when selecting a classifier for deployment. By using the methods from this study as a proactive approach to evaluate classifiers on synthetic dataset shift, different classifiers would have been considered for deployment of both predictive models, compared to only using evaluation datasets that were drawn from identical distributions. The results from both real-world datasets also showed that there was no classifier that dealt well with prior-probability shift and that classifiers were affected less by covariate and concept shift than was expected. Two supplemental demonstrations of the methodology showed that it can be extended for additional purposes of evaluating classifiers on dataset shift. Results from analyzing the effects of hyperparameter choices on classifier performance under dataset shift, as well as the effects of actual dataset shift on classifier performance, showed that different hyperparameter configurations have an impact on the performance of a classifier in general, but can also have an impact on how robust that classifier might be to dataset shift

Fair comparison of skin detection approaches on publicly available datasets

Skin detection is the process of discriminating skin and non-skin regions in a digital image and it is widely used in several applications ranging from hand gesture analysis to track body parts and face detection. Skin detection is a challenging problem which has drawn extensive attention from the research community, nevertheless a fair comparison among approaches is very difficult due to the lack of a common benchmark and a unified testing protocol. In this work, we investigate the most recent researches in this field and we propose a fair comparison among approaches using several different datasets. The major contributions of this work are an exhaustive literature review of skin color detection approaches, a framework to evaluate and combine different skin detector approaches, whose source code is made freely available for future research, and an extensive experimental comparison among several recent methods which have also been used to define an ensemble that works well in many different problems. Experiments are carried out in 10 different datasets including more than 10000 labelled images: experimental results confirm that the best method here proposed obtains a very good performance with respect to other stand-alone approaches, without requiring ad hoc parameter tuning. A MATLAB version of the framework for testing and of the methods proposed in this paper will be freely available from https://github.com/LorisNann

Data-driven design of intelligent wireless networks: an overview and tutorial

Data science or "data-driven research" is a research approach that uses real-life data to gain insight about the behavior of systems. It enables the analysis of small, simple as well as large and more complex systems in order to assess whether they function according to the intended design and as seen in simulation. Data science approaches have been successfully applied to analyze networked interactions in several research areas such as large-scale social networks, advanced business and healthcare processes. Wireless networks can exhibit unpredictable interactions between algorithms from multiple protocol layers, interactions between multiple devices, and hardware specific influences. These interactions can lead to a difference between real-world functioning and design time functioning. Data science methods can help to detect the actual behavior and possibly help to correct it. Data science is increasingly used in wireless research. To support data-driven research in wireless networks, this paper illustrates the step-by-step methodology that has to be applied to extract knowledge from raw data traces. To this end, the paper (i) clarifies when, why and how to use data science in wireless network research; (ii) provides a generic framework for applying data science in wireless networks; (iii) gives an overview of existing research papers that utilized data science approaches in wireless networks; (iv) illustrates the overall knowledge discovery process through an extensive example in which device types are identified based on their traffic patterns; (v) provides the reader the necessary datasets and scripts to go through the tutorial steps themselves

A Geometric Variational Approach to Bayesian Inference

We propose a novel Riemannian geometric framework for variational inference in Bayesian models based on the nonparametric Fisher-Rao metric on the manifold of probability density functions. Under the square-root density representation, the manifold can be identified with the positive orthant of the unit hypersphere in L2, and the Fisher-Rao metric reduces to the standard L2 metric. Exploiting such a Riemannian structure, we formulate the task of approximating the posterior distribution as a variational problem on the hypersphere based on the alpha-divergence. This provides a tighter lower bound on the marginal distribution when compared to, and a corresponding upper bound unavailable with, approaches based on the Kullback-Leibler divergence. We propose a novel gradient-based algorithm for the variational problem based on Frechet derivative operators motivated by the geometry of the Hilbert sphere, and examine its properties. Through simulations and real-data applications, we demonstrate the utility of the proposed geometric framework and algorithm on several Bayesian models