42,936 research outputs found
Algorithmic statistics, prediction and machine learning
Algorithmic statistics considers the following problem: given a binary string
(e.g., some experimental data), find a "good" explanation of this data. It
uses algorithmic information theory to define formally what is a good
explanation. In this paper we extend this framework in two directions.
First, the explanations are not only interesting in themselves but also used
for prediction: we want to know what kind of data we may reasonably expect in
similar situations (repeating the same experiment). We show that some kind of
hierarchy can be constructed both in terms of algorithmic statistics and using
the notion of a priori probability, and these two approaches turn out to be
equivalent.
Second, a more realistic approach that goes back to machine learning theory,
assumes that we have not a single data string but some set of "positive
examples" that all belong to some unknown set , a property
that we want to learn. We want this set to contain all positive examples
and to be as small and simple as possible. We show how algorithmic statistic
can be extended to cover this situation.Comment: 22 page
Hyperparameter optimization: Foundations, algorithms, best practices, and open challenges
Most machine learning algorithms are configured by a set of hyperparameters whose values must be carefully chosen and which often considerably impact performance. To avoid a time-consuming and irreproducible manual process of trial-and-error to find well-performing hyperparameter configurations, various automatic hyperparameter optimization (HPO) methods—for example, based on resampling error estimation for supervised machine learning—can be employed. After introducing HPO from a general perspective, this paper reviews important HPO methods, from simple techniques such as grid or random search to more advanced methods like evolution strategies, Bayesian optimization, Hyperband, and racing. This work gives practical recommendations regarding important choices to be made when conducting HPO, including the HPO algorithms themselves, performance evaluation, how to combine HPO with machine learning pipelines, runtime improvements, and parallelization. This article is categorized under: Algorithmic Development > Statistics Technologies > Machine Learning Technologies > Prediction
Algorithmic Randomness as Foundation of Inductive Reasoning and Artificial Intelligence
This article is a brief personal account of the past, present, and future of
algorithmic randomness, emphasizing its role in inductive inference and
artificial intelligence. It is written for a general audience interested in
science and philosophy. Intuitively, randomness is a lack of order or
predictability. If randomness is the opposite of determinism, then algorithmic
randomness is the opposite of computability. Besides many other things, these
concepts have been used to quantify Ockham's razor, solve the induction
problem, and define intelligence.Comment: 9 LaTeX page
The Measure and Mismeasure of Fairness: A Critical Review of Fair Machine Learning
The nascent field of fair machine learning aims to ensure that decisions
guided by algorithms are equitable. Over the last several years, three formal
definitions of fairness have gained prominence: (1) anti-classification,
meaning that protected attributes---like race, gender, and their proxies---are
not explicitly used to make decisions; (2) classification parity, meaning that
common measures of predictive performance (e.g., false positive and false
negative rates) are equal across groups defined by the protected attributes;
and (3) calibration, meaning that conditional on risk estimates, outcomes are
independent of protected attributes. Here we show that all three of these
fairness definitions suffer from significant statistical limitations. Requiring
anti-classification or classification parity can, perversely, harm the very
groups they were designed to protect; and calibration, though generally
desirable, provides little guarantee that decisions are equitable. In contrast
to these formal fairness criteria, we argue that it is often preferable to
treat similarly risky people similarly, based on the most statistically
accurate estimates of risk that one can produce. Such a strategy, while not
universally applicable, often aligns well with policy objectives; notably, this
strategy will typically violate both anti-classification and classification
parity. In practice, it requires significant effort to construct suitable risk
estimates. One must carefully define and measure the targets of prediction to
avoid retrenching biases in the data. But, importantly, one cannot generally
address these difficulties by requiring that algorithms satisfy popular
mathematical formalizations of fairness. By highlighting these challenges in
the foundation of fair machine learning, we hope to help researchers and
practitioners productively advance the area
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