481 research outputs found
Multilabel Consensus Classification
In the era of big data, a large amount of noisy and incomplete data can be
collected from multiple sources for prediction tasks. Combining multiple models
or data sources helps to counteract the effects of low data quality and the
bias of any single model or data source, and thus can improve the robustness
and the performance of predictive models. Out of privacy, storage and bandwidth
considerations, in certain circumstances one has to combine the predictions
from multiple models or data sources to obtain the final predictions without
accessing the raw data. Consensus-based prediction combination algorithms are
effective for such situations. However, current research on prediction
combination focuses on the single label setting, where an instance can have one
and only one label. Nonetheless, data nowadays are usually multilabeled, such
that more than one label have to be predicted at the same time. Direct
applications of existing prediction combination methods to multilabel settings
can lead to degenerated performance. In this paper, we address the challenges
of combining predictions from multiple multilabel classifiers and propose two
novel algorithms, MLCM-r (MultiLabel Consensus Maximization for ranking) and
MLCM-a (MLCM for microAUC). These algorithms can capture label correlations
that are common in multilabel classifications, and optimize corresponding
performance metrics. Experimental results on popular multilabel classification
tasks verify the theoretical analysis and effectiveness of the proposed
methods
A Contextual Bandit Bake-off
Contextual bandit algorithms are essential for solving many real-world
interactive machine learning problems. Despite multiple recent successes on
statistically and computationally efficient methods, the practical behavior of
these algorithms is still poorly understood. We leverage the availability of
large numbers of supervised learning datasets to empirically evaluate
contextual bandit algorithms, focusing on practical methods that learn by
relying on optimization oracles from supervised learning. We find that a recent
method (Foster et al., 2018) using optimism under uncertainty works the best
overall. A surprisingly close second is a simple greedy baseline that only
explores implicitly through the diversity of contexts, followed by a variant of
Online Cover (Agarwal et al., 2014) which tends to be more conservative but
robust to problem specification by design. Along the way, we also evaluate
various components of contextual bandit algorithm design such as loss
estimators. Overall, this is a thorough study and review of contextual bandit
methodology
Surrogate regret bounds for generalized classification performance metrics
We consider optimization of generalized performance metrics for binary
classification by means of surrogate losses. We focus on a class of metrics,
which are linear-fractional functions of the false positive and false negative
rates (examples of which include -measure, Jaccard similarity
coefficient, AM measure, and many others). Our analysis concerns the following
two-step procedure. First, a real-valued function is learned by minimizing
a surrogate loss for binary classification on the training sample. It is
assumed that the surrogate loss is a strongly proper composite loss function
(examples of which include logistic loss, squared-error loss, exponential loss,
etc.). Then, given , a threshold is tuned on a separate
validation sample, by direct optimization of the target performance metric. We
show that the regret of the resulting classifier (obtained from thresholding
on ) measured with respect to the target metric is
upperbounded by the regret of measured with respect to the surrogate loss.
We also extend our results to cover multilabel classification and provide
regret bounds for micro- and macro-averaging measures. Our findings are further
analyzed in a computational study on both synthetic and real data sets.Comment: 22 page
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