34,015 research outputs found
Supersparse Linear Integer Models for Optimized Medical Scoring Systems
Scoring systems are linear classification models that only require users to
add, subtract and multiply a few small numbers in order to make a prediction.
These models are in widespread use by the medical community, but are difficult
to learn from data because they need to be accurate and sparse, have coprime
integer coefficients, and satisfy multiple operational constraints. We present
a new method for creating data-driven scoring systems called a Supersparse
Linear Integer Model (SLIM). SLIM scoring systems are built by solving an
integer program that directly encodes measures of accuracy (the 0-1 loss) and
sparsity (the -seminorm) while restricting coefficients to coprime
integers. SLIM can seamlessly incorporate a wide range of operational
constraints related to accuracy and sparsity, and can produce highly tailored
models without parameter tuning. We provide bounds on the testing and training
accuracy of SLIM scoring systems, and present a new data reduction technique
that can improve scalability by eliminating a portion of the training data
beforehand. Our paper includes results from a collaboration with the
Massachusetts General Hospital Sleep Laboratory, where SLIM was used to create
a highly tailored scoring system for sleep apnea screeningComment: This version reflects our findings on SLIM as of January 2016
(arXiv:1306.5860 and arXiv:1405.4047 are out-of-date). The final published
version of this articled is available at http://www.springerlink.co
Efficient Benchmarking of Algorithm Configuration Procedures via Model-Based Surrogates
The optimization of algorithm (hyper-)parameters is crucial for achieving
peak performance across a wide range of domains, ranging from deep neural
networks to solvers for hard combinatorial problems. The resulting algorithm
configuration (AC) problem has attracted much attention from the machine
learning community. However, the proper evaluation of new AC procedures is
hindered by two key hurdles. First, AC benchmarks are hard to set up. Second
and even more significantly, they are computationally expensive: a single run
of an AC procedure involves many costly runs of the target algorithm whose
performance is to be optimized in a given AC benchmark scenario. One common
workaround is to optimize cheap-to-evaluate artificial benchmark functions
(e.g., Branin) instead of actual algorithms; however, these have different
properties than realistic AC problems. Here, we propose an alternative
benchmarking approach that is similarly cheap to evaluate but much closer to
the original AC problem: replacing expensive benchmarks by surrogate benchmarks
constructed from AC benchmarks. These surrogate benchmarks approximate the
response surface corresponding to true target algorithm performance using a
regression model, and the original and surrogate benchmark share the same
(hyper-)parameter space. In our experiments, we construct and evaluate
surrogate benchmarks for hyperparameter optimization as well as for AC problems
that involve performance optimization of solvers for hard combinatorial
problems, drawing training data from the runs of existing AC procedures. We
show that our surrogate benchmarks capture overall important characteristics of
the AC scenarios, such as high- and low-performing regions, from which they
were derived, while being much easier to use and orders of magnitude cheaper to
evaluate
Human-Machine Collaborative Optimization via Apprenticeship Scheduling
Coordinating agents to complete a set of tasks with intercoupled temporal and
resource constraints is computationally challenging, yet human domain experts
can solve these difficult scheduling problems using paradigms learned through
years of apprenticeship. A process for manually codifying this domain knowledge
within a computational framework is necessary to scale beyond the
``single-expert, single-trainee" apprenticeship model. However, human domain
experts often have difficulty describing their decision-making processes,
causing the codification of this knowledge to become laborious. We propose a
new approach for capturing domain-expert heuristics through a pairwise ranking
formulation. Our approach is model-free and does not require enumerating or
iterating through a large state space. We empirically demonstrate that this
approach accurately learns multifaceted heuristics on a synthetic data set
incorporating job-shop scheduling and vehicle routing problems, as well as on
two real-world data sets consisting of demonstrations of experts solving a
weapon-to-target assignment problem and a hospital resource allocation problem.
We also demonstrate that policies learned from human scheduling demonstration
via apprenticeship learning can substantially improve the efficiency of a
branch-and-bound search for an optimal schedule. We employ this human-machine
collaborative optimization technique on a variant of the weapon-to-target
assignment problem. We demonstrate that this technique generates solutions
substantially superior to those produced by human domain experts at a rate up
to 9.5 times faster than an optimization approach and can be applied to
optimally solve problems twice as complex as those solved by a human
demonstrator.Comment: Portions of this paper were published in the Proceedings of the
International Joint Conference on Artificial Intelligence (IJCAI) in 2016 and
in the Proceedings of Robotics: Science and Systems (RSS) in 2016. The paper
consists of 50 pages with 11 figures and 4 table
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