Supervised Machine Learning Under Test-Time Resource Constraints: A Trade-off Between Accuracy and Cost

The past decade has witnessed how the field of machine learning has established itself as a necessary component in several multi-billion-dollar industries. The real-world industrial setting introduces an interesting new problem to machine learning research: computational resources must be budgeted and cost must be strictly accounted for during test-time. A typical problem is that if an application consumes x additional units of cost during test-time, but will improve accuracy by y percent, should the additional x resources be allocated? The core of this problem is a trade-off between accuracy and cost. In this thesis, we examine components of test-time cost, and develop different strategies to manage this trade-off. We first investigate test-time cost and discover that it typically consists of two parts: feature extraction cost and classifier evaluation cost. The former reflects the computational efforts of transforming data instances to feature vectors, and could be highly variable when features are heterogeneous. The latter reflects the effort of evaluating a classifier, which could be substantial, in particular nonparametric algorithms. We then propose three strategies to explicitly trade-off accuracy and the two components of test-time cost during classifier training. To budget the feature extraction cost, we first introduce two algorithms: GreedyMiser and Anytime Representation Learning (AFR). GreedyMiser employs a strategy that incorporates the extraction cost information during classifier training to explicitly minimize the test-time cost. AFR extends GreedyMiser to learn a cost-sensitive feature representation rather than a classifier, and turns traditional Support Vector Machines (SVM) into test- time cost-sensitive anytime classifiers. GreedyMiser and AFR are evaluated on two real-world data sets from two different application domains, and both achieve record performance. We then introduce Cost Sensitive Tree of Classifiers (CSTC) and Cost Sensitive Cascade of Classifiers (CSCC), which share a common strategy that trades-off the accuracy and the amortized test-time cost. CSTC introduces a tree structure and directs test inputs along different tree traversal paths, each is optimized for a specific sub-partition of the input space, extracting different, specialized subsets of features. CSCC extends CSTC and builds a linear cascade, instead of a tree, to cope with class-imbalanced binary classification tasks. Since both CSTC and CSCC extract different features for different inputs, the amortized test-time cost is greatly reduced while maintaining high accuracy. Both approaches out-perform the current state-of-the-art on real-world data sets. To trade-off accuracy and high classifier evaluation cost of nonparametric classifiers, we propose a model compression strategy and develop Compressed Vector Machines (CVM). CVM focuses on the nonparametric kernel Support Vector Machines (SVM), whose test-time evaluation cost is typically substantial when learned from large training sets. CVM is a post-processing algorithm which compresses the learned SVM model by reducing and optimizing support vectors. On several benchmark data sets, CVM maintains high test accuracy while reducing the test-time evaluation cost by several orders of magnitude

Efficient Learning by Directed Acyclic Graph For Resource Constrained Prediction

We study the problem of reducing test-time acquisition costs in classification systems. Our goal is to learn decision rules that adaptively select sensors for each example as necessary to make a confident prediction. We model our system as a directed acyclic graph (DAG) where internal nodes correspond to sensor subsets and decision functions at each node choose whether to acquire a new sensor or classify using the available measurements. This problem can be naturally posed as an empirical risk minimization over training data. Rather than jointly optimizing such a highly coupled and non-convex problem over all decision nodes, we propose an efficient algorithm motivated by dynamic programming. We learn node policies in the DAG by reducing the global objective to a series of cost sensitive learning problems. Our approach is computationally efficient and has proven guarantees of convergence to the optimal system for a fixed architecture. In addition, we present an extension to map other budgeted learning problems with large number of sensors to our DAG architecture and demonstrate empirical performance exceeding state-of-the-art algorithms for data composed of both few and many sensors.Comment: To appear in NIPS 201

Sensor Selection by Linear Programming

We learn sensor trees from training data to minimize sensor acquisition costs during test time. Our system adaptively selects sensors at each stage if necessary to make a confident classification. We pose the problem as empirical risk minimization over the choice of trees and node decision rules. We decompose the problem, which is known to be intractable, into combinatorial (tree structures) and continuous parts (node decision rules) and propose to solve them separately. Using training data we greedily solve for the combinatorial tree structures and for the continuous part, which is a non-convex multilinear objective function, we derive convex surrogate loss functions that are piecewise linear. The resulting problem can be cast as a linear program and has the advantage of guaranteed convergence, global optimality, repeatability and computational efficiency. We show that our proposed approach outperforms the state-of-art on a number of benchmark datasets

Learning When Training Data are Costly: The Effect of Class Distribution on Tree Induction

For large, real-world inductive learning problems, the number of training examples often must be limited due to the costs associated with procuring, preparing, and storing the training examples and/or the computational costs associated with learning from them. In such circumstances, one question of practical importance is: if only n training examples can be selected, in what proportion should the classes be represented? In this article we help to answer this question by analyzing, for a fixed training-set size, the relationship between the class distribution of the training data and the performance of classification trees induced from these data. We study twenty-six data sets and, for each, determine the best class distribution for learning. The naturally occurring class distribution is shown to generally perform well when classifier performance is evaluated using undifferentiated error rate (0/1 loss). However, when the area under the ROC curve is used to evaluate classifier performance, a balanced distribution is shown to perform well. Since neither of these choices for class distribution always generates the best-performing classifier, we introduce a budget-sensitive progressive sampling algorithm for selecting training examples based on the class associated with each example. An empirical analysis of this algorithm shows that the class distribution of the resulting training set yields classifiers with good (nearly-optimal) classification performance

Classification of Imbalanced Data with a Geometric Digraph Family

We use a geometric digraph family called class cover catch digraphs (CCCDs) to tackle the class imbalance problem in statistical classification. CCCDs provide graph theoretic solutions to the class cover problem and have been employed in classification. We assess the classification performance of CCCD classifiers by extensive Monte Carlo simulations, comparing them with other classifiers commonly used in the literature. In particular, we show that CCCD classifiers perform relatively well when one class is more frequent than the other in a two-class setting, an example of the class imbalance problem. We also point out the relationship between class imbalance and class overlapping problems, and their influence on the performance of CCCD classifiers and other classification methods as well as some state-of-the-art algorithms which are robust to class imbalance by construction. Experiments on both simulated and real data sets indicate that CCCD classifiers are robust to the class imbalance problem. CCCDs substantially undersample from the majority class while preserving the information on the discarded points during the undersampling process. Many state-of-the-art methods, however, keep this information by means of ensemble classifiers, but CCCDs yield only a single classifier with the same property, making it both appealing and fast

Benchmark of structured machine learning methods for microbial identification from mass-spectrometry data

Microbial identification is a central issue in microbiology, in particular in the fields of infectious diseases diagnosis and industrial quality control. The concept of species is tightly linked to the concept of biological and clinical classification where the proximity between species is generally measured in terms of evolutionary distances and/or clinical phenotypes. Surprisingly, the information provided by this well-known hierarchical structure is rarely used by machine learning-based automatic microbial identification systems. Structured machine learning methods were recently proposed for taking into account the structure embedded in a hierarchy and using it as additional a priori information, and could therefore allow to improve microbial identification systems. We test and compare several state-of-the-art machine learning methods for microbial identification on a new Matrix-Assisted Laser Desorption/Ionization Time-of-Flight mass spectrometry (MALDI-TOF MS) dataset. We include in the benchmark standard and structured methods, that leverage the knowledge of the underlying hierarchical structure in the learning process. Our results show that although some methods perform better than others, structured methods do not consistently perform better than their "flat" counterparts. We postulate that this is partly due to the fact that standard methods already reach a high level of accuracy in this context, and that they mainly confuse species close to each other in the tree, a case where using the known hierarchy is not helpful

An empirical evaluation of imbalanced data strategies from a practitioner's point of view

This research tested the following well known strategies to deal with binary imbalanced data on 82 different real life data sets (sampled to imbalance rates of 5%, 3%, 1%, and 0.1%): class weight, SMOTE, Underbagging, and a baseline (just the base classifier). As base classifiers we used SVM with RBF kernel, random forests, and gradient boosting machines and we measured the quality of the resulting classifier using 6 different metrics (Area under the curve, Accuracy, F-measure, G-mean, Matthew's correlation coefficient and Balanced accuracy). The best strategy strongly depends on the metric used to measure the quality of the classifier. For AUC and accuracy class weight and the baseline perform better; for F-measure and MCC, SMOTE performs better; and for G-mean and balanced accuracy, underbagging

CUSBoost: Cluster-based Under-sampling with Boosting for Imbalanced Classification

Class imbalance classification is a challenging research problem in data mining and machine learning, as most of the real-life datasets are often imbalanced in nature. Existing learning algorithms maximise the classification accuracy by correctly classifying the majority class, but misclassify the minority class. However, the minority class instances are representing the concept with greater interest than the majority class instances in real-life applications. Recently, several techniques based on sampling methods (under-sampling of the majority class and over-sampling the minority class), cost-sensitive learning methods, and ensemble learning have been used in the literature for classifying imbalanced datasets. In this paper, we introduce a new clustering-based under-sampling approach with boosting (AdaBoost) algorithm, called CUSBoost, for effective imbalanced classification. The proposed algorithm provides an alternative to RUSBoost (random under-sampling with AdaBoost) and SMOTEBoost (synthetic minority over-sampling with AdaBoost) algorithms. We evaluated the performance of CUSBoost algorithm with the state-of-the-art methods based on ensemble learning like AdaBoost, RUSBoost, SMOTEBoost on 13 imbalance binary and multi-class datasets with various imbalance ratios. The experimental results show that the CUSBoost is a promising and effective approach for dealing with highly imbalanced datasets.Comment: CSITSS-201

Soft Methodology for Cost-and-error Sensitive Classification

Many real-world data mining applications need varying cost for different types of classification errors and thus call for cost-sensitive classification algorithms. Existing algorithms for cost-sensitive classification are successful in terms of minimizing the cost, but can result in a high error rate as the trade-off. The high error rate holds back the practical use of those algorithms. In this paper, we propose a novel cost-sensitive classification methodology that takes both the cost and the error rate into account. The methodology, called soft cost-sensitive classification, is established from a multicriteria optimization problem of the cost and the error rate, and can be viewed as regularizing cost-sensitive classification with the error rate. The simple methodology allows immediate improvements of existing cost-sensitive classification algorithms. Experiments on the benchmark and the real-world data sets show that our proposed methodology indeed achieves lower test error rates and similar (sometimes lower) test costs than existing cost-sensitive classification algorithms. We also demonstrate that the methodology can be extended for considering the weighted error rate instead of the original error rate. This extension is useful for tackling unbalanced classification problems.Comment: A shorter version appeared in KDD '1

The Impact of Automated Parameter Optimization on Defect Prediction Models

Defect prediction models---classifiers that identify defect-prone software modules---have configurable parameters that control their characteristics (e.g., the number of trees in a random forest). Recent studies show that these classifiers underperform when default settings are used. In this paper, we study the impact of automated parameter optimization on defect prediction models. Through a case study of 18 datasets, we find that automated parameter optimization: (1) improves AUC performance by up to 40 percentage points; (2) yields classifiers that are at least as stable as those trained using default settings; (3) substantially shifts the importance ranking of variables, with as few as 28% of the top-ranked variables in optimized classifiers also being top-ranked in non-optimized classifiers; (4) yields optimized settings for 17 of the 20 most sensitive parameters that transfer among datasets without a statistically significant drop in performance; and (5) adds less than 30 minutes of additional computation to 12 of the 26 studied classification techniques. While widely-used classification techniques like random forest and support vector machines are not optimization-sensitive, traditionally overlooked techniques like C5.0 and neural networks can actually outperform widely-used techniques after optimization is applied. This highlights the importance of exploring the parameter space when using parameter-sensitive classification techniques.Comment: 32 pages, accepted at IEEE Transactions on Software Engineerin