14,857 research outputs found
Optimal classifier selection and negative bias in error rate estimation: An empirical study on high-dimensional prediction
In biometric practice, researchers often apply a large number of different methods in a "trial-and-error" strategy to get as much as possible out of their data and, due to publication pressure or pressure from the consulting customer, present only the most favorable results. This strategy may induce a substantial optimistic bias in prediction error estimation, which is quantitatively assessed in the present manuscript. The focus of our work is on class prediction based on high-dimensional data (e.g. microarray data), since such analyses are particularly exposed to this kind of bias.
In our study we consider a total of 124 variants of classifiers (possibly including variable selection or tuning steps) within a cross-validation evaluation scheme. The classifiers are applied to original and modified real microarray data sets, some of which are obtained by randomly permuting the class labels to mimic non-informative predictors while preserving their correlation structure. We then assess the minimal misclassification rate over the different variants of classifiers in order to quantify the bias arising when the optimal classifier is selected a posteriori in a data-driven manner. The bias resulting from the parameter tuning (including gene selection parameters as a special case) and the bias resulting from the choice of the classification method are examined both separately and jointly.
We conclude that the strategy to present only the optimal result is not acceptable, and suggest alternative approaches for properly reporting classification accuracy
Futility Analysis in the Cross-Validation of Machine Learning Models
Many machine learning models have important structural tuning parameters that
cannot be directly estimated from the data. The common tactic for setting these
parameters is to use resampling methods, such as cross--validation or the
bootstrap, to evaluate a candidate set of values and choose the best based on
some pre--defined criterion. Unfortunately, this process can be time consuming.
However, the model tuning process can be streamlined by adaptively resampling
candidate values so that settings that are clearly sub-optimal can be
discarded. The notion of futility analysis is introduced in this context. An
example is shown that illustrates how adaptive resampling can be used to reduce
training time. Simulation studies are used to understand how the potential
speed--up is affected by parallel processing techniques.Comment: 22 pages, 5 figure
Testing the utility of a data-driven approach for assessing BMI from face images
Several lines of evidence suggest that facial cues of adiposity may be important for human social interaction. However, tests for quantifiable cues of body mass index (BMI) in the face have examined only a small number of facial proportions and these proportions were found to have relatively low predictive power. Here we employed a data-driven approach in which statistical models were built using principal components (PCs) derived from objectively defined shape and color characteristics in face images. The predictive power of these models was then compared with models based on previously studied facial proportions (perimeter-to-area ratio, width-to-height ratio, and cheek-to-jaw width). Models based on 2D shape-only PCs, color-only PCs, and 2D shape and color PCs combined each performed significantly and substantially better than models based on one or more of the previously studied facial proportions. A non-linear PC model considering both 2D shape and color PCs was the best predictor of BMI. These results highlight the utility of a “bottom-up”, data-driven approach for assessing BMI from face images
An Introduction to Recursive Partitioning: Rationale, Application and Characteristics of Classification and Regression Trees, Bagging and Random Forests
Recursive partitioning methods have become popular and widely used tools for nonparametric regression and classification in many scientific fields. Especially random forests, that can deal with large numbers of predictor variables even in the presence of complex interactions, have been applied successfully in genetics, clinical medicine and bioinformatics within the past few years.
High dimensional problems are common not only in genetics, but also in some areas of psychological research, where only few subjects can be measured due to time or cost constraints, yet a large amount of data is generated for each subject. Random forests have been shown to achieve a high prediction accuracy in such applications, and provide descriptive variable importance measures reflecting the impact of each variable in both main effects and interactions.
The aim of this work is to introduce the principles of the standard recursive partitioning methods as well as recent methodological improvements, to illustrate their usage for low and high dimensional data exploration, but also to point out limitations of the methods and potential pitfalls in their practical application.
Application of the methods is illustrated using freely available implementations in the R system for statistical computing
Evolution of statistical analysis in empirical software engineering research: Current state and steps forward
Software engineering research is evolving and papers are increasingly based
on empirical data from a multitude of sources, using statistical tests to
determine if and to what degree empirical evidence supports their hypotheses.
To investigate the practices and trends of statistical analysis in empirical
software engineering (ESE), this paper presents a review of a large pool of
papers from top-ranked software engineering journals. First, we manually
reviewed 161 papers and in the second phase of our method, we conducted a more
extensive semi-automatic classification of papers spanning the years 2001--2015
and 5,196 papers. Results from both review steps was used to: i) identify and
analyze the predominant practices in ESE (e.g., using t-test or ANOVA), as well
as relevant trends in usage of specific statistical methods (e.g.,
nonparametric tests and effect size measures) and, ii) develop a conceptual
model for a statistical analysis workflow with suggestions on how to apply
different statistical methods as well as guidelines to avoid pitfalls. Lastly,
we confirm existing claims that current ESE practices lack a standard to report
practical significance of results. We illustrate how practical significance can
be discussed in terms of both the statistical analysis and in the
practitioner's context.Comment: journal submission, 34 pages, 8 figure
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