Combining similarity in time and space for training set formation under concept drift

Concept drift is a challenge in supervised learning for sequential data. It describes a phenomenon when the data distributions change over time. In such a case accuracy of a classifier benefits from the selective sampling for training. We develop a method for training set selection, particularly relevant when the expected drift is gradual. Training set selection at each time step is based on the distance to the target instance. The distance function combines similarity in space and in time. The method determines an optimal training set size online at every time step using cross validation. It is a wrapper approach, it can be used plugging in different base classifiers. The proposed method shows the best accuracy in the peer group on the real and artificial drifting data. The method complexity is reasonable for the field applications

Gaussian Process Regression for Estimating EM Ducting Within the Marine Atmospheric Boundary Layer

We show that Gaussian process regression (GPR) can be used to infer the electromagnetic (EM) duct height within the marine atmospheric boundary layer (MABL) from sparsely sampled propagation factors within the context of bistatic radars. We use GPR to calculate the posterior predictive distribution on the labels (i.e. duct height) from both noise-free and noise-contaminated array of propagation factors. For duct height inference from noise-contaminated propagation factors, we compare a naive approach, utilizing one random sample from the input distribution (i.e. disregarding the input noise), with an inverse-variance weighted approach, utilizing a few random samples to estimate the true predictive distribution. The resulting posterior predictive distributions from these two approaches are compared to a "ground truth" distribution, which is approximated using a large number of Monte-Carlo samples. The ability of GPR to yield accurate and fast duct height predictions using a few training examples indicates the suitability of the proposed method for real-time applications.Comment: 15 pages, 6 figure

The problem with Kappa

It is becoming clear that traditional evaluation measures used in Computational Linguistics (including Error Rates, Accuracy, Recall, Precision and F-measure) are of limited value for unbiased evaluation of systems, and are not meaningful for comparison of algorithms unless both the dataset and algorithm parameters are strictly controlled for skew (Prevalence and Bias). The use of techniques originally designed for other purposes, in particular Receiver Operating Characteristics Area Under Curve, plus variants of Kappa, have been proposed to fill the void. This paper aims to clear up some of the confusion relating to evaluation, by demonstrating that the usefulness of each evaluation method is highly dependent on the assumptions made about the distributions of the dataset and the underlying populations. The behaviour of a number of evaluation measures is compared under common assumptions. Deploying a system in a context which has the opposite skew from its validation set can be expected to approximately negate Fleiss Kappa and halve Cohen Kappa but leave Powers Kappa unchanged. For most performance evaluation purposes, the latter is thus most appropriate, whilst for comparison of behaviour, Matthews Correlation is recommended

Survival ensembles by the sum of pairwise differences with application to lung cancer microarray studies

Lung cancer is among the most common cancers in the United States, in terms of incidence and mortality. In 2009, it is estimated that more than 150,000 deaths will result from lung cancer alone. Genetic information is an extremely valuable data source in characterizing the personal nature of cancer. Over the past several years, investigators have conducted numerous association studies where intensive genetic data is collected on relatively few patients compared to the numbers of gene predictors, with one scientific goal being to identify genetic features associated with cancer recurrence or survival. In this note, we propose high-dimensional survival analysis through a new application of boosting, a powerful tool in machine learning. Our approach is based on an accelerated lifetime model and minimizing the sum of pairwise differences in residuals. We apply our method to a recent microarray study of lung adenocarcinoma and find that our ensemble is composed of 19 genes, while a proportional hazards (PH) ensemble is composed of nine genes, a proper subset of the 19-gene panel. In one of our simulation scenarios, we demonstrate that PH boosting in a misspecified model tends to underfit and ignore moderately-sized covariate effects, on average. Diagnostic analyses suggest that the PH assumption is not satisfied in the microarray data and may explain, in part, the discrepancy in the sets of active coefficients. Our simulation studies and comparative data analyses demonstrate how statistical learning by PH models alone is insufficient.Comment: Published in at http://dx.doi.org/10.1214/10-AOAS426 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org