Conformal Prediction: a Unified Review of Theory and New Challenges

In this work we provide a review of basic ideas and novel developments about Conformal Prediction -- an innovative distribution-free, non-parametric forecasting method, based on minimal assumptions -- that is able to yield in a very straightforward way predictions sets that are valid in a statistical sense also in in the finite sample case. The in-depth discussion provided in the paper covers the theoretical underpinnings of Conformal Prediction, and then proceeds to list the more advanced developments and adaptations of the original idea.Comment: arXiv admin note: text overlap with arXiv:0706.3188, arXiv:1604.04173, arXiv:1709.06233, arXiv:1203.5422 by other author

Using random forest for reliable classification and cost-sensitive learning for medical diagnosis

Background: Most machine-learning classifiers output label predictions for new instances without indicating how reliable the predictions are. The applicability of these classifiers is limited in critical domains where incorrect predictions have serious consequences, like medical diagnosis. Further, the default assumption of equal misclassification costs is most likely violated in medical diagnosis. Results: In this paper, we present a modified random forest classifier which is incorporated into the conformal predictor scheme. A conformal predictor is a transductive learning scheme, using Kolmogorov complexity to test the randomness of a particular sample with respect to the training sets. Our method show well-calibrated property that the performance can be set prior to classification and the accurate rate is exactly equal to the predefined confidence level. Further, to address the cost sensitive problem, we extend our method to a label-conditional predictor which takes into account different costs for misclassifications in different class and allows different confidence level to be specified for each class. Intensive experiments on benchmark datasets and real world applications show the resultant classifier is well-calibrated and able to control the specific risk of different class. Conclusion: The method of using RF outlier measure to design a nonconformity measure benefits the resultant predictor. Further, a label-conditional classifier is developed and turn to be an alternative approach to the cost sensitive learning problem that relies on label-wise predefined confidence level. The target of minimizing the risk of misclassification is achieved by specifying the different confidence level for different class

Socializing the Semantic Gap: A Comparative Survey on Image Tag Assignment, Refinement and Retrieval

Where previous reviews on content-based image retrieval emphasize on what can be seen in an image to bridge the semantic gap, this survey considers what people tag about an image. A comprehensive treatise of three closely linked problems, i.e., image tag assignment, refinement, and tag-based image retrieval is presented. While existing works vary in terms of their targeted tasks and methodology, they rely on the key functionality of tag relevance, i.e. estimating the relevance of a specific tag with respect to the visual content of a given image and its social context. By analyzing what information a specific method exploits to construct its tag relevance function and how such information is exploited, this paper introduces a taxonomy to structure the growing literature, understand the ingredients of the main works, clarify their connections and difference, and recognize their merits and limitations. For a head-to-head comparison between the state-of-the-art, a new experimental protocol is presented, with training sets containing 10k, 100k and 1m images and an evaluation on three test sets, contributed by various research groups. Eleven representative works are implemented and evaluated. Putting all this together, the survey aims to provide an overview of the past and foster progress for the near future.Comment: to appear in ACM Computing Survey

Stable Feature Selection for Biomarker Discovery

Feature selection techniques have been used as the workhorse in biomarker discovery applications for a long time. Surprisingly, the stability of feature selection with respect to sampling variations has long been under-considered. It is only until recently that this issue has received more and more attention. In this article, we review existing stable feature selection methods for biomarker discovery using a generic hierarchal framework. We have two objectives: (1) providing an overview on this new yet fast growing topic for a convenient reference; (2) categorizing existing methods under an expandable framework for future research and development

Large-scale inference in the focally damaged human brain

Clinical outcomes in focal brain injury reflect the interactions between two distinct anatomically distributed patterns: the functional organisation of the brain and the structural distribution of injury. The challenge of understanding the functional architecture of the brain is familiar; that of understanding the lesion architecture is barely acknowledged. Yet, models of the functional consequences of focal injury are critically dependent on our knowledge of both. The studies described in this thesis seek to show how machine learning-enabled high-dimensional multivariate analysis powered by large-scale data can enhance our ability to model the relation between focal brain injury and clinical outcomes across an array of modelling applications. All studies are conducted on internationally the largest available set of MR imaging data of focal brain injury in the context of acute stroke (N=1333) and employ kernel machines at the principal modelling architecture. First, I examine lesion-deficit prediction, quantifying the ceiling on achievable predictive fidelity for high-dimensional and low-dimensional models, demonstrating the former to be substantially higher than the latter. Second, I determine the marginal value of adding unlabelled imaging data to predictive models within a semi-supervised framework, quantifying the benefit of assembling unlabelled collections of clinical imaging. Third, I compare high- and low-dimensional approaches to modelling response to therapy in two contexts: quantifying the effect of treatment at the population level (therapeutic inference) and predicting the optimal treatment in an individual patient (prescriptive inference). I demonstrate the superiority of the high-dimensional approach in both settings