Binary Classifier Calibration Using an Ensemble of Piecewise Linear Regression Models.

In this paper we present a new non-parametric calibration method called ensemble of near isotonic regression (ENIR). The method can be considered as an extension of BBQ (Pakdaman Naeini, Cooper and Hauskrecht, 2015b), a recently proposed calibration method, as well as the commonly used calibration method based on isotonic regression (IsoRegC) (Zadrozny and Elkan, 2002). ENIR is designed to address the key limitation of IsoRegC which is the monotonicity assumption of the predictions. Similar to BBQ, the method post-processes the output of a binary classifier to obtain calibrated probabilities. Thus it can be used with many existing classification models to generate accurate probabilistic predictions. We demonstrate the performance of ENIR on synthetic and real datasets for commonly applied binary classification models. Experimental results show that the method outperforms several common binary classifier calibration methods. In particular, on the real data we evaluated, ENIR commonly performs statistically significantly better than the other methods, and never worse. It is able to improve the calibration power of classifiers, while retaining their discrimination power. The method is also computationally tractable for large scale datasets, as it is O(N logN) time, where N is the number of samples.

PhenoLines: Phenotype Comparison Visualizations for Disease Subtyping via Topic Models.

PhenoLines is a visual analysis tool for the interpretation of disease subtypes, derived from the application of topic models to clinical data. Topic models enable one to mine cross-sectional patient comorbidity data (e.g., electronic health records) and construct disease subtypes-each with its own temporally evolving prevalence and co-occurrence of phenotypes-without requiring aligned longitudinal phenotype data for all patients. However, the dimensionality of topic models makes interpretation challenging, and de facto analyses provide little intuition regarding phenotype relevance or phenotype interrelationships. PhenoLines enables one to compare phenotype prevalence within and across disease subtype topics, thus supporting subtype characterization, a task that involves identifying a proposed subtype's dominant phenotypes, ages of effect, and clinical validity. We contribute a data transformation workflow that employs the Human Phenotype Ontology to hierarchically organize phenotypes and aggregate the evolving probabilities produced by topic models. We introduce a novel measure of phenotype relevance that can be used to simplify the resulting topology. The design of PhenoLines was motivated by formative interviews with machine learning and clinical experts. We describe the collaborative design process, distill high-level tasks, and report on initial evaluations with machine learning experts and a medical domain expert. These results suggest that PhenoLines demonstrates promising approaches to support the characterization and optimization of topic models.

Binary Classifier Calibration Using an Ensemble of Linear Trend Estimation.

Learning accurate probabilistic models from data is crucial in many practical tasks in data mining. In this paper we present a new non-parametric calibration method called ensemble of linear trend estimation (ELiTE). ELiTE utilizes the recently proposed ℓ1 trend ltering signal approximation method [22] to find the mapping from uncalibrated classification scores to the calibrated probability estimates. ELiTE is designed to address the key limitations of the histogram binning-based calibration methods which are (1) the use of a piecewise constant form of the calibration mapping using bins, and (2) the assumption of independence of predicted probabilities for the instances that are located in different bins. The method post-processes the output of a binary classifier to obtain calibrated probabilities. Thus, it can be applied with many existing classification models. We demonstrate the performance of ELiTE on real datasets for commonly used binary classification models. Experimental results show that the method outperforms several common binary-classifier calibration methods. In particular, ELiTE commonly performs statistically significantly better than the other methods, and never worse. Moreover, it is able to improve the calibration power of classifiers, while retaining their discrimination power. The method is also computationally tractable for large scale datasets, as it is practically O(N log N) time, where N is the number of samples.

Binary Classifier Calibration using an Ensemble of Near Isotonic Regression Models.

Learning accurate probabilistic models from data is crucial in many practical tasks in data mining. In this paper we present a new non-parametric calibration method called ensemble of near isotonic regression (ENIR). The method can be considered as an extension of BBQ [20], a recently proposed calibration method, as well as the commonly used calibration method based on isotonic regression (IsoRegC) [27]. ENIR is designed to address the key limitation of IsoRegC which is the monotonicity assumption of the predictions. Similar to BBQ, the method post-processes the output of a binary classifier to obtain calibrated probabilities. Thus it can be used with many existing classification models to generate accurate probabilistic predictions. We demonstrate the performance of ENIR on synthetic and real datasets for commonly applied binary classification models. Experimental results show that the method outperforms several common binary classifier calibration methods. In particular on the real data, ENIR commonly performs statistically significantly better than the other methods, and never worse. It is able to improve the calibration power of classifiers, while retaining their discrimination power. The method is also computationally tractable for large scale datasets, as it is O(N log N) time, where N is the number of samples.

Obtaining Well Calibrated Probabilities Using Bayesian Binning.

Learning probabilistic predictive models that are well calibrated is critical for many prediction and decision-making tasks in artificial intelligence. In this paper we present a new non-parametric calibration method called Bayesian Binning into Quantiles (BBQ) which addresses key limitations of existing calibration methods. The method post processes the output of a binary classification algorithm; thus, it can be readily combined with many existing classification algorithms. The method is computationally tractable, and empirically accurate, as evidenced by the set of experiments reported here on both real and simulated datasets.

Binary Classifier Calibration Using a Bayesian Non-Parametric Approach.

Learning probabilistic predictive models that are well calibrated is critical for many prediction and decision-making tasks in Data mining. This paper presents two new non-parametric methods for calibrating outputs of binary classification models: a method based on the Bayes optimal selection and a method based on the Bayesian model averaging. The advantage of these methods is that they are independent of the algorithm used to learn a predictive model, and they can be applied in a post-processing step, after the model is learned. This makes them applicable to a wide variety of machine learning models and methods. These calibration methods, as well as other methods, are tested on a variety of datasets in terms of both discrimination and calibration performance. The results show the methods either outperform or are comparable in performance to the state-of-the-art calibration methods.

An Optimization-based Framework to Learn Conditional Random Fields for Multi-label Classification.

This paper studies multi-label classification problem in which data instances are associated with multiple, possibly high-dimensional, label vectors. This problem is especially challenging when labels are dependent and one cannot decompose the problem into a set of independent classification problems. To address the problem and properly represent label dependencies we propose and study a pairwise conditional random Field (CRF) model. We develop a new approach for learning the structure and parameters of the CRF from data. The approach maximizes the pseudo likelihood of observed labels and relies on the fast proximal gradient descend for learning the structure and limited memory BFGS for learning the parameters of the model. Empirical results on several datasets show that our approach outperforms several multi-label classification baselines, including recently published state-of-the-art methods.