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Register a new userBridging Cost-sensitive and Neyman-Pearson Paradigms for Asymmetric Binary Classification
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Asymmetric binary classification problems, in which the type I and II errors have unequal severity, are ubiquitous in real-world applications. To handle such asymmetry, researchers have developed the cost-sensitive and Neyman-Pearson paradigms for training classifiers to control the more severe type of classification error, say the type I error. The cost-sensitive paradigm is widely used and has straightforward implementations that do not require sample splitting; however, it demands an explicit specification of the costs of the type I and II errors, and an open question is what specification can guarantee a high-probability control on the population type I error. In contrast, the Neyman-Pearson paradigm can train classifiers to achieve a high-probability control of the population type I error, but it relies on sample splitting that reduces the effective training sample size. Since the two paradigms have complementary strengths, it is reasonable to combine their strengths for classifier construction. In this work, we for the first time study the methodological connections between the two paradigms, and we develop the TUBE-CS algorithm to bridge the two paradigms from the perspective of controlling the population type I error.
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In many binary classification applications such as disease diagnosis and spam detection, practitioners often face great needs to control type I errors (i.e., the conditional probability of misclassifying a class 0 observation as class 1) so that it remains below a desired threshold. To address this need, the Neyman-Pearson (NP) classification paradigm is a natural choice; it minimizes type II error (i.e., the conditional probability of misclassifying a class 1 observation as class 0) while enforcing an upper bound, $alpha$, on the type I error. Although the NP paradigm has a century-long history in hypothesis testing, it has not been well recognized and implemented in classification schemes. Common practices that directly limit the empirical type I error to no more than $alpha$ do not satisfy the type I error control objective because the resulting classifiers are still likely to have type I errors much larger than $alpha$. As a result, the NP paradigm has not been properly implemented for many classification scenarios in practice. In this work, we develop the first umbrella algorithm that implements the NP paradigm for all scoring-type classification methods, including popular methods such as logistic regression, support vector machines and random forests. Powered by this umbrella algorithm, we propose a novel graphical tool for NP classification methods: NP receiver operating characteristic (NP-ROC) bands, motivated by the popular receiver operating characteristic (ROC) curves. NP-ROC bands will help choose $alpha$ in a data adaptive way and compare different NP classifiers. We demonstrate the use and properties of the NP umbrella algorithm and NP-ROC bands, available in the R package nproc, through simulation and real data case studies.
Model-agnostic meta-learning (MAML) has been recently put forth as a strategy to learn resource-poor languages in a sample-efficient fashion. Nevertheless, the properties of these languages are often not well represented by those available during training. Hence, we argue that the i.i.d. assumption ingrained in MAML makes it ill-suited for cross-lingual NLP. In fact, under a decision-theoretic framework, MAML can be interpreted as minimising the expected risk across training languages (with a uniform prior), which is known as Bayes criterion. To increase its robustness to outlier languages, we create two variants of MAML based on alternative criteria: Minimax MAML reduces the maximum risk across languages, while Neyman-Pearson MAML constrains the risk in each language to a maximum threshold. Both criteria constitute fully differentiable two-player games. In light of this, we propose a new adaptive optimiser solving for a local approximation to their Nash equilibrium. We evaluate both model variants on two popular NLP tasks, part-of-speech tagging and question answering. We report gains for their average and minimum performance across low-resource languages in zero- and few-shot settings, compared to joint multi-source transfer and vanilla MAML.
We design an active learning algorithm for cost-sensitive multiclass classification: problems where different errors have different costs. Our algorithm, COAL, makes predictions by regressing to each labels cost and predicting the smallest. On a new example, it uses a set of regressors that perform well on past data to estimate possible costs for each label. It queries only the labels that could be the best, ignoring the sure losers. We prove COAL can be efficiently implemented for any regression family that admits squared loss optimization; it also enjoys strong guarantees with respect to predictive performance and labeling effort. We empirically compare COAL to passive learning and several active learning baselines, showing significant improvements in labeling effort and test cost on real-world datasets.
Modern computing and communication technologies can make data collection procedures very efficient. However, our ability to analyze large data sets and/or to extract information out from them is hard-pressed to keep up with our capacities for data collection. Among these huge data sets, some of them are not collected for any particular research purpose. For a classification problem, this means that the essential label information may not be readily obtainable, in the data set in hands, and an extra labeling procedure is required such that we can have enough label information to be used for constructing a classification model. When the size of a data set is huge, to label each subject in it will cost a lot in both capital and time. Thus, it is an important issue to decide which subjects should be labeled first in order to efficiently reduce the training cost/time. Active learning method is a promising outlet for this situation, because with the active learning ideas, we can select the unlabeled subjects sequentially without knowing their label information. In addition, there will be no confirmed information about the essential variables for constructing an efficient classification rule. Thus, how to merge a variable selection scheme with an active learning procedure is of interest. In this paper, we propose a procedure for building binary classification models when the complete label information is not available in the beginning of the training stage. We study an model-based active learning procedure with sequential variable selection schemes, and discuss the results of the proposed procedure from both theoretical and numerical aspects.
In real-world classification problems, pairwise supervision (i.e., a pair of patterns with a binary label indicating whether they belong to the same class or not) can often be obtained at a lower cost than ordinary class labels. Similarity learning is a general framework to utilize such pairwise supervision to elicit useful representations by inferring the relationship between two data points, which encompasses various important preprocessing tasks such as metric learning, kernel learning, graph embedding, and contrastive representation learning. Although elicited representations are expected to perform well in downstream tasks such as classification, little theoretical insight has been given in the literature so far. In this paper, we reveal that a specific formulation of similarity learning is strongly related to the objective of binary classification, which spurs us to learn a binary classifier without ordinary class labels---by fitting the product of real-valued prediction functions of pairwise patterns to their similarity. Our formulation of similarity learning does not only generalize many existing ones, but also admits an excess risk bound showing an explicit connection to classification. Finally, we empirically demonstrate the practical usefulness of the proposed method on benchmark datasets.
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