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Register a new userGreedy Search Algorithms for Unsupervised Variable Selection: A Comparative Study
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Added by
Federico Zocco
Publication date
2021
fields
Informatics Engineering
and research's language is
English
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Dimensionality reduction is a important step in the development of scalable and interpretable data-driven models, especially when there are a large number of candidate variables. This paper focuses on unsupervised variable selection based dimensionality reduction, and in particular on unsupervised greedy selection methods, which have been proposed by various researchers as computationally tractable approximations to optimal subset selection. These methods are largely distinguished from each other by the selection criterion adopted, which include squared correlation, variance explained, mutual information and frame potential. Motivated by the absence in the literature of a systematic comparison of these different methods, we present a critical evaluation of seven unsupervised greedy variable selection algorithms considering both simulated and real world case studies. We also review the theoretical results that provide performance guarantees and enable efficient implementations for certain classes of greedy selection function, related to the concept of submodularity. Furthermore, we introduce and evaluate for the first time, a lazy implementation of the variance explained based forward selection component analysis (FSCA) algorithm. Our experimental results show that: (1) variance explained and mutual information based selection methods yield smaller approximation errors than frame potential; (2) the lazy FSCA implementation has similar performance to FSCA, while being an order of magnitude faster to compute, making it the algorithm of choice for unsupervised variable selection.
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In this paper, we study different discrete data clustering methods, which use the Model-Based Clustering (MBC) framework with the Multinomial distribution. Our study comprises several relevant issues, such as initialization, model estimation and model selection. Additionally, we propose a novel MBC method by efficiently combining the partitional and hierarchical clustering techniques. We conduct experiments on both synthetic and real data and evaluate the methods using accuracy, stability and computation time. Our study identifies appropriate strategies to be used for discrete data analysis with the MBC methods. Moreover, our proposed method is very competitive w.r.t. clustering accuracy and better w.r.t. stability and computation time.
Scientific Computing relies on executing computer algorithms coded in some programming languages. Given a particular available hardware, algorithms speed is a crucial factor. There are many scientific computing environments used to code such algorithms. Matlab is one of the most tremendously successful and widespread scientific computing environments that is rich of toolboxes, libraries, and data visualization tools. OpenCV is a (C++)-based library written primarily for Computer Vision and its related areas. This paper presents a comparative study using 20 different real datasets to compare the speed of Matlab and OpenCV for some Machine Learning algorithms. Although Matlab is more convenient in developing and data presentation, OpenCV is much faster in execution, where the speed ratio reaches more than 80 in some cases. The best of two worlds can be achieved by exploring using Matlab or similar environments to select the most successful algorithm; then, implementing the selected algorithm using OpenCV or similar environments to gain a speed factor.
Accurate segmentation of breast lesions is a crucial step in evaluating the characteristics of tumors. However, this is a challenging task, since breast lesions have sophisticated shape, topological structure, and variation in the intensity distribution. In this paper, we evaluated the performance of three unsupervised algorithms for the task of breast Magnetic Resonance (MRI) lesion segmentation, namely, Gaussian Mixture Model clustering, K-means clustering and a marker-controlled Watershed transformation based method. All methods were applied on breast MRI slices following selection of regions of interest (ROIs) by an expert radiologist and evaluated on 106 subjects images, which include 59 malignant and 47 benign lesions. Segmentation accuracy was evaluated by comparing our results with ground truth masks, using the Dice similarity coefficient (DSC), Jaccard index (JI), Hausdorff distance and precision-recall metrics. The results indicate that the marker-controlled Watershed transformation outperformed all other algorithms investigated.
Thompson Sampling has generated significant interest due to its better empirical performance than upper confidence bound based algorithms. In this paper, we study Thompson Sampling based algorithm for Unsupervised Sequential Selection (USS) problem. The USS problem is a variant of the stochastic multi-armed bandits problem, where the loss of an arm can not be inferred from the observed feedback. In the USS setup, arms are associated with fixed costs and are ordered, forming a cascade. In each round, the learner selects an arm and observes the feedback from arms up to the selected arm. The learners goal is to find the arm that minimizes the expected total loss. The total loss is the sum of the cost incurred for selecting the arm and the stochastic loss associated with the selected arm. The problem is challenging because, without knowing the mean loss, one cannot compute the total loss for the selected arm. Clearly, learning is feasible only if the optimal arm can be inferred from the problem structure. As shown in the prior work, learning is possible when the problem instance satisfies the so-called `Weak Dominance (WD) property. Under WD, we show that our Thompson Sampling based algorithm for the USS problem achieves near optimal regret and has better numerical performance than existing algorithms.
Given an unsupervised outlier detection task, how should one select a detection algorithm as well as its hyperparameters (jointly called a model)? Unsupervised model selection is notoriously difficult, in the absence of hold-out validation data with ground-truth labels. Therefore, the problem is vastly understudied. In this work, we study the feasibility of employing internal model evaluation strategies for selecting a model for outlier detection. These so-called internal strategies solely rely on the input data (without labels) and the output (outlier scores) of the candidate models. We setup (and open-source) a large testbed with 39 detection tasks and 297 candidate models comprised of 8 detectors and various hyperparameter configurations. We evaluate 7 different strategies on their ability to discriminate between models w.r.t. detection performance, without using any labels. Our study reveals room for progress -- we find that none would be practically useful, as they select models only comparable to a state-of-the-art detector (with random configuration).
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