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Register a new userThe Effect of Class Imbalance on Precision-Recall Curves
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Christopher K I Williams
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In this note I study how the precision of a classifier depends on the ratio $r$ of positive to negative cases in the test set, as well as the classifiers true and false positive rates. This relationship allows prediction of how the precision-recall curve will change with $r$, which seems not to be well known. It also allows prediction of how $F_{beta}$ and the Precision Gain and Recall Gain measures of Flach and Kull (2015) vary with $r$.
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Despite the tremendous progress in the estimation of generative models, the development of tools for diagnosing their failures and assessing their performance has advanced at a much slower pace. Recent developments have investigated metrics that quantify which parts of the true distribution is modeled well, and, on the contrary, what the model fails to capture, akin to precision and recall in information retrieval. In this paper, we present a general evaluation framework for generative models that measures the trade-off between precision and recall using Renyi divergences. Our framework provides a novel perspective on existing techniques and extends them to more general domains. As a key advantage, this formulation encompasses both continuous and discrete models and allows for the design of efficient algorithms that do not have to quantize the data. We further analyze the biases of the approximations used in practice.
Federated learning (FL) is a promising approach for training decentralized data located on local client devices while improving efficiency and privacy. However, the distribution and quantity of the training data on the clients side may lead to significant challenges such as class imbalance and non-IID (non-independent and identically distributed) data, which could greatly impact the performance of the common model. While much effort has been devoted to helping FL models converge when encountering non-IID data, the imbalance issue has not been sufficiently addressed. In particular, as FL training is executed by exchanging gradients in an encrypted form, the training data is not completely observable to either clients or servers, and previous methods for class imbalance do not perform well for FL. Therefore, it is crucial to design new methods for detecting class imbalance in FL and mitigating its impact. In this work, we propose a monitoring scheme that can infer the composition of training data for each FL round, and design a new loss function -- textbf{Ratio Loss} to mitigate the impact of the imbalance. Our experiments demonstrate the importance of acknowledging class imbalance and taking measures as early as possible in FL training, and the effectiveness of our method in mitigating the impact. Our method is shown to significantly outperform previous methods, while maintaining client privacy.
We address the problem of severe class imbalance in unsupervised domain adaptation, when the class spaces in source and target domains diverge considerably. Till recently, domain adaptation methods assumed the aligned class spaces, such that reducing distribution divergence makes the transfer between domains easier. Such an alignment assumption is invalidated in real world scenarios where some source classes are often under-represented or simply absent in the target domain. We revise the current approaches to class imbalance and propose a new one that uses latent codes in the adversarial domain adaptation framework. We show how the latent codes can be used to disentangle the silent structure of the target domain and to identify under-represented classes. We show how to learn the latent code reconstruction jointly with the domain invariant representation and use them to accurately estimate the target labels.
Few-Shot Learning (FSL) algorithms are commonly trained through Meta-Learning (ML), which exposes models to batches of tasks sampled from a meta-dataset to mimic tasks seen during evaluation. However, the standard training procedures overlook the real-world dynamics where classes commonly occur at different frequencies. While it is generally understood that class imbalance harms the performance of supervised methods, limited research examines the impact of imbalance on the FSL evaluation task. Our analysis compares 10 state-of-the-art meta-learning and FSL methods on different imbalance distributions and rebalancing techniques. Our results reveal that 1) some FSL methods display a natural disposition against imbalance while most other approaches produce a performance drop by up to 17% compared to the balanced task without the appropriate mitigation; 2) contrary to popular belief, many meta-learning algorithms will not automatically learn to balance from exposure to imbalanced training tasks; 3) classical rebalancing strategies, such as random oversampling, can still be very effective, leading to state-of-the-art performances and should not be overlooked; 4) FSL methods are more robust against meta-dataset imbalance than imbalance at the task-level with a similar imbalance ratio ($rho<20$), with the effect holding even in long-tail datasets under a larger imbalance ($rho=65$).
In this article we revisit the definition of Precision-Recall (PR) curves for generative models proposed by Sajjadi et al. (arXiv:1806.00035). Rather than providing a scalar for generative quality, PR curves distinguish mode-collapse (poor recall) and bad quality (poor precision). We first generalize their formulation to arbitrary measures, hence removing any restriction to finite support. We also expose a bridge between PR curves and type I and type II error rates of likelihood ratio classifiers on the task of discriminating between samples of the two distributions. Building upon this new perspective, we propose a novel algorithm to approximate precision-recall curves, that shares some interesting methodological properties with the hypothesis testing technique from Lopez-Paz et al (arXiv:1610.06545). We demonstrate the interest of the proposed formulation over the original approach on controlled multi-modal datasets.
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