Multinomial data analysis - multinomial

I am conducting an experiment and I am struggling to find the right solution to analyze my data. The summary is as follows:
I have a multinomial response variable (5 answers from a questionnaire).
I have a 2-level hierarchy for my dependent variables - 2 groups and in each group, 2 treatments. Within each group, there are 25 independent responses for each treatment.
I want to know whether there is a significant treatment effect on the outcome of the questionnaire. I.e. did participants answer option "A" of the questionnaire more after treatment "1" or treatment "2", etc.
I think I need to use a hierarchical multinomial regression but I am not sure how to interpret the results (I am using Jamovi). Does anyone have any suggestions?

Related

VW contextual bandits: historical data and online learning

I'd like to test CB for e-commerce task: personal offer recommendations (like "last chance to buy", "similar positions", "consumers recommend", "bestsellers", etc.). My task is to order them (more relevant issue is higher in the list of recommendations).
So, there are 5 possible offers.
I have some historical data collected without using any model: context (user and web-session features), action id (one of my 5 offers), reward (1 if user clicked this offer, 0 - not clicked). So I have N users and 5 offers with known reward, totally 5*N rows in my historical data.
Ex:
1:1:1 | user_id:1 f1:... f2:...
2:-1:1 | user_id:1 f1:... f2:...
3:-1:1 | user_id:1 f1:... f2:...
This means that user 1 have seen 3 offers (1,2,3), cost of the 1 offer is equal to 1 (didn't click), user ckickes on offers 2 and 3 (cost is negative -> reward is positive). Probabilities are equal to 1, since all offers were shown and we know rewards.
Global task is to increase CTR. I'd like to use this data for training CB and then improve the model by exploration/exploitation policies. I set probabilities equal to 1 in this data (Is it right?). But next I'd like to set the order of offers according to rewards.
Should I use for this warm start in VW CB? Will this work correctly with data collected without using CB? Maybe you can advise more relevant methods in CB for this data and task?
Thanks a lot.
If there are only 5 possible offers and if you (as indicated) have data of the form "I have N users and 5 offers with known reward, totally 5*N rows in my historical data." then your historical data is supervised multilabel data and the warm-start functionality would apply; make sure you use the cost-sensitive version to accommodate the multilabel aspect of your historical data (i.e., there is more than one offer that would result in a click).
Will this work correctly with data collected without using CB?
Because the every action-reward is specified for every user in the data set, you only have to ensure that the sample of users is representative of the population you care about.
Maybe you can advise more relevant methods in CB for this data and task?
The first paragraph started with "if" because the more typical case is 1) there are many possible offers and 2) users have only seen a few of them historically.
In such case what you have is a combination of a degenerate logging policy and multiple rewards being revealed. If there are k possible actions but each user has only seen n<=k historically then you could try and make n lines for each user as you did. Theoretically this does not necessarily work but in practice it might help.
Out of the box: change the data
If the data you have was collected as the result of running an existing policy, then an alternative would be to start randomizing the decisions made by that system in order to collect a dataset which conforms to CB. For example, use your current system to pick the "best" action 96% of the time, and one of the other 4 actions at random 4% of the time, and log the probability along with the reward (either 0.96 or 0.01 depending upon whether it was the considered best), and then set up a proper CB-style training set for vw. With this you can also counterfactually estimate the value of both your current policy and the policy vw generates, and only switch to vw when it is winning.
The fastest way to implement the last paragraph is to just start using APS.

How to decide to convert to categorical variable or keep it numeric?

This might be a basic or trivial question and might be straightforward. Still I would like to ask this to clear my doubt once and for all.
Take example of Passanger Class in Famous Titanic Data. Functionally it is indeed a Categorical Data, so it will make perfect sense to convert it to categorical variable. Algorithms as per my understanding tend to see a pattern specific to that class. But at the same time if you see it as numeric variable, it might denote a range also for a decision tree. Say passangers in between first class and second class.
It looks both are correct and both will affect the machine learning algorithm outputs in different ways.
Which one is appropriate and is there anywhere there is a extensive discussion about it? Should we use such ambiguous variables as numeric as well its copy as a categorical variable, which might prove to be a technique to uncover more patterns?
I suppose it's up to you whether you'd rather interpret a continuous PassengerClass variable as "for every one-unit increase in PassengerClass, the passenger's likelihood of survival goes up/down X%," versus a categorical (factor) PassengerClass as, "the likelihoods of survival for groups 2 and 3 (for example, leaving 1st-class passengers as the base group) are X and Y% percent higher, respectively, than the base group, holding all else constant."
I think about variables like PassengerClass almost as "treatment groups." Yes, I suppose you could interpret it as continuous, but I think it makes more sense to consider the unique effects of each class like "people who were given the drug versus those who weren't" - you can very easily compare the impacts of being in a higher class (e.g. 2 or 3) to being in the most common class, 1, which again would be left out.
The problem with mapping categorical notions to numerical is that some algorithms (e.g. neural networks) will interpret the value itself as having a meaning, i.e. you would get different results if you assign values 1,2,3 to passenger classes than, for example 0,1,2 or 3,2,1. The correspondence between the passenger classes and numbers is purely conventional and doesn't necessarily convey any additional meaning.
One could argue that the lesser the number, the "better" the class is, however it's still hard to interpret it as "the first class is twice as good as second class", unless you'll define some measure of "goodness" that will make the relation between numbers "1" and "2" sensible.
In this example, you have categorical data that is ordinal - meaning you can rank the categories (from best accommodations to worst, for example) but they're still categories. Regardless of how you label them, there's no actual information about the relative distances among your categories. You can put them in a table, but not (correctly) on a number line. In cases like this, it's generally best to treat your categorical data as independent categories.

How many simulations need to do?

Hello my problem is more related with the validation of a model. I have done a program in netlogo that i'm gonna use in a report for my thesis but now the question is, how many repetitions (simulations) i need to do for justify my results? I already have read some methods using statistical approach and my colleagues have suggested me some nice mathematical operations, but i also want to know from people who works with computational models what kind of statistical test or mathematical method used to know that.
There are two aspects to this (1) How many parameter combinations (2) How many runs for each parameter combination.
(1) Generally you would do experiments, where you vary some of your input parameter values and see how some model output changes. Take the well known Schelling segregation model as an example, you would vary the tolerance value and see how the segregation index is affected. In this case you might vary the tolerance from 0 to 1 by 0.01 (if you want discrete) or you could just take 100 different random values in the range [0,1]. This is a matter of experimental design and is entirely affected by how fine you wish to examine your parameter space.
(2) For each experimental value, you also need to run multiple simulations so that you can can calculate the average and reduce the impact of randomness in the simulation run. For example, say you ran the model with a value of 3 for your input parameter (whatever it means) and got a result of 125. How do you know whether the 'real' answer is 125 or something else. If you ran it 10 times and got 10 different numbers in the range 124.8 to 125.2 then 125 is not an unreasonable estimate. If you ran it 10 times and got numbers ranging from 50 to 500, then 125 is not a useful result to report.
The number of runs for each experiment set depends on the variability of the output and your tolerance. Even the 124.8 to 125.2 is not useful if you want to be able to estimate to 1 decimal place. Look up 'standard error of the mean' in any statistics text book. Basically, if you do N runs, then a 95% confidence interval for the result is the average of the results for your N runs plus/minus 1.96 x standard deviation of the results / sqrt(N). If you want a narrower confidence interval, you need more runs.
The other thing to consider is that if you are looking for a relationship over the parameter space, then you need fewer runs at each point than if you are trying to do a point estimate of the result.
Not sure exactly what you mean, but maybe you can check the books of Hastie and Tishbiani
http://web.stanford.edu/~hastie/local.ftp/Springer/OLD/ESLII_print4.pdf
specially the sections on resampling methods (Cross-Validation and bootstrap).
They also have a shorter book that covers the possible relevant methods to your case along with the commands in R to run this. However, this book, as a far as a I know, is not free.
http://www.springer.com/statistics/statistical+theory+and+methods/book/978-1-4614-7137-0
Also, could perturb the initial conditions to see you the outcome doesn't change after small perturbations of the initial conditions or parameters. On a larger scale, sometimes you can break down the space of parameters with regard to final state of the system.
1) The number of simulations for each parameter setting can be decided by studying the coefficient of variance Cv = s / u, here s and u are standard deviation and mean of the result respectively. It is explained in detail in this paper Coefficient of variance.
2) The simulations where parameters are changed can be analyzed using several methods illustrated in the paper Testing methods.
These papers provide scrupulous analyzing methods and refer to other papers which may be relevant to your question and your research.

Binary values in Collaborative Filtering

Can the values in User-Item matrix be binary values like 0 and 1 which indicate “didn’t buy”-vs-“bought”?
And if apply latent factor model on the matrix, can the predicted value (for example 0.8) stand for the probability of user's behavior(i.e. didn’t buy or bought)?
Yes, it is quite common to have implicit feedback to represent ratings. One slight pitfall with the suggestion you made would be if 0 means the user saw the item but chose not to buy it, or the user never even saw the item (i.e gave no feedback.)
Typically the value output from your recommendation algorithm isn't a probability of a purchase, but rather a numerical score used to rank that item versus all other potential items. This way you can identify the top X items to recommend to a user.
You can use standard collaborative filtering on the type of data you discussed, and also using factorisation techniques.

Classifying Text Based on Groups of Keywords?

I have a list of requirements for a software project, assembled from the remains of its predecessor. Each requirement should map to one or more categories. Each of the categories consists of a group of keywords. What I'm trying to do is find an algorithm that would give me a score ranking which of the categories each requirement is likely to fall into. The results would be use as a starting point to further categorize the requirements.
As an example, suppose I have the requirement:
The system shall apply deposits to a customer's specified account.
And categories/keywords:
Customer Transactions: deposits, deposit, customer, account, accounts
Balance Accounts: account, accounts, debits, credits
Other Category: foo, bar
I would want the algorithm to score the requirement highest in category 1, lower in category 2, and not at all in category 3. The scoring mechanism is mostly irrelevant to me, but needs to convey how much more likely category 1 applies than category 2.
I'm new to NLP, so I'm kind of at a loss. I've been reading Natural Language Processing in Python and was hoping to apply some of the concepts, but haven't seen anything that quite fits. I don't think a simple frequency distribution would work, since the text I'm processing is so small (a single sentence.)
You might want to look the category of "similarity measures" or "distance measures" (which is different, in data mining lingo, than "classification".)
Basically, a similarity measure is a way in math you can:
Take two sets of data (in your case, words)
Do some computation/equation/algorithm
The result being that you have some number which tells you how "similar" that data is.
With similarity measures, this number is a number between 0 and 1, where "0" means "nothing matches at all" and "1" means "identical"
So you can actually think of your sentence as a vector - and each word in your sentence represents an element of that vector. Likewise for each category's list of keywords.
And then you can do something very simple: take the "cosine similarity" or "Jaccard index" (depending on how you structure your data.)
What both of these metrics do is they take both vectors (your input sentence, and your "keyword" list) and give you a number. If you do this across all of your categories, you can rank those numbers in order to see which match has the greatest similarity coefficient.
As an example:
From your question:
Customer Transactions: deposits,
deposit, customer, account, accounts
So you could construct a vector with 5 elements: (1, 1, 1, 1, 1). This means that, for the "customer transactions" keyword, you have 5 words, and (this will sound obvious but) each of those words is present in your search string. keep with me.
So now you take your sentence:
The system shall apply deposits to a
customer's specified account.
This has 2 words from the "Customer Transactions" set: {deposits, account, customer}
(actually, this illustrates another nuance: you actually have "customer's". Is this equivalent to "customer"?)
The vector for your sentence might be (1, 0, 1, 1, 0)
The 1's in this vector are in the same position as the 1's in the first vector - because those words are the same.
So we could say: how many times do these vectors differ? Lets compare:
(1,1,1,1,1)
(1,0,1,1,0)
Hm. They have the same "bit" 3 times - in the 1st, 3rd, and 4th position. They only differ by 2 bits. So lets say that when we compare these two vectors, we have a "distance" of 2. Congrats, we just computed the Hamming distance! The lower your Hamming distance, the more "similar" the data.
(The difference between a "similarity" measure and a "distance" measure is that the former is normalized - it gives you a value between 0 and 1. A distance is just any number, so it only gives you a relative value.)
Anyway, this might not be the best way to do natural language processing, but for your purposes it is the simplest and might actually work pretty well for your application, or at least as a starting point.
(PS: "classification" - as you have in your title - would be answering the question "If you take my sentence, which category is it most likely to fall into?" Which is a bit different than saying "how much more similar is my sentence to category 1 than category 2?" which seems to be what you're after.)
good luck!
The main characteristics of the problem are:
Externally defined categorization criteria (keyword list)
Items to be classified (lines from the requirement document) are made of a relatively small number of attributes values, for effectively a single dimension: "keyword".
As defined, no feedback/calibrarion (although it may be appropriate to suggest some of that)
These characteristics bring both good and bad news: the implementation should be relatively straight forward, but a consistent level of accuracy of the categorization process may be hard to achieve. Also the small amounts of various quantities (number of possible categories, max/average number of words in a item etc.) should give us room to select solutions that may be CPU and/or Space intentsive, if need be.
Yet, even with this license got "go fancy", I suggest to start with (and stay close to) to a simple algorithm and to expend on this basis with a few additions and considerations, while remaining vigilant of the ever present danger called overfitting.
Basic algorithm (Conceptual, i.e. no focus on performance trick at this time)
Parameters =
CatKWs = an array/hash of lists of strings. The list contains the possible
keywords, for a given category.
usage: CatKWs[CustTx] = ('deposits', 'deposit', 'customer' ...)
NbCats = integer number of pre-defined categories
Variables:
CatAccu = an array/hash of numeric values with one entry per each of the
possible categories. usage: CatAccu[3] = 4 (if array) or
CatAccu['CustTx'] += 1 (hash)
TotalKwOccurences = counts the total number of keywords matches (counts
multiple when a word is found in several pre-defined categories)
Pseudo code: (for categorizing one input item)
1. for x in 1 to NbCats
CatAccu[x] = 0 // reset the accumulators
2. for each word W in Item
for each x in 1 to NbCats
if W found in CatKWs[x]
TotalKwOccurences++
CatAccu[x]++
3. for each x in 1 to NbCats
CatAccu[x] = CatAccu[x] / TotalKwOccurences // calculate rating
4. Sort CatAccu by value
5. Return the ordered list of (CategoryID, rating)
for all corresponding CatAccu[x] values about a given threshold.
Simple but plausible: we favor the categories that have the most matches, but we divide by the overall number of matches, as a way of lessening the confidence rating when many words were found. note that this division does not affect the relative ranking of a category selection for a given item, but it may be significant when comparing rating of different items.
Now, several simple improvements come to mind: (I'd seriously consider the first two, and give thoughts to the other ones; deciding on each of these is very much tied to the scope of the project, the statistical profile of the data to be categorized and other factors...)
We should normalize the keywords read from the input items and/or match them in a fashion that is tolerant of misspellings. Since we have so few words to work with, we need to ensure we do not loose a significant one because of a silly typo.
We should give more importance to words found less frequently in CatKWs. For example the word 'Account' should could less than the word 'foo' or 'credit'
We could (but maybe that won't be useful or even helpful) give more weight to the ratings of items that have fewer [non-noise] words.
We could also include consideration based on digrams (two consecutive words), for with natural languages (and requirements documents are not quite natural :-) ) word proximity is often a stronger indicator that the words themselves.
we could add a tiny bit of importance to the category assigned to the preceding (or even following, in a look-ahead logic) item. Item will likely come in related series and we can benefit from this regularity.
Also, aside from the calculation of the rating per-se, we should also consider:
some metrics that would be used to rate the algorithm outcome itself (tbd)
some logic to collect the list of words associated with an assigned category and to eventually run statistic on these. This may allow the identification of words representative of a category and not initially listed in CatKWs.
The question of metrics, should be considered early, but this would also require a reference set of input item: a "training set" of sort, even though we are working off a pre-defined dictionary category-keywords (typically training sets are used to determine this very list of category-keywords, along with a weight factor). Of course such reference/training set should be both statistically significant and statistically representative [of the whole set].
To summarize: stick to simple approaches, anyway the context doesn't leave room to be very fancy. Consider introducing a way of measuring the efficiency of particular algorithms (or of particular parameters within a given algorithm), but beware that such metrics may be flawed and prompt you to specialize the solution for a given set at the detriment of the other items (overfitting).
I was also facing the same issue of creating a classifier based only on keywords. I was having a class keywords mapper file and which contained class variable and list of keywords occurring in a particular class. I came with the following algorithm to do and it is working really fine.
# predictor algorithm
for docs in readContent:
for x in range(len(docKywrdmppr)):
catAccum[x]=0
for i in range(len(docKywrdmppr)):
for word in removeStopWords(docs):
if word.casefold() in removeStopWords(docKywrdmppr['Keywords'][i].casefold()):
print(word)
catAccum[i]=catAccum[i]+counter
print(catAccum)
ind=catAccum.index(max(catAccum))
print(ind)
predictedDoc.append(docKywrdmppr['Document Type'][ind])

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