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We aim to identify predictors that may influence the risk of a relatively rare outcome.
We are using a semi-large clinical dataset, with data on nearly 200,000 patients.
The outcome of interest is binary (i.e. yes/no), and quite rare (~ 5% of the patients).
We have a large set of nearly 1,200 mostly dichotomized possible predictors.
Our objective is not to create a prediction model, but rather to use the boosted trees algorithm as a tool for variable selection and for examining high-order interactions (i.e. to identify which variables, or combinations of variables, that may have some influence on the outcome), so we can target these predictors more specifically in subsequent studies. Given the paucity of etiological information on the outcome, it is somewhat possible that none of the possible predictors we are considering have any influence on the risk of developing the condition, so if we were aiming to develop a prediction model it would have likely been a rather bad one. For this work, we use the R implementation of XGBoost/lightgbm.
We have been having difficulties tuning the models. Specifically when running cross validation to choose the optimal number of iterations (nrounds), the CV test score continues to improve even at very high values (for example, see figure below for nrounds=600,000 from xgboost). This is observed even when increasing the learning rate (eta), or when adding some regularization parameters (e.g. max_delta_step, lamda, alpha, gamma, even at high values for these).
As expected, the CV test score is always lower than the train score, but continuous to improve without ever showing a clear sign of over fitting. This is true regardless of the evaluation metrics that is used (example below is for logloss, but the same is observed for auc/aucpr/error rate, etc.). Relatedly, the same phenomenon is also observed when using a grid search to find the optimal value of tree depth (max_depth). CV test scores continue to improve regardless of the number of iterations, even at depth values exceeding 100, without showing any sign of over fitting.
Note that owing to the rare outcome, we use a stratified CV approach. Moreover, the same is observed when a train/test split is used instead of CV.
Are there situations in which over fitting happens despite continuous improvements in the CV-test (or test split) scores? If so, why is that and how would one choose the optimal values for the hyper parameters?
Relatedly, again, the idea is not to create a prediction model (since it would be a rather bad one, owing that we don’t know much about the outcome), but to look for a signal in the data that may help identify a set of predictors for further exploration. If boosted trees is not the optimal method for this, are there others to come to mind? Again, part of the reason we chose to use boosted trees was to enable the identification of higher (i.e. more than 2) order interactions, which cannot be easily assessed using more conventional methods (including lasso/elastic net, etc.).
welcome to Stackoverflow!
In the absence of some code and representative data it is not easy to make other than general suggestions.
Your descriptive statistics step may give some pointers to a starting model.
What does existing theory (if it exists!) suggest about the cause of the medical condition?
Is there a male/female difference or old/young age difference that could help get your foot in the door?
Your medical data has similarities to the fraud detection problem where one is trying to predict rare events usually much rarer than your cases.
It may pay you to check out the use of xgboost/lightgbm in the fraud detection literature.
I am currently implementing kind of a questionnaire with a chatbot and use LUIS to interpret the answers. This questionnaire is divided into segments of maybe 20 questions.
Now the following question came to mind: Which option is better?
I make one LUIS model per question. Since these questions can include implicit subquestions (i.e. "Do you want to pay all at once or in rates" could include a "How high should these rates be?") I end up with maybe 3-5 intents per question (including None).
I can make one model per segment. Let's assume that this is possible and fits in the 80 intents per model.
My first intuition was to think that the first alternative is better since this should be way more robust. When there are only 5 intents to choose from, then it may be easier to determine the right one. As far as I know, there is no restriction in how many models you can have (...is this correct?).
So here is my question for SO: What other benefits/drawbacks are there and is there maybe an option that is objectively the best?
You can have as many models as you want, there is no limit on this. But onto the rest of your question:
You intend to use LUIS to interpret every response? I'm curious as to the actual design of the questionnaire and why you need (or want) open ended responses and not multiple-choice questions. "Do you want to pay all at once or in rates" itself is a binary question. Branching off of this, users might respond with, "Yes I want to pay all at once", which could use LUIS. Or they could respond with, "rates" which could be one of two choices available to the user in a Prompt/FormFlow. "rates" is also much shorter than the first answer and thus a selection that would probably be typed more often than not.
Multiple-choice questions provide a standardized input which would reduce the amount of work you'd have to do in managing your data. It also would most likely reduce the amount of effort needed to maintain the models and questionnaire.
Objectively speaking, one model is more likely to be less work, but we can drill down a little further:
First option:
If your questionnaire segments include 20 questions and you have 2 segments, you have 40 individual models to maintain which is a nightmare.
Additionally, you might experience latency issues depending on your recognizer order, because you have to wait for a response from 40 endpoints. This said it IS possible to turn off recognizers so you might only need to wait for one recognizer. But then you need to manually turn on the next recognizer and turn off the previous one. You should also be aware that handling multiple "None" intents is a nightmare, in case you wish to leave every recognizer active.
I'm assuming that you'll want assistance in managing you models after you realize the pain of handling forty of them by yourself. You can add collaborators, but then you need to add them to multiple models as well. One day you'll (probably) have to remove them from all of the models they have collaborator status on.
The first option IS more robust but also involves a rather extreme amount of work hours. You're partially right in that fewer intents is helpful because of fewer possibilities for the model to predict. But the predictions of your models become more accurate with more utterances and labeling, so any bonus gained by having 5 intents per model is most likely to be rendered moot.
Second option:
Using one model per segment, as mentioned above is less work. It's less work to maintain, but what are some downsides? Until you train your model well enough, there may indeed be some unintended consequences due to false-positive predictions. That said, you could account for that in your questionnaire/bot/questionnaire-bot's code to specifically look for the expected intents for the question and then use the highest scoring intent from this subset if the highest scoring intent overall doesn't match to your question.
Another downfall is that if it's one model and a collaborator makes a catastrophic mistake, it affects the entire segment. With multiple models, the mistake would only affect the one question/model, so that's a plus.
Aside from not having to deal with multiple None-intent handling, you can quickly label utterances that should belong to the None intent. What you label as an intent in a singular model essentially makes it stand out more against the other intents inside of the model. If you have multiple models, an answer that triggers a specific intent in one model needs to trigger the None intent in your other models, otherwise, you'll end up with multiple high scoring intents (and the relevant/expected intents might not be the highest scoring).
End:
I recommend the second object, simply because it's less work. Also, I'm not sure of the questionnaire's goals, but as a general rule, I question the need of putting in AI where it's not needed. Here is a link that talks about factors that do not contribute to a bot's success (note that Natural Language is one of these factors).
I'm trying to understand how random forest works in plain English instead of mathematics. Can anybody give me a really simple explanation of how this algorithm works?
As far as I understand, we feed the features and labels without telling the algorithm which feature should be classified as which label? As I used to do Naive Bayes which is based on probability we need to tell which feature should be which label. Am I completely far off?
If I can get any very simple explanation I'd be really appreciated.
RandomForest uses a so-called bagging approach. The idea is based on the classic bias-variance trade off. Suppose that we have a set (say N) of overfitted estimators that have low bias but high cross-sample-variance. So low bias is good and we want to keep it, high variance is bad and we want to reduce it. RandomForest tries to achieve this by doing a so-called bootstraps/sub-sampling (as #Alexander mentioned, this is a combination of bootstrap sampling on both observations and features). The prediction is the average of individual estimators so the low-bias property is successfully preserved. And further by Central Limit Theorem, the variance of this sample average has a variance equal to variance of individual estimator divided by square root of N. So now, it has both low-bias and low-variance properties, and this is why RandomForest often outperforms stand-alone estimator.
Adding on to the above two answers, Since you mentioned a simple explanation. Here is a write up that I feel is the most simple way you can explain random forests.
Credits go to Edwin Chen for the simple explanation here in layman terms for random forests. Posting the same below.
Suppose you’re very indecisive, so whenever you want to watch a movie, you ask your friend Willow if she thinks you’ll like it. In order to answer, Willow first needs to figure out what movies you like, so you give her a bunch of movies and tell her whether you liked each one or not (i.e., you give her a labeled training set). Then, when you ask her if she thinks you’ll like movie X or not, she plays a 20 questions-like game with IMDB, asking questions like “Is X a romantic movie?”, “Does Johnny Depp star in X?”, and so on. She asks more informative questions first (i.e., she maximizes the information gain of each question), and gives you a yes/no answer at the end.
Thus, Willow is a decision tree for your movie preferences.
But Willow is only human, so she doesn’t always generalize your preferences very well (i.e., she overfits). In order to get more accurate recommendations, you’d like to ask a bunch of your friends and watch movie X if most of them say they think you’ll like it. That is, instead of asking only Willow, you want to ask Woody, Apple, and Cartman as well, and they vote on whether you’ll like a movie (i.e., you build an ensemble classifier, aka a forest in this case).
Now you don’t want each of your friends to do the same thing and give you the same answer, so you first give each of them slightly different data. After all, you’re not absolutely sure of your preferences yourself – you told Willow you loved Titanic, but maybe you were just happy that day because it was your birthday, so maybe some of your friends shouldn’t use the fact that you liked Titanic in making their recommendations. Or maybe you told her you loved Cinderella, but actually you really really loved it, so some of your friends should give Cinderella more weight. So instead of giving your friends the same data you gave Willow, you give them slightly perturbed versions. You don’t change your love/hate decisions, you just say you love/hate some movies a little more or less (formally, you give each of your friends a bootstrapped version of your original training data). For example, whereas you told Willow that you liked Black Swan and Harry Potter and disliked Avatar, you tell Woody that you liked Black Swan so much you watched it twice, you disliked Avatar, and don’t mention Harry Potter at all.
By using this ensemble, you hope that while each of your friends gives somewhat idiosyncratic recommendations (Willow thinks you like vampire movies more than you do, Woody thinks you like Pixar movies, and Cartman thinks you just hate everything), the errors get canceled out in the majority. Thus, your friends now form a bagged (bootstrap aggregated) forest of your movie preferences.
There’s still one problem with your data, however. While you loved both Titanic and Inception, it wasn’t because you like movies that star Leonardo DiCaprio. Maybe you liked both movies for other reasons. Thus, you don’t want your friends to all base their recommendations on whether Leo is in a movie or not. So when each friend asks IMDB a question, only a random subset of the possible questions is allowed (i.e., when you’re building a decision tree, at each node you use some randomness in selecting the attribute to split on, say by randomly selecting an attribute or by selecting an attribute from a random subset). This means your friends aren’t allowed to ask whether Leonardo DiCaprio is in the movie whenever they want. So whereas previously you injected randomness at the data level, by perturbing your movie preferences slightly, now you’re injecting randomness at the model level, by making your friends ask different questions at different times.
And so your friends now form a random forest.
I will try to give another complementary explanation with simple words.
A random forest is a collection of random decision trees (of number n_estimators in sklearn).
What you need to understand is how to build one random decision tree.
Roughly speaking, to build a random decision tree you start from a subset of your training samples. At each node you will draw randomly a subset of features (number determined by max_features in sklearn). For each of these features you will test different thresholds and see how they split your samples according to a given criterion (generally entropy or gini, criterion parameter in sklearn). Then you will keep the feature and its threshold that best split your data and record it in the node.
When the construction of the tree ends (it can be for different reasons: maximum depth is reached (max_depth in sklearn), minimum sample number is reached (min_samples_leaf in sklearn) etc.) you look at the samples in each leaf and keep the frequency of the labels.
As a result, it is like the tree gives you a partition of your training samples according to meaningful features.
As each node is built from features taken randomly, you understand that each tree built in this way will be different. This contributes to the good compromise between bias and variance, as explained by #Jianxun Li.
Then in testing mode, a test sample will go through each tree, giving you label frequencies for each tree. The most represented label is generally the final classification result.
I would like to know the difference between uncertainty and randomness in mathematical fashion. I tried to find it but I get confused , as some people said they are the same? But can any one provide me logical reasoning behind it. If they are not same then please explain it why?
Don't get too hung up on it.
People use different words in different situations.
It's not so much that they have different meanings, as that their meanings are situation-dependent.
Randomness is just a fuzzy general term meaning something is random.
In statistics, uncertainty is used to mean that some property of a distribution, such as its mean, is itself unknown but can be given a distribution.
For example, suppose you want to know the average weight of all people.
You could find it out exactly if you could go around to all people, get their weight, add it all up, and divide by the number of people.
But that's too hard to do, so suppose you just pick 10 people at random and get their average weight, and pretend it's the same as the average of everybody.
That's called the sample mean, but you know it isn't accurate.
It has what is called a standard error, meaning it has uncertainty.
In fact, if you were to do that experiment many times over with different people, you would get a different sample mean every time, and those sample means would themselves form a bell-shaped distribution, the standard deviation of which would be called the standard error, representing its uncertainty.
In general, if you increased the number of people you look at by a factor of 100, you can reduce the standard error, the uncertainty, by a factor of 10.
I bet you can tell that people who take polls for a living care about this stuff very much.
EDIT for the downvoter: In case the downvote is because this doesn't look like a stackoverflow question or answer,
I've made a point of advocating the random pausing method of profiling.
Profiling in large part is perceived to be about measuring (statistically) the time that programming constructs are responsible for.
Often people are inhibited from using that method because they are afraid the results have too much uncertainty.
This post gets very specific about what that uncertainty actually is.
It shows that the bogey-man fear of uncertainty has the effect of preventing people from finding really substantial speedups in their code.
So naivete' about statistics is definitely a serious programming problem.
My view looks at a scenario using three different coloured balls:
I love some of the answers given here. My own view, based on my current research, is that these are two distinct terms. Uncertainty refers to not knowing in advance which ball could be selected when a person, for instance, is given a chance to select one ball from three different coloured balls.
This remains true when each ball has an equal chance of being selected i.e. equal probabilities. However, things soon get complex when each ball has it's own distinct probability. Chances are that the one with the highest probability will be selected. This seems especially true in algorithm development which would almost always select the highest probability compromising the meaning of randomness.
Having said all of this - I believe these concepts remain confusing which has just made me realise the time I need to dedicate on clearly distinguishing between the two to make sure my current research is not confusing. My own predicament is that I need to work on stochastic vs deterministic views. Based on the current view stochastic would be more uncertain than random whereas deterministic would be more probability based i.e. knowing for certain that the highest probability would be chosen; but this seems very far from the truth.
It seems as if uncertainty holds until just before a ball is selected/touched and soon looses its meaning as soon as the ball is picked which should result to its probability being revised. I personally think the terms have theoretical differences which perhaps allows them to be used interchangeably.
Uncertainty in math and science typically means there are a lack of facts, or the facts are unobtainable. Weather forecasting is a great example of uncertainty.
Randomness has many definitions. Commonly it's used in probability / statistics as a measure or quantification of uncertainty. So in my weather example, a 30% chance of rain is a measure of uncertainty. The more general definition (which also applies to math / science) is unpredictable, or lack of order.
There is definitely a fuzzy distinction between the two.
According to the Bayesian interpretation of probability, uncertainty and randomness are just two names for the same thing.
If an experiment is random, then it is uncertain to you. If something is uncertain to you, then it has the randomness property.
I'm a computer science student and for this years project, I need to create and apply a Genetic Algorithm to something. I think Neural Networks would be a good thing to apply it to, but I'm having trouble understanding them. I fully understand the concepts but none of the websites out there really explain the following which is blocking my understanding:
How the decision is made for how many nodes there are.
What the nodes actually represent and do.
What part the weights and bias actually play in classification.
Could someone please shed some light on this for me?
Also, I'd really appreciate it if you have any similar ideas for what I could apply a GA to.
Thanks very much! :)
Your question is quite complex and I don't think a small answer will fully satisfy you. Let me try, nonetheless.
First of all, there must be at least three layers in your neural network (assuming a simple feedforward one). The first is the input layer and there will be one neuron per input. The third layer is the output one and there will be one neuron per output value (if you are classifying, there might be more than one f you want to assign a "belong to" meaning to each neuron).. The remaining layer is the hidden one, which will stand between the input and output. Determining its size is a complex task as you can see in the following references:
comp.ai faq
a post on stack exchange
Nevertheless, the best way to proceed would be for you to state your problem more clearly (as weel as industrial secrecy might allow) and let us think a little more on your context.
The number of input and output nodes is determined by the number of inputs and outputs you have. The number of intermediate nodes is up to you. There is no "right" number.
Imagine a simple network: inputs( age, sex, country, married ) outputs( chance of death this year ). Your network might have a 2 "hidden values", one depending on age and sex, the other depending on country and married. You put weights on each. For example, Hidden1 = age * weight1 + sex * weight2. Hidden2 = country * weight3 + married * weight4. You then make another set of weights, Hidden3 and Hidden4 connecting to the output variable.
Then you get a data from, say the census, and run through your neural network to find out what weights best match the data. You can use genetic algorithms to test different sets of weights. This is useful if you have so many edges you could not try every possible weighting. You need to find good weights without exhaustively trying every possible set of weights, so GA lets you "evolve" a good set of weights.
Then you test your weights on data from a different census to see how well it worked.
... my major barrier to understanding this though is understanding how the hidden layer actually works; I don't really understand how a neuron functions and what the weights are for...
Every node in the middle layer is a "feature detector" -- it will (hopefully) "light up" (i.e., be strongly activated) in response to some important feature in the input. The weights are what emphasize an aspect of the previous layer; that is, the set of input weights to a neuron correspond to what nodes in the previous layer are important for that feature.
If a weight connecting myInputNode to myMiddleLayerNode is 0, then you can tell that myInputNode is not important to whatever feature myMiddleLayerNode is detecting. If, though, the weight connecting myInputNode to myMiddleLayerNode is very large (either positive or negative), you know that myInputNode is quite important (if it's very negative it means "No, this feature is almost certainly not there", while if it's very positive it means "Yes, this feature is almost certainly there").
So a corollary of this is that you want the number of your middle-layer nodes to have a correspondence to how many features are needed to classify the input: too few middle-layer nodes and it will be hard to converge during training (since every middle-layer node will have to "double up" on its feature-detection) while too many middle-layer nodes may over-fit your data.
So... a possible use of a genetic algorithm would be to design the architecture of your network! That is, use a GA to set the number of middle-layer nodes and initial weights. Some instances of the population will converge faster and be more robust -- these could be selected for future generations. (Personally, I've never felt this was a great use of GAs since I think it's often faster just to trial-and-error your way into a decent NN architecture, but using GAs this way is not uncommon.)
You might find this wikipedia page on NeuroEvolution of Augmenting Topologies (NEAT) interesting. NEAT is one example of applying genetic algorithms to create the neural network topology.
The best way to explain an Artificial Neural Network (ANN) is to provide the biological process that it attempts to simulate - a neural network. The best example of one is the human brain. So how does the brain work (highly simplified for CS)?
The functional unit (for our purposes) of the brain is the neuron. It is a potential accumulator and "disperser". What that means is that after a certain amount of electric potential (think filling a balloon with air) has been reached, it "fires" (balloon pops). It fires electric signals down any connections it has.
How are neurons connected? Synapses. These synapses can have various weights (in real life due to stronger/weaker synapses from thicker/thinner connections). These weights allow a certain amount of a fired signal to pass through.
You thus have a large collection of neurons connected by synapses - the base representation for your ANN. Note that the input/output structures described by the others are an artifact of the type of problem to which ANNs are applied. Theoretically, any neuron can accept input as well. It serves little purpose in computational tasks however.
So now on to ANNs.
NEURONS: Neurons in an ANN are very similar to their biological counterpart. They are modeled either as step functions (that signal out "1" after a certain combined input signal, or "0" at all other times), or slightly more sophisticated firing sequences (arctan, sigmoid, etc) that produce a continuous output, though scaled similarly to a step. This is closer to the biological reality.
SYNAPSES: These are extremely simple in ANNs - just weights describing the connections between Neurons. Used simply to weight the neurons that are connected to the current one, but still play a crucial role: synapses are the cause of the network's output. To clarify, the training of an ANN with a set structure and neuron activation function is simply the modification of the synapse weights. That is it. No other change is made in going from a a "dumb" net to one that produces accurate results.
STRUCTURE:
There is no "correct" structure for a neural network. The structures are either
a) chosen by hand, or
b) allowed to grow as a result of learning algorithms (a la Cascade-Correlation Networks).
Assuming the hand-picked structure, these are actually chosen through careful analysis of the problem and expected solution. Too few "hidden" neurons/layers, and you structure is not complex enough to approximate a complex function. Too many, and your training time rapidly grows unwieldy. For this reason, the selection of inputs ("features") and the structure of a neural net are, IMO, 99% of the problem. The training and usage of ANNs is trivial in comparison.
To now address your GA concern, it is one of many, many efforts used to train the network by modifying the synapse weights. Why? because in the end, a neural network's output is simply an extremely high-order surface in N dimensions. ANY surface optimization technique can be use to solve the weights, and GA are one such technique. The simple backpropagation method is alikened to a dimension-reduced gradient-based optimization technique.