I am implementing Viola-Jones face detection to detect human faces. While training using Adaboost, boosting round selects the same haar feature. For example, if the selected Haar-feature (x,y,w,h,f,p) for the first three round is (0,0,4,2,1,0) , (1,3,5,2,3,1) and (2,4,7,2,4,1) then for the remaining round of boosting it select the same haar-feature, so that the list of my selected Haar-feature becomes,
[(0,0,4,2,1,0),(1,3,5,2,3,1),(2,4,7,2,4,1),(1,2,4,8,1,0),(1,2,4,8,1,0),(1,2,4,8,1,0),(1,2,4,8,1,0),(1,2,4,8,1,0)].
Here,
x,y = x_y coordinate, w = width of Haar-feature, h = height of Haar-feature, f = feature type, p = parity of Haar-feature.
My Question:
1) If the each round of boosting select the same Haar-feature, should I select the next Haar-feature that have comparatively minimum error.
Thanks!
No, you should not. Adaboost can indeed pick the same feature more than once per boosting run, but usually the feature will have a different weight value (alpha value).
The results you're getting might have many different causes. For instance, you may have a bug in your Adaboost code. You may also have a bug in your features or weak classifiers. Or you're not providing enough samples to your boosting algorithm. Or, your weak classifiers are too weak. Or your strong classifier is overfitting really fast.
Related
I have been wondering what the value of alpha (weight of a weak classifier) should be when it has an error rate(perfect classification) since the algorithm for alpha is
(0.5) * Math.log(((1 - errorRate) / errorRate))
Thank you.
If you're boosting by reweighting and passing to the weak learner the whole training data, I'd say that you found a weak classifier that is in fact strong, after all it flawlessly classified your data.
In this case, it should happen in the first Adaboost iteration. Add that weak classifier to your strong classifier with an alpha set to 1 and stop the training.
Now, if that happened while you're boosting by resampling, and your sample is only a subset of your training data, I believe you should discard this subset and retry with another sample.
I believe you reached such result because you're playing with a very simple example, or your training dataset is very small or isn't representative. It's also possible that your weak classifier is too weak and is approaching random guessing too quickly.
Nominally, the alpha for the weak classifier with zero error should be large because it classifies all training instances correctly. I'm assuming you're using all training data to estimate alpha. It's possible you're estimating alpha only with the training sample for that round of boosting as well--in which case your alpha should be slightly smaller based on the sample size--but same idea.
In theory, this alpha should be near infinity if your other alphas are unnormalized. In practice, the suggestion to check if your error is zero and give those alphas a very high value is reasonable, but error rates of zero or near zero typically indicate you're overfitting (or just have too little training data to estimate reliable alphas).
This is covered in section 4.2 of Schapire & Singer's Confidence Rated Predictions version of Adaboost. They suggest adding a small epsilon to your numerator and denominator for stability:
alpha = (0.5) * Math.log(((1 - errorRate + epsilon) / (errorRate + epsilon)))
In any event, this alpha shouldn't be set to a small value (it should be large). And setting it to 1 only makes sense if all other alphas for all other rounds of boosting are normalized so the sum of all alphas is almost 1, e.g..
I ran into this problem a few times and usually what I do is to check if error is equal to 0 and if it is, set it equal to 1/10 of the minimum weight. It is a hack, but it usually ends up working pretty well.
It is actually better if you do not use such a classifier in your prediction of Adaboost as it would not improve it much as it is not a weak classifier and will tend to eat up all the weight.
I have a dataset. Each element of this set consists of numerical and categorical variables. Categorical variables are nominal and ordinal.
There is some natural structure in this dataset. Commonly, experts clusterize datasets such as mine using their 'expert knowledge', but I want to automate this process of clusterization.
Most algorithms for clusterization use distance (Euclidean, Mahalanobdis and so on) between objects to group them in clusters. But it is hard to find some reasonable metrics for mixed data types, i.e. we can't find a distance between 'glass' and 'steel'. So I came to the conclusion that I have to use conditional probabilities P(feature = 'something' | Class) and some utility function that depends on them. It is reasonable for categorical variables, and it works fine with numeric variables assuming they are distributed normally.
So it became clear to me that algorithms like K-means will not produce good results.
At this time I try to work with COBWEB algorithm, that fully matches my ideas of using conditional probabilities. But I faced another obsacles: results of clusterization are really hard to interpret, if not impossible. As a result I wanted to get something like a set of rules that describes each cluster (e.g. if feature1 = 'a' and feature2 in [30, 60], it is cluster1), like descision trees for classification.
So, my question is:
Is there any existing clusterization algorithm that works with mixed data type and produces an understandable (and reasonable for humans) description of clusters.
Additional info:
As I understand my task is in the field of conceptual clustering. I can't define a similarity function as it was suggested (it as an ultimate goal of the whoal project), because of the field of study - it is very complicated and mercyless in terms of formalization. As far as I understand the most reasonable approach is the one used in COBWEB, but I'm not sure how to adapt it, so I can get an undestandable description of clusters.
Decision Tree
As it was suggested, I tried to train a decision tree on the clustering output, thus getting a description of clusters as a set of rules. But unfortunately interpretation of this rules is almost as hard as with the raw clustering output. First of only a few first levels of rules from the root node do make any sense: closer to the leaf - less sense we have. Secondly, these rules doesn't match any expert knowledge.
So, I came to the conclusion that clustering is a black-box, and it worth not trying to interpret its results.
Also
I had an interesting idea to modify a 'decision tree for regression' algorithm in a certain way: istead of calculating an intra-group variance calcualte a category utility function and use it as a split criterion. As a result we should have a decision tree with leafs-clusters and clusters description out of the box. But I haven't tried to do so, and I am not sure about accuracy and everything else.
For most algorithms, you will need to define similarity. It doesn't need to be a proper distance function (e.g. satisfy triangle inequality).
K-means is particularly bad, because it also needs to compute means. So it's better to stay away from it if you cannot compute means, or are using a different distance function than Euclidean.
However, consider defining a distance function that captures your domain knowledge of similarity. It can be composed of other distance functions, say you use the harmonic mean of the Euclidean distance (maybe weighted with some scaling factor) and a categorial similarity function.
Once you have a decent similarity function, a whole bunch of algorithms will become available to you. e.g. DBSCAN (Wikipedia) or OPTICS (Wikipedia). ELKI may be of interest to you, they have a Tutorial on writing custom distance functions.
Interpretation is a separate thing. Unfortunately, few clustering algorithms will give you a human-readable interpretation of what they found. They may give you things such as a representative (e.g. the mean of a cluster in k-means), but little more. But of course you could next train a decision tree on the clustering output and try to interpret the decision tree learned from the clustering. Because the one really nice feature about decision trees, is that they are somewhat human understandable. But just like a Support Vector Machine will not give you an explanation, most (if not all) clustering algorithms will not do that either, sorry, unless you do this kind of post-processing. Plus, it will actually work with any clustering algorithm, which is a nice property if you want to compare multiple algorithms.
There was a related publication last year. It is a bit obscure and experimental (on a workshop at ECML-PKDD), and requires the data set to have a quite extensive ground truth in form of rankings. In the example, they used color similarity rankings and some labels. The key idea is to analyze the cluster and find the best explanation using the given ground truth(s). They were trying to use it to e.g. say "this cluster found is largely based on this particular shade of green, so it is not very interesting, but the other cluster cannot be explained very well, you need to investigate it closer - maybe the algorithm discovered something new here". But it was very experimental (Workshops are for work-in-progress type of research). You might be able to use this, by just using your features as ground truth. It should then detect if a cluster can be easily explained by things such as "attribute5 is approx. 0.4 with low variance". But it will not forcibly create such an explanation!
H.-P. Kriegel, E. Schubert, A. Zimek
Evaluation of Multiple Clustering Solutions
In 2nd MultiClust Workshop: Discovering, Summarizing and Using Multiple Clusterings Held in Conjunction with ECML PKDD 2011. http://dme.rwth-aachen.de/en/MultiClust2011
A common approach to solve this type of clustering problem is to define a statistical model that captures relevant characteristics of your data. Cluster assignments can be derived by using a mixture model (as in the Gaussian Mixture Model) then finding the mixture component with the highest probability for a particular data point.
In your case, each example is a vector has both real and categorical components. A simple approach is to model each component of the vector separately.
I generated a small example dataset where each example is a vector of two dimensions. The first dimension is a normally distributed variable and the second is a choice of five categories (see graph):
There are a number of frameworks that are available to run monte carlo inference for statistical models. BUGS is probably the most popular (http://www.mrc-bsu.cam.ac.uk/bugs/). I created this model in Stan (http://mc-stan.org/), which uses a different sampling technique than BUGs and is more efficient for many problems:
data {
int<lower=0> N; //number of data points
int<lower=0> C; //number of categories
real x[N]; // normally distributed component data
int y[N]; // categorical component data
}
parameters {
real<lower=0,upper=1> theta; // mixture probability
real mu[2]; // means for the normal component
simplex[C] phi[2]; // categorical distributions for the categorical component
}
transformed parameters {
real log_theta;
real log_one_minus_theta;
vector[C] log_phi[2];
vector[C] alpha;
log_theta <- log(theta);
log_one_minus_theta <- log(1.0 - theta);
for( c in 1:C)
alpha[c] <- .5;
for( k in 1:2)
for( c in 1:C)
log_phi[k,c] <- log(phi[k,c]);
}
model {
theta ~ uniform(0,1); // equivalently, ~ beta(1,1);
for (k in 1:2){
mu[k] ~ normal(0,10);
phi[k] ~ dirichlet(alpha);
}
for (n in 1:N) {
lp__ <- lp__ + log_sum_exp(log_theta + normal_log(x[n],mu[1],1) + log_phi[1,y[n]],
log_one_minus_theta + normal_log(x[n],mu[2],1) + log_phi[2,y[n]]);
}
}
I compiled and ran the Stan model and used the parameters from the final sample to compute the probability of each datapoint under each mixture component. I then assigned each datapoint to the mixture component (cluster) with higher probability to recover the cluster assignments below:
Basically, the parameters for each mixture component will give you the core characteristics of each cluster if you have created a model appropriate for your dataset.
For heterogenous, non-Euclidean data vectors as you describe, hierarchical clustering algorithms often work best. The conditional probability condition you describe can be incorporated as an ordering of attributes used to perform cluster agglomeration or division. The semantics of the resulting clusters are easy to describe.
I'm searching for a usable metric for SURF. Like how good one image matches another on a scale let's say 0 to 1, where 0 means no similarities and 1 means the same image.
SURF provides the following data:
interest points (and their descriptors) in query image (set Q)
interest points (and their descriptors) in target image (set T)
using nearest neighbor algorithm pairs can be created from the two sets from above
I was trying something so far but nothing seemed to work too well:
metric using the size of the different sets: d = N / min(size(Q), size(T)) where N is the number of matched interest points. This gives for pretty similar images pretty low rating, e.g. 0.32 even when 70 interest points were matched from about 600 in Q and 200 in T. I think 70 is a really good result. I was thinking about using some logarithmic scaling so only really low numbers would get low results, but can't seem to find the right equation. With d = log(9*d0+1) I get a result of 0.59 which is pretty good but still, it kind of destroys the power of SURF.
metric using the distances within pairs: I did something like find the K best match and add their distances. The smallest the distance the similar the two images are. The problem with this is that I don't know what are the maximum and minimum values for an interest point descriptor element, from which the distant is calculated, thus I can only relatively find the result (from many inputs which is the best). As I said I would like to put the metric to exactly between 0 and 1. I need this to compare SURF to other image metrics.
The biggest problem with these two are that exclude the other. One does not take in account the number of matches the other the distance between matches. I'm lost.
EDIT: For the first one, an equation of log(x*10^k)/k where k is 3 or 4 gives a nice result most of the time, the min is not good, it can make the d bigger then 1 in some rare cases, without it small result are back.
You can easily create a metric that is the weighted sum of both metrics. Use machine learning techniques to learn the appropriate weights.
What you're describing is related closely to the field of Content-Based Image Retrieval which is a very rich and diverse field. Googling that will get you lots of hits. While SURF is an excellent general purpose low-mid level feature detector, it is far from sufficient. SURF and SIFT (what SURF was derived from), is great at duplicate or near-duplicate detection but is not that great at capturing perceptual similarity.
The best performing CBIR systems usually utilize an ensemble of features optimally combined via some training set. Some interesting detectors to try include GIST (fast and cheap detector best used for detecting man-made vs. natural environments) and Object Bank (a histogram-based detector itself made of 100's of object detector outputs).
Suppose we have buyers and sellers that are trying to find each other in a market. Buyers can tag their needs with keywords; sellers can do the same for what they are selling. I'm interested in finding algorithm(s) that rank-order sellers in terms of their relevance for a particular buyer on the basis of their two keyword sets.
Here is an example:
buyer_keywords = {"furry", "four legs", "likes catnip", "has claws"}
and then we have two potential sellers that we need to rank order in terms of their relevance:
seller_keywords[1] = {"furry", "four legs", "arctic circle", "white"}
seller_keywords[2] = {"likes catnip", "furry",
"hates mice", "yarn-lover", "whiskers"}
If we just use the intersection of keywords, we do not get much discrimination: both intersect on 2 keywords. If we divide the intersection count by the size of the set union, seller 2 actually does worse because of the greater number of keywords. This would seem to introduce an automatic penalty for any method not correcting keyword set size (and we definitely don't want to penalize adding keywords).
To put a bit more structure on the problem, suppose we have some truthful measure of intensity of keyword attributes (which have to sum to 1 for each seller), e.g.,:
seller_keywords[1] = {"furry":.05,
"four legs":.05,
"arctic circle":.8,
"white":.1}
seller_keywords[2] = {"likes catnip":.5,
"furry":.4,
"hates mice":.02,
"yarn-lover":.02,
"whiskers":.06}
Now we could sum up the value of hits: so now Seller 1 only gets a score of .1, while Seller 2 gets a score of .9. So far, so good, but now we might get a third seller with a very limited, non-descriptive keyword set:
seller_keywords[3] = {"furry":1}
This catapults them to the top for any hit on their sole keyword, which isn't good.
Anyway, my guess (and hope) is that this is a fairly general problem and that there exist different algorithmic solutions with known strengths and limitations. This is probably something covered in CS101, so I think a good answer to this question might just be a link to the relevant references.
I think you're looking to use cosine similarity; it's a basic technique that gets you pretty far as a first hack. Intuitively, you create a vector where every tag you know about has a particular index:
terms[0] --> aardvark
terms[1] --> anteater
...
terms[N] --> zuckerberg
Then you create vectors in this space for each person:
person1[0] = 0 # this person doesn't care about aardvarks
person1[1] = 0.05 # this person cares a bit about anteaters
...
person1[N] = 0
Each person is now a vector in this N-dimensional space. You can then use cosine similarity to calculate similarity between pairs of them. Calculationally, this is basically the same of asking for the angle between the two vectors. You want a cosine close to 1, which means that the vectors are roughly collinear -- that they have similar values for most of the dimensions.
To improve this metric, you may want to use tf-idf weighting on the elements in your vector. Tf-idf will downplay the importance of popular terms (e.g, 'iPhone') and promote the importance of unpopular terms that this person seems particularly associated with.
Combining tf-idf weighting and cosine similarity does well for most applications like this.
what you are looking for is called taxonomy. Tagging contents and ordering them by order of relevance.
You may not find some-ready-to-go-algorithm but you can start with a practical case : Drupal documentation for taxonomy provides some guidelines, and check sources of the search module.
Basically, the ranks is based on the term's frequency. If a product is defined with a small number of tags, they will have more weight. A tag which only appear on few products' page means that it is very specific. You shouldn't have your words' intensity defined on a static way ; but examines them in their context.
Regards
What is an algorithm to compare multiple sets of numbers against a target set to determine which ones are the most "similar"?
One use of this algorithm would be to compare today's hourly weather forecast against historical weather recordings to find a day that had similar weather.
The similarity of two sets is a bit subjective, so the algorithm really just needs to diferentiate between good matches and bad matches. We have a lot of historical data, so I would like to try to narrow down the amount of days the users need to look through by automatically throwing out sets that aren't close and trying to put the "best" matches at the top of the list.
Edit:
Ideally the result of the algorithm would be comparable to results using different data sets. For example using the mean square error as suggested by Niles produces pretty good results, but the numbers generated when comparing the temperature can not be compared to numbers generated with other data such as Wind Speed or Precipitation because the scale of the data is different. Some of the non-weather data being is very large, so the mean square error algorithm generates numbers in the hundreds of thousands compared to the tens or hundreds that is generated by using temperature.
I think the mean square error metric might work for applications such as weather compares. It's easy to calculate and gives numbers that do make sense.
Since your want to compare measurements over time you can just leave out missing values from the calculation.
For values that are not time-bound or even unsorted, multi-dimensional scatter data it's a bit more difficult. Choosing a good distance metric becomes part of the art of analysing such data.
Use the pearson correlation coefficient. I figured out how to calculate it in an SQL query which can be found here: http://vanheusden.com/misc/pearson.php
In finance they use Beta to measure the correlation of 2 series of numbers. EG, Beta could answer the question "Over the last year, how much would the price of IBM go up on a day that the price of the S&P 500 index went up 5%?" It deals with the percentage of the move, so the 2 series can have different scales.
In my example, the Beta is Covariance(IBM, S&P 500) / Variance(S&P 500).
Wikipedia has pages explaining Covariance, Variance, and Beta: http://en.wikipedia.org/wiki/Beta_(finance)
Look at statistical sites. I think you are looking for correlation.
As an example, I'll assume you're measuring temp, wind, and precip. We'll call these items "features". So valid values might be:
Temp: -50 to 100F (I'm in Minnesota, USA)
Wind: 0 to 120 Miles/hr (not sure if this is realistic but bear with me)
Precip: 0 to 100
Start by normalizing your data. Temp has a range of 150 units, Wind 120 units, and Precip 100 units. Multiply your wind units by 1.25 and Precip by 1.5 to make them roughly the same "scale" as your temp. You can get fancy here and make rules that weigh one feature as more valuable than others. In this example, wind might have a huge range but usually stays in a smaller range so you want to weigh it less to prevent it from skewing your results.
Now, imagine each measurement as a point in multi-dimensional space. This example measures 3d space (temp, wind, precip). The nice thing is, if we add more features, we simply increase the dimensionality of our space but the math stays the same. Anyway, we want to find the historical points that are closest to our current point. The easiest way to do that is Euclidean distance. So measure the distance from our current point to each historical point and keep the closest matches:
for each historicalpoint
distance = sqrt(
pow(currentpoint.temp - historicalpoint.temp, 2) +
pow(currentpoint.wind - historicalpoint.wind, 2) +
pow(currentpoint.precip - historicalpoint.precip, 2))
if distance is smaller than the largest distance in our match collection
add historicalpoint to our match collection
remove the match with the largest distance from our match collection
next
This is a brute-force approach. If you have the time, you could get a lot fancier. Multi-dimensional data can be represented as trees like kd-trees or r-trees. If you have a lot of data, comparing your current observation with every historical observation would be too slow. Trees speed up your search. You might want to take a look at Data Clustering and Nearest Neighbor Search.
Cheers.
Talk to a statistician.
Seriously.
They do this type of thing for a living.
You write that the "similarity of two sets is a bit subjective", but it's not subjective at all-- it's a matter of determining the appropriate criteria for similarity for your problem domain.
This is one of those situation where you are much better off speaking to a professional than asking a bunch of programmers.
First of all, ask yourself if these are sets, or ordered collections.
I assume that these are ordered collections with duplicates. The most obvious algorithm is to select a tolerance within which numbers are considered the same, and count the number of slots where the numbers are the same under that measure.
I do have a solution implemented for this in my application, but I'm looking to see if there is something that is better or more "correct". For each historical day I do the following:
function calculate_score(historical_set, forecast_set)
{
double c = correlation(historical_set, forecast_set);
double avg_history = average(historical_set);
double avg_forecast = average(forecast_set);
double penalty = abs(avg_history - avg_forecast) / avg_forecast
return c - penalty;
}
I then sort all the results from high to low.
Since the correlation is a value from -1 to 1 that says whether the numbers fall or rise together, I then "penalize" that with the percentage difference the averages of the two sets of numbers.
A couple of times, you've mentioned that you don't know the distribution of the data, which is of course true. I mean, tomorrow there could be a day that is 150 degree F, with 2000km/hr winds, but it seems pretty unlikely.
I would argue that you have a very good idea of the distribution, since you have a long historical record. Given that, you can put everything in terms of quantiles of the historical distribution, and do something with absolute or squared difference of the quantiles on all measures. This is another normalization method, but one that accounts for the non-linearities in the data.
Normalization in any style should make all variables comparable.
As example, let's say that a day it's a windy, hot day: that might have a temp quantile of .75, and a wind quantile of .75. The .76 quantile for heat might be 1 degree away, and the one for wind might be 3kmh away.
This focus on the empirical distribution is easy to understand as well, and could be more robust than normal estimation (like Mean-square-error).
Are the two data sets ordered, or not?
If ordered, are the indices the same? equally spaced?
If the indices are common (temperatures measured on the same days (but different locations), for example, you can regress the first data set against the second,
and then test that the slope is equal to 1, and that the intercept is 0.
http://stattrek.com/AP-Statistics-4/Test-Slope.aspx?Tutorial=AP
Otherwise, you can do two regressions, of the y=values against their indices. http://en.wikipedia.org/wiki/Correlation. You'd still want to compare slopes and intercepts.
====
If unordered, I think you want to look at the cumulative distribution functions
http://en.wikipedia.org/wiki/Cumulative_distribution_function
One relevant test is Kolmogorov-Smirnov:
http://en.wikipedia.org/wiki/Kolmogorov-Smirnov_test
You could also look at
Student's t-test,
http://en.wikipedia.org/wiki/Student%27s_t-test
or a Wilcoxon signed-rank test http://en.wikipedia.org/wiki/Wilcoxon_signed-rank_test
to test equality of means between the two samples.
And you could test for equality of variances with a Levene test http://www.itl.nist.gov/div898/handbook/eda/section3/eda35a.htm
Note: it is possible for dissimilar sets of data to have the same mean and variance -- depending on how rigorous you want to be (and how much data you have), you could consider testing for equality of higher moments, as well.
Maybe you can see your set of numbers as a vector (each number of the set being a componant of the vector).
Then you can simply use dot product to compute the similarity of 2 given vectors (i.e. set of numbers).
You might need to normalize your vectors.
More : Cosine similarity