On robust estimation of the location parameter

Multi-label learning studies the problem where each example is represented by a single instance while associated with a set of labels simultaneously. During the past decade, significant amount of progresses have been made toward this emerging machine learning paradigm. This paper aims to provide a timely review on this area with emphasis on state-of-the-art multi-label learning algorithms. Firstly, fundamentals on multi-label learning including formal definition and evaluation metrics are given. Secondly and primarily, eight representative multi-label learning algorithms are scrutinized under common notations with relevant analyses and discussions. Thirdly, several related learning settings are briefly summarized. As a conclusion, online resources and open research problems on multi-label learning are outlined for reference purposes.

https://romisatriawahono.net/lecture/rm/survey/machine%20learning/Zhang%20-%20Multi-Label%20Learning%20Algorithms%20-%202013.pdf

A Review On Multi-Label Learning Algorithms

Recently, the following Discrimination-Aware Classification Problem was introduced: Suppose we are given training data that exhibit unlawful discrimination; e.g., toward sensitive attributes such as gender or ethnicity. The task is to learn a classifier that optimizes accuracy, but does not have this discrimination in its predictions on test data. This problem is relevant in many settings, such as when the data are generated by a biased decision process or when the sensitive attribute serves as a proxy for unobserved features. In this paper, we concentrate on the case with only one binary sensitive attribute and a two-class classification problem. We first study the theoretically optimal trade-off between accuracy and non-discrimination for pure classifiers. Then, we look at algorithmic solutions that preprocess the data to remove discrimination before a classifier is learned. We survey and extend our existing data preprocessing techniques, being suppression of the sensitive attribute, massaging the dataset by changing class labels, and reweighing or resampling the data to remove discrimination without relabeling instances. These preprocessing techniques have been implemented in a modified version of Weka and we present the results of experiments on real-life data.

/pdf/data-preprocessing-techniques-for-classification-without-krqvbz1qad.pdf

Data preprocessing techniques for classification without discrimination

In this paper, we investigate how to modify the naive Bayes classifier in order to perform classification that is restricted to be independent with respect to a given sensitive attribute. Such independency restrictions occur naturally when the decision process leading to the labels in the data-set was biased; e.g., due to gender or racial discrimination. This setting is motivated by many cases in which there exist laws that disallow a decision that is partly based on discrimination. Naive application of machine learning techniques would result in huge fines for companies. We present three approaches for making the naive Bayes classifier discrimination-free: (i) modifying the probability of the decision being positive, (ii) training one model for every sensitive attribute value and balancing them, and (iii) adding a latent variable to the Bayesian model that represents the unbiased label and optimizing the model parameters for likelihood using expectation maximization. We present experiments for the three approaches on both artificial and real-life data.

/pdf/three-naive-bayes-approaches-for-discrimination-free-2vs0ncbjxt.pdf

Three naive Bayes approaches for discrimination-free classification

Quantum information technologies, on the one hand, and intelligent learning systems, on the other, are both emergent technologies that are likely to have a transformative impact on our society in the future. The respective underlying fields of basic research-quantum information versus machine learning (ML) and artificial intelligence (AI)-have their own specific questions and challenges, which have hitherto been investigated largely independently. However, in a growing body of recent work, researchers have been probing the question of the extent to which these fields can indeed learn and benefit from each other. Quantum ML explores the interaction between quantum computing and ML, investigating how results and techniques from one field can be used to solve the problems of the other. Recently we have witnessed significant breakthroughs in both directions of influence. For instance, quantum computing is finding a vital application in providing speed-ups for ML problems, critical in our 'big data' world. Conversely, ML already permeates many cutting-edge technologies and may become instrumental in advanced quantum technologies. Aside from quantum speed-up in data analysis, or classical ML optimization used in quantum experiments, quantum enhancements have also been (theoretically) demonstrated for interactive learning tasks, highlighting the potential of quantum-enhanced learning agents. Finally, works exploring the use of AI for the very design of quantum experiments and for performing parts of genuine research autonomously, have reported their first successes. Beyond the topics of mutual enhancement-exploring what ML/AI can do for quantum physics and vice versa-researchers have also broached the fundamental issue of quantum generalizations of learning and AI concepts. This deals with questions of the very meaning of learning and intelligence in a world that is fully described by quantum mechanics. In this review, we describe the main ideas, recent developments and progress in a broad spectrum of research investigating ML and AI in the quantum domain.

https://iopscience.iop.org/article/10.1088/1361-6633/aab406/pdf

Machine learning & artificial intelligence in the quantum domain: a review of recent progress.

http://www.cs.put.poznan.pl/wkotlowski/research/stochastic-drsa-report.pdf

Stochastic dominance-based rough set model for ordinal classification

We compare the plug-in rule approach for optimizing the Fβ-measure in multilabel classification with an approach based on structured loss minimization, such as the structured support vector machine (SSVM). Whereas the former derives an optimal prediction from a probabilistic model in a separate inference step, the latter seeks to optimize the Fβ-measure directly during the training phase. We introduce a novel plug-in rule algorithm that estimates all parameters required for a Bayes-optimal prediction via a set of multinomial regression models, and we compare this algorithm with SSVMs in terms of computational complexity and statistical consistency. As a main theoretical result, we show that our plug-in rule algorithm is consistent, whereas the SSVM approaches are not. Finally, we present results of a large experimental study showing the benefits of the introduced algorithm.

http://proceedings.mlr.press/v28/dembczynski13.pdf

Optimizing the F-Measure in Multi-Label Classification: Plug-in Rule Approach versus Structured Loss Minimization

Minimization of the rank loss or, equivalently, maximization of the AUC in bipartite ranking calls for minimizing the number of disagreements between pairs of instances. Since the complexity of this problem is inherently quadratic in the number of training examples, it is tempting to ask how much is actually lost by minimizing a simple univariate loss function, as done by standard classification methods, as a surrogate. In this paper, we first note that minimization of 0/1 loss is not an option, as it may yield an arbitrarily high rank loss. We show, however, that better results can be achieved by means of a weighted (cost-sensitive) version of 0/1 loss. Yet, the real gain is obtained through margin-based loss functions, for which we are able to derive proper bounds, not only for rank risk but, more importantly, also for rank regret. The paper is completed with an experimental study in which we address specific questions raised by our theoretical analysis.

/pdf/bipartite-ranking-through-minimization-of-univariate-loss-uascju458j.pdf

Bipartite Ranking through Minimization of Univariate Loss

Induction of decision rules plays an important role in machine learning. The main advantage of decision rules is their simplicity and human-interpretable form. Moreover, they are capable of modeling complex interactions between attributes. In this paper, we thoroughly analyze a learning algorithm, called ENDER, which constructs an ensemble of decision rules. This algorithm is tailored for regression and binary classification problems. It uses the boosting approach for learning, which can be treated as generalization of sequential covering. Each new rule is fitted by focusing on examples which were the hardest to classify correctly by the rules already present in the ensemble. We consider different loss functions and minimization techniques often encountered in the boosting framework. The minimization techniques are used to derive impurity measures which control construction of single decision rules. Properties of four different impurity measures are analyzed with respect to the trade-off between misclassification (discrimination) and coverage (completeness) of the rule. Moreover, we consider regularization consisting of shrinking and sampling. Finally, we compare the ENDER algorithm with other well-known decision rule learners such as SLIPPER, LRI and RuleFit.

/pdf/ender-a-statistical-framework-for-boosting-decision-rules-ana6aadppl.pdf

ENDER: a statistical framework for boosting decision rules

We consider the problem of ordinal classification with monotonicity constraints. It differs from usual classification by handling background knowledge about ordered classes, ordered domains of attributes, and about a monotonic relationship between an evaluation of an object on the attributes and its class assignment. In other words, the class label (output variable) should not decrease when attribute values (input variables) increase. Although this problem is of great practical importance, it has received relatively low attention in machine learning. Among existing approaches to learning with monotonicity constraints, the most general is the nonparametric approach, where no other assumption is made apart from the monotonicity constraints assumption. The main contribution of this paper is the analysis of the nonparametric approach from statistical point of view. To this end, we first provide a statistical framework for classification with monotonicity constraints. Then, we focus on learning in the nonparametric setting, and we consider two approaches: the "plug-in" method (classification by estimating first the class conditional distribution) and the direct method (classification by minimization of the empirical risk). We show that these two methods are very closely related. We also perform a thorough theoretical analysis of their statistical and computational properties, confirmed in a computational experiment.

Wojciech Kotłowski

Papers

Stochastic dominance-based rough set model for ordinal classification

Optimizing the F-Measure in Multi-Label Classification: Plug-in Rule Approach versus Structured Loss Minimization

Bipartite Ranking through Minimization of Univariate Loss

ENDER: a statistical framework for boosting decision rules

On Nonparametric Ordinal Classification with Monotonicity Constraints