I am a medical doctor trying to make prediction models based on a database of approximately 1500 patients with 60+ parameters each.
I am dealing with a classification problem (mortality at 1, 3, 6 and 12 months) and have made stratified splits (70 training/ 30 testing) and have done feature selection with the Boruta algorithm before training Random forest, GLM and eXtreme Gradient Boosting models for each timepoints.
The AUC for all models is about 0.80 (RF model slightly better), Brier scores between 0.09-0.17 for the RF and between 0.13-0.23 for the other two.
So based on the Brier scores it seems that the RF models has a slight advantage but I am wondering:
-Should I do more performance measurements? Which ones and why?
-How to interpret my results? My understanding is that there is a linear association between the predictors as the GLM model performs well, but still the RF has a slight advantage in performance but has the disadvantage of being a more "complicated model".
I plan to do external validation with a different dataset but as of now I would be very interested in understanding if other measurements could shed some light on advantages of the different models and also I am sure I am missing something as I am new to the field and would be very interested to hear any advice/ opinions.
Related
I have used bert base pretrained model with 512 dimensions to generate contextual features. Feeding those vectors to random forest classifier is providing 83 percent accuracy but in various researches i have seen that bert minimal gives 90 percent.
I have some other features too like word2vec, lexicon, TFIDF and punctuation features.
Even when i merged all the features i got 83 percent accuracy. The research paper which i am using as base paper mentioned an accuracy score of 92 percent but they have used an ensemble based approach in which they classified through bert and trained random forest on weights.
But i was willing to do some innovation thus didn't followed that approach.
My dataset is biased to positive reviews so according to me the accuracy is less as model is also biased for positive labels but still I am looking for an expert advise
Code implementation of bert
https://github.com/Awais-mohammad/Sentiment-Analysis/blob/main/Bert_Features.ipynb
Random forest on all features independently
https://github.com/Awais-mohammad/Sentiment-Analysis/blob/main/RandomForestClassifier.ipynb
Random forest on all features jointly
https://github.com/Awais-mohammad/Sentiment-Analysis/blob/main/Merging_Feature.ipynb
Regarding the "no improvements despite adding more features" - some researchers believe that the BERT word embeddings already contain all the available information presented in text, so then it doesn't matter how fancy a classification head you add to it, doesn't matter if it is a linear model that uses the embeddings, or a complicated ML algorithm with a number of other features, they will not provide significant improvements in many tasks. They argue, that since BERT is a context-aware, bidirectional language model - that is trained extensively on MLM and NSP tasks, it already grasps most of the things that additional features for punctuation, word2vec and tfidf could convey. The lexicon could probably help a little in the sentiment task, if it is relevant, but the one or two extra variables, that you likely use to represent it, probably get drowned in all the other features.
Other than that, the accuracy of BERT-based models depends on the dataset used, sometimes the data is simply too diverse to obtain a perfect score, e.g. if there are some instances of observations that are very similar, but with different class labels etc. You can see in the BERT papers, that the accuracy widely depends on the task, e.g. in some tasks it is indeed 90+%, but for some tasks, e.g. Masked Language Modeling, where the model needs to choose a particular word from a vocab of over 30K words, the accuracy of 20% could be impressive in some cases. So in order to obtain a reliable comparison with bert papers, you'd need to pick a dataset that they've used and then compare.
Regarding the dataset balance, for deep learning models in general, the rule of thumb is that the training set should be more or less balanced w.r.t. the fraction of data covered by each class label. So if you have 2 labels, should be ~50-50, if 5 labels, then each should be at around 20% of training dataset, etc.
That is because most NN's work in batches, where they update the model weights based on the feedback from each batch. So if you have too many values of one class, the batch updates will be dominated by that one class, effectively worsening the quality of your training.
So, if you want to improve the accuracy of your model, balancing the dataset could be an easy fix. And if you have e.g. 5 ordered classes with differing sizes, you may consider merging some of them (e.g. reviews from 1-2 as bad, 3 as neutral, 4-5 as good) and then rebalancing, if still necessary.
(Unless it's a situation where e.g. 1 class has 80% of data, and 4 classes share the remaining 20%. In such a case you should probably consider some more advanced options, such as partitioning the algo to two parts, one predicting whether or not an instance is in class 1 (so a binary classifier), the other to distinguish between the 4 underrepresented classes. )
I am using Random Forest for binary classification.
It gives me 85 % accuracy when I trained with all features(10 features).
After training, I visualized the important features. It shows that 2 features are really important.
So I chose anly two important features and trained RF(with same setup) but accuracy is decrease(0.70 %).
Does it happen ? I was expecting higher accuracy.
What can I do get better accuracy in this case?
Thanks
The general rule of thumb when using random forests is to include all observable data. The reason for this is that a priori, we don't know which features might influence the response and the model. Just because you found that there are only a handful of features which are strong influencers does not mean that the remaining features do not play some role in the model.
So, you should stick with just including all features when training your random forest model. If certain features do not improve accuracy, they will be removed/ignored during training. You typically do not need to manually remediate by removing any features when training.
I'm currently training a random forest on some data I have and I'm finding that the model performs better on the validation set, and even better on the test set, than on the train set. Here are some details of what I'm doing - please let me know if I've missed any important information and I will add it in.
My question
Am I doing anything obviously wrong and do you have any advice for how I should improve my approach because I just can't believe that I'm doing it right when my model predicts significantly better on unseen data than training data!
Data
My underlying data consists of tables of features describing customer behaviour and a binary target (so this is a binary classification problem). Technically I have one such table per month and I tend to use several months of data to train and then a different month to predict (e.g. Train on Apr, May and Predict on Jun)
Generally this means I end up with a training dataset of about 100k rows and 20 features (I've previously looked into feature selection and found a set of 7 features which seem to perform best, so have been using these lately). My prediction set generally has around 50k rows.
My dataset is heavily unbalanced (approximately 2% incidence of target feature), so I'm using oversampling techniques - more on that below.
Method
I've searched around online quite a lot and this has led me to the following approach:
Take scaleable (continuous) features in the training data and standardise them (currently using sklearn StandardScaler)
Take categorical features and encode them into separate binary columns (one-hot) using Pandas get_dummies function
Remove 10% of the training data to form a validation set (I'm currently using a random seed in this process for comparability whilst I vary different things such as hyperparameters in the model)
Take the remaining 90% of training data and perform a grid search across a few parameters of the RandomForestClassifier() (currently min_samples_split, max_depth, n_estimators and max_features)
Within each hyperparameter combination from the grid I perform kfold validation with 5 folds and using a random state
Within each fold I oversample my minority class for training data only (sometimes using imbalanced-learn's RandomOverSampler() and sometimes using SMOTE() from the same package), train the model on the training data and then apply the model to the kth fold and record performance metrics (precision, recall, F1 and AUC)
Once I've been through 5 folds on each hyperparameter combination I find the best F1 score (and best precision if two combinations are tied on F1 score) and retrain a random forest on the entire 90% training data using those hyperparameters. During this step I use the same oversampling technique as I did in the kfold process
I then use this model to make predictions on the 10% of training data that I put aside earlier as a validation set, evaluating the same metrics as above
Finally I have a test set, which is actually based on data from another month, which I apply the already trained model to and evaluate the same metrics
Outcome
At the moment I'm finding that my training set achieves an F1 score of around 30%, the validation set is consistently slightly higher than this at around 36% (mostly driven by a much better precision than the training data e.g. 60% vs. 30%) and then the testing set is getting an F1 score of between 45% and 50% which is again driven by a better precision (around 65%)
Notes
Please do ask about any details I haven't mentioned; I've had my stuck in this for weeks and so have doubtless omitted some details
I've had a brief look (not a systematic analysis) of the stability of metrics between folds in the kfold validation and it seems that they aren't varying very much, so I'm fairly happy with the stability of the model here
I'm actually performing the grid search manually rather than using a Python pipeline because try as I might I couldn't get imbalanced-learn's Pipeline function to work with the oversampling functions and so I run a loop with combinations of hyperparameters, but I'm confident that this isn't impacting the results I've talked about above in an adverse way
When I apply the final model to the prediction data (and get an F1 score around 45%) I also apply it back to the training data itself out of interest and get F1 scores around 90% - 100%. I suppose this is to be expected as the model is trained and predicts on almost exactly the same data (except the 10% holdout validation set)
From what I know, test accuracy should increase when training time increase(up to some point); but experimenting with weka yielded the opposite. I am wondering if misunderstood someting.
I used diabetes.arff for classification with 70% for training and 30% for testing. I used MultilayerPerceptron classifier and tried training times 100,500,1000,3000,5000.
Here are my results,
Training time Accuracy
100 75.2174 %
500 75.2174 %
1000 74.7826 %
3000 72.6087 %
5000 70.4348 %
10000 68.6957 %
What can be the reason for this? Thank you!
You got a very nice example of overfitting.
Here is the short explanation of what happened:
You model (doesn't matter whether this is multilayer perceptron, decision trees or literally anything else) can fit the training data in two ways.
First one is a generalization - model tries to find patterns and trends and use them to make predictions. The second one is remembering the exact data points from the training dataset.
Imagine the computer vision task: classify images into two categories – humans vs trucks. The good model will find common features that are present in human pictures but not in the trucks pictures (smooth curves, skin-color surfaces). This is a generalization. Such model will be able to handle new pictures pretty well. The bad model, overfitted one, will just remember exact images, exact pixels of the training dataset and will have no idea what to do with new images on the test set.
What can you do to prevent overfitting?
There are few common approaches to deal with overfitting:
Use simpler models. With fewer parameters, it will be difficult for a model to remember the dataset
Use regularization. Constrain the weights of the model and/or use dropout in your perceptron.
Stop the training process. Split your training data once more, so you will have three parts of the data: training, dev, and test. Then train your model using training data only and stop the training when the error on the dev set stopped decreasing.
The good starting point to read about overfitting is Wikipedia: https://en.wikipedia.org/wiki/Overfitting
I am fairly new to Machine Learning and have recently been working on a new classification problem to which I'm giving the link below. Since cars interest me, I decided to go with a dataset that deals with the classification of cars based on several attributes.
http://archive.ics.uci.edu/ml/datasets/Car+Evaluation
Now, I understand that there might be a number of ways to go about this particular case, but the real issue here is - Which particular algorithm might be most effective?
I am considering Regression, SVM, KNN, and Hidden Markov Models. Any suggestions at all would be greatly appreciated.
You have a multi-class classification problem with 1728 samples. The features are in 6 groups:
buying v-high, high, med, low
maint v-high, high, med, low
doors 2, 3, 4, 5-more
persons 2, 4, more
lug_boot small, med, big
safety low, med, high
what you need to do for features is to create features like this:
buying_v-high, buying-high, buying-med, buying-low, maint-v-high, ...
at the end you'll have
4+4+4+3+3+3 = 21
features. The output classes are:
class N N[%]
-----------------------------
unacc 1210 (70.023 %)
acc 384 (22.222 %)
good 69 ( 3.993 %)
v-good 65 ( 3.762 %)
You need to try several classification algorithms to see which one works better. For evaluation you can use cross-validation or you can put away say 728 or the samples and evaluate on that.
For classification models you iterate over 10 different classification models available in Machine Learning libraries and check which one is better. I suggest using scikit-learn for simplicity.
You can find a simple iterator over several classifiers in this script.
Remember that you need to tune some parameters for each model and you shouldn't tune them on the test set. So it is better to divide your samples into 1000 (training set), 350 (development set), 378 (test set). Use the development set to tune your parameters and to choose the best performing model and then use the test set to evaluate that model over unseen data.