相关论文: Optimizing F-measure: A Tale of Two Approaches

The F-measure, which has originally been introduced in information retrieval, is nowadays routinely used as a performance metric for problems such as binary classification, multi-label classification, and structured output prediction.…

The use of alternative measures to evaluate classifier performance is gaining attention, specially for imbalanced problems. However, the use of these measures in the classifier design process is still unsolved. In this work we propose a…

Logistic regression is a widely used method in several fields. When applying logistic regression to imbalanced data, for which majority classes dominate over minority classes, all class labels are estimated as `majority class.' In this…

Empirical divergence maximization (EDM) refers to a recently proposed strategy for estimating f-divergences and likelihood ratio functions. This paper extends the idea to empirical vector quantization where one seeks to empirically derive…

We introduce Feasible Learning (FL), a sample-centric learning paradigm where models are trained by solving a feasibility problem that bounds the loss for each training sample. In contrast to the ubiquitous Empirical Risk Minimization (ERM)…

Empirical analysis serves as an important complement to theoretical analysis for studying practical Bayesian optimization. Often empirical insights expose strengths and weaknesses inaccessible to theoretical analysis. We define two metrics…

The performance of many machine learning models depends on their hyper-parameter settings. Bayesian Optimization has become a successful tool for hyper-parameter optimization of machine learning algorithms, which aims to identify optimal…

Expectation Maximization (EM) is among the most popular algorithms for estimating parameters of statistical models. However, EM, which is an iterative algorithm based on the maximum likelihood principle, is generally only guaranteed to find…

Non-linear performance measures are widely used for the evaluation of learning algorithms. For example, $F$-measure is a commonly used performance measure for classification problems in machine learning and information retrieval community.…

Fast Incremental Expectation Maximization (FIEM) is a version of the EM framework for large datasets. In this paper, we first recast FIEM and other incremental EM type algorithms in the {\em Stochastic Approximation within EM} framework.…

Latent class model (LCM), which is a finite mixture of different categorical distributions, is one of the most widely used models in statistics and machine learning fields. Because of its non-continuous nature and the flexibility in shape,…

Affine policies (or control) are widely used as a solution approach in dynamic optimization where computing an optimal adjustable solution is usually intractable. While the worst case performance of affine policies can be significantly bad,…

We advocate for a practical Maximum Likelihood Estimation (MLE) approach towards designing loss functions for regression and forecasting, as an alternative to the typical approach of direct empirical risk minimization on a specific target…

Many real-world classification tasks require predicting multiple labels per instance, necessitating the optimization of complex evaluation metrics such as the $F$-measure and Jaccard index. While the Empirical Utility Maximization (EUM)…

Machine learning models have exhibited exceptional results in various domains. The most prevalent approach for learning is the empirical risk minimizer (ERM), which adapts the model's weights to reduce the loss on a training set and…

Practitioners conducting adaptive experiments often encounter two competing priorities: maximizing total welfare (or `reward') through effective treatment assignment and swiftly concluding experiments to implement population-wide…

Expectation maximization (EM) is a technique for estimating maximum-likelihood parameters of a latent variable model given observed data by alternating between taking expectations of sufficient statistics, and maximizing the expected log…

Many applications require that we learn the parameters of a model from data. EM is a method used to learn the parameters of probabilistic models for which the data for some of the variables in the models is either missing or hidden. There…

The Expectation--Maximization (EM) algorithm is a simple meta-algorithm that has been used for many years as a methodology for statistical inference when there are missing measurements in the observed data or when the data is composed of…

Simulation-based inference enables learning the parameters of a model even when its likelihood cannot be computed in practice. One class of methods uses data simulated with different parameters to infer models of the likelihood-to-evidence…