In this paper, we study the accuracy of values aggregated over classes predicted by a classification algorithm. The problem is that the resulting aggregates (e.g., sums of a variable) are known to be biased. The bias can be large even for highly accurate classification algorithms, in particular when dealing with class-imbalanced data. To correct this bias, the algorithm's classification error rates have to be estimated. In this estimation, two issues arise when applying existing bias correction methods. First, inaccuracies in estimating classification error rates have to be taken into account. Second, impermissible estimates, such as a negative estimate for a positive value, have to be dismissed. We show that both issues are relevant in applications where the true labels are known only for a small set of data points. We propose a novel bias correction method using Bayesian inference. The novelty of our method is that it imposes constraints on the model parameters. We show that our method solves the problem of biased classification-based aggregates as well as the two issues above, in the general setting of multi-class classification. In the empirical evaluation, using a binary classifier on a real-world dataset of company tax returns, we show that our method outperforms existing methods in terms of mean squared error.
An extensive review on Bayesian inference for categorical data analysis can be found in @cite_11 . It specifically comments on the use of prior distributions and the lack of consensus about what noninformative means'' @cite_11 . We will avert this discussion by analytically deriving the posterior distribution for the entire family of conjugate priors. We empirically evaluate two common prior choices; the uniform (flat) prior and the Jeffreys prior. In real-world applications, our bias correction method can be implemented for non-conjugate prior as well, by utilizing Markov chain Monte Carlo (MCMC) methods.
@cite_11
2083712543 2147426468 2147962921 2126334242
Three Bayesian related approaches, namely, variational Bayesian (VB), minimum message length (MML) and Bayesian Ying-Yang (BYY) harmony learning, have been applied to automatically determining an appropriate number of components during learning Gaussian mixture model (GMM). This paper aims to provide a comparative investigation on these approaches with not only a Jeffreys prior but also a conjugate Dirichlet-Normal-Wishart (DNW) prior on GMM. In addition to adopting the existing algorithms either directly or with some modifications, the algorithm for VB with Jeffreys prior and the algorithm for BYY with DNW prior are developed in this paper to fill the missing gap. The performances of automatic model selection are evaluated through extensive experiments, with several empirical findings: 1) Considering priors merely on the mixing weights, each of three approaches makes biased mistakes, while considering priors on all the parameters of GMM makes each approach reduce its bias and also improve its performance. 2) As Jeffreys prior is replaced by the DNW prior, all the three approaches improve their performances. Moreover, Jeffreys prior makes MML slightly better than VB, while the DNW prior makes VB better than MML. 3) As the hyperparameters of DNW prior are further optimized by each of its own learning principle, BYY improves its performances while VB and MML deteriorate their performances when there are too many free hyper-parameters. Actually, VB and MML lack a good guide for optimizing the hyper-parameters of DNW prior. 4) BYY considerably outperforms both VB and MML for any type of priors and whether hyper-parameters are optimized. Being different from VB and MML that rely on appropriate priors to perform model selection, BYY does not highly depend on the type of priors. It has model selection ability even without priors and performs already very well with Jeffreys prior, and incrementally improves as Jeffreys prior is replaced by the DNW prior. Finally, all algorithms are applied on the Berkeley segmentation database of real world images. Again, BYY considerably outperforms both VB and MML, especially in detecting the objects of interest from a confusing background. We consider full Bayesian inference in the multivariate normal mean model in the situation that the mean vector is sparse. The prior distribution on the vector of means is constructed hierarchically by first choosing a collection of nonzero means and next a prior on the nonzero values.We consider the posterior distribution in the frequentist set-up that the observations are generated according to a fixed mean vector, and are interested in the posterior distribution of the number of nonzero components and the contraction of the posterior distribution to the true mean vector. We find various combinations of priors on the number of nonzero coefficients and on these coefficients that give desirable performance. We also find priors that give suboptimal convergence, for instance, Gaussian priors on the nonzero coefficients.We illustrate the results by simulations. © 2012 Institute of Mathematical Statistics. This article surveys Bayesian methods for categorical data analysis, with primary emphasis on contingency table analysis. Early innovations were proposed by Good (1953, 1956, 1965) for smoothing proportions in contingency tables and by Lindley (1964) for inference about odds ratios. These approaches primarily used conjugate beta and Dirichlet priors. Altham (1969, 1971) presented Bayesian analogs of small-sample frequentist tests for 2 x 2 tables using such priors. An alternative approach using normal priors for logits received considerable attention in the 1970s by Leonard and others (e.g., Leonard 1972). Adopted usually in a hierarchical form, the logit-normal approach allows greater flexibility and scope for generalization. The 1970s also saw considerable interest in loglinear modeling. The advent of modern computational methods since the mid-1980s has led to a growing literature on fully Bayesian analyses with models for categorical data, with main emphasis on generalized linear models such as logistic regression for binary and multi-category response variables. Stimulus reconstruction or decoding methods provide an important tool for understanding how sensory and motor information is represented in neural activity. We discuss Bayesian decoding methods based on an encoding generalized linear model (GLM) that accurately describes how stimuli are transformed into the spike trains of a group of neurons. The form of the GLM likelihood ensures that the posterior distribution over the stimuli that caused an observed set of spike trains is log concave so long as the prior is. This allows the maximum a posteriori (MAP) stimulus estimate to be obtained using efficient optimization algorithms. Unfortunately, the MAP estimate can have a relatively large average error when the posterior is highly nongaussian. Here we compare several Markov chain Monte Carlo (MCMC) algorithms that allow for the calculation of general Bayesian estimators involving posterior expectations (conditional on model parameters). An efficient version of the hybrid Monte Carlo (HMC) algorithm was significantly superior to other MCMC methods for gaussian priors. When the prior distribution has sharp edges and corners, on the other hand, the “hit-and-run” algorithm performed better than other MCMC methods. Using these algorithms, we show that for this latter class of priors, the posterior mean estimate can have a considerably lower average error than MAP, whereas for gaussian priors, the two estimators have roughly equal efficiency. We also address the application of MCMC methods for extracting nonmarginal properties of the posterior distribution. For example, by using MCMC to calculate the mutual information between the stimulus and response, we verify the validity of a computationally efficient Laplace approximation to this quantity for gaussian priors in a wide range of model parameters; this makes direct model-based computation of the mutual information tractable even in the case of large observed neural populations, where methods based on binning the spike train fail. Finally, we consider the effect of uncertainty in the GLM parameters on the posterior estimators.