I am using the Matlab Classification Learner app to test different classifiers over a training set (size = 700). My response variable is a categorical label with 5 possible values. I have 7 numerical features and 2 categorical ones. I found a Cubic SVM to have the highest accuracy of 83%. But the performance goes down considerably when I enable PCA with 95% explained variance (accuracy = 40.5%). I am a student and this is the first time I am using PCA.
Why do I see such a result?
Could it be because of a small / unbalanced data set?
When is it useful to apply PCA? When we say "reduce dimensionality", is there a minimum number of features (dimensionality) in the original set?
Any help is appreciated. Thanks in advance!
I want to share my opinion
I think training set 700 means, your data is < 1k.
I'm even surprised that svm performs 83%.
Even MNIST dataset is considered to be small (60.000 training - 10.000 test). Your data is much-much smaller.
You try to reduce your small data even smaller using pca. So what will svm learns? There is no discriminating samples left?
If I were you I would test using random-forest classifier. Random-forest might even perform better.
Even if you balanced your data, it is small data.
I believe using SMOTE will not improve the result. If your data consist of images then you could use ImageDataGenerator for replicating your data. Though I'm not sure matlab contains ImageDataGenerator.
You will use PCA, when you have lots of samples. Yet the samples are not directly effecting the accuracy but they are the components of data.
For instance: Let's consider handwritten digit classification data.
From above can we say each pixel is directly effecting the accuracy?
The answer is no? Above the black pixels are not important for the accuracy, therefore to remove them we use pca.
If you want a detailed explanation with a python example. Check out my other answer
Related
I am working on a Classification problem with 2 labels : 0 and 1. My training dataset is a very imbalanced dataset (and so will be the test set considering my problem).
The proportion of the imbalanced dataset is 1000:4 , with label '0' appearing 250 times more than label '1'. However, I have a lot of training samples : around 23 millions. So I should get around 100 000 samples for the label '1'.
Considering the big number of training samples I have, I didn't consider SVM. I also read about SMOTE for Random Forests. However, I was wondering whether NN could be efficient to handle this kind of imbalanced dataset with a large dataset ?
Also, as I am using Tensorflow to design the model, which characteristics should/could I tune to be able to handle this imbalanced situation ?
Thanks for your help !
Paul
Update :
Considering the number of answers, and that they are quite similar, I will answer all of them here, as a common answer.
1) I tried during this weekend the 1st option, increasing the cost for the positive label. Actually, with less unbalanced proportion (like 1/10, on another dataset), this seems to help a bit to get a better result, or at least to 'bias' the precision/recall scores proportion.
However, for my situation,
It seems to be very sensitive to the alpha number. With alpha = 250, which is the proportion of the unbalanced dataset, I have a precision of 0.006 and a recall score of 0.83, but the model is predicting way too many 1 that it should be - around 0.50 of label '1' ...
With alpha = 100, the model predicts only '0'. I guess I'll have to do some 'tuning' for this alpha parameter :/
I'll take a look at this function from TF too as I did it manually for now : tf.nn.weighted_cross_entropy_with_logitsthat
2) I will try to de-unbalance the dataset but I am afraid that I will lose a lot of info doing that, as I have millions of samples but only ~ 100k positive samples.
3) Using a smaller batch size seems indeed a good idea. I'll try it !
There are usually two common ways for imbanlanced dataset:
Online sampling as mentioned above. In each iteration you sample a class-balanced batch from the training set.
Re-weight the cost of two classes respectively. You'd want to give the loss on the dominant class a smaller weight. For example this is used in the paper Holistically-Nested Edge Detection
I will expand a bit on chasep's answer.
If you are using a neural network followed by softmax+cross-entropy or Hinge Loss you can as #chasep255 mentionned make it more costly for the network to misclassify the example that appear the less.
To do that simply split the cost into two parts and put more weights on the class that have fewer examples.
For simplicity if you say that the dominant class is labelled negative (neg) for softmax and the other the positive (pos) (for Hinge you could exactly the same):
L=L_{neg}+L_{pos} =>L=L_{neg}+\alpha*L_{pos}
With \alpha greater than 1.
Which would translate in tensorflow for the case of cross-entropy where the positives are labelled [1, 0] and the negatives [0,1] to something like :
cross_entropy_mean=-tf.reduce_mean(targets*tf.log(y_out)*tf.constant([alpha, 1.]))
Whatismore by digging a bit into Tensorflow API you seem to have a tensorflow function tf.nn.weighted_cross_entropy_with_logitsthat implements it did not read the details but look fairly straightforward.
Another way if you train your algorithm with mini-batch SGD would be make batches with a fixed proportion of positives.
I would go with the first option as it is slightly easier to do with TF.
One thing I might try is weighting the samples differently when calculating the cost. For instance maybe divide the cost by 250 if the expected result is a 0 and leave it alone if the expected result is a one. This way the more rare samples have more of an impact. You could also simply try training it without any changes and see if the nnet just happens to work. I would make sure to use a large batch size though so you always get at least one of the rare samples in each batch.
Yes - neural network could help in your case. There are at least two approaches to such problem:
Leave your set not changed but decrease the size of batch and number of epochs. Apparently this might help better than keeping the batch size big. From my experience - in the beginning network is adjusting its weights to assign the most probable class to every example but after many epochs it will start to adjust itself to increase performance on all dataset. Using cross-entropy will give you additional information about probability of assigning 1 to a given example (assuming your network has sufficient capacity).
Balance your dataset and adjust your score during evaluation phase using Bayes rule:score_of_class_k ~ score_from_model_for_class_k / original_percentage_of_class_k.
You may reweight your classes in the cost function (as mentioned in one of the answers). Important thing then is to also reweight your scores in your final answer.
I'd suggest a slightly different approach. When it comes to image data, the deep learning community has already come up with a few ways to augment data. Similar to image augmentation, you could try to generate fake data to "balance" your dataset. The approach I tried was to use a Variational Autoencoder and then sample from the underlying distribution to generate fake data for the class you want. I tried it and the results are looking pretty cool: https://lschmiddey.github.io/fastpages_/2021/03/17/data-augmentation-tabular-data.html
I was reading this particular paper http://www.robots.ox.ac.uk/~vgg/publications/2011/Chatfield11/chatfield11.pdf and I find the Fisher Vector with GMM vocabulary approach very interesting and I would like to test it myself.
However, it is totally unclear (to me) how do they apply PCA dimensionality reduction on the data. I mean, do they calculate Feature Space and once it is calculated they perform PCA on it? Or do they just perform PCA on every image after SIFT is calculated and then they create feature space?
Is this supposed to be done for both training test sets? To me it's an 'obviously yes' answer, however it is not clear.
I was thinking of creating the feature space from training set and then run PCA on it. Then, I could use that PCA coefficient from training set to reduce each image's sift descriptor that is going to be encoded into Fisher Vector for later classification, whether it is a test or a train image.
EDIT 1;
Simplistic example:
[coef , reduced_feat_space]= pca(Feat_Space','NumComponents', 80);
and then (for both test and train images)
reduced_test_img = test_img * coef; (And then choose the first 80 dimensions of the reduced_test_img)
What do you think? Cheers
It looks to me like they do SIFT first and then do PCA. the article states in section 2.1 "The local descriptors are fixed in all experiments to be SIFT descriptors..."
also in the introduction section "the following three steps:(i) extraction
of local image features (e.g., SIFT descriptors), (ii) encoding of the local features in an image descriptor (e.g., a histogram of the quantized local features), and (iii) classification ... Recently several authors have focused on improving the second component" so it looks to me that the dimensionality reduction occurs after SIFT and the paper is simply talking about a few different methods of doing this, and the performance of each
I would also guess (as you did) that you would have to run it on both sets of images. Otherwise your would be using two different metrics to classify the images it really is like comparing apples to oranges. Comparing a reduced dimensional representation to the full one (even for the same exact image) will show some variation. In fact that is the whole premise of PCA, you are giving up some smaller features (usually) for computational efficiency. The real question with PCA or any dimensionality reduction algorithm is how much information can I give up and still reliably classify/segment different data sets
And as a last point, you would have to treat both images the same way, because your end goal is to use the Fisher Feature Vector for classification as either test or training. Now imagine you decided training images dont get PCA and test images do. Now I give you some image X, what would you do with it? How could you treat one set of images differently from another BEFORE you've classified them? Using the same technique on both sets means you'd process my image X then decide where to put it.
Anyway, I hope that helped and wasn't to rant-like. Good Luck :-)
I am using knn to do classification for a telecom problem. I splitted my data into 70% training and 30% validation. While the knn classifier is able to catch over 80% in 2 deciles in training, its performance in validation sample is as good as random 45 degree line. I am surprised how does KNN work that the model performance in training and validation are so different.
Any pointers ?
Reasonable pointers are hardly possible without more details. The behavior of your KNN depends on several aspects:
The parameter K defining the neighbors. If it is set to K=1, for example, you will get no training error at all, this showing that the consideration of training-to-validation-error may not be justified.
The parameter K is often found using cross validation. I would suggest you to do this as well.
The distance metric. Which function are you using, are there different units, length scales, etc.?
The noise of your data, the size of your data ... -- there simply exist data sets which are hard to describe.
By the way: can you tell what kind of data you want to describe, and, if possible, also provide some examples or show some scatter plot (data and your result)?
I am trying to classify the four groups of images using SVM method, by randomly selecting training and testing data each time. When T run the program the performance varies due to randomly selecting data. How to get accurate performance of my algorithm and also how to calculate training and testing accuracy?
The formula I am using for performance is
Performance = sum(PredictedLabels == test_labels) / numel(PredictedLabels)
I am using multisvm function for classification.
My suggestion:
Actually the performance measure is acceptable, though there are some other slightly better choices like #Dan has mentioned.
More importantly, you need to deal with randomness.
1) Everytime you select your training data, test the trained model with multiple randomized test data and average the accuracy. (e.g. 10 times or so)
2) Use multiple trained model and average the performance to get general performance.
Remark:
1) You need to make sure the training data and test data do not overlap. Or it is no longer test data.
2) It is better to have the training data have the same number of samples from each class label. This means you can partition your dataset in advance.
I have a training dataset with 60,000 images and a testing dataset with 10,000 images. Each image represents an integer number from 0 to 9. My goal was to use libsvm which is a library for Support Vector Machines in order to learn the numbers from the training dataset and use the classification produced to predict the images of the testing dataset.
Each image is 28x28 which means that it has 784 pixels or features. While the features seem to be too many it took only 5-10 minutes to run the SVM application and learn the training dataset. The testing results were very good giving me 93% success rate.
I decided to try and use PCA from matlab in order to reduce the amount of features while at the same time not losing too much information.
[coeff scores latent] = princomp(train_images,'econ');
I played with the latent a little bit and found out that the first 90 features would have as a result 10% information loss so I decided to use only the first 90.
in the above code train_images is an array of size [60000x784]
from this code I get the scores and from the scores I simply took the number of features I wanted, so finally I had for the training images an array of [60000x90]
Question 1: What's the correct way to project the testing dataset to the coefficients => coeff?
I tried using the following:
test_images = test_images' * coeff;
Note that the test_images accordingly is an array of size [784x10000] while the coeff an array of size [784x784]
Then from that again I took only the 90 features by doing the following:
test_images = test_images(:,(1:number_of_features))';
which seemed to be correct. However after running the training and then the prediction, I got a 60% success rate which is way lower than the success rate I got when I didn't use any PCA at all.
Question 2: Why did I get such low results?
After PCA I scaled the data as always which is the correct thing to do I guess. Not scaling is generally not a good idea according to the libsvm website so I don't think that's an issue here.
Thank you in advance
Regarding your first question, I believe MarkV has already provided you with an answer.
As for the second question: PCA indeed conserves most of the variance of your data, but it does not necessarily means that it maintains 90% of the information of your data. Sometimes, the information required for successful classification is actually located at these 10% you knocked off. A good example for this can be found here, especially figure 1 there.
So, if you have nice results with the full features, why reduce the dimension?
You might want to try and play with different principal components. What happens if you take components 91:180 ? that might be an interesting experiment...