I have seen MICE implemented with different types of algorithms e.g. RandomForest or Stochastic Regression etc.
My question is that does it matter which type of algorithm i.e. does one perform the best? Is there any empirical evidence?
I am struggling to find any info on the web
Thank you
Yes, (depending on your task) it can matter quite a lot, which algorithm you choose.
You also can be sure, the mice developers wouldn't out effort into providing different algorithms, if there was one algorithm that anyway always performs best. Because, of course like in machine learning the "No free lunch theorem" is also relevant for imputation.
In general you can say, that the default settings of mice are often a good choice.
Look at this example from the miceRanger Vignette to see, how far imputations can differ for different algorithms. (the real distribution is marked in red, the respective multiple imputations in black)
The Predictive Mean Matching (pmm) algorithm e.g. makes sure that only imputed values appear, that were really in the dataset. This is for example useful, where only integer values like 0,1,2,3 appear in the data (and no values in between). Other algorithms won't do this, so while doing their regression they will also provide interpolated values like on the picture to the right ( so they will provide imputations that are e.g. 1.1, 1.3, ...) Both solutions can come with certain drawbacks.
That is why it is important to actually assess imputation performance afterwards. There are several diagnostic plots in mice to do this.
Why specifically is it used?
I know it increases variation which may help explore the problem space, but how much does it increase the probability of finding the optimal solution/configuration in time? And does it do anything else advantageous?
And does it necessarily always help, or are there instances in which it would increase the time taken to find the optimal solution?
As Patrick Trentin said, crossover improve the speed of convergence, because it allows to combine good genes that are already found in the population.
But, for neuro-evolution, crossover is facing the "permutation problem", also known as "the competing convention problem". When two parents are permutations of the same network, then, except in rare cases, their offspring will always have a lower fitness. Because the same part of the network is copied in two different locations, and so the offspring is losing viable genes for one of these two locations.
for example the networks A,B,C,D and D,C,B,A that are permutations of the same network. The offspring can be:
A,B,C,D (copy of parent 1)
D,C,B,A (copy of parent 2)
A,C,B,D OK
A,B,C,A
A,B,B,A
A,B,B,D
A,C,B,A
A,C,C,A
A,C,C,D
D,B,C,A OK
D,C,B,D
D,B,B,A
D,B,B,D
D,B,C,D
D,C,C,A
D,C,C,D
So, for this example, 2/16 of the offspring are copies of the parents. 2/16 are combinations without duplicates. And 12/16 have duplicated genes.
The permutation problem occurs because networks that are permutations one of the other have the same fitness. So, even for an elitist GA, if one is selected as parent, the other will also often be selected as parent.
The permutations may be only partial. In this case, the result is better than for complete permutations, but the offspring will, in a lot of cases, still have a lower fitness than the parents.
To avoid the permutation problem, I heard about similarity based crossover, that compute similarity of neurons and their connected synapses, doing the crossing-over between the most similar neurons instead of a crossing-over based on the locus.
When evolving topology of the networks, some NEAT specialists think the permutation problem is part of a broader problem: "the variable lenght genome problem". And NEAT seems to avoid this problem by speciation of the networks, when two networks are too differents in topology and weights, they aren't allowed to mate. So, NEAT algorithm seems to consider permuted networks as too different, and doesn't allow them to mate.
A website about NEAT also says:
However, in another sense, one could say that the variable length genome problem can never be "solved" because it is inherent in any system that generates different constructions that solve the same problem. For example, both a bird and a bat represent solutions to the problem of flight, yet they are not compatible since they are different conventions of doing the same thing. The same situation can happen in NEAT, where very different structures might arise that do the same thing. Of course, such structures will not mate, avoiding the serious consequence of damaged offspring. Still, it can be said that since disparate representations can exist simultaneously, incompatible genomes are still present and therefore the problem is not "solved." Ultimately, it is subjective whether or not the problem has been solved. It depends on what you would consider a solution. However, it is at least correct to say, "the problem of variable length genomes is avoided."
Edit: To answer your comment.
You may be right for similarity based crossover, I'm not sure it totally avoids the permutation problem.
About the ultimate goal of crossover, without considering the permutation problem, I'm not sure it is useful for the evolution of neural networks, but my thought is: if we divide a neural network in several parts, each part contributes to the fitness, so two networks with a high fitness may have different good parts. And combining these parts should create an even better network. Some offspring will of course inherit the bad parts, but some other offspring will inherit the good parts.
Like Ray suggested, it could be useful to experiment the evolution of neural networks with and without crossover. As there is randomness in the evolution, the problem is to run a large number of tests, to compute the average evolution speed.
About evolving something else than a neural network, I found a paper that says an algorithm using crossover outperforms a mutation-only algorithm for solving the all-pairs shortest path problem (APSP).
Edit 2:
Even if the permutation problem seems to be only applicable to some particular problems like neuro-evolution, I don't think we can say the same about crossover, because maybe we are missing something about the problems that don't seem to be suitable for crossover.
I found a free version of the paper about similarity based crossover for neuro-evolution, and it shows that:
an algorithm using a naive crossover performs worse than a mutation-only algorithm.
using similarity based crossover it performs better than a mutation-only algorithm for all tested cases.
NEAT algorithm sometimes performs better than a mutation-only algorithm.
Crossover is complex and I think there is a lack of studies that compare it with mutation-only algorithms, maybe because its usefulness highly depends:
of its engineering, in function of particular problems like the permutation problem. So of the type of crossover we use (similarity based, single point, uniform, edge recombination, etc...).
And of the mating algorithm. For example, this paper shows that a gendered genetic algorithm strongly outperforms a non-gendered genetic algorithm for solving the TSP. For solving two other problems, the algorithm doesn't strongly outperforms, but it is better than the non-gendered GA. In this experiment, males are selected on their fitness, and females are selected on their ability to produce a good offspring. Unfortunately, this study doesn't compare the results with a mutation-only algorithm.
I'm applying a kmean algorithm for clustering my customer base. I'm struggling conceptually on the selection process of the dimensions (variables) to include in the model. I was wondering if there are methods established to compare among models with different variables. In particular, I was thinking to use the common SSwithin / SSbetween ratio, but I'm not sure if that can be applied to compare models with a different number of dimensions...
Any suggestions>?
Thanks a lot.
Classic approaches are sequential selection algorithms like "sequential floating forward selection" (SFFS) or "sequential floating backward elimination (SFBS). Those are heuristic methods where you eliminate (or add) one feature at the time based on your performance metric, e.g,. mean squared error (MSE). Also, you could use a genetic algorithm for that if you like.
Here is an easy-going paper that summarizes the ideas:
Feature Selection from Huge Feature Sets
And a more advanced one that could be useful: Unsupervised Feature Selection for the k-means Clustering Problem
EDIT:
When I think about it again, I initially had the question in mind "how do I select the k (a fixed number) best features (where k < d)," e.g., for computational efficiency or visualization purposes. Now, I think what you where asking is more like "What is the feature subset that performs best overall?" The silhouette index (similarity of points within a cluster) could be useful, but I really don't think you can really improve the performance via feature selection unless you have the ground truth labels.
I have to admit that I have more experience with supervised rather than unsupervised methods. Thus, I typically prefer regularization over feature selection/dimensionality reduction when it comes to tackling the "curse of dimensionality." I use dimensionality reduction frequently for data compression though.
I am a student at statistics department and I have a thesis about the factors of daily life behaviors related to obesity.
I made a test to 200 people and asked 30 questions like, if they smoke or not & fast-food consumption etc...
My question is ; How can i find the significant variables in which are mostly related to obesity situation using backward elimination or forward selection technique in MATLAB.
I am new at MATLAB and don't have any idea about where to start. Could somebody please help me.
If you have access to Statistics Toolbox, take a look at the functions stepwisefit and sequentialfs. Both carry out forms of forward and backward feature selection. stepwisefit does stepwise linear regression, whereas sequentialfs is for general purpose sequential feature selection applicable to many model types.
Is there any algorithm or trick of how to determine the number of gaussians which should be identified within a set of data before applying the expectation maximization algorithm?
For example, in the above illustrated plot of 2 - Dimensional data, when I apply the Expectation Maximization algorithm, I try to fit 4 gaussians to the data and I would obtain the following result.
But what if I wouldn't knew the number of gaussians within the data? Is there any algorithm or trick which I could apply so that I could find out this detail?
This might be a bit of a retread, since others already linked the wiki article of the actual cluster number determination, but I found that article a lil overly dense, so I thought I'd provide a brief, intuitive answer:
Basically, there isn't a universally 'correct' answer for the number of clusters in a data set -- the fewer clusters, the smaller the description length but the higher the variance, and in all non-trivial datasets the variance won't completely go away unless you have a Gaussian for each point, which renders the clustering useless (this is a case of the more general phenomena known as the 'futility of bias free learning': A learner that makes no a priori assumptions regarding the identity of the target concept has no rational basis for classifying any unseen instances).
So you basically have to pick some feature of your dataset to maximize via the number of clusters (see the wiki article on inductive bias for some example features)
In other sad news, in all such cases finding the number of clusters is known to be NP-hard, so the best you can expect is a good heuristic approach.
Wikipedia has an article on this subject. I am not too familiar with the subject, but I've been told that clustering algorithms that don't require specifying the number of clusters instead need some density information about the clusters or some minimum distance between clusters.
Non parametric bayesian clustering is now getting lot of attention. You dont need to specify clusters.
Autoclass is algorithm that automatically identify number of clusters from mixture.