Citations, better flake.nix, better figure
This commit is contained in:
@@ -1,3 +1,112 @@
|
||||
% ============================================================
|
||||
% PLACEMENT: near the START of Ch. 2, before KDE and AUC/lit
|
||||
% review sections. This is the reader's first encounter with
|
||||
% the problem setting and the TPR@FPR objective. The arc
|
||||
% should be: (1) standard accuracy under imbalance fails;
|
||||
% (2) class-weighting is the usual fix but gives no direct
|
||||
% operating-point control; (3) define TPR, FPR, ROC formally;
|
||||
% (4) state the target: maximise TPR at a fixed FPR budget α.
|
||||
% ============================================================
|
||||
\section{Imbalanced Classification and The TPR/FPR Objective}
|
||||
\label{sec:imbalanced-tpr-fpr}
|
||||
|
||||
% IMPROVEMENT SUGGESTIONS (carried over from original draft):
|
||||
% - Narrative arc is currently backwards. Drive the section
|
||||
% with: accuracy is gameable under imbalance -> class
|
||||
% weighting is the standard fix -> it gives no direct
|
||||
% control over the operating point -> therefore we need
|
||||
% TPR@FPR directly.
|
||||
% - The inseparability tangent (cascade-classifier example)
|
||||
% dilutes the argument; trim to one sentence or cut.
|
||||
% - $\mathcal{D}_0$ and $\mathcal{D}_1$ must be defined
|
||||
% before first use.
|
||||
% - Land the section on a concrete, formal statement of the
|
||||
% TPR@FPR objective with proper notation.
|
||||
|
||||
When fitting a classifier, it is most common to try and maximize the probability
|
||||
of success. That is, given some dataset
|
||||
$\mathcal{D} = \{(\mathbf{x}_i, y_i)\}_{i=1}^{n}$
|
||||
with inputs $\mathbf{x}_i \in \mathcal{X}$ and binary labels $y_i \in \{0, 1\}$, we learn a scoring function $f_\theta : \mathcal{X} \to \mathbb{R}$ and apply a threshold $\tau$ to produce predictions $\hat{y} = \mathbf{1}[f_\theta(\mathbf{x}) > \tau]$. The standard objective is to minimize the probability of classification error:
|
||||
|
||||
$$\mathcal{L}(\theta) = \frac{1}{n} \sum_{i=1}^{n} \mathbf{1}[\hat{y}_i \neq y_i] = P(\hat{y} \neq y)$$
|
||||
|
||||
which is equivalent to maximizing classification accuracy $P(\hat{y} = y)$.
|
||||
|
||||
For most applications, this optimization is warranted. However, there are many real-world settings in which
|
||||
this type of fitting is ill-suited.
|
||||
|
||||
One such application is in the case of inseparable classes. In many cases, no meaningful
|
||||
separation boundary can be found between $\mathcal{D}_0$ and $\mathcal{D}_1$. In many cases,
|
||||
especially in tabular datasets, there can be two data elements $i,j$ for which $\mathbf{x}_i = \mathbf{x}_j$,
|
||||
however, $y_i \neq y_j$. Any deterministic classifier will have to decide whether to classify
|
||||
inseparable points as one class or the other, but it remains hard to control the behavior of
|
||||
a classifier while it is fitting to suggest one outcome or the other.
|
||||
|
||||
The issue of inseparability becomes more apparent in certain applications where runtime is a key
|
||||
and limiting factor. In many classification pipelines, a ``quick and dirty'' classifier may
|
||||
filter out many candidates before an ``in depth'' classifier gives the final answer. This may be done
|
||||
in events where running the full in-depth classification on all data points is not a cost-effective or time-efficient solution.
|
||||
The ``quick and dirty'' classifier can be either low in parameters, making it run quickly. It may also only
|
||||
make a quick decision based on part of the data point. For example, in the case of a classifier looking to flag
|
||||
images of the ocean, a ``quick and dirty'' classifier may look at a very-low resolution version of the image and simply check if it is relatively ``blue''. It filters out many certain false candidates this way, then passes on the remainder to an in-depth, higher accuracy classifier. Solutions like this allow to run at near-optimal performance with lower compute resources in limited-time applications. These situations are common in large-volume image applications on the internet, as well as in astronomy/microscopy.
|
||||
|
||||
Another such application is a case of highly imbalanced data. Even with separability, it is very
|
||||
easy to a classifier to simply ``ignore'' the minority class. This may very likely be a local minimum
|
||||
while fitting, which may be inescapable. As was once said, ``a classifier that always returns 0 is
|
||||
well fitted for flagging pictures of Michael Jordan bathing in green M\&Ms''. Combined with inseparability, we see that in extreme cases, classifiers may choose to ignore, or otherwise penalize, the minority class.
|
||||
|
||||
For every trained classifier, the output per model is a score (TODO rewrite and formalize).
|
||||
|
||||
TODO finish this section
|
||||
|
||||
\begin{itemize}
|
||||
\item What usually happens
|
||||
\begin{itemize}
|
||||
\item Fitting
|
||||
\item Graphing ROC and picking threshold based on tradeoff
|
||||
\end{itemize}
|
||||
\item Usually we compensate for poor performance with
|
||||
\begin{itemize}
|
||||
\item Weighting between classes
|
||||
\item Possible other methods
|
||||
\end{itemize}
|
||||
\item Problem with this method is lack of control.
|
||||
\end{itemize}
|
||||
|
||||
|
||||
% Motivate why standard loss functions (cross-entropy, MSE) break down under class
|
||||
% imbalance: they optimize average accuracy, which a model can game by predicting
|
||||
% the majority class. Introduce concrete examples (e.g. medical diagnosis, fraud
|
||||
% detection) where the cost of a false negative vastly outweighs a false positive,
|
||||
% and where the practitioner needs to operate at a specific FPR budget. Argue that
|
||||
% what is actually needed is direct control over TPR at a fixed FPR, not a
|
||||
% surrogate that only loosely correlates with it.
|
||||
|
||||
|
||||
% ============================================================
|
||||
% PLACEMENT: near the END of Ch. 2, after KDE and AUC/lit
|
||||
% review sections, just before the chapter summary. This
|
||||
% section bridges from prior work to the method chapter by
|
||||
% framing ROLL as a learnable, gradient-based NP test.
|
||||
% ============================================================
|
||||
\section{Connection to Neyman-Pearson}
|
||||
\label{sec:neyman-pearson}
|
||||
|
||||
% Introduce the Neyman-Pearson lemma: among all tests at a
|
||||
% given false-positive rate, the likelihood-ratio test
|
||||
% maximizes TPR. Frame ROLL as a learnable, gradient-based
|
||||
% realization of this principle — rather than assuming known
|
||||
% class-conditional distributions (as classical NP does),
|
||||
% ROLL estimates them from model scores during training.
|
||||
% Briefly note that existing NP-inspired methods do not
|
||||
% support deep learning / gradient-based optimization; this
|
||||
% is the gap ROLL fills.
|
||||
|
||||
TODO write this section.
|
||||
|
||||
|
||||
%------------------------------------------------
|
||||
|
||||
\section{topic a}
|
||||
\label{sec:related_work:jigsaw_puzzles}
|
||||
\addcontentsline{tocheb}{section}{\protect\numberline{\secnumforhebrewtoc}{נושא א}}
|
||||
|
||||
Reference in New Issue
Block a user