# Semi-supervised learning of class balance under class-prior change by distribution matching

Neural networks : the official journal of the International Neural Network Society, Volume 50, 2014, Pages 110-119.

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Keywords:

class-prior changetest input datainstance re-weightingsemi-supervised learningsystematical bias correctionMore(8+)

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Abstract:

In real-world classification problems, the class balance in the training dataset does not necessarily reflect that of the test dataset, which can cause significant estimation bias. If the class ratio of the test dataset is known, instance re-weighting or resampling allows systematical bias correction. However, learning the class ratio of ...More

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Introduction

- Most supervised learning algorithms assume that training and test data follow the same probability distribution (Bishop, 2006; Hastie, Tibshirani, & Friedman, 2001; Vapnik, 1998)
- This de facto standard assumption is often violated in real-world problems, caused by intrinsic sample selection bias or inevitable non-stationarity (Heckman, 1979; Quiñonero-Candela, Sugiyama, Schwaighofer, & Lawrence, 2009; Sugiyama & Kawanabe, 2012).

Highlights

- Most supervised learning algorithms assume that training and test data follow the same probability distribution (Bishop, 2006; Hastie, Tibshirani, & Friedman, 2001; Vapnik, 1998)
- This de facto standard assumption is often violated in real-world problems, caused by intrinsic sample selection bias or inevitable non-stationarity (Heckman, 1979; Quiñonero-Candela, Sugiyama, Schwaighofer, & Lawrence, 2009; Sugiyama & Kawanabe, 2012)
- Such a situation is called a class-prior change, and the bias caused by differing class balances can be systematically adjusted by instance re-weighting or resampling if the class balance in the test dataset is known (Elkan, 2001; Lin, Lee, & Wahba, 2002)
- The class ratio in the test dataset is often unknown in practice
- Class-prior change is a problem that is conceivable in many real-world datasets, and it can be systematically corrected for if the class prior of the test dataset is known
- We showed that the class ratios estimated by the proposed method are more accurate than competing methods, which can be translated into better classification accuracy

Methods

- The authors report experimental results.

5.1. Benchmark datasets

The following five methods are compared:

EM-KLR: The method of Saerens et al (2001) (see Section 2.2).

The class-posterior probability of the training dataset is estimated using l2-penalized kernel logistic regression with

Gaussian kernels. - The following five methods are compared:.
- EM-KLR: The method of Saerens et al (2001).
- The class-posterior probability of the training dataset is estimated using l2-penalized kernel logistic regression with.
- Gaussian kernels.
- The L-BFGS quasi-Newton implementation included in the ‘minFunc’ package is used for logistic regression training (Schmidt, 2005).
- KL–KDE: The estimator of the KL divergence KL(p′ ∥ q′) using kernel density estimation (KDE).
- The class-wise input densities are estimated by KDE with Gaussian kernels.
- The kernel widths are estimated using likelihood cross-validation (Silverman, 1986)

Conclusion

- Class-prior change is a problem that is conceivable in many real-world datasets, and it can be systematically corrected for if the class prior of the test dataset is known.
- The authors first showed that the EM-based estimator introduced in Saerens et al (2001) can be regarded as indirectly approximating the test input distribution by a linear combination of classwise input distributions
- Based on this view, the authors proposed to use an explicit and possibly more accurate divergence estimator based on density-ratio estimation (Kanamori et al, 2009) for learning test class-priors.
- The authors showed that the class ratios estimated by the proposed method are more accurate than competing methods, which can be translated into better classification accuracy

Summary

## Introduction:

Most supervised learning algorithms assume that training and test data follow the same probability distribution (Bishop, 2006; Hastie, Tibshirani, & Friedman, 2001; Vapnik, 1998)- This de facto standard assumption is often violated in real-world problems, caused by intrinsic sample selection bias or inevitable non-stationarity (Heckman, 1979; Quiñonero-Candela, Sugiyama, Schwaighofer, & Lawrence, 2009; Sugiyama & Kawanabe, 2012).
## Objectives:

The goal of this paper is to estimate p′(y) from labeled training samples {}ni=1 drawn independently from p(x, y) and unlabeled test samples x′i ni=′ 1 drawn.## Methods:

The authors report experimental results.

5.1. Benchmark datasets

The following five methods are compared:

EM-KLR: The method of Saerens et al (2001) (see Section 2.2).

The class-posterior probability of the training dataset is estimated using l2-penalized kernel logistic regression with

Gaussian kernels.- The following five methods are compared:.
- EM-KLR: The method of Saerens et al (2001).
- The class-posterior probability of the training dataset is estimated using l2-penalized kernel logistic regression with.
- Gaussian kernels.
- The L-BFGS quasi-Newton implementation included in the ‘minFunc’ package is used for logistic regression training (Schmidt, 2005).
- KL–KDE: The estimator of the KL divergence KL(p′ ∥ q′) using kernel density estimation (KDE).
- The class-wise input densities are estimated by KDE with Gaussian kernels.
- The kernel widths are estimated using likelihood cross-validation (Silverman, 1986)
## Conclusion:

Class-prior change is a problem that is conceivable in many real-world datasets, and it can be systematically corrected for if the class prior of the test dataset is known.- The authors first showed that the EM-based estimator introduced in Saerens et al (2001) can be regarded as indirectly approximating the test input distribution by a linear combination of classwise input distributions
- Based on this view, the authors proposed to use an explicit and possibly more accurate divergence estimator based on density-ratio estimation (Kanamori et al, 2009) for learning test class-priors.
- The authors showed that the class ratios estimated by the proposed method are more accurate than competing methods, which can be translated into better classification accuracy

- Table1: Datasets used in the experiments. Source: The SAHeart dataset was taken from <a class="ref-link" id="cHastie_et+al_2001_a" href="#rHastie_et+al_2001_a">Hastie et al (2001</a>). All other datasets were taken from the LIBSVM webpage (<a class="ref-link" id="cChang_2011_a" href="#rChang_2011_a">Chang & Lin, 2011</a>)

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