Akaike Information Criterion (AIC) and Predictive sum of squares error (PSSE) are information theoretic and predictive capability assessment measures to rank the models.
I was trying to rank the models based on these two criterions. However, the rankings are completely contradicting, meaning, 6 models which are ranked best based on AIC is being ranked least based on PSSE.
In this kind of situations how do I decide which measure is the best. I tried to look for some article or research papers but unfortunately I could not find much. Any information would be appreciated.
Thank you!
Related
I am working on a document search task and have used Bag of Words (BOW) and TFIDF vectorization techniques. My observation after going through some sample searches are -
Both of them seem to provide similar results when we look at top X results for a given search term.
However, in some cases BOW might give a slightly better top X results compared to TFIDF and vice versa.
The cases in which TFIDF is slightly better is comparatively more than cases in which BOW is slightly better.
I wish to select either of the two and based on above eyeballing I decided to go with TFIDF. But this is not explainable since the decision is based on individual perspective after looking at some sample cases. I would like to know if there is some kind of metric that I can make use of to arrive at a decision? Since eyeballing can lead to biased decision.
I’m trying to check the performance of my LDA model using a confusion matrix but I have no clue what to do. I’m hoping someone can maybe just point my in the right direction.
So I ran an LDA model on a corpus filled with short documents. I then calculated the average vector of each document and then proceeded with calculating cosine similarities.
How would I now get a confusion matrix? Please note that I am very new to the world of NLP. If there is some other/better way of checking the performance of this model please let me know.
What is your model supposed to be doing? And how is it testable?
In your question you haven't described your testable assessment of the model the results of which would be represented in a confusion matrix.
A confusion matrix helps you represent and explore the different types of "accuracy" of a predictive system such as a classifier. It requires your system to make a choice (e.g. yes/no, or multi-label classifier) and you must use known test data to be able to score it against how the system should have chosen. Then you count these results in the matrix as one of the combination of possibilities, e.g. for binary choices there's two wrong and two correct.
For example, if your cosine similarities are trying to predict if a document is in the same "category" as another, and you do know the real answers, then you can score them all as to whether they were predicted correctly or wrongly.
The four possibilities for a binary choice are:
Positive prediction vs. positive actual = True Positive (correct)
Negative prediction vs. negative actual = True Negative (correct)
Positive prediction vs. negative actual = False Positive (wrong)
Negative prediction vs. positive actual = False Negative (wrong)
It's more complicated in a multi-label system as there are more combinations, but the correct/wrong outcome is similar.
About "accuracy".
There are many kinds of ways to measure how well the system performs, so it's worth reading up on this before choosing the way to score the system. The term "accuracy" means something specific in this field, and is sometimes confused with the general usage of the word.
How you would use a confusion matrix.
The confusion matrix sums (of total TP, FP, TN, FN) can fed into some simple equations which give you, these performance ratings (which are referred to by different names in different fields):
sensitivity, d' (dee-prime), recall, hit rate, or true positive rate (TPR)
specificity, selectivity or true negative rate (TNR)
precision or positive predictive value (PPV)
negative predictive value (NPV)
miss rate or false negative rate (FNR)
fall-out or false positive rate (FPR)
false discovery rate (FDR)
false omission rate (FOR)
Accuracy
F Score
So you can see that Accuracy is a specific thing, but it may not be what you think of when you say "accuracy"! The last two are more complex combinations of measure. The F Score is perhaps the most robust of these, as it's tuneable to represent your requirements by combining a mix of other metrics.
I found this wikipedia article most useful and helped understand why sometimes is best to choose one metric over the other for your application (e.g. whether missing trues is worse than missing falses). There are a group of linked articles on the same topic, from different perspectives e.g. this one about search.
This is a simpler reference I found myself returning to: http://www2.cs.uregina.ca/~dbd/cs831/notes/confusion_matrix/confusion_matrix.html
This is about sensitivity, more from a science statistical view with links to ROC charts which are related to confusion matrices, and also useful for visualising and assessing performance: https://en.wikipedia.org/wiki/Sensitivity_index
This article is more specific to using these in machine learning, and goes into more detail: https://www.cs.cornell.edu/courses/cs578/2003fa/performance_measures.pdf
So in summary confusion matrices are one of many tools to assess the performance of a system, but you need to define the right measure first.
Real world example
I worked through this process recently in a project I worked on where the point was to find all of few relevant documents from a large set (using cosine distances like yours). This was like a recommendation engine driven by manual labelling rather than an initial search query.
I drew up a list of goals with a stakeholder in their own terms from the project domain perspective, then tried to translate or map these goals into performance metrics and statistical terms. You can see it's not just a simple choice! The hugely imbalanced nature of our data set skewed the choice of metric as some assume balanced data or else they will give you misleading results.
Hopefully this example will help you move forward.
I am a freshman in LDA and I want to use it in my work. However, some problems appear.
In order to get the best performance, I want to estimate the best topic number. After reading "Finding Scientific topics", I know that I can calculate logP(w|z) firstly and then use the harmonic mean of a series of P(w|z) to estimate P(w|T).
My question is what does the "a series of" mean?
Unfortunately, there is no hard science yielding the correct answer to your question. To the best of my knowledge, hierarchical dirichlet process (HDP) is quite possibly the best way to arrive at the optimal number of topics.
If you are looking for deeper analyses, this paper on HDP reports the advantages of HDP in determining the number of groups.
A reliable way is to compute the topic coherence for different number of topics and choose the model that gives the highest topic coherence. But sometimes, the highest may not always fit the bill.
See this topic modeling example.
First some people use harmonic mean for finding optimal no.of topics and i also tried but results are unsatisfactory.So as per my suggestion ,if you are using R ,then package"ldatuning" will be useful.It has four metrics for calculating optimal no.of parameters. Again perplexity and log-likelihood based V-fold cross validation are also very good option for best topic modeling.V-Fold cross validation are bit time consuming for large dataset.You can see "A heuristic approach to determine an appropriate no.of topics in topic modeling".
Important links:
https://cran.r-project.org/web/packages/ldatuning/vignettes/topics.html
https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4597325/
Let k = number of topics
There is no single best way and I am not even sure if there is any standard practices for this.
Method 1:
Try out different values of k, select the one that has the largest likelihood.
Method 2:
Instead of LDA, see if you can use HDP-LDA
Method 3:
If the HDP-LDA is infeasible on your corpus (because of corpus size), then take a uniform sample of your corpus and run HDP-LDA on that, take the value of k as given by HDP-LDA. For a small interval around this k, use Method 1.
Since I am working on that same problem, I just want to add the method proposed by Wang et al. (2019) in their paper "Optimization of Topic Recognition Model for News Texts Based on LDA". Besides giving a good overview, they suggest a new method. First you train a word2vec model (e.g. using the word2vec package), then you apply a clustering algorithm capable of finding density peaks (e.g. from the densityClust package), and then use the number of found clusters as number of topics in the LDA algorithm.
If time permits, I will try this out. I also wonder if the word2vec model can make the LDA obsolete.
I have a dataset which the instances are of about 200 features, about 11 of these features are numerical (integer) and the rest are binary (1/0) , these features may be correlated and they are of different probability distributions ,
It's been a while that I've been for a good similarity score which works for a mixed vector and takes into account the correlation between the features,
Do you know such similarity score?
Thanks,
Arian
In your case, the similarity function relies heavily on the input data patterns. You might benefit from learning a distance metric for the input space of data from a given collection
of pair of similar/dissimilar points that preserves the distance relation among the
training data.
Here is a nice survey paper.
The numerous types of distance measures, Euclidean, Manhattan, etc are going provide different levels of accuracy depending on the dataset. Best to read papers covering your method of data fitting and see what heuristics they use. Not to mention that some methods require only homogeneous data that scale accordingly. Here is a paper that talks about a whole host of measures that you might find attractive.
And as always, test and cross validate to see if there really is an impact from the mixing of feature types.
One can measure goodness of fit of a statistical model using Akaike Information Criterion (AIC), which accounts for goodness of fit and for the number of parameters that were used for model creation. AIC involves calculation of maximized value of likelihood function for that model (L).
How can one compute L, given prediction results of a classification model, represented as a confusion matrix?
It is not possible to calculate the AIC from a confusion matrix since it doesn't contain any information about the likelihood. Depending on the model you are using it may be possible to calculate the likelihood or quasi-likelihood and hence the AIC or QIC.
What is the classification problem that you are working on, and what is your model?
In a classification context often other measures are used to do GoF testing. I'd recommend reading through The Elements of Statistical Learning by Hastie, Tibshirani and Friedman to get a good overview of this kind of methodology.
Hope this helps.
Information-Based Evaluation Criterion for Classifier's Performance by Kononenko and Bratko is exactly what I was looking for:
Classification accuracy is usually used as a measure of classification performance. This measure is, however, known to have several defects. A fair evaluation criterion should exclude the influence of the class probabilities which may enable a completely uninformed classifier to trivially achieve high classification accuracy. In this paper a method for evaluating the information score of a classifier''s answers is proposed. It excludes the influence of prior probabilities, deals with various types of imperfect or probabilistic answers and can be used also for comparing the performance in different domains.