提出条件概率偏移模型,解决分类分布变化难题。
A generalized approach to label shift: the Conditional Probability Shift Model
- 引入条件概率偏移框架,建模特征条件下的类别概率变化。
- 在合成数据和MIMIC医疗数据上,平衡准确率优于现有方法。
- 适用于类别先验未变但条件分布变化的场景,适合医疗等高风险领域。
在许多机器学习应用中,训练数据的源分布与目标分布存在差异,其中仅观测到目标数据的无标签样本。传统方法主要关注协变量偏移(CS)和标签偏移(LS),但无法涵盖所有分布偏移情形。本文提出新的条件概率偏移(CPS)设定:当特定特征给定下类别变量的条件分布发生变化,而其余特征在给定特定特征和类别下的分布保持不变时。为此,我们构建了条件概率偏移模型(CPSM),采用多项式回归建模类别条件概率,并通过期望最大化(EM)算法估计目标数据中不可观测类别的参数。该方法具有通用性,可与任意概率分类器结合。实验在合成数据集和MIMIC医疗数据库上验证其有效性,结果表明,在条件分布偏移但无先验分布偏移的场景下,其平衡分类准确率显著优于现有方法,且能识别出传统标签偏移方法忽略的情况。
原文摘要 · Abstract (English)
In many practical applications of machine learning, a discrepancy often arises between a source distribution from which labeled training examples are drawn and a target distribution for which only unlabeled data is observed. Traditionally, two main scenarios have been considered to address this issue: covariate shift (CS), where only the marginal distribution of features changes, and label shift (LS), which involves a change in the class variable's prior distribution. However, these frameworks do not encompass all forms of distributional shift. This paper introduces a new setting, Conditional Probability Shift (CPS), which captures the case when the conditional distribution of the class variable given some specific features changes while the distribution of remaining features given the specific features and the class is preserved. For this scenario we present the Conditional Probability Shift Model (CPSM) based on modeling the class variable's conditional probabilities using multinomial regression. Since the class variable is not observed for the target data, the parameters of the multinomial model for its distribution are estimated using the Expectation-Maximization algorithm. The proposed method is generic and can be combined with any probabilistic classifier. The effectiveness of CPSM is demonstrated through experiments on synthetic datasets and a case study using the MIMIC medical database, revealing its superior balanced classification accuracy on the target data compared to existing methods, particularly in situations situations of conditional distribution shift and no apriori distribution shift, which are not detected by LS-based methods.
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