Bayesian analysis of the prevalence bias: learning and predicting from imbalanced data
Datasets are rarely a realistic approximation of the target population. Say, prevalence is misrepresented, image quality is above clinical standards, etc. This mismatch is known as sampling bias. Sampling biases are a major hindrance for machine learning models. They cause significant gaps between model performance in the lab and in the real world. Our work is a solution to prevalence bias. Prevalence bias is the discrepancy between the prevalence of a pathology and its sampling rate in the training dataset, introduced upon collecting data or due to the practioner rebalancing the training batches. This paper lays the theoretical and computational framework for training models, and for prediction, in the presence of prevalence bias. Concretely a bias-corrected loss function, as well as bias-corrected predictive rules, are derived under the principles of Bayesian risk minimization. The loss exhibits a direct connection to the information gain. It offers a principled alternative to heuristic training losses and complements test-time procedures based on selecting an operating point from summary curves. It integrates seamlessly in the current paradigm of (deep) learning using stochastic backpropagation and naturally with Bayesian models.
Code (0)
등록된 구현이 없습니다.
Similar Papers 제목 키워드 기반
Challenges learning from imbalanced data using tree-based models: Prevalence estimates systematically depend on hyperparameters and can be upwardly biased
Imbalanced binary classification problems arise in many fields of study. When using machine learning models for these problems, it is common to subsample the majority class (i.e., undersampling) to create a (more) balanc…
Binary ClassificationBayesian Imbalanced Regression Debiasing
Imbalanced regression, where the training data has an uneven distribution on its range, is widely encountered in the real world, e.g., age estimation (uni-dimensional regression) and pose estimation (multi-dimensional re…
Age Estimationimbalanced classificationPose EstimationregressionEstimating prevalence with precision and accuracy
Unlike classification, whose goal is to estimate the class of each data point in a dataset, prevalence estimation or quantification is a task that aims to estimate the distribution of classes in a dataset. The two main t…
Uncertainty QuantificationBayesian Regression for Predicting Subscription to Bank Term Deposits in Direct Marketing Campaigns
In the highly competitive environment of the banking industry, it is essential to precisely forecast the behavior of customers in order to maximize the effectiveness of marketing initiatives and improve financial consequ…
Decision MakingMarketingModel SelectionBayesian Sampling Bias Correction: Training with the Right Loss Function
We derive a family of loss functions to train models in the presence of sampling bias. Examples are when the prevalence of a pathology differs from its sampling rate in the training dataset, or when a machine learning pr…