Marco Saerens

Adjusting the outputs of a classifier to new a priori probabilities: a simple procedure

It sometimes happens (for instance in case control studies) that a classifier is trained on a data set that does not reflect the true a priori probabilities of the target classes on real-world data. This may have a negative effect on the classification accuracy obtained on the real-world data set, especially when the classifiers decisions are based on the a posteriori probabilities of class membership. Indeed, in this case, the trained classifier provides estimates of the a posteriori probabilities that are not valid for this real-world data set (they rely on the a priori probabilities of the training set). Applying the classifier as is (without correcting its outputs with respect to these new conditions) on this new data set may thus be suboptimal. In this note, we present a simple iterative procedure for adjusting the outputs of the trained classifier with respect to these new a priori probabilities without having to refit the model, even when these probabilities are not known in advance. As a by-product, estimates of the new a priori probabilities are also obtained. This iterative algorithm is a straightforward instance of the expectation-maximization (EM) algorithm and is shown to maximize the likelihood of the new data. Thereafter, we discuss a statistical test that can be applied to decide if the a priori class probabilities have changed from the training set to the real-world data. The procedure is illustrated on different classification problems involving a multilayer neural network, and comparisons with a standard procedure for a priori probability estimation are provided. Our original method, based on the EM algorithm, is shown to be superior to the standard one for a priori probability estimation. Experimental results also indicate that the classifier with adjusted outputs always performs better than the original one in terms of classification accuracy, when the a priori probability conditions differ from the training set to the real-world data. The gain in classification accuracy can be significant.

An Experimental Investigation of Graph Kernels on a Collaborative Recommendation Task

This work presents a systematic comparison between seven kernels (or similarity matrices) on a graph, namely the exponential diffusion kernel, the Laplacian diffusion kernel, the von Neumann kernel, the regularized Laplacian kernel, the commute time kernel, and finally the Markov diffusion kernel and the cross-entropy diffusion matrix - both introduced in this paper - on a collaborative recommendation task involving a database. The database is viewed as a graph where elements are represented as nodes and relations as links between nodes. From this graph, seven kernels are computed, leading to a set of meaningful proximity measures between nodes, allowing to answer questions about the structure of the graph under investigation; in particular, recommend items to users. Cross- validation results indicate that a simple nearest-neighbours rule based on the similarity measure provided by the regularized Laplacian, the Markov diffusion and the commute time kernels performs best. We therefore recommend the use of the commute time kernel for computing similarities between elements of a database, for two reasons: (1) it has a nice appealing interpretation in terms of random walks and (2) no parameter needs to be adjusted.

A family of dissimilarity measures between nodes generalizing both the shortest-path and the commute-time distances

This work introduces a new family of link-based dissimilarity measures between nodes of a weighted directed graph. This measure, called the randomized shortest-path (RSP) dissimilarity, depends on a parameter θ and has the interesting property of reducing, on one end, to the standard shortest-path distance when θ is large and, on the other end, to the commute-time (or resistance) distance when θ is small (near zero). Intuitively, it corresponds to the expected cost incurred by a random walker in order to reach a destination node from a starting node while maintaining a constant entropy (related to θ) spread in the graph. The parameter θ is therefore biasing gradually the simple random walk on the graph towards the shortest-path policy. By adopting a statistical physics approach and computing a sum over all the possible paths (discrete path integral), it is shown that the RSP dissimilarity from every node to a particular node of interest can be computed efficiently by solving two linear systems of n equations, where n is the number of nodes. On the other hand, the dissimilarity between every couple of nodes is obtained by inverting an n x n matrix. The proposed measure can be used for various graph mining tasks such as computing betweenness centrality, finding dense communities, etc, as shown in the experimental section.

Graph nodes clustering based on the commute-time kernel

This work presents a kernel method for clustering the nodes of a weighted, undirected, graph. The algorithm is based on a two-step procedure. First, the sigmoid commute-time kernel (KCT), providing a similarity measure between any couple of nodes by taking the indirect links into account, is computed from the adjacency matrix of the graph. Then, the nodes of the graph are clustered by performing a kernel kmeans or fuzzy k-means on this CT kernel matrix. For this purpose, a new, simple, version of the kernel k-means and the kernel fuzzy k-means is introduced. The joint use of the CT kernel matrix and kernel clustering appears to be quite successful. Indeed, it provides good results on a document clustering problem involving the newsgroups database.

Randomized shortest-path problems: Two related models

This letter addresses the problem of designing the transition probabilities of a finite Markov chain (the policy) in order to minimize the expected cost for reaching a destination node from a source node while maintaining a fixed level of entropy spread throughout the network (the exploration). It is motivated by the following scenario. Suppose you have to route agents through a network in some optimal way, for instance, by minimizing the total travel costnothing particular up to nowyou could use a standard shortest-path algorithm. Suppose, however, that you want to avoid pure deterministic routing policies in order, for instance, to allow some continual exploration of the network, avoid congestion, or avoid complete predictability of your routing strategy. In other words, you want to introduce some randomness or unpredictability in the routing policy (i.e., the routing policy is randomized). This problem, which will be called the randomized shortest-path problem (RSP), is investigated in this work. The global level of randomness of the routing policy is quantified by the expected Shannon entropy spread throughout the network and is provided a priori by the designer. Then, necessary conditions to compute the optimal randomized policyminimizing the expected routing costare derived. Iterating these necessary conditions, reminiscent of Bellmans value iteration equations, allows computing an optimal policy, that is, a set of transition probabilities in each node. Interestingly and surprisingly enough, this first model, while formulated in a totally different framework, is equivalent to Akamatsus model (1996), appearing in transportation science, for a special choice of the entropy constraint. We therefore revisit Akamatsus model by recasting it into a sum-over-paths statistical physics formalism allowing easy derivation of all the quantities of interest in an elegant, unified way. For instance, it is shown that the unique optimal policy can be obtained by solving a simple linear system of equations. This second model is therefore more convincing because of its computational efficiency and soundness. Finally, simulation results obtained on simple, illustrative examples show that the models behave as expected.

A time-based collective factorization for topic discovery and monitoring in news

Discovering and tracking topic shifts in news constitutes a new challenge for applications nowadays. Topics evolve,emerge and fade, making it more difficult for the journalist -or the press consumer- to decrypt the news. For instance, the current Syrian chemical crisis has been the starting point of the UN Russian initiative and also the revival of the US France alliance. A topical mapping representing how the topics evolve in time would be helpful to contextualize information. As far as we know, few topic tracking systems can provide such temporal topic connections. In this paper, we introduce a novel framework inspired from Collective Factorization for online topic discovery able to connect topics between different time-slots. The framework learns jointly the topics evolution and their time dependencies. It offers the user the ability to control, through one unique hyper-parameter, the tradeoff between the past accumulated knowledge and the current observed data. We show, on semi-synthetic datasets and on Yahoo News articles, that our method is competitive with state-of-the-art techniques while providing a simple way to monitor topics evolution (including emerging and disappearing topics).

The Sum-over-Paths Covariance Kernel: A Novel Covariance Measure between Nodes of a Directed Graph

This work introduces a link-based covariance measure between the nodes of a weighted directed graph, where a cost is associated with each arc. To this end, a probability distribution on the (usually infinite) countable set of paths through the graph is defined by minimizing the total expected cost between all pairs of nodes while fixing the total relative entropy spread in the graph. This results in a Boltzmann distribution on the set of paths such that long (high-cost) paths occur with a low probability while short (low-cost) paths occur with a high probability. The sum-over-paths (SoP) covariance measure between nodes is then defined according to this probability distribution: two nodes are considered as highly correlated if they often co-occur together on the same - preferably short - paths. The resulting covariance matrix between nodes (say n nodes in total) is a Gram matrix and therefore defines a valid kernel on the graph. It is obtained by inverting an n\times n matrix depending on the costs assigned to the arcs. In the same spirit, a betweenness score is also defined, measuring the expected number of times a node occurs on a path. The proposed measures could be used for various graph mining tasks such as computing betweenness centrality, semi-supervised classification of nodes, visualization, etc., as shown in Section 7.

Semi-supervised classification and betweenness computation on large, sparse, directed graphs

This work addresses graph-based semi-supervised classification and betweenness computation in large, sparse, networks (several millions of nodes). The objective of semi-supervised classification is to assign a label to unlabeled nodes using the whole topology of the graph and the labeling at our disposal. Two approaches are developed to avoid explicit computation of pairwise proximity between the nodes of the graph, which would be impractical for graphs containing millions of nodes. The first approach directly computes, for each class, the sum of the similarities between the nodes to classify and the labeled nodes of the class, as suggested initially in [1,2]. Along this approach, two algorithms exploiting different state-of-the-art kernels on a graph are developed. The same strategy can also be used in order to compute a betweenness measure. The second approach works on a trellis structure built from biased random walks on the graph, extending an idea introduced in [3]. These random walks allow to define a biased bounded betweenness for the nodes of interest, defined separately for each class. All the proposed algorithms have a linear computing time in the number of edges while providing good results, and hence are applicable to large sparse networks. They are empirically validated on medium-size standard data sets and are shown to be competitive with state-of-the-art techniques. Finally, we processed a novel data set, which is made available for benchmarking, for multi-class classification in a large network: the U.S. patents citation network containing 3M nodes (of six different classes) and 38M edges. The three proposed algorithms achieve competitive results (around 85% classification rate) on this large network-they classify the unlabeled nodes within a few minutes on a standard workstation.

Semi-supervised Classification from Discriminative Random Walks

This paper describes a novel technique, called

Yet Another Method for Combining Classifiers Outputs: A Maximum Entropy Approach

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