Gradient-flow adaptive importance sampling for Bayesian leave one out cross-validation for sigmoidal classification models

We introduce a set of gradient-flow-guided adaptive importance sampling (IS) transformations to stabilize Monte-Carlo approximations of point-wise leave one out cross-validated (LOO) predictions for Bayesian classification models. One can leverage this methodology for assessing model generalizability by for instance computing a LOO analogue to the AIC or computing LOO ROC/PRC curves and derived metrics like the AUROC and AUPRC. By the calculus of variations and gradient flow, we derive two simple nonlinear single-step transformations that utilize gradient information to shift a model's pre-trained full-data posterior closer to the target LOO posterior predictive distributions. In doing so, the transformations stabilize importance weights. Because the transformations involve the gradient of the likelihood function, the resulting Monte Carlo integral depends on Jacobian determinants with respect to the model Hessian. We derive closed-form exact formulae for these Jacobian determinants in the cases of logistic regression and shallow ReLU-activated artificial neural networks, and provide a simple approximation that sidesteps the need to compute full Hessian matrices and their spectra. We test the methodology on an $n\ll p$ dataset that is known to produce unstable LOO IS weights.

Robust-GBDT: A Novel Gradient Boosting Model for Noise-Robust Classification

Robust boosting algorithms have emerged as alternative solutions to traditional boosting techniques for addressing label noise in classification tasks. However, these methods have predominantly focused on binary classification, limiting their applicability to multi-class tasks. Furthermore, they encounter challenges with imbalanced datasets, missing values, and computational efficiency. In this paper, we establish that the loss function employed in advanced Gradient Boosting Decision Trees (GBDT), particularly Newton's method-based GBDT, need not necessarily exhibit global convexity. Instead, the loss function only requires convexity within a specific region. Consequently, these GBDT models can leverage the benefits of nonconvex robust loss functions, making them resilient to noise. Building upon this theoretical insight, we introduce a new noise-robust boosting model called Robust-GBDT, which seamlessly integrates the advanced GBDT framework with robust losses. Additionally, we enhance the existing robust loss functions and introduce a novel robust loss function, Robust Focal Loss, designed to address class imbalance. As a result, Robust-GBDT generates more accurate predictions, significantly enhancing its generalization capabilities, especially in scenarios marked by label noise and class imbalance. Furthermore, Robust-GBDT is user-friendly and can easily integrate existing open-source code, enabling it to effectively handle complex datasets while improving computational efficiency. Numerous experiments confirm the superiority of Robust-GBDT over other noise-robust methods.

NCART: Neural Classification and Regression Tree for Tabular Data

Deep learning models have become popular in the analysis of tabular data, as they address the limitations of decision trees and enable valuable applications like semi-supervised learning, online learning, and transfer learning. However, these deep-learning approaches often encounter a trade-off. On one hand, they can be computationally expensive when dealing with large-scale or high-dimensional datasets. On the other hand, they may lack interpretability and may not be suitable for small-scale datasets. In this study, we propose a novel interpretable neural network called Neural Classification and Regression Tree (NCART) to overcome these challenges. NCART is a modified version of Residual Networks that replaces fully-connected layers with multiple differentiable oblivious decision trees. By integrating decision trees into the architecture, NCART maintains its interpretability while benefiting from the end-to-end capabilities of neural networks. The simplicity of the NCART architecture makes it well-suited for datasets of varying sizes and reduces computational costs compared to state-of-the-art deep learning models. Extensive numerical experiments demonstrate the superior performance of NCART compared to existing deep learning models, establishing it as a strong competitor to tree-based models.

TRBoost: A Generic Gradient Boosting Machine based on Trust-region Method

Gradient Boosting Machines (GBMs) are derived from Taylor expansion in functional space and have achieved state-of-the-art results on a variety of problems. However, there is a dilemma for GBMs to maintain a balance between performance and generality. Specifically, gradient descent-based GBMs employ the first-order Taylor expansion to make them appropriate for all loss functions. And Newton's method-based GBMs use the positive hessian information to achieve better performance at the expense of generality. In this paper, a generic Gradient Boosting Machine called Trust-region Boosting (TRBoost) is presented to maintain this balance. In each iteration, we apply a constrained quadratic model to approximate the objective and solve it by the Trust-region algorithm to obtain a new learner. TRBoost offers the benefit that we do not need the hessian to be positive definite, which generalizes GBMs to suit arbitrary loss functions while keeping up the good performance as the second-order algorithm. Several numerical experiments are conducted to confirm that TRBoost is not only as general as the first-order GBMs but also able to get competitive results with the second-order GBMs.

Multi-objective optimization and explanation for stroke risk assessment in Shanxi province

Stroke is the top leading causes of death in China (Zhou et al. The Lancet 2019). A dataset from Shanxi Province is used to identify the risk of each patient's at four states low/medium/high/attack and provide the state transition tendency through a SHAP DeepExplainer. To improve the accuracy on an imbalance sample set, the Quadratic Interactive Deep Neural Network (QIDNN) model is first proposed by flexible selecting and appending of quadratic interactive features. The experimental results showed that the QIDNN model with 7 interactive features achieve the state-of-art accuracy $83.25\%$. Blood pressure, physical inactivity, smoking, weight and total cholesterol are the top five important features. Then, for the sake of high recall on the most urgent state, attack state, the stroke occurrence prediction is taken as an auxiliary objective to benefit from multi-objective optimization. The prediction accuracy was promoted, meanwhile the recall of the attack state was improved by $24.9\%$ (to $84.83\%$) compared to QIDNN (from $67.93\%$) with same features. The prediction model and analysis tool in this paper not only gave the theoretical optimized prediction method, but also provided the attribution explanation of risk states and transition direction of each patient, which provided a favorable tool for doctors to analyze and diagnose the disease.

Analysis and classification of main risk factors causing stroke in Shanxi Province

In China, stroke is the first leading cause of death in recent years. It is a major cause of long-term physical and cognitive impairment, which bring great pressure on the National Public Health System. Evaluation of the risk of getting stroke is important for the prevention and treatment of stroke in China. A data set with 2000 hospitalized stroke patients in 2018 and 27583 residents during the year 2017 to 2020 is analyzed in this study. Due to data incompleteness, inconsistency, and non-structured formats, missing values in the raw data are filled with -1 as an abnormal class. With the cleaned features, three models on risk levels of getting stroke are built by using machine learning methods. The importance of "8+2" factors from China National Stroke Prevention Project (CSPP) is evaluated via decision tree and random forest models. Except for "8+2" factors the importance of features and SHAP1 values for lifestyle information, demographic information, and medical measurement are evaluated and ranked via a random forest model. Furthermore, a logistic regression model is applied to evaluate the probability of getting stroke for different risk levels. Based on the census data in both communities and hospitals from Shanxi Province, we investigate different risk factors of getting stroke and their ranking with interpretable machine learning models. The results show that Hypertension (Systolic blood pressure, Diastolic blood pressure), Physical Inactivity (Lack of sports), and Overweight (BMI) are ranked as the top three high-risk factors of getting stroke in Shanxi province. The probability of getting stroke for a person can also be predicted via our machine learning model.