Posts Tagged ‘AUC’

Never too experienced to make a basic mistake

April 15th, 2013 No comments

I was one of the 170 or so people at the Data Science hackathon in London over the weekend. As always this was well run by Carlos and his team who kept us fed, watered and connected to the Internet.

One of the three challenges involved a dataset containing pairs of Twitter users, A and B, where one of the pair had been ranked, by a person, as more influential than the other (the data was provided by PeerIndex, an event sponsor). The dataset contained 22 attributes, 11 for each user of the pair, plus 0/1 to indicate who was most influential; there was a training dataset of 5.5K pairs to learn against and a test dataset to make predictions against. The data was not messy or even sparse, how hard could it be?

Talks had been organized for the morning and afternoon. While Microsoft (one of the event sponsors) told us about Azure and F#, I sat at the back trying out various machine learning packages. Yes, the technical evangelists told us, Linux as well as Windows instances were available in Azure, support was available for the usual big data languages (e.g., Python and R; the Microsoft people seemed to be much more familiar with Python) plus dot net (this was the first time I had heard the use of dot net proposed as a big data solution for the Cloud).

Some members of Team Outliers from previous hackathons (Jonny, Bob and me) formed a team and after the talks had finished the Microsoft people+partners sat at our table (probably because our age distribution was similar to theirs, i.e., at the opposite end of the range to most teams; some of the Microsoft people got very involved in trying to produce a solution to the visualization challenge).

Integrating F# with bigdata seems to involve providing an interface to R packages (this is done by interfacing to the packages installed on a local R installation) and getting the IDE to know about the names of columns contained in data that has been read. Since I think the world needs new general purpose programming languages as much as it needs holes in the head I won’t say any more.

When in challenge solving mode I was using cross-validation to check the models being built and scoring around 0.76 (AUC, the metric used by the organizers). Looking at the leader board later in the afternoon showed several teams scoring over 0.85, a big difference; what technique were they using to get such a big improvement?

A note: even when trained on data that uses 0/1 predictor values machine learners don’t produce models that return zero or one, many return values in the range 0..1 (some use other ranges) and the usual technique is treat all values greater than 0.5 as a 1 (or TRUE or ‘yes’, etc) and all other values as a 0 (or FALSE or ‘no’, etc). This (x > 0.5) test had to be done to cross validate models using the training data and I was using the same technique for the test data. With an hour to go in the 24 hour hackathon we found out (change from ‘I’ to ‘we’ to spread the mistake around) that the required test data output was a probability in the range 0..1, not just a 0/1 value; the example answer had this behavior and this requirement was explained in the bottom right of the submission page! How many times have I told others to carefully read the problem requirements? Thankfully everybody was tired and Jonny&Bob did not have the energy to throw me out of the window for leading them so badly astray.

Having AUC as the metric should have raised a red flag, this does not make much sense for a 0/1 answer; using AUC makes sense for PeerIndex because they will want to trade off recall/precision. Also, its a good idea to remove ones ego when asked the question: are lots of people doing something clever or are you doing something stupid?

While we are on the subject of doing the wrong thing, one of the top three teams gave an excellent example of why sales/marketing don’t like technical people talking to clients. Having just won a prize donated by Microsoft for an app using Azure, the team proceeded to give a demo and explain how they had done everything using Google services and made it appear within a browser frame as if it were hosted on Azure. A couple of us sitting at the back were debating whether Microsoft would jump in and disqualify them.

What did I learn that I did not already know this weekend? There are some R machine learning packages on CRAN that don’t include a predict function (there should be a research-only subsection on CRAN for packages like this) and some ranking algorithms need more than 6G of memory to process 5.5K pairs.

There seemed to be a lot more people using Python, compared to R. Perhaps having the sample solution in Python pushed the fence sitters that way. There also seemed to be more women present, but that may have been because there were more people at this event than previous ones and I am responding to absolute numbers rather than percentage.