Showing posts with label: data_science. Show all posts.

CatBoost

Thursday 10 January 2019

Usually when you think of a gradient boosted decision tree you think of XGBoost or LightGBM. I'd heard of CatBoost but I'd never tried it and it didn't seem too popular. I was looking at a Kaggle competition which had a lot of categorical data and I had squeezed just about every drop of performance I could out of LGBM so I decided to give CatBoost a try. I was extremely impressed.

Out of the box, with all default parameters, CatBoost scored better than the LGBM I had spent about a week tuning. CatBoost trained significantly slower than LGBM, but it will run on a GPU and doing so makes it train just slightly slower than the LGBM. Unlike XGBoost it can handle categorical data, which is nice because in this case we have far too many categories to do one-hot encoding. I've read the documentation several times but I am still unclear as to how exactly it encodes the categorical data, but whatever it does works very well.

I am just beginning to try to tune the hyperparameters so it is unclear how much (if any) extra performance I'll be able to squeeze out of it, but I am very, very impressed with CatBoost and I highly recommend it for any datasets which contain categorical data. Thank you Yandex! 

Labels: coding, data_science, machine_learning, kaggle, catboost
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Exercise Log

Tuesday 27 November 2018

I exercise quite a lot and I have not been able to find an app to keep track of it which satisfies all of my criteria. Most fitness trackers are geared towards cardio and I also do a lot of strength training. After spending a year trying to make due with combinations of various fitness trackers and other apps I decided to just write my own, which could do everything I wanted and could show all of the reports I wanted.

I did that and after using it for a few weeks put it online at workout-log.com. It's not fancy and it is quite likely very buggy at this point, but it is open to anyone who wants to use it. 

It's written with Django and jQuery and uses ChartJS for the charts. 

Labels: python, django, data_science, machine_learning
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Early Stopping

Monday 30 July 2018

I recently began using the early stopping feature of Light GBM, which allows you to stop training when the validation score doesn't improve for a certain number of rounds. This is especially useful if you are bagging models, as you don't need to watch each one and figure out when training should stop. The way it works is you specify a number of rounds, and if the validation score doesn't improve during that number of rounds the training is stopped and the round with the best validation score is used.

When working with this I noticed that often the best validation round is a very early round, which has a very good validation score but an incredibly low training score. As an example here is the output from a model I am currently training. Normally the training F1 gets up to the high 0.90s:

Early stopping, best iteration is:
[7]	train's macroF1: 0.525992	valid's macroF1: 0.390373

Out of at least 400 rounds of training, the best performance on the validation set was on the 7th, at which time it was performing incredibly poorly on the training data. This indicates overfitting to the validation set, which is just as bad as overfitting to the training set in that the model is not likely to generalize well.

So what to do about this issue? The obvious solution would be to provide a minimum number of rounds and begin to monitor the validation score for early stopping once that number of rounds has passed, but I don't see any way to do this through the LGB API. 

I am running this code using sklearn's joblib to do parallel processing, so I have create a list of the estimators to fit and then pass that list to the parallel processing which calls a function which fits the estimator to the data and returns it. The early stopping is taken care of by LGB, so what I did is after the estimator is fit I manually get the validation results and the train performance for the best validation round. If the train performance is above a specified threshold I return the estimator as normal. If, however, the train performance is below that threshold I recursively call the function again. 

The downside to this is that it is possible to get into an infinite loop, but if the thresholds are properly tuned this should be easily avoidable. 

 

Labels: coding, data_science, machine_learning, lightgbm
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I recently started looking at a Kaggle Challenge about predicting poverty levels in Costa Rica. I used sklearn train_test_split to split the training data into train and validation sets and fit a few models. The first thing I noticed was that my submissions scored significantly lower than my validation sets: 0.36 on the submission vs. .96 on my validation data.

The data consists of information about individuals with the target as their poverty level. The features include both information relating to that individual as well as information for the household they live in. The data includes multiple individuals from the same household, and some exploratory data analysis indicated that most of the features were on a household level rather than the individual level.

This means that doing a random split ends up including data from the same household in both the train and validation datasets, which will result in the leakage that artificially raised my initial validation scores. This also means that my models were all tuned on a validation dataset which was essentially useless.

To fix this I did the split on unique household IDs, so no household would be included in both datasets. After re-tuning the models appropriately, the validation f1 scores had gone down from 0.96 to 0.65. The submissions scores went up to 0.41, which was not a huge increase, but it was much closer to the validation scores.

The moral of this story is never forget to make sure that your training and validation sets don't contain overlap or leakage, or the validation set becomes useless.

Labels: data_science, machine_learning, kaggle
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More on Deconvolution

Thursday 05 July 2018

I wrote about this paper before, but I am going to again because it has been so enormously useful to me. I am still working on segmentation of mammograms to highlight abnormalities and I recently decided to scrap the approach I had been taking to upsampling the image and start that part from scratch.

When I started I had been using the earliest approach to upsampling, which basically was take my classifier, remove the last fully-connected layer and upsample that back to full resolution with transpose convolutions. This worked well enough, but the network had to upsample images from 2x2x1024 to 640x640x2 and in order to do this I needed to add skip connections from the downsizing section to the upsampling section. This caused problems because the network would add features of the input image to the output, regardless of whether the features were relevant to the label. I tried to get around this by adding bottleneck layers before the skip connection in order to only select the pertinent features, but this greatly slowed down training and didn't help much and the output ended up with a lot of weird artifacts.

In "Deconvolution and Checkerboard Artifacts", Odena et al. have demonstrated that replacing transpose convolutions with nearest neighbors resizing produces smoother images than using transpose convolutions. I tried replacing a few of my tranpose convolutions with resizes and the results improved.

Then I started reading about dilated convolutions and I started wondering why I was downsizing my input from 640x640 to 5x5 just to have to resize it back up. I removed all the fully-connected layers (which in fact were 1x1 convolutions rather than fully-connected layers) and then replaced the last max pool with a dilated convolution.

I replaced all of the transpose convolutions with resizes, except for the last two layers, as suggested by Odena et al, and the final tranpose convolution has a stride of 1 in order to smooth out artifacts.

In the downsizing section, the current model reduces the input from 640x640x1 to 20x20x512, then it is upsampled by using nearest neighbors resizing followed by plain convolutions to 320x320x32. Finally there is a tranpose convolution with a stride of 2 followed by a transpose convolution with a stride of 1 and then a softmax for the output. As an added bonus, this version of the model trains significantly faster than upsampling with transpose convolutions.

I just started training this model, but I am fairly confident it will perform better than previous upsampling schemes as when I extracted the last downsizing convolutional layer from the model that layer appeared closer to the label (although much smaller) than the final output did. I will update when I have actual results.

Update - After training the model for just one epoch, with the downsizing layer weights initialized from a previous model, the results are already significantly better than under the previous scheme.

Labels: coding, data_science, tensorflow, mammography, convnets, ddsm
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