scholarly journals Facing the Challenges of Developing Fair Risk Scoring Models

2021 ◽  
Vol 4 ◽  
Author(s):  
Gero Szepannek ◽  
Karsten Lübke

Algorithmic scoring methods are widely used in the finance industry for several decades in order to prevent risk and to automate and optimize decisions. Regulatory requirements as given by the Basel Committee on Banking Supervision (BCBS) or the EU data protection regulations have led to an increasing interest and research activity on understanding black box machine learning models by means of explainable machine learning. Even though this is a step into a right direction, such methods are not able to guarantee for a fair scoring as machine learning models are not necessarily unbiased and may discriminate with respect to certain subpopulations such as a particular race, gender, or sexual orientation—even if the variable itself is not used for modeling. This is also true for white box methods like logistic regression. In this study, a framework is presented that allows analyzing and developing models with regard to fairness. The proposed methodology is based on techniques of causal inference and some of the methods can be linked to methods from explainable machine learning. A definition of counterfactual fairness is given together with an algorithm that results in a fair scoring model. The concepts are illustrated by means of a transparent simulation and a popular real-world example, the German Credit data using traditional scorecard models based on logistic regression and weight of evidence variable pre-transform. In contrast to previous studies in the field for our study, a corrected version of the data is presented and used. With the help of the simulation, the trade-off between fairness and predictive accuracy is analyzed. The results indicate that it is possible to remove unfairness without a strong performance decrease unless the correlation of the discriminative attributes on the other predictor variables in the model is not too strong. In addition, the challenge in explaining the resulting scoring model and the associated fairness implications to users is discussed.

2021 ◽  
Vol 14 (1) ◽  
Author(s):  
Martine De Cock ◽  
Rafael Dowsley ◽  
Anderson C. A. Nascimento ◽  
Davis Railsback ◽  
Jianwei Shen ◽  
...  

Abstract Background In biomedical applications, valuable data is often split between owners who cannot openly share the data because of privacy regulations and concerns. Training machine learning models on the joint data without violating privacy is a major technology challenge that can be addressed by combining techniques from machine learning and cryptography. When collaboratively training machine learning models with the cryptographic technique named secure multi-party computation, the price paid for keeping the data of the owners private is an increase in computational cost and runtime. A careful choice of machine learning techniques, algorithmic and implementation optimizations are a necessity to enable practical secure machine learning over distributed data sets. Such optimizations can be tailored to the kind of data and Machine Learning problem at hand. Methods Our setup involves secure two-party computation protocols, along with a trusted initializer that distributes correlated randomness to the two computing parties. We use a gradient descent based algorithm for training a logistic regression like model with a clipped ReLu activation function, and we break down the algorithm into corresponding cryptographic protocols. Our main contributions are a new protocol for computing the activation function that requires neither secure comparison protocols nor Yao’s garbled circuits, and a series of cryptographic engineering optimizations to improve the performance. Results For our largest gene expression data set, we train a model that requires over 7 billion secure multiplications; the training completes in about 26.90 s in a local area network. The implementation in this work is a further optimized version of the implementation with which we won first place in Track 4 of the iDASH 2019 secure genome analysis competition. Conclusions In this paper, we present a secure logistic regression training protocol and its implementation, with a new subprotocol to securely compute the activation function. To the best of our knowledge, we present the fastest existing secure multi-party computation implementation for training logistic regression models on high dimensional genome data distributed across a local area network.


Sensors ◽  
2021 ◽  
Vol 21 (11) ◽  
pp. 3691
Author(s):  
Ciprian Orhei ◽  
Silviu Vert ◽  
Muguras Mocofan ◽  
Radu Vasiu

Computer Vision is a cross-research field with the main purpose of understanding the surrounding environment as closely as possible to human perception. The image processing systems is continuously growing and expanding into more complex systems, usually tailored to the certain needs or applications it may serve. To better serve this purpose, research on the architecture and design of such systems is also important. We present the End-to-End Computer Vision Framework, an open-source solution that aims to support researchers and teachers within the image processing vast field. The framework has incorporated Computer Vision features and Machine Learning models that researchers can use. In the continuous need to add new Computer Vision algorithms for a day-to-day research activity, our proposed framework has an advantage given by the configurable and scalar architecture. Even if the main focus of the framework is on the Computer Vision processing pipeline, the framework offers solutions to incorporate even more complex activities, such as training Machine Learning models. EECVF aims to become a useful tool for learning activities in the Computer Vision field, as it allows the learner and the teacher to handle only the topics at hand, and not the interconnection necessary for visual processing flow.


2021 ◽  
Vol 10 (1) ◽  
pp. 99
Author(s):  
Sajad Yousefi

Introduction: Heart disease is often associated with conditions such as clogged arteries due to the sediment accumulation which causes chest pain and heart attack. Many people die due to the heart disease annually. Most countries have a shortage of cardiovascular specialists and thus, a significant percentage of misdiagnosis occurs. Hence, predicting this disease is a serious issue. Using machine learning models performed on multidimensional dataset, this article aims to find the most efficient and accurate machine learning models for disease prediction.Material and Methods: Several algorithms were utilized to predict heart disease among which Decision Tree, Random Forest and KNN supervised machine learning are highly mentioned. The algorithms are applied to the dataset taken from the UCI repository including 294 samples. The dataset includes heart disease features. To enhance the algorithm performance, these features are analyzed, the feature importance scores and cross validation are considered.Results: The algorithm performance is compared with each other, so that performance based on ROC curve and some criteria such as accuracy, precision, sensitivity and F1 score were evaluated for each model. As a result of evaluation, Accuracy, AUC ROC are 83% and 99% respectively for Decision Tree algorithm. Logistic Regression algorithm with accuracy and AUC ROC are 88% and 91% respectively has better performance than other algorithms. Therefore, these techniques can be useful for physicians to predict heart disease patients and prescribe them correctly.Conclusion: Machine learning technique can be used in medicine for analyzing the related data collections to a disease and its prediction. The area under the ROC curve and evaluating criteria related to a number of classifying algorithms of machine learning to evaluate heart disease and indeed, the prediction of heart disease is compared to determine the most appropriate classification. As a result of evaluation, better performance was observed in both Decision Tree and Logistic Regression models.


mSystems ◽  
2019 ◽  
Vol 4 (4) ◽  
Author(s):  
Finlay Maguire ◽  
Muhammad Attiq Rehman ◽  
Catherine Carrillo ◽  
Moussa S. Diarra ◽  
Robert G. Beiko

ABSTRACT Nontyphoidal Salmonella (NTS) is a leading global cause of bacterial foodborne morbidity and mortality. Our ability to treat severe NTS infections has been impaired by increasing antimicrobial resistance (AMR). To understand and mitigate the global health crisis AMR represents, we need to link the observed resistance phenotypes with their underlying genomic mechanisms. Broiler chickens represent a key reservoir and vector for NTS infections, but isolates from this setting have been characterized in only very low numbers relative to clinical isolates. In this study, we sequenced and assembled 97 genomes encompassing 7 serotypes isolated from broiler chicken in farms in British Columbia between 2005 and 2008. Through application of machine learning (ML) models to predict the observed AMR phenotype from this genomic data, we were able to generate highly (0.92 to 0.99) precise logistic regression models using known AMR gene annotations as features for 7 antibiotics (amoxicillin-clavulanic acid, ampicillin, cefoxitin, ceftiofur, ceftriaxone, streptomycin, and tetracycline). Similarly, we also trained “reference-free” k-mer-based set-covering machine phenotypic prediction models (0.91 to 1.0 precision) for these antibiotics. By combining the inferred k-mers and logistic regression weights, we identified the primary drivers of AMR for the 7 studied antibiotics in these isolates. With our research representing one of the largest studies of a diverse set of NTS isolates from broiler chicken, we can thus confirm that the AmpC-like CMY-2 β-lactamase is a primary driver of β-lactam resistance and that the phosphotransferases APH(6)-Id and APH(3″-Ib) are the principal drivers of streptomycin resistance in this important ecosystem. IMPORTANCE Antimicrobial resistance (AMR) represents an existential threat to the function of modern medicine. Genomics and machine learning methods are being increasingly used to analyze and predict AMR. This type of surveillance is very important to try to reduce the impact of AMR. Machine learning models are typically trained using genomic data, but the aspects of the genomes that they use to make predictions are rarely analyzed. In this work, we showed how, by using different types of machine learning models and performing this analysis, it is possible to identify the key genes underlying AMR in nontyphoidal Salmonella (NTS). NTS is among the leading cause of foodborne illness globally; however, AMR in NTS has not been heavily studied within the food chain itself. Therefore, in this work we performed a broad-scale analysis of the AMR in NTS isolates from commercial chicken farms and identified some priority AMR genes for surveillance.


2020 ◽  
Vol 7 (4) ◽  
pp. 212-219 ◽  
Author(s):  
Aixia Guo ◽  
Michael Pasque ◽  
Francis Loh ◽  
Douglas L. Mann ◽  
Philip R. O. Payne

Abstract Purpose of Review One in five people will develop heart failure (HF), and 50% of HF patients die in 5 years. The HF diagnosis, readmission, and mortality prediction are essential to develop personalized prevention and treatment plans. This review summarizes recent findings and approaches of machine learning models for HF diagnostic and outcome prediction using electronic health record (EHR) data. Recent Findings A set of machine learning models have been developed for HF diagnostic and outcome prediction using diverse variables derived from EHR data, including demographic, medical note, laboratory, and image data, and achieved expert-comparable prediction results. Summary Machine learning models can facilitate the identification of HF patients, as well as accurate patient-specific assessment of their risk for readmission and mortality. Additionally, novel machine learning techniques for integration of diverse data and improvement of model predictive accuracy in imbalanced data sets are critical for further development of these promising modeling methodologies.


2020 ◽  
Vol 10 (1) ◽  
Author(s):  
Seulkee Lee ◽  
Yeonghee Eun ◽  
Hyungjin Kim ◽  
Hoon-Suk Cha ◽  
Eun-Mi Koh ◽  
...  

AbstractWe aim to generate an artificial neural network (ANN) model to predict early TNF inhibitor users in patients with ankylosing spondylitis. The baseline demographic and laboratory data of patients who visited Samsung Medical Center rheumatology clinic from Dec. 2003 to Sep. 2018 were analyzed. Patients were divided into two groups: early-TNF and non-early-TNF users. Machine learning models were formulated to predict the early-TNF users using the baseline data. Feature importance analysis was performed to delineate significant baseline characteristics. The numbers of early-TNF and non-early-TNF users were 90 and 505, respectively. The performance of the ANN model, based on the area under curve (AUC) for a receiver operating characteristic curve (ROC) of 0.783, was superior to logistic regression, support vector machine, random forest, and XGBoost models (for an ROC curve of 0.719, 0.699, 0.761, and 0.713, respectively) in predicting early-TNF users. Feature importance analysis revealed CRP and ESR as the top significant baseline characteristics for predicting early-TNF users. Our model displayed superior performance in predicting early-TNF users compared with logistic regression and other machine learning models. Machine learning can be a vital tool in predicting treatment response in various rheumatologic diseases.


BMJ Open ◽  
2020 ◽  
Vol 10 (10) ◽  
pp. e040132
Author(s):  
Innocent B Mboya ◽  
Michael J Mahande ◽  
Mohanad Mohammed ◽  
Joseph Obure ◽  
Henry G Mwambi

ObjectiveWe aimed to determine the key predictors of perinatal deaths using machine learning models compared with the logistic regression model.DesignA secondary data analysis using the Kilimanjaro Christian Medical Centre (KCMC) Medical Birth Registry cohort from 2000 to 2015. We assessed the discriminative ability of models using the area under the receiver operating characteristics curve (AUC) and the net benefit using decision curve analysis.SettingThe KCMC is a zonal referral hospital located in Moshi Municipality, Kilimanjaro region, Northern Tanzania. The Medical Birth Registry is within the hospital grounds at the Reproductive and Child Health Centre.ParticipantsSingleton deliveries (n=42 319) with complete records from 2000 to 2015.Primary outcome measuresPerinatal death (composite of stillbirths and early neonatal deaths). These outcomes were only captured before mothers were discharged from the hospital.ResultsThe proportion of perinatal deaths was 3.7%. There were no statistically significant differences in the predictive performance of four machine learning models except for bagging, which had a significantly lower performance (AUC 0.76, 95% CI 0.74 to 0.79, p=0.006) compared with the logistic regression model (AUC 0.78, 95% CI 0.76 to 0.81). However, in the decision curve analysis, the machine learning models had a higher net benefit (ie, the correct classification of perinatal deaths considering a trade-off between false-negatives and false-positives)—over the logistic regression model across a range of threshold probability values.ConclusionsIn this cohort, there was no significant difference in the prediction of perinatal deaths between machine learning and logistic regression models, except for bagging. The machine learning models had a higher net benefit, as its predictive ability of perinatal death was considerably superior over the logistic regression model. The machine learning models, as demonstrated by our study, can be used to improve the prediction of perinatal deaths and triage for women at risk.


2019 ◽  
Author(s):  
Paul Morrison ◽  
Maxwell Dixon ◽  
Arsham Sheybani ◽  
Bahareh Rahmani

AbstractThe purpose of this retrospective study is to measure machine learning models’ ability to predict glaucoma drainage device failure based on demographic information and preoperative measurements. The medical records of sixty-two patients were used. Potential predictors included the patient’s race, age, sex, preoperative intraocular pressure, preoperative visual acuity, number of intraocular pressure-lowering medications, and number and type of previous ophthalmic surgeries. Failure was defined as final intraocular pressure greater than 18 mm Hg, reduction in intraocular pressure less than 20% from baseline, or need for reoperation unrelated to normal implant maintenance. Five classifiers were compared: logistic regression, artificial neural network, random forest, decision tree, and support vector machine. Recursive feature elimination was used to shrink the number of predictors and grid search was used to choose hyperparameters. To prevent leakage, nested cross-validation was used throughout. Overall, the best classifier was logistic regression.


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