A Model-Agnostic Algorithm for Bayes Error Determination in Binary Classification

This paper presents the intrinsic limit determination algorithm (ILD Algorithm), a novel technique to determine the best possible performance, measured in terms of the AUC (area under the ROC curve) and accuracy, that can be obtained from a specific dataset in a binary classification problem with categorical features regardless of the model used. This limit, namely, the Bayes error, is completely independent of any model used and describes an intrinsic property of the dataset. The ILD algorithm thus provides important information regarding the prediction limits of any binary classification algorithm when applied to the considered dataset. In this paper, the algorithm is described in detail, its entire mathematical framework is presented and the pseudocode is given to facilitate its implementation. Finally, an example with a real dataset is given.

An Improved Boundary Uncertainty-Based Estimation for Classifier Evaluation

This paper proposes a new boundary uncertainty-based estimation method that has significantly higher accuracy, scalability, and applicability than our previously proposed boundary uncertainty estimation method. In our previous work, we introduced a new classifier evaluation metric that we termed “boundary uncertainty.” The name “boundary uncertainty” comes from evaluating the classifier based solely on measuring the equality between class posterior probabilities along the classifier boundary; satisfaction of such equality can be described as “uncertainty” along the classifier boundary. We also introduced a method to estimate this new evaluation metric. By focusing solely on the classifier boundary to evaluate its uncertainty, boundary uncertainty defines an easier estimation target that can be accurately estimated based directly on a finite training set without using a validation set. Regardless of the dataset, boundary uncertainty is defined between 0 and 1, where 1 indicates whether probability estimation for the Bayes error is achieved. We call our previous boundary uncertainty estimation method “Proposal 1” in order to contrast it with the new method introduced in this paper, which we call “Proposal 2.” Using Proposal 1, we performed successful classifier evaluation on real-world data and supported it with theoretical analysis. However, Proposal 1 suffered from accuracy, scalability, and applicability limitations owing to the difficulty of finding the location of a classifier boundary in a multidimensional sample space. The novelty of Proposal 2 is that it locally reformalizes boundary uncertainty in a single dimension that focuses on the classifier boundary. This convenient reduction with a focus toward the classifier boundary provides the new method’s significant improvements. In classifier evaluation experiments on Support Vector Machines (SVM) and MultiLayer Perceptron (MLP), we demonstrate that Proposal 2 offers a competitive classifier evaluation accuracy compared to a benchmark Cross Validation (CV) method as well as much higher scalability than both CV and Proposal 1.

Sparse Functional Linear Discriminant Analysis

Functional linear discriminant analysis offers a simple yet efficient method for classification, with the possibility of achieving a perfect classification. Several methods are proposed in the literature that mostly address the dimensionality of the problem. On the other hand, there is a growing interest in interpretability of the analysis, which favors a simple and sparse solution. In this work, we propose a new approach that incorporates a type of sparsity that identifies nonzero sub-domains in the functional setting, offering a solution that is easier to interpret without compromising performance. With the need to embed additional constraints in the solution, we reformulate the functional linear discriminant analysis as a regularization problem with an appropriate penalty. Inspired by the success of ℓ1-type regularization at inducing zero coefficients for scalar variables, we develop a new regularization method for functional linear discriminant analysis that incorporates an L1-type penalty, ∫ |f|, to induce zero regions. We demonstrate that our formulation has a well-defined solution that contains zero regions, achieving a functional sparsity in the sense of domain selection. In addition, the misclassification probability of the regularized solution is shown to converge to the Bayes error if the data are Gaussian. Our method does not presume that the underlying function has zero regions in the domain, but produces a sparse estimator that consistently estimates the true function whether or not the latter is sparse. Numerical comparisons with existing methods demonstrate this property in finite samples with both simulated and real data examples.