Lecture 1: Course Introduction and Review

Date: 2023-04-20

Today's lecture introduces the course and provides a brief overview of concepts from the prior course. For details on the review section, please refer to Course 1 Notes.


1. Multi-Class Classification

Common Approaches

When dealing with more than two classes in classification problems, we can

  • Adapt binary classifiers or design specialized methods: One-vs-all (OvA/OvR), One-vs-one (OvO), Support Vector Machines (Multi-class).
  • Use models that inherently support multi-class classification: Softmax Regression, Decision Trees and Random Forests, Naive Bayes, k-Nearest Neighbors, Neural Networks.

1. One-vs-all (OvA) or One-vs-Rest (OvR)

In this approach, for a system with N classes, N separate binary classifiers are trained. For each classifier, one class is treated as the positive class while all other classes are viewed as the negative class. During prediction, the class with the highest confidence among the N classifiers is selected as the output.

2. One-vs-one (OvO)

In the One-vs-one strategy, a binary classifier is trained for every possible pair of classes. For N classes, this results in N(N-1)/2 classifiers. During prediction, a "voting" system is employed: each classifier's prediction is treated as a "vote", and the class with the most votes is chosen.

3. Softmax Regression (Multinomial Logistic Regression)

Softmax Regression, or Multinomial Logistic Regression, is a generalization of logistic regression designed specifically for multi-class problems. Instead of yielding a single probability score as in binary classification, it provides a probability distribution over multiple classes. This is achieved using the softmax function, which squashes the outputs for each class into a probability distribution. The class with the highest probability becomes the model's prediction.

4. Decision Trees and Random Forests

Decision trees classify data by making sequential decisions based on the data's features. They inherently support multi-class classification, making decisions at each node until reaching a leaf node, which gives the final class label. Random Forests enhance this by constructing an ensemble of decision trees and aggregating their results, typically by majority voting. This aggregation not only boosts performance but also reduces overfitting, common in single decision trees.

5. Support Vector Machines (Multi-class)

Traditional SVMs are designed for binary classification. However, for multi-class tasks, SVMs can be extended in two primary ways: One-vs-One (OvO) and One-vs-All (OvA). While OvA trains one classifier per class (with one class treated as positive and others as negative), OvO trains one classifier for every pair of classes. Multi-class SVMs aim to find hyperplanes that best separate classes in higher-dimensional spaces, ensuring maximum margin separation.

6. Naive Bayes

Naive Bayes classifiers work on the principle of Bayes' theorem with the "naive" assumption of conditional independence between every pair of features. Despite this simplification, they perform surprisingly well in many scenarios, especially in text classification. They estimate the probability of a sample belonging to each class and then predict the class with the highest posterior probability.

7. k-Nearest Neighbors

k-NN is an instance-based, non-parametric method. For a new sample, it identifies the 'k' training samples that are closest to the point and returns the mode of their classes as the prediction. Distance metrics, like Euclidean, play a vital role. Since k-NN makes predictions by referencing the entire dataset, it's computationally expensive for large datasets.

8. Neural Networks

Neural networks, made of interconnected nodes or "neurons", can learn complex patterns. For multi-class tasks, the final layer often uses a softmax activation function to produce a probability distribution over the classes. Coupled with a categorical cross-entropy loss, the network adjusts its weights to improve its predictions during training. With deep learning, such networks can have many layers to capture intricate patterns.

Summary

Approach Pros Cons Use Cases
One-vs-all (OvA/OvR) Simple to implement; Doesn't require modifying binary algorithms May not scale well with a large number of classes When the number of classes isn't too large; General multi-class problems
One-vs-one (OvO) Handles imbalances between classes; Each classifier only trained on part of the dataset N(N-1)/2 classifiers required; Computationally expensive When class distribution is skewed; When computational resources are ample
Softmax Regression Direct multi-class classification; Provides probabilities for decision making Assumes independence among features Image classification; Text classification
Decision Trees & Random Forests Handles non-linearities; Random Forests reduce overfitting Trees can easily overfit; Random Forests can be slow Situations requiring interpretability; Classification problems with mixed data types
SVM (Multi-class) Effective in high-dimensional spaces; Margin ensures robustness Computationally intensive; May need careful parameter tuning Text categorization; Image recognition with fewer samples
Naive Bayes Efficient; Good with high-dimensional datasets Assumes feature independence; May struggle with non-textual data Text classification; Spam detection
k-Nearest Neighbors No training phase; Simple to implement Computationally expensive at runtime; Sensitive to irrelevant features Cases with small datasets; When simplicity is preferred
Neural Networks Can model complex patterns; Scalable Requires significant data and computational resources; Hyperparameter tuning necessary Image and voice recognition; When deep patterns exist

Evaluation Metrics for Multi-class Classification

Evaluating multi-class models requires more than just accuracy. A confusion matrix offers a detailed breakdown of predictions versus true labels. From it, metrics like macro and micro averaged precision, recall, and F1-score can provide a more granular performance view. Macro-averaging computes the metric independently for each class and then averages them, while micro-averaging aggregates the contributions of all classes before computing the metric.

Handling Class Imbalance

In multi-class problems, it's common for some classes to have many more samples than others. Techniques like oversampling (duplicating minority class samples) or undersampling (reducing majority class samples) can balance the classes. Alternatively, SMOTE creates synthetic samples for the minority class. Imbalanced classes can lead models to prioritize majority classes, reducing overall performance.

Cost-sensitive Learning

Sometimes misclassifying certain classes can be more detrimental than misclassifying others. In such cases, assigning different misclassification costs helps. By doing so, the algorithm becomes more sensitive to certain classes, optimizing for a cost matrix instead of standard accuracy. This approach is crucial in areas like medical diagnosis.

Hierarchical Classification

For certain problems, classes naturally form a hierarchy. Hierarchical classification leverages this by breaking the classification process into stages. At each stage, the model may decide which "branch" of the hierarchy to follow, refining its predictions as it descends the tree. This can be more efficient and accurate when the hierarchy is known and meaningful.


2. Q&A

1. What is multi-class classification? Answer: Multi-class classification is a type of supervised learning problem where the goal is to categorize an input into one of three or more classes. Unlike binary classification, which deals with two classes, multi-class classification handles multiple categories.


2. How does the One-vs-One (OvO) approach work in multi-class classification? Answer: In the OvO approach, a binary classifier is trained for every possible pair of classes. So, for N classes, there would be N(N-1)/2 classifiers. During prediction, each classifier gives a "vote" for one class, and the class with the most votes is chosen.


3. How is the softmax function used in multi-class classification? Answer: The softmax function is used to convert a vector of raw scores, called logits, into a probability distribution over multiple classes. The class with the highest probability after applying the softmax function becomes the model's prediction.


4. What are the primary challenges in multi-class classification compared to binary classification? Answer: Some challenges include handling imbalance among multiple classes, increased computational complexity especially with methods like OvO, and the need for more data to adequately represent all classes.


5. How do Decision Trees inherently support multi-class classification? Answer: Decision trees classify data by making sequential decisions based on the data's features. They reach a leaf node that corresponds to a class label. Since there's no restriction on the number of leaf nodes, decision trees naturally support multiple classes without the need for binary decomposition.


6. Why is the Naive Bayes classifier considered "naive"? Answer: It's termed "naive" because it assumes that all features are conditionally independent given the class label. In reality, features might be correlated, but despite this simplification, Naive Bayes often performs well, especially in text classification.


7. How do neural networks adapt to multi-class classification tasks? Answer: For multi-class tasks, neural networks typically use a softmax activation function in the final layer, producing a probability distribution over the classes. Training uses a categorical cross-entropy loss to adjust weights based on the difference between predicted and actual class distributions.


8. Why might k-Nearest Neighbors be computationally expensive in multi-class classification? Answer: k-NN requires comparing the input sample with all samples in the training set to identify the 'k' nearest neighbors. This can be computationally intensive, especially with large datasets, making it less scalable for real-time predictions.


9. In what scenarios might One-vs-All (OvA) be preferred over One-vs-One (OvO)? Answer: OvA might be preferred when the number of classes isn't too large since it requires training N classifiers for N classes. OvA can also be more computationally efficient than OvO, which requires training N(N-1)/2 classifiers.


10. How do ensemble methods like Random Forests enhance multi-class classification? Answer: Random Forests construct an ensemble of decision trees and aggregate their results, usually by majority voting. This not only boosts performance by leveraging multiple models but also reduces overfitting, a common issue with individual decision trees.