@@ -114,7 +114,16 @@ The general idea of the SL paper is to train some predictive model with selectiv
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@@ -114,7 +114,16 @@ The general idea of the SL paper is to train some predictive model with selectiv
One of the concepts to denote when reading the Lakkaraju paper is the difference between the global goal of prediction and the goal in this specific setting. The global goal is to have a low failure rate with high acceptance rate, but at the moment we are not interested in it. The goal in this setting is to estimate the true failure rate of the model with unseen biased data. That is, given only selectively labeled data and an arbitrary black-box model $\mathcal{B}$ we are interested in predicting the performance of model $\mathcal{B}$ in the whole data set with all ground truth labels.
One of the concepts to denote when reading the Lakkaraju paper is the difference between the global goal of prediction and the goal in this specific setting. The global goal is to have a low failure rate with high acceptance rate, but at the moment we are not interested in it. The goal in this setting is to estimate the true failure rate of the model with unseen biased data. That is, given only selectively labeled data and an arbitrary black-box model $\mathcal{B}$ we are interested in predicting the performance of model $\mathcal{B}$ in the whole data set with all ground truth labels.
On the formalisation of R: We discussed how Lakkaraju's paper treats variable R in a seemingly non-sensical way, it is as if a judge would have to let someone go today in order to detain some other defendant tomorrow to keep their acceptance rate at some $r$. A more intuitive way of thinking $r$ would be the "threshold perspective". That is, if a judge sees that a defendant has probability $p_x$ of committing a crime if let out, the judge would detain the defendant if $p_x > r$, the defendant would be too dangerous to let out. The problem in this case is that we cannot observe this innate $r$, we can only observe the decisions given by the judges. This is how Lakkaraju avoids computing $r$ twice by forcing the "acceptance threshold" to be an "acceptance rate" and then the effect of changing $r$ can be computed from the data directly.
On acceptance rate R: We discussed how Lakkaraju's paper treats variable R in a seemingly non-sensical way, it is as if a judge would have to let someone go today in order to detain some other defendant tomorrow to keep their acceptance rate at some $r$. A more intuitive way of thinking $r$ would be the "threshold perspective". That is, if a judge sees that a defendant has probability $p_x$ of committing a crime if let out, the judge would detain the defendant if $p_x > r$, the defendant would be too dangerous to let out. Now, it can be claimed that judges do have a threshold, even in Lakkaraju's setting. Let $c$ be a judge's acceptance threshold. Now decision $T$ can be defined with function $f_T(x, z)$ as follows:
\begin{equation}
f_T(x, z)=\begin{cases}
1, &\text{if $f_T(x, z) < c$}\\
0, &\text{otherwise}.
\end{cases}
\end{equation}
If $c$ is defined so that the ratio of positive decisions to all decisions will be equal to $r$, we will arrive at a similar data generation process as Lakkaraju and as is presented in algorithm \ref{alg:data_with_Z}.
\section{Framework definition -- 13 June discussion}\label{sec:framework}
\section{Framework definition -- 13 June discussion}\label{sec:framework}
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@@ -124,7 +133,7 @@ Next, the generated data goes to the \textbf{labeling process}. In the labeling
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@@ -124,7 +133,7 @@ Next, the generated data goes to the \textbf{labeling process}. In the labeling
In the third step, the labeled data is given to a machine that will either make decisions or predictions using some features of the data. The machine will output either binary decisions (yes/no), probabilities (a real number in interval $[0, 1]$) or a metric for ordering all the instances. The machine will be denoted with $\M$.
In the third step, the labeled data is given to a machine that will either make decisions or predictions using some features of the data. The machine will output either binary decisions (yes/no), probabilities (a real number in interval $[0, 1]$) or a metric for ordering all the instances. The machine will be denoted with $\M$.
Finally the decisions and/or predictions made by the machine $\M$ and human judges (see dashed arrow in figure \ref{fig:separation}) will be evaluated using an \textbf{evaluation algorithm}. Evaluation algorithms will take the decisions, probabilities or ordering generated in the previous steps as input and then output an estimate of the failure rate. \textbf{Failure rate (FR)} is defined as the ratio of undesired outcomes to given decisions. One special characteristic of FR in this setting is that a failure can only occur with a positive decision. More explicitly \[ FR =\dfrac{\#\{Failures\}}{\#\{Decisions\}}. \] Second characteristic of FR is that the number of positive decisions and therefore FR itself can be controlled through acceptance rate defined above.
Finally the decisions and/or predictions made by the machine $\M$ and human judges (see dashed arrow in figure \ref{fig:framework}) will be evaluated using an \textbf{evaluation algorithm}. Evaluation algorithms will take the decisions, probabilities or ordering generated in the previous steps as input and then output an estimate of the failure rate. \textbf{Failure rate (FR)} is defined as the ratio of undesired outcomes to given decisions. One special characteristic of FR in this setting is that a failure can only occur with a positive decision. More explicitly \[ FR =\dfrac{\#\{Failures\}}{\#\{Decisions\}}. \] Second characteristic of FR is that the number of positive decisions and therefore FR itself can be controlled through acceptance rate defined above.
Given the above framework, the goal is to create an evaluation algorithm that can accurately estimate the failure rate of any model $\M$ if it were to replace human decision makers in the labeling process. The estimations have to be made using only data that human decision-makers have labeled. The failure rate has to be accurately estimated for various levels of acceptance rate. The accuracy of the estimates can be compared by computing e.g. mean absolute error w.r.t the estimates given by \nameref{alg:true_eval} algorithm.
Given the above framework, the goal is to create an evaluation algorithm that can accurately estimate the failure rate of any model $\M$ if it were to replace human decision makers in the labeling process. The estimations have to be made using only data that human decision-makers have labeled. The failure rate has to be accurately estimated for various levels of acceptance rate. The accuracy of the estimates can be compared by computing e.g. mean absolute error w.r.t the estimates given by \nameref{alg:true_eval} algorithm.
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@@ -395,7 +404,7 @@ In this part, Gaussian noise with zero mean and 0.1 variance was added to the pr
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@@ -395,7 +404,7 @@ In this part, Gaussian noise with zero mean and 0.1 variance was added to the pr
\caption{Failure rate with varying levels of leniency without unobservables. Logistic regression was trained on labeled training data with $N_{iter}$ set to 3.}
\caption{Failure rate with varying levels of leniency without unobservables. Noise has been added to the decision probabilities. Logistic regression was trained on labeled training data with $N_{iter}$ set to 3.}
\label{fig:sigma_figure}
\label{fig:sigma_figure}
\end{figure}
\end{figure}
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@@ -432,9 +441,9 @@ Predictions were checked by drawing a graph of predicted Y versus X, results are
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@@ -432,9 +441,9 @@ Predictions were checked by drawing a graph of predicted Y versus X, results are
\label{fig:sanity_check}
\label{fig:sanity_check}
\end{figure}
\end{figure}
\subsection{Fully random model}
\subsection{Fully random model$\M$}
Given our framework defined in section \ref{sec:framework}, the results presented next are with model $\M$ that outputs probabilities 0.5 for every instance of $x$. Labeling process is still as presented in \ref{alg:data_with_Z}.
Given our framework defined in section \ref{sec:framework}, the results presented next are with model $\M$ that outputs probabilities 0.5 for every instance of $x$. Labeling process is still as presented in algorithm \ref{alg:data_with_Z}.