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intercept correction in deep learning



The 2019 Stack Overflow Developer Survey Results Are In
Announcing the arrival of Valued Associate #679: Cesar Manara
Planned maintenance scheduled April 17/18, 2019 at 11:00UTC (8:00pm US/Eastern)
2019 Moderator Election Q&A - Questionnaire
2019 Community Moderator Election ResultsWhy real-world output of my classifier has similar label ratio to training data?Deep learning basicsPolicy network AlphaGo and transferring to other domainsMachine Learning vs Deep LearningBinary Classifier making only one predictionCreating an easy but not trivial datasetSeveral fundamental questions about CNNHow to add non-image features along side images as the input of CNNsRunning two stage classification to predict relatively rare event?Poor performance of SVM after training for rare eventsconvLSTM : how to structure input data










2












$begingroup$


Say I have an imbalanced data set, and I decided to over/undersample it during model training. I would then like to predict on new records but using the original, true imbalance in the classes as an apriori for the model.



i.e my classes are distributed in a ratio of 1:100, I undersample to 1:2, but would like the model to know that class A is very rare so be careful in predicting it.



For logistic regression I am familiar with a method of intercept correction, detailed here:



My question is: what if I use deep leaning instead of logistic regression?
My reasoning is that since the last layer of the NN is basically the same a logistic regression, I can use the same method for the intercept of this layer.
Can you think of any objections? any reason this doesn't make sense? If so, how would you go about correcting the model?



Also, is there a generalized method for intercept correction for a case when I have more than 2 classes?










share|improve this question











$endgroup$











  • $begingroup$
    Welcome to this site! I agree with you, since the proposed correction does not make any assumption about the feature space $boldsymbolx$, therefore, all layers from input $boldsymbolx$ to the last layer, act as a transformation that produces a new feature space $boldsymbolx'$, and the rest is the same.
    $endgroup$
    – Esmailian
    Apr 1 at 17:21
















2












$begingroup$


Say I have an imbalanced data set, and I decided to over/undersample it during model training. I would then like to predict on new records but using the original, true imbalance in the classes as an apriori for the model.



i.e my classes are distributed in a ratio of 1:100, I undersample to 1:2, but would like the model to know that class A is very rare so be careful in predicting it.



For logistic regression I am familiar with a method of intercept correction, detailed here:



My question is: what if I use deep leaning instead of logistic regression?
My reasoning is that since the last layer of the NN is basically the same a logistic regression, I can use the same method for the intercept of this layer.
Can you think of any objections? any reason this doesn't make sense? If so, how would you go about correcting the model?



Also, is there a generalized method for intercept correction for a case when I have more than 2 classes?










share|improve this question











$endgroup$











  • $begingroup$
    Welcome to this site! I agree with you, since the proposed correction does not make any assumption about the feature space $boldsymbolx$, therefore, all layers from input $boldsymbolx$ to the last layer, act as a transformation that produces a new feature space $boldsymbolx'$, and the rest is the same.
    $endgroup$
    – Esmailian
    Apr 1 at 17:21














2












2








2


1



$begingroup$


Say I have an imbalanced data set, and I decided to over/undersample it during model training. I would then like to predict on new records but using the original, true imbalance in the classes as an apriori for the model.



i.e my classes are distributed in a ratio of 1:100, I undersample to 1:2, but would like the model to know that class A is very rare so be careful in predicting it.



For logistic regression I am familiar with a method of intercept correction, detailed here:



My question is: what if I use deep leaning instead of logistic regression?
My reasoning is that since the last layer of the NN is basically the same a logistic regression, I can use the same method for the intercept of this layer.
Can you think of any objections? any reason this doesn't make sense? If so, how would you go about correcting the model?



Also, is there a generalized method for intercept correction for a case when I have more than 2 classes?










share|improve this question











$endgroup$




Say I have an imbalanced data set, and I decided to over/undersample it during model training. I would then like to predict on new records but using the original, true imbalance in the classes as an apriori for the model.



i.e my classes are distributed in a ratio of 1:100, I undersample to 1:2, but would like the model to know that class A is very rare so be careful in predicting it.



For logistic regression I am familiar with a method of intercept correction, detailed here:



My question is: what if I use deep leaning instead of logistic regression?
My reasoning is that since the last layer of the NN is basically the same a logistic regression, I can use the same method for the intercept of this layer.
Can you think of any objections? any reason this doesn't make sense? If so, how would you go about correcting the model?



Also, is there a generalized method for intercept correction for a case when I have more than 2 classes?







deep-learning class-imbalance






share|improve this question















share|improve this question













share|improve this question




share|improve this question








edited Apr 1 at 19:12









Ethan

701625




701625










asked Apr 1 at 17:08









Oren MatarOren Matar

111




111











  • $begingroup$
    Welcome to this site! I agree with you, since the proposed correction does not make any assumption about the feature space $boldsymbolx$, therefore, all layers from input $boldsymbolx$ to the last layer, act as a transformation that produces a new feature space $boldsymbolx'$, and the rest is the same.
    $endgroup$
    – Esmailian
    Apr 1 at 17:21

















  • $begingroup$
    Welcome to this site! I agree with you, since the proposed correction does not make any assumption about the feature space $boldsymbolx$, therefore, all layers from input $boldsymbolx$ to the last layer, act as a transformation that produces a new feature space $boldsymbolx'$, and the rest is the same.
    $endgroup$
    – Esmailian
    Apr 1 at 17:21
















$begingroup$
Welcome to this site! I agree with you, since the proposed correction does not make any assumption about the feature space $boldsymbolx$, therefore, all layers from input $boldsymbolx$ to the last layer, act as a transformation that produces a new feature space $boldsymbolx'$, and the rest is the same.
$endgroup$
– Esmailian
Apr 1 at 17:21





$begingroup$
Welcome to this site! I agree with you, since the proposed correction does not make any assumption about the feature space $boldsymbolx$, therefore, all layers from input $boldsymbolx$ to the last layer, act as a transformation that produces a new feature space $boldsymbolx'$, and the rest is the same.
$endgroup$
– Esmailian
Apr 1 at 17:21











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