Maximum Likelihood with Bias-Corrected Calibration is Hard-To-Beat at Label Shift Adaptation

Amr Alexandari, Anshul Kundaje, Avanti Shrikumar
Proceedings of the 37th International Conference on Machine Learning, PMLR 119:222-232, 2020.

Abstract

Label shift refers to the phenomenon where the prior class probability p(y) changes between the training and test distributions, while the conditional probability p(x|y) stays fixed. Label shift arises in settings like medical diagnosis, where a classifier trained to predict disease given symptoms must be adapted to scenarios where the baseline prevalence of the disease is different. Given estimates of p(y|x) from a predictive model, Saerens et al. proposed an efficient maximum likelihood algorithm to correct for label shift that does not require model retraining, but a limiting assumption of this algorithm is that p(y|x) is calibrated, which is not true of modern neural networks. Recently, Black Box Shift Learning (BBSL) and Regularized Learning under Label Shifts (RLLS) have emerged as state-of-the-art techniques to cope with label shift when a classifier does not output calibrated probabilities, but both methods require model retraining with importance weights and neither has been benchmarked against maximum likelihood. Here we (1) show that combining maximum likelihood with a type of calibration we call bias-corrected calibration outperforms both BBSL and RLLS across diverse datasets and distribution shifts, (2) prove that the maximum likelihood objective is concave, and (3) introduce a principled strategy for estimating source-domain priors that improves robustness to poor calibration. This work demonstrates that the maximum likelihood with appropriate calibration is a formidable and efficient baseline for label shift adaptation; notebooks reproducing experiments available at https://github.com/kundajelab/labelshiftexperiments , video: https://youtu.be/ZBXjE9QTruE , blogpost: https://bit.ly/3kTds7J

Cite this Paper


BibTeX
@InProceedings{pmlr-v119-alexandari20a, title = {Maximum Likelihood with Bias-Corrected Calibration is Hard-To-Beat at Label Shift Adaptation}, author = {Alexandari, Amr and Kundaje, Anshul and Shrikumar, Avanti}, booktitle = {Proceedings of the 37th International Conference on Machine Learning}, pages = {222--232}, year = {2020}, editor = {Hal Daumé III and Aarti Singh}, volume = {119}, series = {Proceedings of Machine Learning Research}, month = {13--18 Jul}, publisher = {PMLR}, pdf = {http://proceedings.mlr.press/v119/alexandari20a/alexandari20a.pdf}, url = { http://proceedings.mlr.press/v119/alexandari20a.html }, abstract = {Label shift refers to the phenomenon where the prior class probability p(y) changes between the training and test distributions, while the conditional probability p(x|y) stays fixed. Label shift arises in settings like medical diagnosis, where a classifier trained to predict disease given symptoms must be adapted to scenarios where the baseline prevalence of the disease is different. Given estimates of p(y|x) from a predictive model, Saerens et al. proposed an efficient maximum likelihood algorithm to correct for label shift that does not require model retraining, but a limiting assumption of this algorithm is that p(y|x) is calibrated, which is not true of modern neural networks. Recently, Black Box Shift Learning (BBSL) and Regularized Learning under Label Shifts (RLLS) have emerged as state-of-the-art techniques to cope with label shift when a classifier does not output calibrated probabilities, but both methods require model retraining with importance weights and neither has been benchmarked against maximum likelihood. Here we (1) show that combining maximum likelihood with a type of calibration we call bias-corrected calibration outperforms both BBSL and RLLS across diverse datasets and distribution shifts, (2) prove that the maximum likelihood objective is concave, and (3) introduce a principled strategy for estimating source-domain priors that improves robustness to poor calibration. This work demonstrates that the maximum likelihood with appropriate calibration is a formidable and efficient baseline for label shift adaptation; notebooks reproducing experiments available at https://github.com/kundajelab/labelshiftexperiments , video: https://youtu.be/ZBXjE9QTruE , blogpost: https://bit.ly/3kTds7J} }
Endnote
%0 Conference Paper %T Maximum Likelihood with Bias-Corrected Calibration is Hard-To-Beat at Label Shift Adaptation %A Amr Alexandari %A Anshul Kundaje %A Avanti Shrikumar %B Proceedings of the 37th International Conference on Machine Learning %C Proceedings of Machine Learning Research %D 2020 %E Hal Daumé III %E Aarti Singh %F pmlr-v119-alexandari20a %I PMLR %P 222--232 %U http://proceedings.mlr.press/v119/alexandari20a.html %V 119 %X Label shift refers to the phenomenon where the prior class probability p(y) changes between the training and test distributions, while the conditional probability p(x|y) stays fixed. Label shift arises in settings like medical diagnosis, where a classifier trained to predict disease given symptoms must be adapted to scenarios where the baseline prevalence of the disease is different. Given estimates of p(y|x) from a predictive model, Saerens et al. proposed an efficient maximum likelihood algorithm to correct for label shift that does not require model retraining, but a limiting assumption of this algorithm is that p(y|x) is calibrated, which is not true of modern neural networks. Recently, Black Box Shift Learning (BBSL) and Regularized Learning under Label Shifts (RLLS) have emerged as state-of-the-art techniques to cope with label shift when a classifier does not output calibrated probabilities, but both methods require model retraining with importance weights and neither has been benchmarked against maximum likelihood. Here we (1) show that combining maximum likelihood with a type of calibration we call bias-corrected calibration outperforms both BBSL and RLLS across diverse datasets and distribution shifts, (2) prove that the maximum likelihood objective is concave, and (3) introduce a principled strategy for estimating source-domain priors that improves robustness to poor calibration. This work demonstrates that the maximum likelihood with appropriate calibration is a formidable and efficient baseline for label shift adaptation; notebooks reproducing experiments available at https://github.com/kundajelab/labelshiftexperiments , video: https://youtu.be/ZBXjE9QTruE , blogpost: https://bit.ly/3kTds7J
APA
Alexandari, A., Kundaje, A. & Shrikumar, A.. (2020). Maximum Likelihood with Bias-Corrected Calibration is Hard-To-Beat at Label Shift Adaptation. Proceedings of the 37th International Conference on Machine Learning, in Proceedings of Machine Learning Research 119:222-232 Available from http://proceedings.mlr.press/v119/alexandari20a.html .

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