Abstract
We demonstrate a binary classification problem in which standard supervised learning algorithms such as linear and kernel SVM, naive Bayes, ridge regression, k-nearest neighbors, shrunken centroid, multilayer perceptron and decision trees perform in an unusual way. On certain data sets they classify a randomly sampled training subset nearly perfectly, but systematically perform worse than random guessing on cases unseen in training. We demonstrate this phenomenon in classification of a natural data set of cancer genomics microarrays using cross-validation test. Additionally, we generate a range of synthetic datasets, the outcomes of 0-sum games, for which we analyse this phenomenon in the i.i.d. setting.Furthermore, we propose and evaluate a remedy that yields promising results for classifying such data as well as normal datasets. We simply transform the classifier scores by an additional 1-dimensional linear transformation developed, for instance, to maximize classification accuracy of the outputs of an internal cross-validation on the training set. We also discuss the relevance to other fields such as learning theory, boosting, regularization, sample bias and application of kernels.KeywordsEsophageal CancerSynthetic DataSynthetic DatasetRidge RegressionKernel Support Vector MachineThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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