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Command line tool based on the Weka library, implementing best practices in supervised classification

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StarSystem

StarSystem is a command line tool based on the Weka library and written in Java. Its purpose is to automate best practices in supervised classification experiments. This project was born during my master thesis in computer science, and the name is a tribute to my supervisor.

What can StarSystem do for you?

Imagine you were able to collect many features describing a big number of events for your phenomenon of interest. This could go from the outcome of a basketball game, to diagnosis of patients. You found yourself in the fortunate situation of obtaining a very big deal of data, either by extracting them from a database, or crawling the www, or using sensors. One could think that "the more, the better", but this is not always true in machine learning.

The typical well-conducted supervised classification experiment need to ensure two main properties:

  1. only the most informative features are used, so to avoid the infamous curse of dimensionality
  2. performance on data didn't come out by chance or because of overfitting

Determining the best subset of features is not a trivial task: this could require a lot of costly domain knowledge, or just be impossible, because knowing how much a feature can influence the outcome of our phenomenon may be one of the goals of our experiment. A pre-defined set of features is one more hypothesis introduced by the scientist and is prone to induce a bias. The process of selecting an optimal subset of features in machine learning is called feature selection and it is best conducted when agnostic, that is, without imposing any personal, unsupported knowledge on such selection.

As for ensuring stability for found performance, two main techniques exist for that: cross-validation, and the use of two separate training and test set.

StarSystem puts all this considerations in a single-execution command-line tool, implementing the entire experiment in 3 different phases:

  1. agnostic feature selection
  2. cross-validation evaluation
  3. evaluation on test set

The final output of StarSystem is a set of configurations, or couples (Classifier/Set of features) which have been proven effective and stable on the data. This of course implies that actual information is contained into the dataset. Not much will be obtained from poor quality data, as from the principle "Garbage in, garbage out".

Implemented analysis in detail

StarSystem starts with one or more Weka .arff file containing an arbitrary number of features together with the outcome of classification. Two of this features are particular, as they are used to sort and to slice the dataset.

Sorting and slicing the dataset

Sorting feature is usually a date/time feature. An example could be the date when a sample was collected. When specified, it will cause the dataset to be sorted in increasing order. This is done to ensure we don't incur in data snooping during test set evaluation, letting algorithms train on parts of the dataset in the future and classify the past. For this same reason, sorting feature will be removed from the dataset just after it has been used. Be aware that other temporal features not used for sorting could be prone to the same problem, but won't be removed automatically.

By the term slicing the dataset, we mean to divide it into different parts, which can be assigned freely to the different phases of the analysis. A good example of slicing feature is the season for a dataset of football matches. If we have six different seasons in our dataset, we could assign two of them to feature selection, two to cross-validation and two as test set. Also slicing feature will be removed after it has been used.

Feature selection

Once dataset has been sorted and sliced, feature selection starts. Users must decide what is the maximum number of features they wants to retain in the dataset and the number of subsets they wants to create. If, for example, we have a total of 400 features, we can decide to select the best 100, in subsets of 10, 20, 30... 100 features.

Informative filters are applied to the entire feature set and the worst features are removed, so we retain just the maximum number we choose (100 in our example). This subset is then passed to wrappers, that is, classifiers that will measure their accuracy on subsets of the features to find out which one proves itself most informative. Each wrapper produces a ranking of the remaining features, and all of these rankings are aggregated by mean. Resulting aggregated ranking is used to sort features in the dataset, then produce a version of the best n features where n is a number specified in the configuration. In our example we will have subsets of the best 10, 20... 100 features.

Every subset of features so produced is used to create a feature-selected version of every slice of the dataset. This means we will have a 10 features version of cross-validation dataset and of test set, a 20 features version and so on.

Cross validation evaluation

Every combination of (Classifier/Set of features) is evaluated in cross validation against a baseline model. By default this is Weka's ZeroR, that assigns always the most frequent class to each sample, but a model of choice can be specified in the options. This allows also to benchmark our classifiers against a less trivial baseline to show which of them can be told significantly better.

At the end of the evaluation, paired-t test is used to retrieve all combinations beating the baseline significantly. For each of them, StarSystem proceeds with evaluation on test set, passing performance value obtained here together with its standard deviation, which will be used as margin of error in the next phase.

Test set evaluation

Learning schemes which proved themselves better than the baseline are now tested against the test set. As training set we will use the portion of the dataset assigned to cross-validation.

This phase will determine if performance keeps being better than baseline and, most of all, if it stays the same: to decide a learning scheme is good and stable, it must beat the baseline also on the test set, and its performance measure must be equal to the one obtained in cross-validation +/- standard deviation. Notice that higher performances surpassing standard deviation with respect to the baseline are considered equally unstable as those being lower.

Evaluation is executed in two different fashions:

  1. with retrain: that is, by evaluating each instance, then putting it into the dataset and retrain the model
  2. without retrain: model is trained only once and used to classify every instance in the test set

These two ways of evaluating are meant to spot the eventual influence of sequence on classification. Big differences in performances obtained with and without retrain should suggest the use of different sequence-aware models for classification, which StarSystem currently doesn't support.

This is the final phase of the analysis. Once finished, good combinations will be available for inspection in final results folder.

Configuring an experiment

StarSystem allows to configure in great detail the general experimental flow described above. User can decide which filters, wrappers, baseline and classifiers apply to the analysis, and many parameters can be set, as the number of iteration during feature selection and number of folds for cross-validation.

The experiment can be conducted on many different datasets at a time, which, for example, could belong to different national sport championships, or different populations of patients.

Evaluation measure can be chosen between accuracy, precision, recall and f-measure.

For a better understanding of configuration, please refer to example configuration file, containing comments about each option's usage.

Typical steps to start playing with StarSystem are:

  1. Clone repo in your favorite directory
  2. Import StarSystem in Eclipse
  3. Include, either by source code or by jar file, the Weka library (3.6, current Debian version)
  4. Build a self contained jar file for the entire project
  5. Configure the experiment

Be aware that only version 3.6 of Weka is supported. The idea is to keep pace with Debian, so when a higher Debian version of Weka will be released, StarSystem will be updated. Also know that Weka 3.6 suffered a bug between 3.6.11 and 3.6.12 affecting ranking of features exploited by StarSystem. For the best safety, please use 3.6 snapshot version of the library or versions newer than 3.6.12.

For convenience, this repo will always include a compiled self contained jar version of the latest code.

Once the configuration file is ready, just put your dataset(s) into main dataset folder, by default execution dir/01-dataset/01-dataset, then start the experiment by typing:

java -Xmx<fair-amount-of-memory> -jar StarSystem.jar <conf-file>

...and wait! Entire process, especially feature selection's wrappers, can be VERY time and memory consuming, depending on the number of features and numerosity of the dataset. Also, use of computationally expensive models have a big impact on time requirements. Please be patient, or set for a less demanding setup for your experiment. This said, StarSystem exploits Java's native parallelism and benefits greatly of multi-core execution environments.

At the end of the execution, eventually found configurations can be examined into final results path, which by default is expected to be in execution dir/05-results.

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