Torch / lua, how to increase the true positive rate with multi-layer perceptron neural network applied to an imbalanced dataset?










0















I've implemented a multi-layer perceptron neural network in Torch / lua and applied to an imbalanced dataset (33 features, around 300 elements, of which approximately 70% negative elements and 30% positive elements).



I tried several models and several settings. With the current model, I can get a quite high true negative rate (around 0.7) but a quite low true positive rate (around 0.3).
I really want to improve my true positive rate, but how?



I'm splitting the dataset into training set, validation set, and test set, and using the validation set to find the top number of hidden layers and hidden units. I'm currently using learning rate = 0.1 and iterations = 1000.
The activation function is a Sigmoid.
I tried several neural network tricks (momentum, dropout, Xavier initialization) but they did not lead to any improvement.



I worked with other imbalanced datasets in the past, and I was always able to get good rates even on the smaller class. But not this time...



The surprising thing is that my neural network does quite well during training, because I see the mean square error that drops very quickly. So I would expect good results on the test set as well, but it does not happen.



What can I do to improve my true positive rate?



Here's my model:



 perceptron = nn.Sequential() 

perceptron:add(nn.Linear(this_input_number, this_hidden_units))
perceptron:add(nn.Sigmoid())

for w=1,this_hidden_layers do
perceptron:add(nn.Linear(this_hidden_units, this_hidden_units))
perceptron:add(nn.Sigmoid())
end
perceptron:add(nn.Linear(this_hidden_units, this_output_number))


And, for example, here's the MSE error during the second model training:



$$$ hidden_units = 25 hidden_layers = 1 $$$ 
completion: 10% (epoch=100)(element=194) loss = 0.04 error progress = 3.56623%
completion: 20% (epoch=200)(element=194) loss = 0.004 error progress = 2.2678%
completion: 30% (epoch=300)(element=194) loss = 0 error progress = 1.56329%
completion: 40% (epoch=400)(element=194) loss = 0.001 error progress = 1.2053%
completion: 50% (epoch=500)(element=194) loss = 0.003 error progress = 0.98677%
completion: 60% (epoch=600)(element=194) loss = 0.004 error progress = 0.84489%
completion: 70% (epoch=700)(element=194) loss = 0 error progress = 0.74345%
completion: 80% (epoch=800)(element=194) loss = 0 error progress = 0.67081%
completion: 90% (epoch=900)(element=194) loss = 0.021 error progress = 0.69629%
completion: 100% (epoch=1000)(element=194) loss = 0.001 error progress = 0.67999%


As you can see, the error quickly goes to zero.



You can find my complete working Torch code here, with the dataset included. You're more than welcome to test my code on your computer and try some additional variants of the method.



Do you have any suggestion on how to increase the true positive rate? Thanks!










share|improve this question


























    0















    I've implemented a multi-layer perceptron neural network in Torch / lua and applied to an imbalanced dataset (33 features, around 300 elements, of which approximately 70% negative elements and 30% positive elements).



    I tried several models and several settings. With the current model, I can get a quite high true negative rate (around 0.7) but a quite low true positive rate (around 0.3).
    I really want to improve my true positive rate, but how?



    I'm splitting the dataset into training set, validation set, and test set, and using the validation set to find the top number of hidden layers and hidden units. I'm currently using learning rate = 0.1 and iterations = 1000.
    The activation function is a Sigmoid.
    I tried several neural network tricks (momentum, dropout, Xavier initialization) but they did not lead to any improvement.



    I worked with other imbalanced datasets in the past, and I was always able to get good rates even on the smaller class. But not this time...



    The surprising thing is that my neural network does quite well during training, because I see the mean square error that drops very quickly. So I would expect good results on the test set as well, but it does not happen.



    What can I do to improve my true positive rate?



    Here's my model:



     perceptron = nn.Sequential() 

    perceptron:add(nn.Linear(this_input_number, this_hidden_units))
    perceptron:add(nn.Sigmoid())

    for w=1,this_hidden_layers do
    perceptron:add(nn.Linear(this_hidden_units, this_hidden_units))
    perceptron:add(nn.Sigmoid())
    end
    perceptron:add(nn.Linear(this_hidden_units, this_output_number))


    And, for example, here's the MSE error during the second model training:



    $$$ hidden_units = 25 hidden_layers = 1 $$$ 
    completion: 10% (epoch=100)(element=194) loss = 0.04 error progress = 3.56623%
    completion: 20% (epoch=200)(element=194) loss = 0.004 error progress = 2.2678%
    completion: 30% (epoch=300)(element=194) loss = 0 error progress = 1.56329%
    completion: 40% (epoch=400)(element=194) loss = 0.001 error progress = 1.2053%
    completion: 50% (epoch=500)(element=194) loss = 0.003 error progress = 0.98677%
    completion: 60% (epoch=600)(element=194) loss = 0.004 error progress = 0.84489%
    completion: 70% (epoch=700)(element=194) loss = 0 error progress = 0.74345%
    completion: 80% (epoch=800)(element=194) loss = 0 error progress = 0.67081%
    completion: 90% (epoch=900)(element=194) loss = 0.021 error progress = 0.69629%
    completion: 100% (epoch=1000)(element=194) loss = 0.001 error progress = 0.67999%


    As you can see, the error quickly goes to zero.



    You can find my complete working Torch code here, with the dataset included. You're more than welcome to test my code on your computer and try some additional variants of the method.



    Do you have any suggestion on how to increase the true positive rate? Thanks!










    share|improve this question
























      0












      0








      0








      I've implemented a multi-layer perceptron neural network in Torch / lua and applied to an imbalanced dataset (33 features, around 300 elements, of which approximately 70% negative elements and 30% positive elements).



      I tried several models and several settings. With the current model, I can get a quite high true negative rate (around 0.7) but a quite low true positive rate (around 0.3).
      I really want to improve my true positive rate, but how?



      I'm splitting the dataset into training set, validation set, and test set, and using the validation set to find the top number of hidden layers and hidden units. I'm currently using learning rate = 0.1 and iterations = 1000.
      The activation function is a Sigmoid.
      I tried several neural network tricks (momentum, dropout, Xavier initialization) but they did not lead to any improvement.



      I worked with other imbalanced datasets in the past, and I was always able to get good rates even on the smaller class. But not this time...



      The surprising thing is that my neural network does quite well during training, because I see the mean square error that drops very quickly. So I would expect good results on the test set as well, but it does not happen.



      What can I do to improve my true positive rate?



      Here's my model:



       perceptron = nn.Sequential() 

      perceptron:add(nn.Linear(this_input_number, this_hidden_units))
      perceptron:add(nn.Sigmoid())

      for w=1,this_hidden_layers do
      perceptron:add(nn.Linear(this_hidden_units, this_hidden_units))
      perceptron:add(nn.Sigmoid())
      end
      perceptron:add(nn.Linear(this_hidden_units, this_output_number))


      And, for example, here's the MSE error during the second model training:



      $$$ hidden_units = 25 hidden_layers = 1 $$$ 
      completion: 10% (epoch=100)(element=194) loss = 0.04 error progress = 3.56623%
      completion: 20% (epoch=200)(element=194) loss = 0.004 error progress = 2.2678%
      completion: 30% (epoch=300)(element=194) loss = 0 error progress = 1.56329%
      completion: 40% (epoch=400)(element=194) loss = 0.001 error progress = 1.2053%
      completion: 50% (epoch=500)(element=194) loss = 0.003 error progress = 0.98677%
      completion: 60% (epoch=600)(element=194) loss = 0.004 error progress = 0.84489%
      completion: 70% (epoch=700)(element=194) loss = 0 error progress = 0.74345%
      completion: 80% (epoch=800)(element=194) loss = 0 error progress = 0.67081%
      completion: 90% (epoch=900)(element=194) loss = 0.021 error progress = 0.69629%
      completion: 100% (epoch=1000)(element=194) loss = 0.001 error progress = 0.67999%


      As you can see, the error quickly goes to zero.



      You can find my complete working Torch code here, with the dataset included. You're more than welcome to test my code on your computer and try some additional variants of the method.



      Do you have any suggestion on how to increase the true positive rate? Thanks!










      share|improve this question














      I've implemented a multi-layer perceptron neural network in Torch / lua and applied to an imbalanced dataset (33 features, around 300 elements, of which approximately 70% negative elements and 30% positive elements).



      I tried several models and several settings. With the current model, I can get a quite high true negative rate (around 0.7) but a quite low true positive rate (around 0.3).
      I really want to improve my true positive rate, but how?



      I'm splitting the dataset into training set, validation set, and test set, and using the validation set to find the top number of hidden layers and hidden units. I'm currently using learning rate = 0.1 and iterations = 1000.
      The activation function is a Sigmoid.
      I tried several neural network tricks (momentum, dropout, Xavier initialization) but they did not lead to any improvement.



      I worked with other imbalanced datasets in the past, and I was always able to get good rates even on the smaller class. But not this time...



      The surprising thing is that my neural network does quite well during training, because I see the mean square error that drops very quickly. So I would expect good results on the test set as well, but it does not happen.



      What can I do to improve my true positive rate?



      Here's my model:



       perceptron = nn.Sequential() 

      perceptron:add(nn.Linear(this_input_number, this_hidden_units))
      perceptron:add(nn.Sigmoid())

      for w=1,this_hidden_layers do
      perceptron:add(nn.Linear(this_hidden_units, this_hidden_units))
      perceptron:add(nn.Sigmoid())
      end
      perceptron:add(nn.Linear(this_hidden_units, this_output_number))


      And, for example, here's the MSE error during the second model training:



      $$$ hidden_units = 25 hidden_layers = 1 $$$ 
      completion: 10% (epoch=100)(element=194) loss = 0.04 error progress = 3.56623%
      completion: 20% (epoch=200)(element=194) loss = 0.004 error progress = 2.2678%
      completion: 30% (epoch=300)(element=194) loss = 0 error progress = 1.56329%
      completion: 40% (epoch=400)(element=194) loss = 0.001 error progress = 1.2053%
      completion: 50% (epoch=500)(element=194) loss = 0.003 error progress = 0.98677%
      completion: 60% (epoch=600)(element=194) loss = 0.004 error progress = 0.84489%
      completion: 70% (epoch=700)(element=194) loss = 0 error progress = 0.74345%
      completion: 80% (epoch=800)(element=194) loss = 0 error progress = 0.67081%
      completion: 90% (epoch=900)(element=194) loss = 0.021 error progress = 0.69629%
      completion: 100% (epoch=1000)(element=194) loss = 0.001 error progress = 0.67999%


      As you can see, the error quickly goes to zero.



      You can find my complete working Torch code here, with the dataset included. You're more than welcome to test my code on your computer and try some additional variants of the method.



      Do you have any suggestion on how to increase the true positive rate? Thanks!







      lua neural-network torch perceptron






      share|improve this question













      share|improve this question











      share|improve this question




      share|improve this question










      asked Nov 14 '18 at 3:05









      DavideChicco.itDavideChicco.it

      40183468




      40183468






















          0






          active

          oldest

          votes











          Your Answer






          StackExchange.ifUsing("editor", function ()
          StackExchange.using("externalEditor", function ()
          StackExchange.using("snippets", function ()
          StackExchange.snippets.init();
          );
          );
          , "code-snippets");

          StackExchange.ready(function()
          var channelOptions =
          tags: "".split(" "),
          id: "1"
          ;
          initTagRenderer("".split(" "), "".split(" "), channelOptions);

          StackExchange.using("externalEditor", function()
          // Have to fire editor after snippets, if snippets enabled
          if (StackExchange.settings.snippets.snippetsEnabled)
          StackExchange.using("snippets", function()
          createEditor();
          );

          else
          createEditor();

          );

          function createEditor()
          StackExchange.prepareEditor(
          heartbeatType: 'answer',
          autoActivateHeartbeat: false,
          convertImagesToLinks: true,
          noModals: true,
          showLowRepImageUploadWarning: true,
          reputationToPostImages: 10,
          bindNavPrevention: true,
          postfix: "",
          imageUploader:
          brandingHtml: "Powered by u003ca class="icon-imgur-white" href="https://imgur.com/"u003eu003c/au003e",
          contentPolicyHtml: "User contributions licensed under u003ca href="https://creativecommons.org/licenses/by-sa/3.0/"u003ecc by-sa 3.0 with attribution requiredu003c/au003e u003ca href="https://stackoverflow.com/legal/content-policy"u003e(content policy)u003c/au003e",
          allowUrls: true
          ,
          onDemand: true,
          discardSelector: ".discard-answer"
          ,immediatelyShowMarkdownHelp:true
          );



          );













          draft saved

          draft discarded


















          StackExchange.ready(
          function ()
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstackoverflow.com%2fquestions%2f53292614%2ftorch-lua-how-to-increase-the-true-positive-rate-with-multi-layer-perceptron%23new-answer', 'question_page');

          );

          Post as a guest















          Required, but never shown

























          0






          active

          oldest

          votes








          0






          active

          oldest

          votes









          active

          oldest

          votes






          active

          oldest

          votes















          draft saved

          draft discarded
















































          Thanks for contributing an answer to Stack Overflow!


          • Please be sure to answer the question. Provide details and share your research!

          But avoid


          • Asking for help, clarification, or responding to other answers.

          • Making statements based on opinion; back them up with references or personal experience.

          To learn more, see our tips on writing great answers.




          draft saved


          draft discarded














          StackExchange.ready(
          function ()
          StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fstackoverflow.com%2fquestions%2f53292614%2ftorch-lua-how-to-increase-the-true-positive-rate-with-multi-layer-perceptron%23new-answer', 'question_page');

          );

          Post as a guest















          Required, but never shown





















































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown

































          Required, but never shown














          Required, but never shown












          Required, but never shown







          Required, but never shown







          這個網誌中的熱門文章

          How to read a connectionString WITH PROVIDER in .NET Core?

          Node.js Script on GitHub Pages or Amazon S3

          Museum of Modern and Contemporary Art of Trento and Rovereto