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Subgroup Discovery with Proper Scoring Rules

  • Hao SongEmail author
  • Meelis Kull
  • Peter Flach
  • Georgios Kalogridis
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 9852)

Abstract

Subgroup Discovery is the process of finding and describing sufficiently large subsets of a given population that have unusual distributional characteristics with regard to some target attribute. Such subgroups can be used as a statistical summary which improves on the default summary of stating the overall distribution in the population. A natural way to evaluate such summaries is to quantify the difference between predicted and empirical distribution of the target. In this paper we propose to use proper scoring rules, a well-known family of evaluation measures for assessing the goodness of probability estimators, to obtain theoretically well-founded evaluation measures for subgroup discovery. From this perspective, one subgroup is better than another if it has lower divergence of target probability estimates from the actual labels on average. We demonstrate empirically on both synthetic and real-world data that this leads to higher quality statistical summaries than the existing methods based on measures such as Weighted Relative Accuracy.

Keywords

Quality Measure Class Distribution Target Variable Brier Score Actual Label 
These 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.

Notes

Acknowledgements

This work was supported by the SPHERE Interdisciplinary Research Collaboration, funded by the UK Engineering and Physical Sciences Research Council under grant EP/K031910/1; and the REFRAME project granted by the European Coordinated Research on Long-Term Challenges in Information and Communication Sciences&Technologies ERA-Net (CHIST-ERA), and funded by the Engineering and Physical Sciences Research Council in the UK under grant EP/K018728/1. Hao Song would like to thank Toshiba Research Europe Ltd, Telecommunications Research Laboratory, for funding his doctoral research within SPHERE.

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Copyright information

© Springer International Publishing AG 2016

Authors and Affiliations

  • Hao Song
    • 1
    Email author
  • Meelis Kull
    • 1
  • Peter Flach
    • 1
  • Georgios Kalogridis
    • 2
  1. 1.Intelligent Systems LaboratoryUniversity of BristolBristolUK
  2. 2.Toshiba Research Europe Ltd., Telecommunications Research LaboratoryBristolUK

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