NEURAL NETWORKS FOR CONSTRAINED OPTIMIZATION

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Authors
Vega, William A.
Advisors
Whitaker, Lyn R.
Second Readers
Norton, Matthew, MNorton Lab
Subjects
machine learning
neural network
NN
binary classification
constrained optimization
false negative rate
FNR
false positive rate
FPR
overall error rate
ER
class-weighting
CW
Threshold Adjustment
TA
Date of Issue
2020-09
Date
Sep-20
Publisher
Monterey, CA; Naval Postgraduate School
Language
Abstract
A major challenge associated with training a classifier is controlling the ratio of false positive and false negative error rates (FPR/FNR), particularly when one error type dominates the overall error rate (ER) or is connected to costly real-world mistakes and needs to be minimized relative to the others. For many classification tasks, such as computer vision, this problem is exacerbated by the need to use neural network (NN) classification algorithms. In a ship detection problem, using an NN to classify satellite images as containing a ship or not, we demonstrate that tuning the ratio of these ERs is extremely challenging. We show how standard class-weighting (CW) procedures are unstable and ineffective for this task, but are additionally affected in unpredictable or undesirable ways by NN architectural choices and choice of optimization algorithm. However, we find that the simple and computationally inexpensive Threshold-Adjustment (TA) technique (applied to a standard NN architecture and objective) is as effective and more stable than the CW procedure and, for our ship detection problem, even outperforms much more advanced algorithms based on alternating stochastic optimization techniques. To effectively apply the TA technique, we introduce a simple adjustment to the NN output probabilities. We show predictable effects on the ratio of FPR/FNR, which can be used to tune NN classifiers when different ratios of FPR/FNR are desired, depending upon the application.
Type
Thesis
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Series/Report No
Department
Operations Research (OR)
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Distribution Statement
Approved for public release. distribution is unlimited
Rights
This publication is a work of the U.S. Government as defined in Title 17, United States Code, Section 101. Copyright protection is not available for this work in the United States
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