## Measuring Segregation

31 Aug

Dissimilarity index is a measure of segregation. It runs as follows:

$\frac{1}{2} \sum\limits_{i=1}^{n} \frac{g_{i1}}{G_1} - \frac{g_{i2}}{G_2}$
where:

$g_{i1}$ is population of $g_1$ in the ith area
$G_{i1}$ is population of $g_1$ in the larger area
from which dissimilarity is being measured against

The measure suffers from a couple of issues:

1. Concerns about lumpiness. Even in a small area, are black people at one end, white people at another?
2. Choice of baseline. If the larger area (say a state) is 95\% white (Iowa is 91.3% White), dissimilarity is naturally likely to be small.

One way to address the concern about lumpiness is to provide an estimate of the spatial variance of the quantity of interest. But to measure variance, you need local measures of the quantity of interest. One way to arrive at local measures is as follows:

1. Create a distance matrix across all addresses. Get latitude and longitude. And start with Euclidean distances, though smart measures that take account of physical features are a natural next step. (For those worried about computing super huge matrices, the good news is that computation can be parallelized.)
2. For each address, find n closest addresses and estimate the quantity of interest. Where multiple houses are similar distance apart, sample randomly or include all. One advantage of n closest rather than addresses in a particular area is that it naturally accounts for variations in density.

But once you have arrived at the local measure, why just report variance? Why not report means of compelling common-sense metrics, like the proportion of addresses (people) for whom the closest house has people of another race?

As for baseline numbers (generally just a couple of numbers): they are there to help you interpret. They can be brought in later.

## Sample this: Sampling randomly from the streets

23 Jun

Say you want to learn about the average number of potholes per unit paved street in a city. To estimate that quantity, the following sampling plan can be employed:

1. Get all the streets in a city from Google Maps or OSM
2. Starting from one end of the street, split each street into .5 km segments till you reach the end of the street. The last segment, or if the street is shorter than .5km, the only segment, can be shorter than .5 km.
3. Get the lat/long of start/end of the segments.
4. Create a database of all the segments: segment_id, street_name, start_lat, start_long, end_lat, end_long
5. Sample from rows of the database
6. Produce a CSV of the sampled segments (subset of step 4)
7. Plot the lat/long on Google Map — filling all the area within the segment.
8. Collect data on the highlighted segments.

For Python package that implements this, see https://github.com/soodoku/geo_sampling.

## Clustering and then Classifying: Improving Prediction for Crudely-labeled and Mislabeled Data

8 Jun

Mislabeled and crudely labeled data are common problems in data science. Supervised prediction of such data expectedly yields poor results—coefficients are biased, and accuracy with regards to the true label is poor. One solution to the problem is to hand code labels of an adequate’ sample and infer true labels based on a model trained on that data.

Another solution relies on the intuition (assumption) that distance between rows (covariates) of a label will be lower than the distance between the distance between rows of different labels. One way to leverage that intuition is to cluster the data within each label, infer true labels from erroneous labels and then predict inferred true labels. For a class of problems, the method can be shown to always improve accuracy. (You can also predict just the cluster labels.)

Here’s one potential solution for a scenario where we have a binary dependent variable:

Assume a mis_labeled vector called mis_label that codes some true 0s as 1 and some true 1s as 0s.

1. For each mis_label (1 and 0), use k-means with k = 2 to get 2 clusters within each label for a total of 4 labels
2. Assuming mislabeling rate < 50%, create a new col. = est_true_label, which takes: 1 when mis_label = 1 and cluster label is of the majority class (that is cluster label class is more than 50% of the mis_label = 1), otherwise 0. 0 when mis_label = 0 and cluster label is of the majority class (that is cluster label class is more than 50% of the mis_label = 0), otherwise 1.
3. Predict est_true_label using a logistic regression and produce accuracy estimates based on true_labels and bias estimates in coefficient estimates (compared to coefficients from logistic regression coefficients from true labels)

## The Missing Plot

27 May

Datasets often contain missing values. And often enough—at least in social science data—values are missing systematically. So how do we visualize missing values? After all, they are missing.

Some analysts simply list-wise delete points with missing values. Others impute, replacing missing values with mean or median. Yet others use sophisticated methods to impute missing values. None of the methods, however, automatically acknowledge that any of the data are missing in the visualizations.

It is important to acknowledge missing data.

One can do it is by providing a tally of how much data are missing on each of the variables in a small table in the graph. Another, perhaps better, method is to plot the missing values as a function of a covariate. For bivariate graphs, the solution is pretty simple. Create a dummy vector that tallies missing values. And plot the dummy vector in addition to the data. For instance, see:

(The script to produce the graph can be downloaded from the following GitHub Gist.)

In cases, where missing values are imputed, the dummy vector can also be used to ‘color’ the points that were imputed.

## About 85% Problematic: The trouble with predicting 85 percent of cyber-attacks using input from human experts

26 Apr

MIT researchers recently unveiled a system that combines machine learning with input from users to ‘predict 85% of the attacks.’ Each day, the system winnows down millions of rows to a few hundred atypical data points and passes these points on to ‘human experts’ who then label the few hundred data points. The system then uses the labels to refine the algorithm.

At the first blush, using data from users in such a way to refine the algorithm seems like the right thing to do, even the obvious thing to do. And there exist a variety of systems that do precisely this. In the context of cyber data (and a broad category of similar such data), however, it may not be the right thing to do. There are two big reasons for that. A low false positive rate can be much more easily achieved if we do not care about the false negative rate. And there are good reasons to worry a lot about false negative rates in cyber data. And second, and perhaps more importantly, incorporating user input on complex tasks (or where data is insufficiently rich) reduces to the following: given a complex task with inadequate time, the users use cheap heuristics to label the data, and supervised aspect of the algorithm reduces to learning cheap heuristics that humans use.

## Interpeting Clusters and ‘Outliers’ from Clustering Algorithms

19 Feb

Assume that the data from the dominant data generating process are structured so that they occupy a few small portions of a high-dimensional space. Say we use a hard partition clustering algorithm to learn the structure of the data. And say that it does—learn the structure. Anything that lies outside the few narrow pockets of high-dimensional space is an ‘outlier,’ improbable (even impossible) given the dominant data generating process. (These ‘outliers’ may be generated by a small malicious data generating processes.) Even points on the fringes of the narrow pockets are suspicious. If so, one reasonable measure of suspiciousness of a point is its distance from the centroid of the cluster to which it is assigned; the further the point from the centroid, the more suspicious it is. (Distance can be some multivariate distance metric, or proportion of points assigned to the cluster that are further away from the cluster centroid than the point whose score we are tallying.)

How can we interpret an outlier (score)? Tautological explanations—it is improbable given the dominant data generating process—aside.

Simply providing distance to the centroid doesn’t give enough context. And for obvious reasons, for high-dimensional vectors, providing distance on each feature isn’t reasonable either. A better approach involves some feature selection. This can be done in various ways, all of which take the same general form. Find distance to the centroid on features on which the points assigned to the cluster have the least variation. Or, on features that discriminate the cluster from other clusters the best. Or, on features that predict distance from the cluster centroid the best. Limit the features arbitrarily to a small set. On this limited feature set, calculate cluster means and standard deviations, and give standardized distance (for categorical variable, just provide ) to the centroid.

Read More (pdf with pseudo code)

## Sampling (or Enumerating) with Coprimes

1 Jan

Say you want to sample from a sequence of length n. Multiples of a number that is relatively prime to the length of the sequence (n) cover the entire sequence, and have the property that the entire sequence is covered before any number is repeated. This is a known result from number theory. We could use the result to (sequentially) (see below for what I mean) sample from a series.

For instance, if the sequence is 1,2,3,…9, the number 5 is one such number (5 and 9 are coprime). Using multiples of 5, we get:

1 2 3 4 5 6 7 8 9
X
X X
X X
X X
X X

If the length of the sequence is odd, then we all know that 2 will do. But not all even numbers will do. For instance, for the same length of 9, if you were to choose 6, it would result in 6, 3, 9, and 6 again.

Some R code:


seq_length = 6
rel_prime  = 5
multiples  = rel_prime*(1:seq_length)
multiples  = ifelse(multiples > seq_length, multiples %% seq_length, multiples)
multiples  = ifelse(multiples ==0, seq_length, multiples)
length(unique(multiples))


Where can we use this? It makes passes over an address space less discoverable.

## Beyond Anomaly Detection: Supervised Learning from Bad’ Transactions

20 Sep

Nearly every time you connect to the Internet, multiple servers log a bunch of details about the request. For instance, details about the connecting IPs, the protocol being used, etc. (One popular software for collecting such data is Cisco’s Netflow.) Lots of companies analyze this data in an attempt to flag `anomalous’ transactions. Given the data are low quality—IPs do not uniquely map to people, information per transaction is vanishingly small—the chances of building a useful anomaly detection algorithm using conventional unsupervised methods are extremely low.

One way to solve the problem is to re-express it as a supervised problem. Google, various security firms, security researchers, etc. everyday flag a bunch of IPs for various nefarious activities, including hosting malware (passive DNS), scanning, or actively . Check to see if these IPs are in the database, and learn from the transactions that include the blacklisted IPs. Using the model, flag transactions that look most similar to the transactions with blacklisted IPs. And validate the worthiness of flagged transactions with the highest probability of being with a malicious IP by checking to see if the IPs are blacklisted at a future date or by using a subject matter expert.

## Bad Science: A Partial Diagnosis And Some Remedies

3 Sep

Lack of reproducibility is a symptom of science in crisis. An eye-catching symptom to be sure, but hardly the only one vying for attention. Recent analyses suggest that nearly two-thirds of the (relevant set of) articles published in prominent political science journals condition on post-treatment variables (see here.) Another set of analysis suggests that half of the relevant set of articles published in prominent neuroscience journals treat difference in significant and non-significant result as the basis for the claim that difference between the two is significant (see here). What is behind this? My guess: poor understanding of statistics, poor editorial processes, and poor strategic incentives.

1. Poor understanding of statistics: It is likely the primary reason. For it would be good harsh to impute bad faith on part of those who use post-treatment variables as control or treating difference between significant and non-significant result as significant. There is likely a fair bit of ignorance — be it on the part of authors or reviewers. If it is ignorance, then the challenge doesn’t seem as daunting. Let us devise good course materials, online lectures, and teach. And for more advanced scholars, some outreach. (And it may involve teaching scientists how to write-up their results.)

2. Poor editorial processes: Whatever the failings of authors, they aren’t being caught during the review process. (It would be good to know how often reviewers are actually the source of bad recommendations.) More helpfully, it may be a good idea to create small questionnaires before submission that alert authors about common statistical issues.

3. Poor strategic incentives: If authors think that journals are implicitly biased towards significant findings, we need to communicate effectively that it isn’t so.

## Unlisted False Negatives: Are 11% Americans Unlisted?

21 Aug

A recent study by Simon Jackman and Bradley Spahn claims that 11% of Americans are ‘unlisted.’ (The paper has since been picked up by liberal media outlets like the Think Progress.)

When I first came across the paper, I thought that the number was much too high for it to have any reasonable chance of being right. My suspicions were roused further by the fact that the paper provided no bounds on the number — no note about measurement error in matching people across imperfect lists. A galling omission when the finding hinges on the name matching procedure, details of which are left to another paper. What makes it to the paper is this incredibly vague line: “ANES collects …. bolstering our confidence in the matches of respondents to the lists.” I take that to mean that the matching procedure was done with the idea of reducing false positives. If so, the estimate is merely an upper bound on the percentage of Americans who could be unlisted. That isn’t a very useful number.

But reality is a bit worse. To my questions about false positive and negative rates, Bradley Spahn responded on Twitter, “I think all of the contentious cases were decided by me. What are my decision-theoretic properties? Hard to say.” That line covers one of the most essential details of the matching procedure, a detail they say the readers can find “in a companion paper.” The primary issue is subjectivity. But not taking adequate account of the relevance of ‘decision theoretic’ properties to the results in the paper grates.