13
votes

I have created a simple neural network (Python, Theano) to estimate a persons age based on their spending history from a selection of different stores. Unfortunately, it is not particularly accurate.

The accuracy might be hurt by the fact that the network has no knowledge of ordinality. For the network there is no relationship between the age classifications. It is currently selecting the age with the highest probability from the softmax output layer.

I have considered changing the output classification to an average of the weighted probability for each age.

E.g Given age probabilities: (Age 10 : 20%, Age 20 : 20%, Age 30: 60%)

Rather than output: Age 30 (Highest probability)
Weighted Average: Age 24 (10*0.2+20*0.2+30*0.6 weighted average)

This solution feels sub optimal. Is there a better was to implement ordinal classification in neural networks, or is there a better machine learning method that can be implemented? (E.g logistic regression)

1
You might have a look at this paper. It describes a way to set up ordinal regression w/NNets.gobrewers14
That link doesn't work unfortunately, I am not sure if it has something to do with university access privileges. Do you have the name of it instead?A. Dev
@gobrewers14 - The link is broken. Can you post the title or another link to find itMiloMinderbinder
@MiloMinderbinder updated linkgobrewers14
I'll add the title and authors in case the link breaks in the future: A Neural Network Approach to Ordinal Regression Jianlin Cheng, Zheng Wang, and Gianluca PollastriSalvador Medina

1 Answers

27
votes

This problem came up in a previous Kaggle competition (this thread references the paper I mentioned in the comments).

The idea is that, say you had 5 age groups, where 0 < 1 < 2 < 3 < 4, instead of one-hot encoding them and using a softmax objective function, you can encode them into K-1 classes and use a sigmoid objective. So, as an example, your encodings would be

[0] -> [0, 0, 0, 0]
[1] -> [1, 0, 0, 0]
[2] -> [1, 1, 0, 0]  
[3] -> [1, 1, 1, 0]
[4] -> [1, 1, 1, 1]

Then the net will learn the orderings. Hope this helps.