Your Manuscript On Peer Review

I’m a big fan of peer review. Most of the revisions that reviewers suggest are very reasonable and sometimes really improve the manuscript. Other times it doesn’t seem to work that way. I’ve noticed this is especially true when the manuscript goes through multiple rounds of peer review at different journals. It can become a franken-paper, unloved by the very reviewers who made it.
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Another word about balance

[4/17/2015 updated: A reader pointed out that my formulae for specificity and accuracy contained errors. It turns out that both measures were being calculated correctly, just a typing error on the blog. I’ve corrected them below.] 

TL;DR summary

Evaluating a binary classifier based on an artificial balance of positive examples and negative examples (which is commonly done in this field) can cause underestimation of method accuracy but vast overestimation of the positive predictive value (PPV) of the method. Since PPV is likely the only metric that really matters to a particular kind of important end user, the biologist wanting to find a couple of novel positive examples in the lab based on your prediction, this is a potentially very big problem with reporting performance.

The long version

Previously I wrote a post about the importance of having a naturally balanced set of positive and negative examples when evaluating the performance of a binary classifier produced by machine learning methods. I’ve continued to think about this problem and realized that I didn’t have a very good handle on what kinds of effects artificially balanced sets would have on performance. Though the metrics I’m using are very simple I felt that it would be worthwhile to demonstrate the effects so did a simple simulation.

  1. I produced random prediction sets with a set portion of positives predicted correctly (85%) and a set portion of negatives predicted correctly (95%).
  2. The ‘naturally’ occurring ratio of positive to negative examples could be varied but for the figures below I used 1:100.
  3. I varied the ratio of positive to negative examples used to estimate performance and
  4. Calculated several commonly used measures of performance:
    1. Accuracy (TP+FP TN)/(TP+FP+TN+FN); that is, the percentage of positive or negative predictions that are correct relative to the total number of predictions)
    2. Specificity (TN/(TN+FN)(TN+FP); that is, the percentage of negative predictions that are correct relative to the total number of negative examples)
    3. AUC (area under the receiver operating characteristic curve; a summary metric that is commonly used in classification to evaluate performance)
    4. Positive predictive value (TP/(TP+FP); that is, out of all positive predictions what percentage are correct)
    5. False discovery rate (FDR; 1-PPV; percentage of positive predictions that are wrong)
  5. Repeated these calculations with 20 different random prediction sets
  6. Plotted the results as box plots, which summarize the mean (dark line in the middle), standard deviation (the box), and the lines (whiskers) showing 1.5 times the interquartile range from the box- dots above or below are outside this range.

The results are not surprising but do demonstrate the pitfalls of using artificially balanced data sets. Keep in mind that there are many publications that limit their training and evaluation datasets to a 1:1 ratio of positive to negative examples.

Accuracy

Accuracy estimates are actually worse than they should be for the artificial splits because fewer of the negative results are being considered.

Accuracy estimates are actually worse than they should be for the artificial splits because fewer of the negative results are being considered.

Specificity

Specificity stays largely the same and is a good estimate because it isn't affected by the ratio of negatives to positive examples. Sensitivity (the same measure but for positive examples) also doesn't change for the same reason.

Specificity stays largely the same and is a good estimate because it isn’t affected by the ratio of negatives to positive examples. Sensitivity (the same measure but for positive examples) also doesn’t change for the same reason.

AUC

Happily the AUC doesn't actually change that much- mostly it's just much more variable with smaller ratios of negatives to positives. So an AUC from a 1:1 split should be considered to be in the right ballpark, but maybe off from the real value by a bit.

Happily the AUC doesn’t actually change that much- mostly it’s just much more variable with smaller ratios of negatives to positives. So an AUC from a 1:1 split should be considered to be in the right ballpark, but maybe off from the real value by a bit.

Positive predictive value (PPV)

Aaaand there's where things go to hell.

Aaaand there’s where things go to hell.

False discovery rate (FDR)

Same thing here. The FDR is extremely high (>90%) in the real dataset, but the artificial balanced sets vastly underestimate it.

Same thing here. The FDR is extremely high (>90%) in the real dataset, but the artificial balanced sets vastly underestimate it.

 

 

Why is this a problem?

The last two plots, PPV and FDR, are where the real trouble is. The problem is that the artificial splits vastly overestimate PPV and underestimate FDR (note that the Y axis scale on these plots runs from 0 to close to 1). Why is this important? This is important because, in general, PPV is what an end user is likely to be concerned about. I’m thinking of the end user that wants to use your great new method for predicting that proteins are members of some very important functional class. They will then apply your method to their own examples (say their newly sequenced bacteria) and rank the positive predictions. They could care less about the negative predictions because that’s not what they’re interested in. So they take the top few predictions to the lab (they can’t afford to do 100s, only the best few, say 5, predictions) and experimentally validate them.

If your method’s PPV is actually 95% it’s fairly likely that all 5 of their predictions will pan out (it’s NEVER really as likely as that due to all kinds of factors, but for sake of argument) making them very happy and allowing the poor grad student who’s project it is to actually graduate.

However, the actual PPV from the example above is about 5%. This means that the poor grad student who slaves for weeks over experiments to validate at least ONE of your stinking predictions will probably end up empty-handed for their efforts and will have to spend another 3 years struggling to get their project to the point of graduation.

Given a large enough ratio in the real dataset (e.g. protein-protein interactions where the number of positive examples is somewhere around 50-100k in human but the number of negatives is somewhere around 4.5x10e8, a ratio of ~1:10000) the real PPV can fall to essentially 0, whereas the artificially estimated PPV can stay very high.

So, don’t be that bioinformatician who publishes the paper with performance results based on a vastly artificial balance of positive versus negative examples that ruins some poor graduate student’s life down the road.