Monday, April 25, 2016

"Classification Based Hypothesis Testing in Neuroscience"

There's a lot of interesting MVPA methodology in a recent paper by Jamalabadi et. al, with the long (but descriptive) title "Classification Based Hypothesis Testing in Neuroscience: Below-Chance Level Classification Rates and Overlooked Statistical Properties of Linear Parametric Classifiers". I'll focus on the below-chance classification part here, and hopefully get to the permutation testing parts in detail in another post; for a very short version, I have no problem at all with their advice to report p-values and null distributions from permutation tests to evaluate significance, and agree that accuracy alone is not sufficient, but they have some very oddly-shaped null distributions, which make me wonder about their permutation scheme.

Anyway, the below-chance discussion is mostly in the section "Classification Rates Below the Level Expected for Chance" and Figure 3, with proofs in the appendices. Jamalabadi et. al set up a series of artificial datasets, designed to have differing amounts of signal and number of examples. They get many below-chance accuracies when "sample size and estimated effect size is low", which they attribute to "dependence on the subsample means":
 "Thus, if the test mean is a little above the sample mean, the training mean must be a little below and vice versa. If the means of both classes are very similar, the difference of the training means must necessarily have a different sign than the difference of the test means. This effect does not average out across folds, ....."
They use Figure 3 to illustrate this dependence in a toy dataset. That figure is really too small to see online, so here's a version I made (R code after the jump if you want to experiment).
This is a toy dataset with two classes (red and blue), 12 examples of each class. The red class is from a normal distribution with mean 0.1, the blue, a normal distribution with mean -0.1. The full dataset (at left) shows a very small difference between the classes: the mean of the the blue class is a bit to the left of the mean of the red class (top row triangles); the line separates the two means.

Following Jamalabadi et. al's Figure 3, I then did a three-fold cross-validation, leaving out four examples each time. One of the folds is shown in the right image above; the four left-out examples in each class are crossed out with black x. The diamonds are the mean of the training set (the eight not-crossed-out examples in each class). The crossed diamonds are the means of the test set (the four crossed-out examples in each class): and they are flipped: the blue mean is on the red side, and the red mean on the blue side. Looking at the position of the examples, all of the examples in the blue test set will be classified wrong, and all but one of the red: accuracy of 1/8, which is well below chance.

This is the "dependence on subsample means": pulling out the test set shifts the means of the remaining examples (training set) in the other direction, making performance worse (in the example above, the training set means are further from zero than the full dataset). This won't matter much if the two classes are very distinct, but can have a strong impact when they're similar (small effect size), like in the example (and many neuroimaging datasets).

Is this an explanation for below-chance classification? Yes, I think it could be. It certainly fits well with my observations that below-chance results tend to occur when power is low, and should not be interpreted as anti-learning, but rather of poor performance. My advice for now remains the same: if you see below-chance classification, troubleshoot and try to boost power, but I think we now have more understanding of how below-chance performance can happen. Jamalabadi H, Alizadeh S, Schönauer M, Leibold C, & Gais S (2016). Classification based hypothesis testing in neuroscience: Below-chance level classification rates and overlooked statistical properties of linear parametric classifiers. Human brain mapping, 37 (5), 1842-55 PMID: 27015748

follow the jump for the R code to create the image above