Regression
B-Learner: Quasi-Oracle Bounds on Heterogeneous Causal Effects Under Hidden Confounding
Oprescu, Miruna, Dorn, Jacob, Ghoummaid, Marah, Jesson, Andrew, Kallus, Nathan, Shalit, Uri
Estimating heterogeneous treatment effects from observational data is a crucial task across many fields, helping policy and decision-makers take better actions. There has been recent progress on robust and efficient methods for estimating the conditional average treatment effect (CATE) function, but these methods often do not take into account the risk of hidden confounding, which could arbitrarily and unknowingly bias any causal estimate based on observational data. We propose a meta-learner called the B-Learner, which can efficiently learn sharp bounds on the CATE function under limits on the level of hidden confounding. We derive the B-Learner by adapting recent results for sharp and valid bounds of the average treatment effect (Dorn et al., 2021) into the framework given by Kallus & Oprescu (2023) for robust and model-agnostic learning of conditional distributional treatment effects. The B-Learner can use any function estimator such as random forests and deep neural networks, and we prove its estimates are valid, sharp, efficient, and have a quasi-oracle property with respect to the constituent estimators under more general conditions than existing methods. Semi-synthetic experimental comparisons validate the theoretical findings, and we use real-world data to demonstrate how the method might be used in practice.
Shapley Value on Probabilistic Classifiers
Li, Xiang, Xia, Haocheng, Liu, Jinfei
Data valuation has become an increasingly significant discipline in data science due to the economic value of data. In the context of machine learning (ML), data valuation methods aim to equitably measure the contribution of each data point to the utility of an ML model. One prevalent method is Shapley value, which helps identify data points that are beneficial or detrimental to an ML model. However, traditional Shapley-based data valuation methods may not effectively distinguish between beneficial and detrimental training data points for probabilistic classifiers. In this paper, we propose Probabilistic Shapley (P-Shapley) value by constructing a probability-wise utility function that leverages the predicted class probabilities of probabilistic classifiers rather than binarized prediction results in the traditional Shapley value. We also offer several activation functions for confidence calibration to effectively quantify the marginal contribution of each data point to the probabilistic classifiers. Extensive experiments on four real-world datasets demonstrate the effectiveness of our proposed P-Shapley value in evaluating the importance of data for building a high-usability and trustworthy ML model.
Correcting for Selection Bias and Missing Response in Regression using Privileged Information
Boeken, Philip, de Kroon, Noud, de Jong, Mathijs, Mooij, Joris M., Zoeter, Onno
When estimating a regression model, we might have data where some labels are missing, or our data might be biased by a selection mechanism. When the response or selection mechanism is ignorable (i.e., independent of the response variable given the features) one can use off-the-shelf regression methods; in the nonignorable case one typically has to adjust for bias. We observe that privileged information (i.e. information that is only available during training) might render a nonignorable selection mechanism ignorable, and we refer to this scenario as Privilegedly Missing at Random (PMAR). We propose a novel imputation-based regression method, named repeated regression, that is suitable for PMAR. We also consider an importance weighted regression method, and a doubly robust combination of the two. The proposed methods are easy to implement with most popular out-of-the-box regression algorithms. We empirically assess the performance of the proposed methods with extensive simulated experiments and on a synthetically augmented real-world dataset. We conclude that repeated regression can appropriately correct for bias, and can have considerable advantage over weighted regression, especially when extrapolating to regions of the feature space where response is never observed.
Izindaba-Tindzaba: Machine learning news categorisation for Long and Short Text for isiZulu and Siswati
Madodonga, Andani, Marivate, Vukosi, Adendorff, Matthew
Local/Native South African languages are classified as low-resource languages. As such, it is essential to build the resources for these languages so that they can benefit from advances in the field of natural language processing. In this work, the focus was to create annotated news datasets for the isiZulu and Siswati native languages based on news topic classification tasks and present the findings from these baseline classification models. Due to the shortage of data for these native South African languages, the datasets that were created were augmented and oversampled to increase data size and overcome class classification imbalance. In total, four different classification models were used namely Logistic regression, Naive bayes, XGBoost and LSTM. These models were trained on three different word embeddings namely Bag-Of-Words, TFIDF and Word2vec. The results of this study showed that XGBoost, Logistic Regression and LSTM, trained from Word2vec performed better than the other combinations.
Empirical Analysis of Model Selection for Heterogeneous Causal Effect Estimation
Mahajan, Divyat, Mitliagkas, Ioannis, Neal, Brady, Syrgkanis, Vasilis
We study the problem of model selection in causal inference, specifically for the case of conditional average treatment effect (CATE) estimation under binary treatments. Unlike model selection in machine learning, there is no perfect analogue of cross-validation as we do not observe the counterfactual potential outcome for any data point. Towards this, there have been a variety of proxy metrics proposed in the literature, that depend on auxiliary nuisance models estimated from the observed data (propensity score model, outcome regression model). However, the effectiveness of these metrics has only been studied on synthetic datasets as we can access the counterfactual data for them. We conduct an extensive empirical analysis to judge the performance of these metrics introduced in the literature, and novel ones introduced in this work, where we utilize the latest advances in generative modeling to incorporate multiple realistic datasets. Our analysis suggests novel model selection strategies based on careful hyperparameter tuning of CATE estimators and causal ensembling.
Well-Calibrated Probabilistic Predictive Maintenance using Venn-Abers
Johansson, Ulf, Löfström, Tuwe, Sönströd, Cecilia
When using machine learning for fault detection, a common problem is the fact that most data sets are very unbalanced, with the minority class (a fault) being the interesting one. In this paper, we investigate the usage of Venn-Abers predictors, looking specifically at the effect on the minority class predictions. A key property of Venn-Abers predictors is that they output well-calibrated probability intervals. In the experiments, we apply Venn-Abers calibration to decision trees, random forests and XGBoost models, showing how both overconfident and underconfident models are corrected. In addition, the benefit of using the valid probability intervals produced by Venn-Abers for decision support is demonstrated. When using techniques producing opaque underlying models, e.g., random forest and XGBoost, each prediction will consist of not only the label, but also a valid probability interval, where the width is an indication of the confidence in the estimate. Adding Venn-Abers on top of a decision tree allows inspection and analysis of the model, to understand both the underlying relationship, and finding out in which parts of feature space that the model is accurate and/or confident.
Autoregressive based Drift Detection Method
Mayaki, Mansour Zoubeirou A, Riveill, Michel
In the classic machine learning framework, models are trained on historical data and used to predict future values. It is assumed that the data distribution does not change over time (stationarity). However, in real-world scenarios, the data generation process changes over time and the model has to adapt to the new incoming data. This phenomenon is known as concept drift and leads to a decrease in the predictive model's performance. In this study, we propose a new concept drift detection method based on autoregressive models called ADDM. This method can be integrated into any machine learning algorithm from deep neural networks to simple linear regression model. Our results show that this new concept drift detection method outperforms the state-of-the-art drift detection methods, both on synthetic data sets and real-world data sets. Our approach is theoretically guaranteed as well as empirical and effective for the detection of various concept drifts. In addition to the drift detector, we proposed a new method of concept drift adaptation based on the severity of the drift.
Hinting Pipeline and Multivariate Regression CNN for Maize Kernel Counting on the Ear
Araújo, Felipe, Gadelha, Igor, Tsukahara, Rodrigo, Pita, Luiz, Costa, Filipe, Vaz, Igor, Santos, Andreza, Fôlego, Guilherme
Maize is a highly nutritional cereal widely used for human and animal consumption and also as raw material by the biofuels industries. This highlights the importance of precisely quantifying the corn grain productivity in season, helping the commercialization process, operationalization, and critical decision-making. Considering the manual labor cost of counting maize kernels, we propose in this work a novel preprocessing pipeline named hinting that guides the attention of the model to the center of the corn kernels and enables a deep learning model to deliver better performance, given a picture of one side of the corn ear. Also, we propose a multivariate CNN regressor that outperforms single regression results. Experiments indicated that the proposed approach excels the current manual estimates, obtaining MAE of 34.4 and R2 of 0.74 against 35.38 and 0.72 for the manual estimate, respectively.
Prediction of Transportation Index for Urban Patterns in Small and Medium-sized Indian Cities using Hybrid RidgeGAN Model
Thottolil, Rahisha, Kumar, Uttam, Chakraborty, Tanujit
The rapid urbanization trend in most developing countries including India is creating a plethora of civic concerns such as loss of green space, degradation of environmental health, clean water availability, air pollution, traffic congestion leading to delays in vehicular transportation, etc. Transportation and network modeling through transportation indices have been widely used to understand transportation problems in the recent past. This necessitates predicting transportation indices to facilitate sustainable urban planning and traffic management. Recent advancements in deep learning research, in particular, Generative Adversarial Networks (GANs), and their modifications in spatial data analysis such as CityGAN, Conditional GAN, and MetroGAN have enabled urban planners to simulate hyper-realistic urban patterns. These synthetic urban universes mimic global urban patterns and evaluating their landscape structures through spatial pattern analysis can aid in comprehending landscape dynamics, thereby enhancing sustainable urban planning. This research addresses several challenges in predicting the urban transportation index for small and medium-sized Indian cities. A hybrid framework based on Kernel Ridge Regression (KRR) and CityGAN is introduced to predict transportation index using spatial indicators of human settlement patterns. This paper establishes a relationship between the transportation index and human settlement indicators and models it using KRR for the selected 503 Indian cities. The proposed hybrid pipeline, we call it RidgeGAN model, can evaluate the sustainability of urban sprawl associated with infrastructure development and transportation systems in sprawling cities. Experimental results show that the two-step pipeline approach outperforms existing benchmarks based on spatial and statistical measures.
Leveraging text data for causal inference using electronic health records
Mozer, Reagan, Kaufman, Aaron R., Celi, Leo A., Miratrix, Luke
The field of medicine has been revolutionized in the last decade by the advent of large clinical databases (Jensen et al., 2012; Friedman et al., 2013; Evans, 2016; Cowie et al., 2017). Electronic health records, administrative databases, and online registries hold a wealth of information with the potential to help answer long-standing questions across all facets of health care, from designing more effective treatment regimes (Komorowski et al., 2018) to tailoring treatment to individuals based on their characteristics (Abul-Husn and Kenny, 2019). A primary challenge in this domain revolves around how to best harness that information, much of which is unstructured data such as text or complex data such as x-ray images (Koleck et al., 2019; Huang et al., 2020; Tayefi et al., 2021). Secondary analysis of even the lowest-hanging fruit from de-identified hospital records has yielded path-breaking insights into the effectiveness of medical interventions, both overturning received wisdom and improving patient care(Critical Data, 2016). These insights rest on a century of research in statistics, econometrics, and causal inference (Kleinberg and Hripcsak, 2011; Hernán et al., 2019) focusing on gleaning valid cause-and-effect relationships from observational data using analysis strategies such as interrupted time series, regression discontinuity, and matching. At the same time, a literature in the computational social sciences has opened new doors to quantify, analyze, and rigorously interpret unstructured data. Unsupervised techniques like Latent Dirichlet Allocation (LDA; Blei et al., 2003) and the Structural Topic Model (STM; Roberts et al., 2014) have enabled researchers with no a priori hypotheses to easily measure the composition of text corpora, while supervised methods like Convolutional Neural Nets (CNN; Albawi et al., 2017) have allowed for the scalable and automatic production of document-level outcomes or covariates (Grimmer et al., 2021), especially when traditional forms of quantitative data are lacking. Recent work (e.g., Roberts et al., 2020; Mozer et al., 2020; Egami et al., 2022) has formalized notation and begun to introduce best practices for incorporating unstructured data such as text into observational studies for improving causal inference, showing how text can fruitfully improve causal estimates in domains such as internet censorship and media