Vollmer, Sebastian
Neural Spatiotemporal Point Processes: Trends and Challenges
Mukherjee, Sumantrak, Elhamdi, Mouad, Mohler, George, Selby, David A., Xie, Yao, Vollmer, Sebastian, Grossmann, Gerrit
Spatiotemporal point processes (STPPs) are probabilistic models for events occurring in continuous space and time. Real-world event data often exhibit intricate dependencies and heterogeneous dynamics. By incorporating modern deep learning techniques, STPPs can model these complexities more effectively than traditional approaches. Consequently, the fusion of neural methods with STPPs has become an active and rapidly evolving research area. In this review, we categorize existing approaches, unify key design choices, and explain the challenges of working with this data modality. We further highlight emerging trends and diverse application domains. Finally, we identify open challenges and gaps in the literature.
CleanSurvival: Automated data preprocessing for time-to-event models using reinforcement learning
Koka, Yousef, Selby, David, Großmann, Gerrit, Vollmer, Sebastian
Data preprocessing is a critical yet frequently neglected aspect of machine learning, often paid little attention despite its potentially significant impact on model performance. While automated machine learning pipelines are starting to recognize and integrate data preprocessing into their solutions for classification and regression tasks, this integration is lacking for more specialized tasks like survival or time-to-event models. As a result, survival analysis not only faces the general challenges of data preprocessing but also suffers from the lack of tailored, automated solutions in this area. To address this gap, this paper presents 'CleanSurvival', a reinforcement-learning-based solution for optimizing preprocessing pipelines, extended specifically for survival analysis. The framework can handle continuous and categorical variables, using Q-learning to select which combination of data imputation, outlier detection and feature extraction techniques achieves optimal performance for a Cox, random forest, neural network or user-supplied time-to-event model. The package is available on GitHub: https://github.com/datasciapps/CleanSurvival Experimental benchmarks on real-world datasets show that the Q-learning-based data preprocessing results in superior predictive performance to standard approaches, finding such a model up to 10 times faster than undirected random grid search. Furthermore, a simulation study demonstrates the effectiveness in different types and levels of missingness and noise in the data.
Quantitative knowledge retrieval from large language models
Selby, David, Spriestersbach, Kai, Iwashita, Yuichiro, Bappert, Dennis, Warrier, Archana, Mukherjee, Sumantrak, Asim, Muhammad Nabeel, Kise, Koichi, Vollmer, Sebastian
Large language models (LLMs) have been extensively studied for their abilities to generate convincing natural language sequences, however their utility for quantitative information retrieval is less well understood. In this paper we explore the feasibility of LLMs as a mechanism for quantitative knowledge retrieval to aid data analysis tasks such as elicitation of prior distributions for Bayesian models and imputation of missing data. We present a prompt engineering framework, treating an LLM as an interface to a latent space of scientific literature, comparing responses in different contexts and domains against more established approaches. Implications and challenges of using LLMs as 'experts' are discussed.
X Hacking: The Threat of Misguided AutoML
Sharma, Rahul, Redyuk, Sergey, Mukherjee, Sumantrak, Sipka, Andrea, Vollmer, Sebastian, Selby, David
Machine learning models are increasingly used to make decisions that affect human lives, society and the environment, in areas such as medical diagnosis, criminal justice and public policy. However, these models are often complex and opaque--especially with the increasing ubiquity of deep learning and generative AI--making it difficult to understand how and why they produce certain predictions. Explainable AI (XAI) is a field of research that aims to provide interpretable and transparent explanations for the outputs of machine learning models. The growing demand for model interpretability, along with a trend for'data-driven' decisions, has the unexpected side-effect of creating an increased incentive for abuse and manipulation. Data analysts may have a vested interest or be pressured to present a certain explanation for a model's predictions, whether to confirm a pre-specified conclusion, to conceal a hidden agenda, or to avoid ethical scrutiny. In this paper, we introduce the concept of explanation hacking or X-hacking, a form of p-hacking applied to XAI metrics. X-hacking refers to the practice of deliberately searching for and selecting models that produce a desired explanation while maintaining'acceptable' predictive performance, according to some benchmark. Unlike fairwashing attacks, X-hacking does not involve manipulating the model architecture or its explanations; rather it explores plausible combinations of analysis decisions.
$\mathcal{F}$-EBM: Energy Based Learning of Functional Data
Lim, Jen Ning, Vollmer, Sebastian, Wolf, Lorenz, Duncan, Andrew
Energy-Based Models (EBMs) have proven to be a highly effective approach for modelling densities on finite-dimensional spaces. Their ability to incorporate domain-specific choices and constraints into the structure of the model through composition make EBMs an appealing candidate for applications in physics, biology and computer vision and various other fields. In this work, we present a novel class of EBM which is able to learn distributions of functions (such as curves or surfaces) from functional samples evaluated at finitely many points. Two unique challenges arise in the functional context. Firstly, training data is often not evaluated along a fixed set of points. Secondly, steps must be taken to control the behaviour of the model between evaluation points, to mitigate overfitting. The proposed infinite-dimensional EBM employs a latent Gaussian process, which is weighted spectrally by an energy function parameterised with a neural network. The resulting EBM has the ability to utilize irregularly sampled training data and can output predictions at any resolution, providing an effective approach to up-scaling functional data. We demonstrate the efficacy of our proposed approach for modelling a range of datasets, including data collected from Standard and Poor's 500 (S\&P) and UK National grid.
Evaluation of survival distribution predictions with discrimination measures
Sonabend, Raphael, Bender, Andreas, Vollmer, Sebastian
In this paper we consider how to evaluate survival distribution predictions with measures of discrimination. This is a non-trivial problem as discrimination measures are the most commonly used in survival analysis and yet there is no clear method to derive a risk prediction from a distribution prediction. We survey methods proposed in literature and software and consider their respective advantages and disadvantages. Whilst distributions are frequently evaluated by discrimination measures, we find that the method for doing so is rarely described in the literature and often leads to unfair comparisons. We find that the most robust method of reducing a distribution to a risk is to sum over the predicted cumulative hazard. We recommend that machine learning survival analysis software implements clear transformations between distribution and risk predictions in order to allow more transparent and accessible model evaluation.
Bias Mitigated Learning from Differentially Private Synthetic Data: A Cautionary Tale
Ghalebikesabi, Sahra, Wilde, Harrison, Jewson, Jack, Doucet, Arnaud, Vollmer, Sebastian, Holmes, Chris
Increasing interest in privacy-preserving machine learning has led to new models for synthetic private data generation from undisclosed real data. However, mechanisms of privacy preservation introduce artifacts in the resulting synthetic data that have a significant impact on downstream tasks such as learning predictive models or inference. In particular, bias can affect all analyses as the synthetic data distribution is an inconsistent estimate of the real-data distribution. We propose several bias mitigation strategies using privatized likelihood ratios that have general applicability to differentially private synthetic data generative models. Through large-scale empirical evaluation, we show that bias mitigation provides simple and effective privacy-compliant augmentation for general applications of synthetic data. However, the work highlights that even after bias correction significant challenges remain on the usefulness of synthetic private data generators for tasks such as prediction and inference.
Foundations of Bayesian Learning from Synthetic Data
Wilde, Harrison, Jewson, Jack, Vollmer, Sebastian, Holmes, Chris
There is significant growth and interest in the use of synthetic data as an enabler for machine learning in environments where the release of real data is restricted due to privacy or availability constraints. Despite a large number of methods for synthetic data generation, there are comparatively few results on the statistical properties of models learnt on synthetic data, and fewer still for situations where a researcher wishes to augment real data with another party's synthesised data. We use a Bayesian paradigm to characterise the updating of model parameters when learning in these settings, demonstrating that caution should be taken when applying conventional learning algorithms without appropriate consideration of the synthetic data generating process and learning task. Recent results from general Bayesian updating support a novel and robust approach to Bayesian synthetic-learning founded on decision theory that outperforms standard approaches across repeated experiments on supervised learning and inference problems.
A Recommendation and Risk Classification System for Connecting Rough Sleepers to Essential Outreach Services
Wilde, Harrison, Chen, Lucia Lushi, Nguyen, Austin, Kimpel, Zoe, Sidgwick, Joshua, De Unanue, Adolfo, Veronese, Davide, Mateen, Bilal, Ghani, Rayid, Vollmer, Sebastian
Rough sleeping is a chronic problem faced by some of the most disadvantaged people in modern society. This paper describes work carried out in partnership with Homeless Link, a UK-based charity, in developing a data-driven approach to assess the quality of incoming alerts from members of the public aimed at connecting people sleeping rough on the streets with outreach service providers. Alerts are prioritised based on the predicted likelihood of successfully connecting with the rough sleeper, helping to address capacity limitations and to quickly, effectively, and equitably process all of the alerts that they receive. Initial evaluation concludes that our approach increases the rate at which rough sleepers are found following a referral by at least 15\% based on labelled data, implying a greater overall increase when the alerts with unknown outcomes are considered, and suggesting the benefit in a trial taking place over a longer period to assess the models in practice. The discussion and modelling process is done with careful considerations of ethics, transparency and explainability due to the sensitive nature of the data in this context and the vulnerability of the people that are affected.
Machine learning and AI research for Patient Benefit: 20 Critical Questions on Transparency, Replicability, Ethics and Effectiveness
Vollmer, Sebastian, Mateen, Bilal A., Bohner, Gergo, Király, Franz J, Ghani, Rayid, Jonsson, Pall, Cumbers, Sarah, Jonas, Adrian, McAllister, Katherine S. L., Myles, Puja, Granger, David, Birse, Mark, Branson, Richard, Moons, Karel GM, Collins, Gary S, Ioannidis, John P. A., Holmes, Chris, Hemingway, Harry
Machine learning (ML), artificial intelligence (AI) and other modern statistical methods are providing new opportunities to operationalize previously untapped and rapidly growing sources of data for patient benefit. Whilst there is a lot of promising research currently being undertaken, the literature as a whole lacks: transparency; clear reporting to facilitate replicability; exploration for potential ethical concerns; and, clear demonstrations of effectiveness. There are many reasons for why these issues exist, but one of the most important that we provide a preliminary solution for here is the current lack of ML/AI- specific best practice guidance. Although there is no consensus on what best practice looks in this field, we believe that interdisciplinary groups pursuing research and impact projects in the ML/AI for health domain would benefit from answering a series of questions based on the important issues that exist when undertaking work of this nature. Here we present 20 questions that span the entire project life cycle, from inception, data analysis, and model evaluation, to implementation, as a means to facilitate project planning and post-hoc (structured) independent evaluation. By beginning to answer these questions in different settings, we can start to understand what constitutes a good answer, and we expect that the resulting discussion will be central to developing an international consensus framework for transparent, replicable, ethical and effective research in artificial intelligence (AI-TREE) for health.