Epidemiology models are central in understanding and controlling large scale pandemics. Several epidemiology models require simulation-based inference such as Approximate Bayesian Computation (ABC) to fit their parameters to observations. ABC inference is highly amenable to efficient hardware acceleration. In this work, we develop parallel ABC inference of a stochastic epidemiology model for COVID-19. The statistical inference framework is implemented and compared on Intel Xeon CPU, NVIDIA Tesla V100 GPU and the Graphcore Mk1 IPU, and the results are discussed in the context of their computational architectures. Results show that GPUs are 4x and IPUs are 30x faster than Xeon CPUs. Extensive performance analysis indicates that the difference between IPU and GPU can be attributed to higher communication bandwidth, closeness of memory to compute, and higher compute power in the IPU. The proposed framework scales across 16 IPUs, with scaling overhead not exceeding 8% for the experiments performed. We present an example of our framework in practice, performing inference on the epidemiology model across three countries, and giving a brief overview of the results.
Modern causal inference methods allow machine learning to be used to weaken parametric modeling assumptions. However, the use of machine learning may result in bias and incorrect inferences due to overfitting. Cross-fit estimators have been proposed to eliminate this bias and yield better statistical properties. We conducted a simulation study to assess the performance of several different estimators for the average causal effect (ACE). The data generating mechanisms for the simulated treatment and outcome included log-transforms, polynomial terms, and discontinuities. We compared singly-robust estimators (g-computation, inverse probability weighting) and doubly-robust estimators (augmented inverse probability weighting, targeted maximum likelihood estimation). Nuisance functions were estimated with parametric models and ensemble machine learning, separately. We further assessed cross-fit doubly-robust estimators. With correctly specified parametric models, all of the estimators were unbiased and confidence intervals achieved nominal coverage. When used with machine learning, the cross-fit estimators substantially outperformed all of the other estimators in terms of bias, variance, and confidence interval coverage. Due to the difficulty of properly specifying parametric models in high dimensional data, doubly-robust estimators with ensemble learning and cross-fitting may be the preferred approach for estimation of the ACE in most epidemiologic studies. However, these approaches may require larger sample sizes to avoid finite-sample issues.
This article reviews bias-correction models for measurement error of exposure variables in the field of nutritional epidemiology. Measurement error usually attenuates estimated slope towards zero. Due to the influence of measurement error, inference of parameter estimate is conservative and confidence interval of the slope parameter is too narrow. Bias-correction in estimators and confidence intervals are of primary interest. We review the following bias-correction models: regression calibration methods, likelihood based models, missing data models, simulation based methods, nonparametric models and sampling based procedures.
A popular way to estimate the causal effect of a variable x on y from observational data is to use an instrumental variable (IV): a third variable z that affects y only through x. The more strongly z is associated with x, the more reliable the estimate is, but such strong IVs are difficult to find. Instead, practitioners combine more commonly available IV candidates---which are not necessarily strong, or even valid, IVs---into a single "summary" that is plugged into causal effect estimators in place of an IV. In genetic epidemiology, such approaches are known as allele scores. Allele scores require strong assumptions---independence and validity of all IV candidates---for the resulting estimate to be reliable. To relax these assumptions, we propose Ivy, a new method to combine IV candidates that can handle correlated and invalid IV candidates in a robust manner. Theoretically, we characterize this robustness, its limits, and its impact on the resulting causal estimates. Empirically, Ivy can correctly identify the directionality of known relationships and is robust against false discovery (median effect size <= 0.025) on three real-world datasets with no causal effects, while allele scores return more biased estimates (median effect size >= 0.118).
It is a particularly well-suited approach to better understand the underlying structure of data when scientific understanding of the data is at an early stage. BN modelling is designed to sort out directly from indirectly related variables and offers a far richer modelling framework than classical approaches in epidemiology like, e.g., regression techniques or extensions thereof. In contrast to structural equation modelling (Hair, Black, Babin, Anderson, Tatham et al. 1998), which requires expert knowledge to design the model, the Additive Bayesian Network (ABN) method is a data-driven approach (Lewis and Ward 2013; Kratzer, Pittavino, Lewis, and Furrer 2019b). It does not rely on expert knowledge, but it can possiarXiv:1911.09006v1
Point estimation of class prevalences in the presence of data set shift has been a popular research topic for more than two decades. Less attention has been paid to the construction of confidence and prediction intervals for estimates of class prevalences. One little considered question is whether or not it is necessary for practical purposes to distinguish confidence and prediction intervals. Another question so far not yet conclusively answered is whether or not the discriminatory power of the classifier or score at the basis of an estimation method matters for the accuracy of the estimates of the class prevalences. This paper presents a simulation study aimed at shedding some light on these and other related questions.
Rolnick, David, Donti, Priya L., Kaack, Lynn H., Kochanski, Kelly, Lacoste, Alexandre, Sankaran, Kris, Ross, Andrew Slavin, Milojevic-Dupont, Nikola, Jaques, Natasha, Waldman-Brown, Anna, Luccioni, Alexandra, Maharaj, Tegan, Sherwin, Evan D., Mukkavilli, S. Karthik, Kording, Konrad P., Gomes, Carla, Ng, Andrew Y., Hassabis, Demis, Platt, John C., Creutzig, Felix, Chayes, Jennifer, Bengio, Yoshua
Climate change is one of the greatest challenges facing humanity, and we, as machine learning experts, may wonder how we can help. Here we describe how machine learning can be a powerful tool in reducing greenhouse gas emissions and helping society adapt to a changing climate. From smart grids to disaster management, we identify high impact problems where existing gaps can be filled by machine learning, in collaboration with other fields. Our recommendations encompass exciting research questions as well as promising business opportunities. We call on the machine learning community to join the global effort against climate change.
The positivity assumption, or the experimental treatment assignment (ETA) assumption, is important for identifiability in causal inference. Even if the positivity assumption holds, practical violations of this assumption may jeopardize the finite sample performance of the causal estimator. One of the consequences of practical violations of the positivity assumption is extreme values in the estimated propensity score (PS). A common practice to address this issue is truncating the PS estimate when constructing PS-based estimators. In this study, we propose a novel adaptive truncation method, Positivity-C-TMLE, based on the collaborative targeted maximum likelihood estimation (C-TMLE) methodology. We demonstrate the outstanding performance of our novel approach in a variety of simulations by comparing it with other commonly studied estimators. Results show that by adaptively truncating the estimated PS with a more targeted objective function, the Positivity-C-TMLE estimator achieves the best performance for both point estimation and confidence interval coverage among all estimators considered.
Despite tremendous progress in outlier detection research in recent years, the majority of existing methods are designed only to detect unconditional outliers that correspond to unusual data patterns expressed in the joint space of all data attributes. Such methods are not applicable when we seek to detect conditional outliers that reflect unusual responses associated with a given context or condition. This work focuses on multivariate conditional outlier detection, a special type of the conditional outlier detection problem, where data instances consist of multi-dimensional input (context) and output (responses) pairs. We present a novel outlier detection framework that identifies abnormal input-output associations in data with the help of a decomposable conditional probabilistic model that is learned from all data instances. Since components of this model can vary in their quality, we combine them with the help of weights reflecting their reliability in assessment of outliers. We study two ways of calculating the component weights: global that relies on all data, and local that relies only on instances similar to the target instance. Experimental results on data from various domains demonstrate the ability of our framework to successfully identify multivariate conditional outliers.