Subscribe to the gold package and get unlimited access to Shamra Academy
Register a new userLearning stable and predictive structures in kinetic systems: Benefits of a causal approach
105
0
0.0
(
0
)
Ask ChatGPT about the research
No Arabic abstract
Learning kinetic systems from data is one of the core challenges in many fields. Identifying stable models is essential for the generalization capabilities of data-driven inference. We introduce a computationally efficient framework, called CausalKinetiX, that identifies structure from discrete time, noisy observations, generated from heterogeneous experiments. The algorithm assumes the existence of an underlying, invariant kinetic model, a key criterion for reproducible research. Results on both simulated and real-world examples suggest that learning the structure of kinetic systems benefits from a causal perspective. The identified variables and models allow for a concise description of the dynamics across multiple experimental settings and can be used for prediction in unseen experiments. We observe significant improvements compared to well established approaches focusing solely on predictive performance, especially for out-of-sample generalization.
rate research
Read More
In the standard data analysis framework, data is first collected (once for all), and then data analysis is carried out. With the advancement of digital technology, decisionmakers constantly analyze past data and generate new data through the decisions they make. In this paper, we model this as a Markov decision process and show that the dynamic interaction between data generation and data analysis leads to a new type of bias -- reinforcement bias -- that exacerbates the endogeneity problem in standard data analysis. We propose a class of instrument variable (IV)-based reinforcement learning (RL) algorithms to correct for the bias and establish their asymptotic properties by incorporating them into a two-timescale stochastic approximation framework. A key contribution of the paper is the development of new techniques that allow for the analysis of the algorithms in general settings where noises feature time-dependency. We use the techniques to derive sharper results on finite-time trajectory stability bounds: with a polynomial rate, the entire future trajectory of the iterates from the algorithm fall within a ball that is centered at the true parameter and is shrinking at a (different) polynomial rate. We also use the technique to provide formulas for inferences that are rarely done for RL algorithms. These formulas highlight how the strength of the IV and the degree of the noises time dependency affect the inference.
In this article, we describe the algorithms for causal structure learning from time series data that won the Causality 4 Climate competition at the Conference on Neural Information Processing Systems 2019 (NeurIPS). We examine how our combination of established ideas achieves competitive performance on semi-realistic and realistic time series data exhibiting common challenges in real-world Earth sciences data. In particular, we discuss a) a rationale for leveraging linear methods to identify causal links in non-linear systems, b) a simulation-backed explanation as to why large regression coefficients may predict causal links better in practice than small p-values and thus why normalising the data may sometimes hinder causal structure learning. For benchmark usage, we detail the algorithms here and provide implementations at https://github.com/sweichwald/tidybench . We propose the presented competition-proven methods for baseline benchmark comparisons to guide the development of novel algorithms for structure learning from time series.
The inference of causal relationships using observational data from partially observed multivariate systems with hidden variables is a fundamental question in many scientific domains. Methods extracting causal information from conditional independencies between variables of a system are common tools for this purpose, but are limited in the lack of independencies. To surmount this limitation, we capitalize on the fact that the laws governing the generative mechanisms of a system often result in substructures embodied in the generative functional equation of a variable, which act as sufficient statistics for the influence that other variables have on it. These functional sufficient statistics constitute intermediate hidden variables providing new conditional independencies to be tested. We propose to use the Information Bottleneck method, a technique commonly applied for dimensionality reduction, to find underlying sufficient sets of statistics. Using these statistics we formulate new additional rules of causal orientation that provide causal information not obtainable from standard structure learning algorithms, which exploit only conditional independencies between observable variables. We validate the use of sufficient statistics for structure learning both with simulated systems built to contain specific sufficient statistics and with benchmark data from regulatory rules previously and independently proposed to model biological signal transduction networks.
In this study we focus on the prediction of basketball games in the Euroleague competition using machine learning modelling. The prediction is a binary classification problem, predicting whether a match finishes 1 (home win) or 2 (away win). Data is collected from the Euroleagues official website for the seasons 2016-2017, 2017-2018 and 2018-2019, i.e. in the new format era. Features are extracted from matches data and off-the-shelf supervised machine learning techniques are applied. We calibrate and validate our models. We find that simple machine learning models give accuracy not greater than 67% on the test set, worse than some sophisticated benchmark models. Additionally, the importance of this study lies in the wisdom of the basketball crowd and we demonstrate how the predicting power of a collective group of basketball enthusiasts can outperform machine learning models discussed in this study. We argue why the accuracy level of this group of experts should be set as the benchmark for future studies in the prediction of (European) basketball games using machine learning.
Machine learning models $-$ now commonly developed to screen, diagnose, or predict health conditions $-$ are evaluated with a variety of performance metrics. An important first step in assessing the practical utility of a model is to evaluate its average performance over an entire population of interest. In many settings, it is also critical that the model makes good predictions within predefined subpopulations. For instance, showing that a model is fair or equitable requires evaluating the models performance in different demographic subgroups. However, subpopulation performance metrics are typically computed using only data from that subgroup, resulting in higher variance estimates for smaller groups. We devise a procedure to measure subpopulation performance that can be more sample-efficient than the typical subsample estimates. We propose using an evaluation model $-$ a model that describes the conditional distribution of the predictive model score $-$ to form model-based metric (MBM) estimates. Our procedure incorporates model checking and validation, and we propose a computationally efficient approximation of the traditional nonparametric bootstrap to form confidence intervals. We evaluate MBMs on two main tasks: a semi-synthetic setting where ground truth metrics are available and a real-world hospital readmission prediction task. We find that MBMs consistently produce more accurate and lower variance estimates of model performance for small subpopulations.
suggested questions
Log in to be able to interact and post comments
comments
Fetching comments
Sign in to be able to follow your search criteria
