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Identifying changes in model parameters is fundamental in machine learning and statistics. However, standard changepoint models are limited in expressiveness, often addressing unidimensional problems and assuming instantaneous changes. We introduce change surfaces as a multidimensional and highly expressive generalization of changepoints. We provide a model-agnostic formalization of change surfaces, illustrating how they can provide variable, heterogeneous, and non-monotonic rates of change across multiple dimensions. Additionally, we show how change surfaces can be used for counterfactual prediction. As a concrete instantiation of the change surface framework, we develop Gaussian Process Change Surfaces (GPCS). We demonstrate counterfactual prediction with Bayesian posterior mean and credible sets, as well as massive scalability by introducing novel methods for additive non-separable kernels. Using two large spatio-temporal datasets we employ GPCS to discover and characterize complex changes that can provide scientific and policy relevant insights. Specifically, we analyze twentieth century measles incidence across the United States and discover previously unknown heterogeneous changes after the introduction of the measles vaccine. Additionally, we apply the model to requests for lead testing kits in New York City, discovering distinct spatial and demographic patterns.
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We present a scalable Gaussian process model for identifying and characterizing smooth multidimensional changepoints, and automatically learning changes in expressive covariance structure. We use Random Kitchen Sink features to flexibly define a change surface in combination with expressive spectral mixture kernels to capture the complex statistical structure. Finally, through the use of novel methods for additive non-separable kernels, we can scale the model to large datasets. We demonstrate the model on numerical and real world data, including a large spatio-temporal disease dataset where we identify previously unknown heterogeneous changes in space and time.
In this work, we aim to predict the future motion of vehicles in a traffic scene by explicitly modeling their pairwise interactions. Specifically, we propose a graph neural network that jointly predicts the discrete interaction modes and 5-second future trajectories for all agents in the scene. Our model infers an interaction graph whose nodes are agents and whose edges capture the long-term interaction intents among the agents. In order to train the model to recognize known modes of interaction, we introduce an auto-labeling function to generate ground truth interaction labels. Using a large-scale real-world driving dataset, we demonstrate that jointly predicting the trajectories along with the explicit interaction types leads to significantly lower trajectory error than baseline methods. Finally, we show through simulation studies that the learned interaction modes are semantically meaningful.
Algorithmic risk assessments are increasingly used to help humans make decisions in high-stakes settings, such as medicine, criminal justice and education. In each of these cases, the purpose of the risk assessment tool is to inform actions, such as medical treatments or release conditions, often with the aim of reducing the likelihood of an adverse event such as hospital readmission or recidivism. Problematically, most tools are trained and evaluated on historical data in which the outcomes observed depend on the historical decision-making policy. These tools thus reflect risk under the historical policy, rather than under the different decision options that the tool is intended to inform. Even when tools are constructed to predict risk under a specific decision, they are often improperly evaluated as predictors of the target outcome. Focusing on the evaluation task, in this paper we define counterfactual analogues of common predictive performance and algorithmic fairness metrics that we argue are better suited for the decision-making context. We introduce a new method for estimating the proposed metrics using doubly robust estimation. We provide theoretical results that show that only under strong conditions can fairness according to the standard metric and the counterfactual metric simultaneously hold. Consequently, fairness-promoting methods that target parity in a standard fairness metric may --- and as we show empirically, do --- induce greater imbalance in the counterfactual analogue. We provide empirical comparisons on both synthetic data and a real world child welfare dataset to demonstrate how the proposed method improves upon standard practice.
Machine learning (ML) prediction APIs are increasingly widely used. An ML API can change over time due to model updates or retraining. This presents a key challenge in the usage of the API because it is often not clear to the user if and how the ML model has changed. Model shifts can affect downstream application performance and also create oversight issues (e.g. if consistency is desired). In this paper, we initiate a systematic investigation of ML API shifts. We first quantify the performance shifts from 2020 to 2021 of popular ML APIs from Google, Microsoft, Amazon, and others on a variety of datasets. We identified significant model shifts in 12 out of 36 cases we investigated. Interestingly, we found several datasets where the APIs predictions became significantly worse over time. This motivated us to formulate the API shift assessment problem at a more fine-grained level as estimating how the API models confusion matrix changes over time when the data distribution is constant. Monitoring confusion matrix shifts using standard random sampling can require a large number of samples, which is expensive as each API call costs a fee. We propose a principled adaptive sampling algorithm, MASA, to efficiently estimate confusion matrix shifts. MASA can accurately estimate the confusion matrix shifts in commercial ML APIs using up to 90% fewer samples compared to random sampling. This work establishes ML API shifts as an important problem to study and provides a cost-effective approach to monitor such shifts.
Deep learning is revolutionizing predictive healthcare, including recommending medications to patients with complex health conditions. Existing approaches focus on predicting all medications for the current visit, which often overlaps with medications from previous visits. A more clinically relevant task is to identify medication changes. In this paper, we propose a new recurrent residual network, named MICRON, for medication change prediction. MICRON takes the changes in patient health records as input and learns to update a hidden medication vector and the medication set recurrently with a reconstruction design. The medication vector is like the memory cell that encodes longitudinal information of medications. Unlike traditional methods that require the entire patient history for prediction, MICRON has a residual-based inference that allows for sequential updating based only on new patient features (e.g., new diagnoses in the recent visit) more efficiently. We evaluated MICRON on real inpatient and outpatient datasets. MICRON achieves 3.5% and 7.8% relative improvements over the best baseline in F1 score, respectively. MICRON also requires fewer parameters, which significantly reduces the training time to 38.3s per epoch with 1.5x speed-up.
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