Customer churn describes terminating a relationship with a business or reducing customer engagement over a specific period. Customer acquisition cost can be five to six times that of customer retention, hence investing in customers with churn risk is wise. Causal analysis of the churn model can predict whether a customer will churn in the foreseeable future and identify effects and possible causes for churn. In general, this study presents a conceptual framework to discover the confounding features that correlate with independent variables and are causally related to those dependent variables that impact churn. We combine different algorithms including the SMOTE, ensemble ANN, and Bayesian networks to address churn prediction problems on a massive and high-dimensional finance data that is usually generated in financial institutions due to employing interval-based features used in Customer Relationship Management systems. The effects of the curse and blessing of dimensionality assessed by utilising the Recursive Feature Elimination method to overcome the high dimension feature space problem. Moreover, a causal discovery performed to find possible interpretation methods to describe cause probabilities that lead to customer churn. Evaluation metrics on validation data confirm the random forest and our ensemble ANN model, with %86 accuracy, outperformed other approaches. Causal analysis results confirm that some independent causal variables representing the level of super guarantee contribution, account growth, and account balance amount were identified as confounding variables that cause customer churn with a high degree of belief. This article provides a real-world customer churn analysis from current status inference to future directions in local superannuation funds.
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During the last decades macroecology has identified broad-scale patterns of abundances and diversity of microbial communities and put forward some potential explanations for them. However, these advances are not paralleled by a full understanding of the underlying dynamical processes. In particular, abundance fluctuations over metagenomic samples are found to be correlated, but reproducing these through appropriate models remains still an open task. The present paper tackles this problem and points to species interactions as a necessary mechanism to account for them. Specifically, we discuss several possibilities to include interactions in population models and recognize Lotka-Volterra constants as successful ansatz. We design a Bayesian inference algorithm to obtain sets of interaction constants able to reproduce the experimental correlation distributions much better than the state-of-the-art attempts. Importantly, the model still reproduces single-species, experimental, macroecological patterns previously detected in the literature, concerning the abundance fluctuations across both species and communities. Endorsed by the agreement with the observed phenomenology, our analysis provides insights on the properties of microbial interactions, and suggests their sparsity as a necessary feature to balance the emergence of different patterns.
The balancing process for game levels in a competitive two-player context involves a lot of manual work and testing, particularly in non-symmetrical game levels. In this paper, we propose an architecture for automated balancing of tile-based levels within the recently introduced PCGRL framework (procedural content generation via reinforcement learning). Our architecture is divided into three parts: (1) a level generator, (2) a balancing agent and, (3) a reward modeling simulation. By playing the level in a simulation repeatedly, the balancing agent is rewarded for modifying it towards the same win rates for all players. To this end, we introduce a novel family of swap-based representations to increase robustness towards playability. We show that this approach is capable to teach an agent how to alter a level for balancing better and faster than plain PCGRL. In addition, by analyzing the agent's swapping behavior, we can draw conclusions about which tile types influence the balancing most. We test and show our results using the Neural MMO (NMMO) environment in a competitive two-player setting.
Relational event network data are becoming increasingly available. Consequently, statistical models for such data have also surfaced. These models mainly focus on the analysis of single networks, while in many applications, multiple independent event sequences are observed, which are likely to display similar social interaction dynamics. Furthermore, statistical methods for testing hypotheses about social interaction behavior are underdeveloped. Therefore, the contribution of the current paper is twofold. First, we present a multilevel extension of the dynamic actor-oriented model, which allows researchers to model sender and receiver processes separately. The multilevel formulation enables principled probabilistic borrowing of information across networks to accurately estimate drivers of social dynamics. Second, a flexible methodology is proposed to test hypotheses about common and heterogeneous social interaction drivers across relational event sequences. Social interaction data between children and teachers in classrooms are used to showcase the methodology.
Saliency maps can explain a neural model's predictions by identifying important input features. They are difficult to interpret for laypeople, especially for instances with many features. In order to make them more accessible, we formalize the underexplored task of translating saliency maps into natural language and compare methods that address two key challenges of this approach -- what and how to verbalize. In both automatic and human evaluation setups, using token-level attributions from text classification tasks, we compare two novel methods (search-based and instruction-based verbalizations) against conventional feature importance representations (heatmap visualizations and extractive rationales), measuring simulatability, faithfulness, helpfulness and ease of understanding. Instructing GPT-3.5 to generate saliency map verbalizations yields plausible explanations which include associations, abstractive summarization and commonsense reasoning, achieving by far the highest human ratings, but they are not faithfully capturing numeric information and are inconsistent in their interpretation of the task. In comparison, our search-based, model-free verbalization approach efficiently completes templated verbalizations, is faithful by design, but falls short in helpfulness and simulatability. Our results suggest that saliency map verbalization makes feature attribution explanations more comprehensible and less cognitively challenging to humans than conventional representations.
This paper provides a general framework for testing instrument validity in heterogeneous causal effect models. The generalization includes the cases where the treatment can be multivalued ordered or unordered. Based on a series of testable implications, we propose a nonparametric test which is proved to be asymptotically size controlled and consistent. Compared to the tests in the literature, our test can be applied in more general settings and may achieve power improvement. Refutation of instrument validity by the test helps detect invalid instruments that may yield implausible results on causal effects. Evidence that the test performs well on finite samples is provided via simulations. We revisit the empirical study on return to schooling to demonstrate application of the proposed test in practice. An extended continuous mapping theorem and an extended delta method, which may be of independent interest, are provided to establish the asymptotic distribution of the test statistic under null.
In this paper we compare and contrast the behavior of the posterior predictive distribution to the risk of the maximum a posteriori estimator for the random features regression model in the overparameterized regime. We will focus on the variance of the posterior predictive distribution (Bayesian model average) and compare its asymptotics to that of the risk of the MAP estimator. In the regime where the model dimensions grow faster than any constant multiple of the number of samples, asymptotic agreement between these two quantities is governed by the phase transition in the signal-to-noise ratio. They also asymptotically agree with each other when the number of samples grow faster than any constant multiple of model dimensions. Numerical simulations illustrate finer distributional properties of the two quantities for finite dimensions. We conjecture they have Gaussian fluctuations and exhibit similar properties as found by previous authors in a Gaussian sequence model, which is of independent theoretical interest.
This study employed the MIMIC-IV database as data source to investigate the use of dynamic, high-frequency, multivariate time-series vital signs data, including temperature, heart rate, mean blood pressure, respiratory rate, and SpO2, monitored first 8 hours data in the ICU stay. Various clustering algorithms were compared, and an end-to-end multivariate time series clustering system called Time2Feat, combined with K-Means, was chosen as the most effective method to cluster patients in the ICU. In clustering analysis, data of 8,080 patients admitted between 2008 and 2016 was used for model development and 2,038 patients admitted between 2017 and 2019 for model validation. By analyzing the differences in clinical mortality prognosis among different categories, varying risks of ICU mortality and hospital mortality were found between different subgroups. Furthermore, the study visualized the trajectory of vital signs changes. The findings of this study provide valuable insights into the potential use of multivariate time-series clustering systems in patient management and monitoring in the ICU setting.
How do statistical dependencies in measurement noise influence high-dimensional inference? To answer this, we study the paradigmatic spiked matrix model of principal components analysis (PCA), where a rank-one matrix is corrupted by additive noise. We go beyond the usual independence assumption on the noise entries, by drawing the noise from a low-order polynomial orthogonal matrix ensemble. The resulting noise correlations make the setting relevant for applications but analytically challenging. We provide the first characterization of the Bayes-optimal limits of inference in this model. If the spike is rotation-invariant, we show that standard spectral PCA is optimal. However, for more general priors, both PCA and the existing approximate message passing algorithm (AMP) fall short of achieving the information-theoretic limits, which we compute using the replica method from statistical mechanics. We thus propose a novel AMP, inspired by the theory of Adaptive Thouless-Anderson-Palmer equations, which saturates the theoretical limit. This AMP comes with a rigorous state evolution analysis tracking its performance. Although we focus on specific noise distributions, our methodology can be generalized to a wide class of trace matrix ensembles at the cost of more involved expressions. Finally, despite the seemingly strong assumption of rotation-invariant noise, our theory empirically predicts algorithmic performance on real data, pointing at remarkable universality properties.
This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such, we propose another approach to construct the estimators such that the error can be greatly reduced. The proposed estimators are shown to be unbiased, consistent, and robust through a combination of theoretical analysis and numerical testing. Moreover, we compare the power of estimating the causal quantities between the classical estimators and the proposed estimators. The comparison is tested across a wide range of models, including linear regression models, tree-based models, and neural network-based models, under different simulated datasets that exhibit different levels of causality, different degrees of nonlinearity, and different distributional properties. Most importantly, we apply our approaches to a large observational dataset provided by a global technology firm that operates in both the e-commerce and the lending business. We find that the relative reduction of estimation error is strikingly substantial if the causal effects are accounted for correctly.
We propose a novel approach to multimodal sentiment analysis using deep neural networks combining visual analysis and natural language processing. Our goal is different than the standard sentiment analysis goal of predicting whether a sentence expresses positive or negative sentiment; instead, we aim to infer the latent emotional state of the user. Thus, we focus on predicting the emotion word tags attached by users to their Tumblr posts, treating these as "self-reported emotions." We demonstrate that our multimodal model combining both text and image features outperforms separate models based solely on either images or text. Our model's results are interpretable, automatically yielding sensible word lists associated with emotions. We explore the structure of emotions implied by our model and compare it to what has been posited in the psychology literature, and validate our model on a set of images that have been used in psychology studies. Finally, our work also provides a useful tool for the growing academic study of images - both photographs and memes - on social networks.
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