Experiments on online marketplaces and social networks suffer from interference, where the outcome of a unit is impacted by the treatment status of other units. We propose a framework for modeling interference using a ubiquitous deployment mechanism for experiments, staggered roll-out designs, which slowly increase the fraction of units exposed to the treatment to mitigate any unanticipated adverse side effects. Our main idea is to leverage the temporal variations in treatment assignments introduced by roll-outs to model the interference structure. We first present a set of model identification conditions under which the estimation of common estimands is possible and show how these conditions are aided by roll-out designs. Since there are often multiple competing models of interference in practice, we then develop a model selection method that evaluates models based on their ability to explain outcome variation observed along the roll-out. Through simulations, we show that our heuristic model selection method, Leave-One-Period-Out, outperforms other baselines. We conclude with a set of considerations, robustness checks, and potential limitations for practitioners wishing to use our framework.
Background: Policy evaluation studies that assess how state-level policies affect health-related outcomes are foundational to health and social policy research. The relative ability of newer analytic methods to address confounding, a key source of bias in observational studies, has not been closely examined. Methods: We conducted a simulation study to examine how differing magnitudes of confounding affected the performance of four methods used for policy evaluations: (1) the two-way fixed effects (TWFE) difference-in-differences (DID) model; (2) a one-period lagged autoregressive (AR) model; (3) augmented synthetic control method (ASCM); and (4) the doubly robust DID approach with multiple time periods from Callaway-Sant'Anna (CSA). We simulated our data to have staggered policy adoption and multiple confounding scenarios (i.e., varying the magnitude and nature of confounding relationships). Results: Bias increased for each method: (1) as confounding magnitude increases; (2) when confounding is generated with respect to prior outcome trends (rather than levels), and (3) when confounding associations are nonlinear (rather than linear). The AR and ASCM have notably lower root mean squared error than the TWFE model and CSA approach for all scenarios; the exception is nonlinear confounding by prior trends, where CSA excels. Coverage rates are unreasonably high for ASCM (e.g., 100%), reflecting large model-based standard errors and wide confidence intervals in practice. Conclusions: Our simulation study indicated that no single method consistently outperforms the others. But a researcher's toolkit should include all methodological options. Our simulations and associated R package can help researchers choose the most appropriate approach for their data.
Transfer learning transfers the knowledge acquired by a model from a source task to multiple downstream target tasks with minimal fine-tuning. The success of transfer learning at improving performance, especially with the use of large pre-trained models has made transfer learning an essential tool in the machine learning toolbox. However, the conditions under which the performance is transferable to downstream tasks are not understood very well. In this work, we analyze the transfer of performance for classification tasks, when only the last linear layer of the source model is fine-tuned on the target task. We propose a novel Task Transfer Analysis approach that transforms the source distribution (and classifier) by changing the class prior distribution, label, and feature spaces to produce a new source distribution (and classifier) and allows us to relate the loss of the downstream task (i.e., transferability) to that of the source task. Concretely, our bound explains transferability in terms of the Wasserstein distance between the transformed source and downstream task's distribution, conditional entropy between the label distributions of the two tasks, and weighted loss of the source classifier on the source task. Moreover, we propose an optimization problem for learning the transforms of the source task to minimize the upper bound on transferability. We perform a large-scale empirical study by using state-of-the-art pre-trained models and demonstrate the effectiveness of our bound and optimization at predicting transferability. The results of our experiments demonstrate how factors such as task relatedness, pretraining method, and model architecture affect transferability.
Interatomic potentials learned using machine learning methods have been successfully applied to atomistic simulations. However, deep learning pipelines are notoriously data-hungry, while generating reference calculations is computationally demanding. To overcome this difficulty, we propose a transfer learning algorithm that leverages the ability of graph neural networks (GNNs) in describing chemical environments, together with kernel mean embeddings. We extract a feature map from GNNs pre-trained on the OC20 dataset and use it to learn the potential energy surface from system-specific datasets of catalytic processes. Our method is further enhanced by a flexible kernel function that incorporates chemical species information, resulting in improved performance and interpretability. We test our approach on a series of realistic datasets of increasing complexity, showing excellent generalization and transferability performance, and improving on methods that rely on GNNs or ridge regression alone, as well as similar fine-tuning approaches. We make the code available to the community at //github.com/IsakFalk/atomistic_transfer_mekrr.
The chain graph model admits both undirected and directed edges in one graph, where symmetric conditional dependencies are encoded via undirected edges and asymmetric causal relations are encoded via directed edges. Though frequently encountered in practice, the chain graph model has been largely under investigated in literature, possibly due to the lack of identifiability conditions between undirected and directed edges. In this paper, we first establish a set of novel identifiability conditions for the Gaussian chain graph model, exploiting a low rank plus sparse decomposition of the precision matrix. Further, an efficient learning algorithm is built upon the identifiability conditions to fully recover the chain graph structure. Theoretical analysis on the proposed method is conducted, assuring its asymptotic consistency in recovering the exact chain graph structure. The advantage of the proposed method is also supported by numerical experiments on both simulated examples and a real application on the Standard & Poor 500 index data.
Difference-in-differences (DiD) is a popular method to evaluate treatment effects of real-world policy interventions. Several approaches have previously developed under alternative identifying assumptions in settings where pre- and post-treatment outcome measurements are available. However, these approaches suffer from several limitations, either (i) they only apply to continuous outcomes and the average treatment effect on the treated, or (ii) they depend on the scale of outcome, or (iii) they assume the absence of unmeasured confounding given pre-treatment covariate and outcome measurements, or (iv) they lack semiparametric efficiency theory. In this paper, we develop a new framework for causal identification and inference in DiD settings that satisfies (i)-(iv), making it universally applicable, unlike existing DiD methods. Key to our framework is an odds ratio equi-confounding (OREC) assumption, which states that the generalized odds ratio relating treatment and treatment-free potential outcome is stable across pre- and post-treatment periods. Under the OREC assumption, we establish nonparametric identification for any potential treatment effect on the treated in view, which in principle would be identifiable under the stronger assumption of no unmeasured confounding. Moreover, we develop a consistent, asymptotically linear, and semiparametric efficient estimator of treatment effects on the treated by leveraging recent learning theory. We illustrate our framework with extensive simulation studies and two well-established real-world applications in labor economics and traffic safety evaluation.
Randomized controlled trials (RCTs) are the gold standard for causal inference, but they are often powered only for average effects, making estimation of heterogeneous treatment effects (HTEs) challenging. Conversely, large-scale observational studies (OS) offer a wealth of data but suffer from confounding bias. Our paper presents a novel framework to leverage OS data for enhancing the efficiency in estimating conditional average treatment effects (CATEs) from RCTs while mitigating common biases. We propose an innovative approach to combine RCTs and OS data, expanding the traditionally used control arms from external sources. The framework relaxes the typical assumption of CATE invariance across populations, acknowledging the often unaccounted systematic differences between RCT and OS participants. We demonstrate this through the special case of a linear outcome model, where the CATE is sparsely different between the two populations. The core of our framework relies on learning potential outcome means from OS data and using them as a nuisance parameter in CATE estimation from RCT data. We further illustrate through experiments that using OS findings reduces the variance of the estimated CATE from RCTs and can decrease the required sample size for detecting HTEs.
To comprehend complex systems with multiple states, it is imperative to reveal the identity of these states by system outputs. Nevertheless, the mathematical models describing these systems often exhibit nonlinearity so that render the resolution of the parameter inverse problem from the observed spatiotemporal data a challenging endeavor. Starting from the observed data obtained from such systems, we propose a novel framework that facilitates the investigation of parameter identification for multi-state systems governed by spatiotemporal varying parametric partial differential equations. Our framework consists of two integral components: a constrained self-adaptive physics-informed neural network, encompassing a sub-network, as our methodology for parameter identification, and a finite mixture model approach to detect regions of probable parameter variations. Through our scheme, we can precisely ascertain the unknown varying parameters of the complex multi-state system, thereby accomplishing the inversion of the varying parameters. Furthermore, we have showcased the efficacy of our framework on two numerical cases: the 1D Burgers' equation with time-varying parameters and the 2D wave equation with a space-varying parameter.
Along with the increasing availability of health data has come the rise of data-driven models to inform decision-making and policy. These models have the potential to benefit both patients and health care providers but can also exacerbate health inequities. Existing "algorithmic fairness" methods for measuring and correcting model bias fall short of what is needed for health policy in two key ways. First, methods typically focus on a single grouping along which discrimination may occur rather than considering multiple, intersecting groups. Second, in clinical applications, risk prediction is typically used to guide treatment, creating distinct statistical issues that invalidate most existing techniques. We present summary unfairness metrics that build on existing techniques in "counterfactual fairness" to address both challenges. We also develop a complete framework of estimation and inference tools for our metrics, including the unfairness value ("u-value"), used to determine the relative extremity of unfairness, and standard errors and confidence intervals employing an alternative to the standard bootstrap. We demonstrate application of our framework to a COVID-19 risk prediction model deployed in a major Midwestern health system.
Large knowledge graphs often grow to store temporal facts that model the dynamic relations or interactions of entities along the timeline. Since such temporal knowledge graphs often suffer from incompleteness, it is important to develop time-aware representation learning models that help to infer the missing temporal facts. While the temporal facts are typically evolving, it is observed that many facts often show a repeated pattern along the timeline, such as economic crises and diplomatic activities. This observation indicates that a model could potentially learn much from the known facts appeared in history. To this end, we propose a new representation learning model for temporal knowledge graphs, namely CyGNet, based on a novel timeaware copy-generation mechanism. CyGNet is not only able to predict future facts from the whole entity vocabulary, but also capable of identifying facts with repetition and accordingly predicting such future facts with reference to the known facts in the past. We evaluate the proposed method on the knowledge graph completion task using five benchmark datasets. Extensive experiments demonstrate the effectiveness of CyGNet for predicting future facts with repetition as well as de novo fact prediction.
Multimodal sentiment analysis is a very actively growing field of research. A promising area of opportunity in this field is to improve the multimodal fusion mechanism. We present a novel feature fusion strategy that proceeds in a hierarchical fashion, first fusing the modalities two in two and only then fusing all three modalities. On multimodal sentiment analysis of individual utterances, our strategy outperforms conventional concatenation of features by 1%, which amounts to 5% reduction in error rate. On utterance-level multimodal sentiment analysis of multi-utterance video clips, for which current state-of-the-art techniques incorporate contextual information from other utterances of the same clip, our hierarchical fusion gives up to 2.4% (almost 10% error rate reduction) over currently used concatenation. The implementation of our method is publicly available in the form of open-source code.