SearcharxivSearch

arXiv · 2411.10628

Feature Importance of Climate Vulnerability Indicators with Gradient Boosting across Five Global Cities

Abstract

Efforts are needed to identify and measure both communities' exposure to climate hazards and the social vulnerabilities that interact with these hazards, but the science of validating hazard vulnerability indicators is still in its infancy. Progress is needed to improve: 1) the selection of variables that are used as proxies to represent hazard vulnerability; 2) the applicability and scale for which these indicators are intended, including their transnational applicability. We administered an international urban survey in Buenos Aires, Argentina; Johannesburg, South Africa; London, United Kingdom; New York City, United States; and Seoul, South Korea in order to collect data on exposure to various types of extreme weather events, socioeconomic characteristics commonly used as proxies for vulnerability (i.e., income, education level, gender, and age), and additional characteristics not often included in existing composite indices (i.e., queer identity, disability identity, non-dominant primary language, and self-perceptions of both discrimination and vulnerability to flood risk). We then use feature importance analysis with gradient-boosted decision trees to measure the importance that these variables have in predicting exposure to various types of extreme weather events. Our results show that non-traditional variables were more relevant to self-reported exposure to extreme weather events than traditionally employed variables such as income or age. Furthermore, differences in variable relevance across different types of hazards and across urban contexts suggest that vulnerability indicators need to be fit to context and should not be used in a one-size-fits-all fashion.

Explore related subjects

Keep this discovery

BibTeXRIS

Lidia Cano Pecharroman, Melissa O. Tier, Elke U. Weber. 2024-11-15. Feature Importance of Climate Vulnerability Indicators with Gradient Boosting across Five Global Cities. https://arxiv.org/abs/2411.10628

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Identification in Linear Quantile Panel Models

This paper studies identification in linear quantile panel models with unrestricted individual heterogeneity when the number of time periods is fixed and small. We impose strict exogeneity, whereby the conditional quantile restriction holds given the individual's complete regressor history and latent individual effect, but otherwise allow the disturbances to be arbitrarily dependent over time.

econ.EM

Experimental Design for Policy Choice

We show how to optimally design experiments when the resulting data will be used to choose a welfare-maximizing policy subject to constraints. A decision maker seeks to maximize Bayes expected welfare by choosing a policy whose effects depend on an unknown finite-dimensional parameter. The decision maker has access to a first wave of experimental data with a fixed design but may choose the design of a second wave that will be collected before choosing the policy. The resulting experimental design--policy choice problem is a very high-dimensional dynamic program that is generally intractable in finite samples. We propose a tractable approximation based on the limit experiment and show it is asymptotically optimal using a new asymptotic representation theorem for adaptive experiments with continuous treatments. We apply the method to a conditional cash transfer experiment and demonstrate the potential for large gains from tailoring the experiment to the policy choice.

econ.EM

Designing Spatial Treatments

Spatial treatments are interventions assigned to locations potentially distinct from those of the responding units. We study their optimal design under a general model in which a unit's response diminishes with distance to a treated site. Our estimand of interest is an ``uncontaminated'' effect equal to the average impact of a single intervention site over all hypothetical sites. We propose a novel design based on a Mat\'{e}rn point process which separates treatments by a distance of at least $r$. A larger choice of $r$ reduces bias by separating interventions but increases variance by reducing their numerosity. We choose $r$ to maximize the rate of convergence of a Horvitz-Thompson estimator and prove that this is minimax rate-optimal. We provide weak conditions under which the estimator is asymptotically normal and propose a variance estimator.

econ.EM