SearcharxivSearch

arXiv subjects

Jacob Fiksel

Publications and source records attributed to Jacob Fiksel.

4 recordsLinked to original sources

Generalized Bayes Quantification Learning under Dataset Shift

Quantification learning is the task of prevalence estimation for a test population using predictions from a classifier trained on a different population. Quantification methods assume that the sensitivities and specificities of the classifier are either perfect or transportable from the training to the test population. These assumptions are inappropriate in the presence of dataset shift, when the misclassification rates in the training population are not representative of those for the test population. Quantification under dataset shift has been addressed only for single-class (categorical) predictions and assuming perfect knowledge of the true labels on a small subset of the test population. We propose generalized Bayes quantification learning (GBQL) that uses the entire compositional predictions from probabilistic classifiers and allows for uncertainty in true class labels for the limited labeled test data. Instead of positing a full model, we use a model-free Bayesian estimating equation approach to compositional data based only on a first-moment assumption. The idea will be useful in Bayesian compositional data analysis in general as it is robust to different generating mechanisms for compositional data and includes categorical outputs as a special case. We show how our method yields existing quantification approaches as special cases. Extension to an ensemble GBQL that uses predictions from multiple classifiers yielding inference robust to inclusion of a poor classifier is discussed. We outline a fast and efficient Gibbs sampler using a rounding and coarsening approximation to the loss functions. We also establish posterior consistency, asymptotic normality and valid coverage of interval estimates from GBQL, as well as finite sample posterior concentration rate. Empirical performance of GBQL is demonstrated through simulations and analysis of real data with evident dataset shift.

stat.ME

A Transformation-free Linear Regression for Compositional Outcomes and Predictors

Compositional data are common in many fields, both as outcomes and predictor variables. The inventory of models for the case when both the outcome and predictor variables are compositional is limited and the existing models are difficult to interpret, due to their use of complex log-ratio transformations. We develop a transformation-free linear regression model where the expected value of the compositional outcome is expressed as a single Markov transition from the compositional predictor. Our approach is based on generalized method of moments thereby not requiring complete specification of data likelihood and is robust to different data generating mechanism. Our model is simple to interpret, allows for 0s and 1s in both the compositional outcome and covariates, and subsumes several interesting subcases of interest. We also develop a permutation test for linear independence. Finally, we show that despite its simplicity, our model accurately captures the relationship between compositional data from education and medical research.

stat.ME

Regularized Bayesian transfer learning for population level etiological distributions

Computer-coded verbal autopsy (CCVA) algorithms predict cause of death from high-dimensional family questionnaire data (verbal autopsies) of a deceased individual. CCVA algorithms are typically trained on non-local data, then used to generate national and regional estimates of cause-specific mortality fractions. These estimates may be inaccurate if the non-local training data is different from the local population of interest. This problem is a special case of transfer learning. However, most transfer learning classification approaches are concerned with individual (e.g. a person's) classification within a target domain (e.g. a particular population) with training performed in data from a source domain. Epidemiologists are often more interested in estimating population-level etiological distributions, using datasets much smaller than those used in common transfer learning applications. We present a parsimonious hierarchical Bayesian transfer learning framework to directly estimate population-level class probabilities in a target domain. To address small sample sizes, we introduce a novel shrinkage prior for the transfer error rates guaranteeing that, in absence of any labeled target domain data or when the baseline classifier has zero transfer error, the calibrated estimate of class probabilities coincides with the naive estimates from the baseline classifier, thereby subsuming the default practice as a special case. A novel Gibbs sampler using data-augmentation enables fast implementation. We extend our approach to use not one, but an ensemble of baseline classifiers. Theoretical and empirical results demonstrate how the ensemble model favors the most accurate baseline classifier. We present extensions allowing class probabilities to vary with covariates, and an EM-algorithm-based MAP estimation. An R-package implementing this method is developed.

stat.ME

Using GitHub Classroom To Teach Statistics

Git and GitHub are common tools for keeping track of multiple versions of data analytic content, which allow for more than one person to simultaneously work on a project. GitHub Classroom aims to provide a way for students to work on and submit their assignments via Git and GitHub, giving teachers an opportunity to teach these version control tools as part of their course. In the Fall 2017 semester, we implemented GitHub Classroom in two educational settings--an introductory computational statistics lab and a more advanced computational statistics course. We found many educational benefits of implementing GitHub Classroom, such as easily providing coding feedback during assignments and making students more confident in their ability to collaborate and use version control tools for future data science work. To encourage and ease the transition into using GitHub Classroom, we provide free and publicly available resources--both for students to begin using Git/GitHub and for teachers to use GitHub Classroom for their own courses.

stat.OT