A Practically Competitive and Provably Consistent Algorithm for Uplift Modeling

Randomized experiments have been critical tools of decision making for decades. However, subjects can show significant heterogeneity in response to treatments in many important applications. Therefore it is not enough to simply know which treatment is optimal for the entire population. What we need is a model that correctly customize treatment assignment base on subject characteristics. The problem of constructing such models from randomized experiments data is known as Uplift Modeling in the literature. Many algorithms have been proposed for uplift modeling and some have generated promising results on various data sets. Yet little is known about the theoretical properties of these algorithms. In this paper, we propose a new tree-based ensemble algorithm for uplift modeling. Experiments show that our algorithm can achieve competitive results on both synthetic and industry-provided data. In addition, by properly tuning the "node size" parameter, our algorithm is proved to be consistent under mild regularity conditions. This is the first consistent algorithm for uplift modeling that we are aware of.Comment: Accepted by 2017 IEEE International Conference on Data Minin

The Best of Two Worlds – Using Recent Advances from Uplift Modeling and Heterogeneous Treatment Effects to Optimize Targeting Policies

The design of targeting policies is fundamental to address a variety of practical problems across a broad spectrum of domains from e-commerce to politics and medicine. Recently, researchers and practitioners have begun to predict individual treatment effects to optimize targeting policies. Although different research streams, that is, uplift modeling and heterogeneous treatment effect propose numerous methods to predict individual treatment effects, current approaches suffer from various practical challenges, such as weak model performance and a lack of reliability. In this study, we propose a new, tree- based, algorithm that combines recent advances from both research streams and demonstrate how its use can improve predicting the individual treatment effect. We benchmark our method empirically against state-of-the-art strategies and show that the proposed algorithm achieves excellent results. We demonstrate that our approach performs particularly well when targeting few customers, which is of paramount interest when designing targeting policies in a marketing context

The Best of Two Worlds – Using Recent Advances from Uplift Modeling and Heterogeneous Treatment Effects to Optimize Targeting Policies

The design of targeting policies is fundamental to address a variety of practical problems across a broad spectrum of domains from e-commerce to politics and medicine. Recently, researchers and practitioners have begun to predict individual treatment effects to optimize targeting policies. Although different research streams, that is, uplift modeling and heterogeneous treatment effect propose numerous methods to predict individual treatment effects, current approaches suffer from various practical challenges, such as weak model performance and a lack of reliability. In this study, we propose a new, tree- based, algorithm that combines recent advances from both research streams and demonstrate how its use can improve predicting the individual treatment effect. We benchmark our method empirically against state-of-the-art strategies and show that the proposed algorithm achieves excellent results. We demonstrate that our approach performs particularly well when targeting few customers, which is of paramount interest when designing targeting policies in a marketing context

Sharing is Caring: Using Open Data To Improve Targeting Policies

When it comes to predictive power, companies in a variety of sectors depend on having sufficient data to develop and deploy business analytics applications, for example, to acquire new customers. While there is a vast literature on enriching internal data sets with external data sources, it is still largely unclear whether and how open data can be used to enrich internal data sets to improve business analytics. We choose a particular business analytics problem – designing targeting policies to acquire new customers – to investigate how an internal data set of a German grocery supplier can be enriched with open data to improve targeting policies. Using the enriched data set, we can improve the response rate of several well-established targeting policies by more than 30% in back-testing. Based on these results, we encourage firms and researchers to use, leverage, and share open data to enhance business analytics

Poincare: Recommending Publication Venues via Treatment Effect Estimation

Choosing a publication venue for an academic paper is a crucial step in the research process. However, in many cases, decisions are based solely on the experience of researchers, which often leads to suboptimal results. Although there exist venue recommender systems for academic papers, they recommend venues where the paper is expected to be published. In this study, we aim to recommend publication venues from a different perspective. We estimate the number of citations a paper will receive if the paper is published in each venue and recommend the venue where the paper has the most potential impact. However, there are two challenges to this task. First, a paper is published in only one venue, and thus, we cannot observe the number of citations the paper would receive if the paper were published in another venue. Secondly, the contents of a paper and the publication venue are not statistically independent; that is, there exist selection biases in choosing publication venues. In this paper, we formulate the venue recommendation problem as a treatment effect estimation problem. We use a bias correction method to estimate the potential impact of choosing a publication venue effectively and to recommend venues based on the potential impact of papers in each venue. We highlight the effectiveness of our method using paper data from computer science conferences.Comment: Journal of Informetric

From specialists to generalists : inductive biases of deep learning for higher level cognition

Les réseaux de neurones actuels obtiennent des résultats de pointe dans une gamme de domaines problématiques difficiles. Avec suffisamment de données et de calculs, les réseaux de neurones actuels peuvent obtenir des résultats de niveau humain sur presque toutes les tâches. En ce sens, nous avons pu former des spécialistes capables d'effectuer très bien une tâche particulière, que ce soit le jeu de Go, jouer à des jeux Atari, manipuler le cube Rubik, mettre des légendes sur des images ou dessiner des images avec des légendes. Le prochain défi pour l'IA est de concevoir des méthodes pour former des généralistes qui, lorsqu'ils sont exposés à plusieurs tâches pendant l'entraînement, peuvent s'adapter rapidement à de nouvelles tâches inconnues. Sans aucune hypothèse sur la distribution génératrice de données, il peut ne pas être possible d'obtenir une meilleure généralisation et une meilleure adaptation à de nouvelles tâches (inconnues). Les réseaux de neurones actuels obtiennent des résultats de pointe dans une gamme de domaines problématiques difficiles. Une possibilité fascinante est que l'intelligence humaine et animale puisse être expliquée par quelques principes, plutôt qu'une encyclopédie de faits. Si tel était le cas, nous pourrions plus facilement à la fois comprendre notre propre intelligence et construire des machines intelligentes. Tout comme en physique, les principes eux-mêmes ne suffiraient pas à prédire le comportement de systèmes complexes comme le cerveau, et des calculs importants pourraient être nécessaires pour simuler l'intelligence humaine. De plus, nous savons que les vrais cerveaux intègrent des connaissances a priori détaillées spécifiques à une tâche qui ne pourraient pas tenir dans une courte liste de principes simples. Nous pensons donc que cette courte liste explique plutôt la capacité des cerveaux à apprendre et à s'adapter efficacement à de nouveaux environnements, ce qui est une grande partie de ce dont nous avons besoin pour l'IA. Si cette hypothèse de simplicité des principes était correcte, cela suggérerait que l'étude du type de biais inductifs (une autre façon de penser aux principes de conception et aux a priori, dans le cas des systèmes d'apprentissage) que les humains et les animaux exploitent pourrait aider à la fois à clarifier ces principes et à fournir source d'inspiration pour la recherche en IA. L'apprentissage en profondeur exploite déjà plusieurs biais inductifs clés, et mon travail envisage une liste plus large, en se concentrant sur ceux qui concernent principalement le traitement cognitif de niveau supérieur. Mon travail se concentre sur la conception de tels modèles en y incorporant des hypothèses fortes mais générales (biais inductifs) qui permettent un raisonnement de haut niveau sur la structure du monde. Ce programme de recherche est à la fois ambitieux et pratique, produisant des algorithmes concrets ainsi qu'une vision cohérente pour une recherche à long terme vers la généralisation dans un monde complexe et changeant.Current neural networks achieve state-of-the-art results across a range of challenging problem domains. Given enough data, and computation, current neural networks can achieve human-level results on mostly any task. In the sense, that we have been able to train \textit{specialists} that can perform a particular task really well whether it's the game of GO, playing Atari games, Rubik's cube manipulation, image caption or drawing images given captions. The next challenge for AI is to devise methods to train \textit{generalists} that when exposed to multiple tasks during training can quickly adapt to new unknown tasks. Without any assumptions about the data generating distribution it may not be possible to achieve better generalization and adaption to new (unknown) tasks. A fascinating possibility is that human and animal intelligence could be explained by a few principles (rather than an encyclopedia). If that was the case, we could more easily both understand our own intelligence and build intelligent machines. Just like in physics, the principles themselves would not be sufficient to predict the behavior of complex systems like brains, and substantial computation might be needed to simulate human intelligence. In addition, we know that real brains incorporate some detailed task-specific a priori knowledge which could not fit in a short list of simple principles. So we think of that short list rather as explaining the ability of brains to learn and adapt efficiently to new environments, which is a great part of what we need for AI. If that simplicity of principles hypothesis was correct it would suggest that studying the kind of inductive biases (another way to think about principles of design and priors, in the case of learning systems) that humans and animals exploit could help both clarify these principles and provide inspiration for AI research. Deep learning already exploits several key inductive biases, and my work considers a larger list, focusing on those which concern mostly higher-level cognitive processing. My work focuses on designing such models by incorporating in them strong but general assumptions (inductive biases) that enable high-level reasoning about the structure of the world. This research program is both ambitious and practical, yielding concrete algorithms as well as a cohesive vision for long-term research towards generalization in a complex and changing world

30th International Conference on Condition Monitoring and Diagnostic Engineering Management (COMADEM 2017)

Proceedings of COMADEM 201

Proceedings, MSVSCC 2017

Proceedings of the 11th Annual Modeling, Simulation & Visualization Student Capstone Conference held on April 20, 2017 at VMASC in Suffolk, Virginia. 211 pp