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

Altimetry, gravimetry, GPS and viscoelastic modeling data for the joint inversion for glacial isostatic adjustment in Antarctica (ESA STSE Project REGINA)

The poorly known correction for the ongoing deformation of the solid Earth caused by glacial isostatic adjustment (GIA) is a major uncertainty in determining the mass balance of the Antarctic ice sheet from measurements of satellite gravimetry and to a lesser extent satellite altimetry. In the past decade, much progress has been made in consistently modeling ice sheet and solid Earth interactions; however, forward-modeling solutions of GIA in Antarctica remain uncertain due to the sparsity of constraints on the ice sheet evolution, as well as the Earth's rheological properties. An alternative approach towards estimating GIA is the joint inversion of multiple satellite data – namely, satellite gravimetry, satellite altimetry and GPS, which reflect, with different sensitivities, trends in recent glacial changes and GIA. Crucial to the success of this approach is the accuracy of the space-geodetic data sets. Here, we present reprocessed rates of surface-ice elevation change (Envisat/Ice, Cloud,and land Elevation Satellite, ICESat; 2003–2009), gravity field change (Gravity Recovery and Climate Experiment, GRACE; 2003–2009) and bedrock uplift (GPS; 1995–2013). The data analysis is complemented by the forward modeling of viscoelastic response functions to disc load forcing, allowing us to relate GIA-induced surface displacements with gravity changes for different rheological parameters of the solid Earth. The data and modeling results presented here are available in the PANGAEA database (https://doi.org/10.1594/PANGAEA.875745). The data sets are the input streams for the joint inversion estimate of present-day ice-mass change and GIA, focusing on Antarctica. However, the methods, code and data provided in this paper can be used to solve other problems, such as volume balances of the Antarctic ice sheet, or can be applied to other geographical regions in the case of the viscoelastic response functions. This paper presents the first of two contributions summarizing the work carried out within a European Space Agency funded study: Regional glacial isostatic adjustment and CryoSat elevation rate corrections in Antarctica (REGINA)

Uplift Modeling with Multiple Treatments and General Response Types

Randomized experiments have been used to assist decision-making in many areas. They help people select the optimal treatment for the test population with certain statistical guarantee. However, subjects can show significant heterogeneity in response to treatments. The problem of customizing treatment assignment based on subject characteristics is known as uplift modeling, differential response analysis, or personalized treatment learning in literature. A key feature for uplift modeling is that the data is unlabeled. It is impossible to know whether the chosen treatment is optimal for an individual subject because response under alternative treatments is unobserved. This presents a challenge to both the training and the evaluation of uplift models. In this paper we describe how to obtain an unbiased estimate of the key performance metric of an uplift model, the expected response. We present a new uplift algorithm which creates a forest of randomized trees. The trees are built with a splitting criterion designed to directly optimize their uplift performance based on the proposed evaluation method. Both the evaluation method and the algorithm apply to arbitrary number of treatments and general response types. Experimental results on synthetic data and industry-provided data show that our algorithm leads to significant performance improvement over other applicable methods

Supersymmetric Vacua in Random Supergravity

We determine the spectrum of scalar masses in a supersymmetric vacuum of a general N=1 supergravity theory, with the Kahler potential and superpotential taken to be random functions of N complex scalar fields. We derive a random matrix model for the Hessian matrix and compute the eigenvalue spectrum. Tachyons consistent with the Breitenlohner-Freedman bound are generically present, and although these tachyons cannot destabilize the supersymmetric vacuum, they do influence the likelihood of the existence of an `uplift' to a metastable vacuum with positive cosmological constant. We show that the probability that a supersymmetric AdS vacuum has no tachyons is formally equivalent to the probability of a large fluctuation of the smallest eigenvalue of a certain real Wishart matrix. For normally-distributed matrix entries and any N, this probability is given exactly by P = exp(-2N^2|W|^2/m_{susy}^2), with W denoting the superpotential and m_{susy} the supersymmetric mass scale; for more general distributions of the entries, our result is accurate when N >> 1. We conclude that for |W| \gtrsim m_{susy}/N, tachyonic instabilities are ubiquitous in configurations obtained by uplifting supersymmetric vacua.Comment: 26 pages, 6 figure

Contextual Sequence Modeling for Recommendation with Recurrent Neural Networks

Recommendations can greatly benefit from good representations of the user state at recommendation time. Recent approaches that leverage Recurrent Neural Networks (RNNs) for session-based recommendations have shown that Deep Learning models can provide useful user representations for recommendation. However, current RNN modeling approaches summarize the user state by only taking into account the sequence of items that the user has interacted with in the past, without taking into account other essential types of context information such as the associated types of user-item interactions, the time gaps between events and the time of day for each interaction. To address this, we propose a new class of Contextual Recurrent Neural Networks for Recommendation (CRNNs) that can take into account the contextual information both in the input and output layers and modifying the behavior of the RNN by combining the context embedding with the item embedding and more explicitly, in the model dynamics, by parametrizing the hidden unit transitions as a function of context information. We compare our CRNNs approach with RNNs and non-sequential baselines and show good improvements on the next event prediction task

Exhumation, crustal deformation, and thermal structure of the Nepal Himalaya derived from the inversion of thermochronological and thermobarometric data and modeling of the topography

Two end‐member kinematic models of crustal shortening across the Himalaya are currently debated: one assumes localized thrusting along a single major thrust fault, the Main Himalayan Thrust (MHT) with nonuniform underplating due to duplexing, and the other advocates for out‐of‐sequence (OOS) thrusting in addition to thrusting along the MHT and underplating. We assess these two models based on the modeling of thermochronological, thermometric, and thermobarometric data from the central Nepal Himalaya. We complement a data set compiled from the literature with 114 ^(40)Ar/^(39)Ar, 10 apatite fission track, and 5 zircon (U‐Th)/He thermochronological data. The data are predicted using a thermokinematic model (PECUBE), and the model parameters are constrained using an inverse approach based on the Neighborhood Algorithm. The model parameters include geometric characteristics as well as overthrusting rates, radiogenic heat production in the High Himalayan Crystalline (HHC) sequence, the age of initiation of the duplex or of out-of-sequence thrusting. Both models can provide a satisfactory fit to the inverted data. However, the model with out-of-sequence thrusting implies an unrealistic convergence rate ≥30 mm yr^(−1). The out-of-sequence thrust model can be adjusted to fit the convergence rate and the thermochronological data if the Main Central Thrust zone is assigned a constant geometry and a dip angle of about 30° and a slip rate of <1 mm yr^(−1). In the duplex model, the 20 mm yr^(−1) convergence rate is partitioned between an overthrusting rate of 5.8 ± 1.4 mm yr^(−1) and an underthrusting rate of 14.2 ± 1.8 mm yr^(−1). Modern rock uplift rates are estimated to increase from about 0.9 ± 0.31 mm yr^(−1) in the Lesser Himalaya to 3.0 ± 0.9 mm yr^(−1) at the front of the high range, 86 ± 13 km from the Main Frontal Thrust. The effective friction coefficient is estimated to be 0.07 or smaller, and the radiogenic heat production of HHC units is estimated to be 2.2 ± 0.1 µWm^(−3). The midcrustal duplex initiated at 9.8 ± 1.7 Ma, leading to an increase of uplift rate at front of the High Himalaya from 0.9 ± 0.31 to 3.05 ± 0.9 mm yr^(−1). We also run 3-D models by coupling PECUBE with a landscape evolution model (CASCADE). This modeling shows that the effect of the evolving topography can explain a fraction of the scatter observed in the data but not all of it, suggesting that lateral variations of the kinematics of crustal deformation and exhumation are likely. It has been argued that the steep physiographic transition at the foot of the Greater Himalayan Sequence indicates OOS thrusting, but our results demonstrate that the best fit duplex model derived from the thermochronological and thermobarometric data reproduces the present morphology of the Nepal Himalaya equally well

Joint inversion estimate of regional glacial isostatic adjustment in Antarctica considering a lateral varying Earth structure (ESA STSE Project REGINA)

A major uncertainty in determining the mass balance of the Antarctic ice sheet from measurements of satellite gravimetry, and to a lesser extent satellite altimetry, is the poorly known correction for the ongoing deformation of the solid Earth caused by glacial isostatic adjustment (GIA). Although much progress has been made in consistently modelling the ice-sheet evolution throughout the last glacial cycle, as well as the induced bedrock deformation caused by these load changes, forward models of GIA remain ambiguous due to the lack of observational constraints on the ice sheet's past extent and thickness and mantle rheology beneath the continent. As an alternative to forward modelling GIA, we estimate GIA from multiple space-geodetic observations: GRACE, Envisat/ICESat and GPS. Making use of the different sensitivities of the respective satellite observations to current and past surface mass (ice mass) change and solid Earth processes, we estimate GIA based on viscoelastic response functions to disc load forcing. We calculate and distribute the viscoelastic response functions according to estimates of the variability of lithosphere thickness and mantle viscosity in Antarctica. We compare our GIA estimate with published GIA corrections and evaluate its impact in determining the ice mass balance in Antarctica from GRACE and satellite altimetry. Particular focus is applied to the Amundsen Sea Sector in West Antarctica, where uplift rates of several cm/yr have been measured by GPS. We show that most of this uplift is caused by the rapid viscoelastic response to recent ice-load changes, enabled by the presence of a low-viscosity upper mantle in West Antarctica. This paper presents the second and final contribution summarizing the work carried out within a European Space Agency funded study, REGINA, (www.regina-science.eu)

Data Assimilation for a Geological Process Model Using the Ensemble Kalman Filter

We consider the problem of conditioning a geological process-based computer simulation, which produces basin models by simulating transport and deposition of sediments, to data. Emphasising uncertainty quantification, we frame this as a Bayesian inverse problem, and propose to characterize the posterior probability distribution of the geological quantities of interest by using a variant of the ensemble Kalman filter, an estimation method which linearly and sequentially conditions realisations of the system state to data. A test case involving synthetic data is used to assess the performance of the proposed estimation method, and to compare it with similar approaches. We further apply the method to a more realistic test case, involving real well data from the Colville foreland basin, North Slope, Alaska.Comment: 34 pages, 10 figures, 4 table