Predictive User Modeling with Actionable Attributes

Different machine learning techniques have been proposed and used for modeling individual and group user needs, interests and preferences. In the traditional predictive modeling instances are described by observable variables, called attributes. The goal is to learn a model for predicting the target variable for unseen instances. For example, for marketing purposes a company consider profiling a new user based on her observed web browsing behavior, referral keywords or other relevant information. In many real world applications the values of some attributes are not only observable, but can be actively decided by a decision maker. Furthermore, in some of such applications the decision maker is interested not only to generate accurate predictions, but to maximize the probability of the desired outcome. For example, a direct marketing manager can choose which type of a special offer to send to a client (actionable attribute), hoping that the right choice will result in a positive response with a higher probability. We study how to learn to choose the value of an actionable attribute in order to maximize the probability of a desired outcome in predictive modeling. We emphasize that not all instances are equally sensitive to changes in actions. Accurate choice of an action is critical for those instances, which are on the borderline (e.g. users who do not have a strong opinion one way or the other). We formulate three supervised learning approaches for learning to select the value of an actionable attribute at an instance level. We also introduce a focused training procedure which puts more emphasis on the situations where varying the action is the most likely to take the effect. The proof of concept experimental validation on two real-world case studies in web analytics and e-learning domains highlights the potential of the proposed approaches

Active Learning of Gaussian Processes for Spatial Functions in Mobile Sensor Networks

This paper proposes a spatial function modeling approach using mobile sensor networks, which potentially can be used for environmental surveillance applications. The mobile sensor nodes are able to sample the point observations of an 2D spatial function. On the one hand, they will use the observations to generate a predictive model of the spatial function. On the other hand, they will make collective motion decisions to move into the regions where high uncertainties of the predictive model exist. In the end, an accurate predictive model is obtained in the sensor network and all the mobile sensor nodes are distributed in the environment with an optimized pattern. Gaussian process regression is selected as the modeling technique in the proposed approach. The hyperparameters of Gaussian process model are learned online to improve the accuracy of the predictive model. The collective motion control of mobile sensor nodes is based on a locational optimization algorithm, which utilizes an information entropy of the predicted Gaussian process to explore the environment and reduce the uncertainty of predictive model. Simulation results are provided to show the performance of the proposed approach. © 2011 IFAC

Predictive Modeling of Cholera Outbreaks in Bangladesh

Despite seasonal cholera outbreaks in Bangladesh, little is known about the relationship between environmental conditions and cholera cases. We seek to develop a predictive model for cholera outbreaks in Bangladesh based on environmental predictors. To do this, we estimate the contribution of environmental variables, such as water depth and water temperature, to cholera outbreaks in the context of a disease transmission model. We implement a method which simultaneously accounts for disease dynamics and environmental variables in a Susceptible-Infected-Recovered-Susceptible (SIRS) model. The entire system is treated as a continuous-time hidden Markov model, where the hidden Markov states are the numbers of people who are susceptible, infected, or recovered at each time point, and the observed states are the numbers of cholera cases reported. We use a Bayesian framework to fit this hidden SIRS model, implementing particle Markov chain Monte Carlo methods to sample from the posterior distribution of the environmental and transmission parameters given the observed data. We test this method using both simulation and data from Mathbaria, Bangladesh. Parameter estimates are used to make short-term predictions that capture the formation and decline of epidemic peaks. We demonstrate that our model can successfully predict an increase in the number of infected individuals in the population weeks before the observed number of cholera cases increases, which could allow for early notification of an epidemic and timely allocation of resources.Comment: 43 pages, including appendices, 5 figures, 1 table in the main tex

Bayesian Synthesis: Combining subjective analyses, with an application to ozone data

Bayesian model averaging enables one to combine the disparate predictions of a number of models in a coherent fashion, leading to superior predictive performance. The improvement in performance arises from averaging models that make different predictions. In this work, we tap into perhaps the biggest driver of different predictions---different analysts---in order to gain the full benefits of model averaging. In a standard implementation of our method, several data analysts work independently on portions of a data set, eliciting separate models which are eventually updated and combined through a specific weighting method. We call this modeling procedure Bayesian Synthesis. The methodology helps to alleviate concerns about the sizable gap between the foundational underpinnings of the Bayesian paradigm and the practice of Bayesian statistics. In experimental work we show that human modeling has predictive performance superior to that of many automatic modeling techniques, including AIC, BIC, Smoothing Splines, CART, Bagged CART, Bayes CART, BMA and LARS, and only slightly inferior to that of BART. We also show that Bayesian Synthesis further improves predictive performance. Additionally, we examine the predictive performance of a simple average across analysts, which we dub Convex Synthesis, and find that it also produces an improvement.Comment: Published in at http://dx.doi.org/10.1214/10-AOAS444 the Annals of Applied Statistics (http://www.imstat.org/aoas/) by the Institute of Mathematical Statistics (http://www.imstat.org

Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches

To predict a return characteristic, one may construct models of different complexity describing the dynamics of different objects. The most complex object is the entire predictive density, while the least complex is the characteristic whose forecast is of interest. This paper investigates, using experiments with real data, the relation between the complexity of the modeled object and the predictive quality of the return characteristic of interest, in the case when this characteristic is a return sign, or, equivalently, the direction-of-change. Importantly, we carry out the comparisons assuming that the underlying loss function is asymmetric, which is more plausible than the quadratic loss still prevailing in the analysis of returns. Our experiments are performed with returns of various frequencies on a stock market index and exchange rate. By and large, modeling the dynamics of returns by autoregressive conditional quantiles tends to produce forecasts of higher quality than modeling the whole predictive density or modeling the return indicators themselves.Directional prediction, sign prediction, model complexity, prediction quality, asymmetric loss, predictive density, conditional quantiles, binary autoregression