Structural Agnostic Modeling: Adversarial Learning of Causal Graphs

A new causal discovery method, Structural Agnostic Modeling (SAM), is presented in this paper. Leveraging both conditional independencies and distributional asymmetries in the data, SAM aims at recovering full causal models from continuous observational data along a multivariate non-parametric setting. The approach is based on a game between $d$ players estimating each variable distribution conditionally to the others as a neural net, and an adversary aimed at discriminating the overall joint conditional distribution, and that of the original data. An original learning criterion combining distribution estimation, sparsity and acyclicity constraints is used to enforce the end-to-end optimization of the graph structure and parameters through stochastic gradient descent. Besides the theoretical analysis of the approach in the large sample limit, SAM is extensively experimentally validated on synthetic and real data

On the study of the Beran estimator for generalized censoring indicators

Along with the analysis of time-to-event data, it is common to assume that only partial information is given at hand. In the presence of right-censored data with covariates, the conditional Kaplan-Meier estimator (also referred as the Beran estimator) is known to propose a consistent estimate for the lifetimes conditional survival function. However, a necessary condition is the clear knowledge of whether each individual is censored or not, although, this information might be incomplete or even totally absent in practice. We thus propose a study on the Beran estimator when the censoring indicator is not clearly specified. From this, we provide a new estimator for the conditional survival function and establish its asymptotic normality under mild conditions. We further study the supervised learning problem where the conditional survival function is to be predicted with no censorship indicators. To this aim, we investigate various approaches estimating the conditional expectation for the censoring indicator. Along with the theoretical results, we illustrate how the estimators work for small samples by means of a simulation study and show their practical applicability with the analysis of synthetic data and the study of real data for the prognosis of monoclonal gammopathy

An agent-based approach to evaluate the impact of economic dismissals facilitation on the French labor market

National audienceThe El Khomri law (also called " Work law ") has triggered a lot of conflicting judgements among French economists in 2016. However no model has been used to evaluate its effects ex ante. We have developed over the past 10 years a calibrated agent-based model of the French labor market, in order understand better such a complex system, and do policy analysis and design. The model integrates the hetero-geneity of agents, and their decisions (firms and workers) based on a search theoretical framework to generate gross flows. It gives rational microeconomic foundations to behavior , albeit with decision rules using bounded rationality rather than optimal rules in an equilibrium with rational expectations which would not make sense in such a complex system. Instead agents form anticipations based both on their own history and a detailed algorithm is developed to model the firms'computation of expected in-tertemporal profits for different scenarios of future own demand, with the possibility of loss aversion, to decide on hiring or not, and the type of labor contracts. We introduce several main institutions of the labor market and specially the two main labor contracts, Open-Ended contracts and Fixed Term Contracts. The WorkSim model simulates the gross flows between inactivity, unemployment and these two types of employment, with a consistent accounting system. It is calibrated by a powerful algorithm to set 63 parameters in order to fit 64 aggregate real variables. The calibration reveals an important loss aversion on part of firms, which is determinant of the hiring decisions. If we experiment with a low loss aversion, the unemployment diminishes by several points. We then analyze the facilitation of the economic dismissals allowed by the El Khomri law. We find that it has little effect on global unemployment but benefits the young who crowd out the seniors. This result is based on the substitution by the employers of Open Ended Contracts which become more precarious to Fixed Duration Contracts which become less useful, and the fact that young workers are more often in Fixed Term Contracts than the other age categories. The labor market is very deeply transformed in terms of flows also. When aggregate demand is endoge-nously changed, the experiment shows that the employment and the unemployment react more strongly than before the law, yielding a higher aggregate flexibility

WorkSim, an agent-based framework to study labor markets

International audienceIn this paper, we introduce the WorkSim model, a novel agent-based framework to study labor markets. The first objective of the model is to reproduce the gross flows between the important states: employment (distinguishing fixed term contracts and open ended contracts), unemployment and inactivity, and the ratios of individuals in these states. The novelty of the model is that it simulates the flows on the basis of the rational decisions of individual heterogeneous agents. Once the model is calibrated, the second objective is to characterize the nature of the labor market under study. This is done, first by examining the patterns of flows and stocks at the aggregate level and at the levels of different categories of labor, and second by sensitivity experiments, modifying some exogenous parameters and variables such as the demand for the good. Finally the model once calibrated is a tool for experimenting labor market policies, including changes in the labor law in France

Endogenous choices of contract types in an agent-based model of the labor market

International audienceThe Fixed Duration Contracts (FDC) have taken an importance place in the European labor markets, notably in France and Spain. They represent a dominant share of the hires, although most workers hold an Open Ended Contract (OEC) at any given date. There is then a permanent coexistence of the two types of contract that we explain through a trade-off that firms compute between their costs and benefits when deciding to open a vacancy. For the first time are taken simultanously into account for the OEC the firing costs, the advance notice costs, and the losses when the firm is unable to meet the legal requirements to initiate economic dismissals. For the FDC, the specific costs are the termination costs and the waiting cost when a new FDC cannot be opened immediately after a termination. Training and vacancy costs are common to both contracts and included but they are amortized over very different durations among the two contracts and these costs influence the trade-off. We extend WorkSim, an agent-based model of the French labor market which reproduces the gross flows of workers between the different states, employment (FDC and OEC), unemployment and inactivity. The theoretical framework is the costly search by the heterogenous agents, firms and individuals, who interact on the market, taking rationally bounded decisions but learning from their mistakes. The competition takes place in a labor stock-flow consistent framework, taking into account crowding out effects. The model is scaled and calibrated through a poweful algorithm to reach a steady state which reproduces the main observed variables in the labor market in the year 2011 with a correct fit. We generate the main effects of FDC, churning, screening, stepping stone, but also model in detail the buffer effect which is built on an option into an intertemporal decision framework with idiosyncratic anticipations of firms demand. The results of the sensitivity analysis show that pessimistic anticipations and the volatility of demand shocks raise the recourse to FDC but also unemployment. Increasing firing costs also raises unemployment but not in very significant way. Forbidding FDC does not change the employment significantly since the opposite effects of FDC seem to compensate each other. While the model puts into a unified framework the main theoretical ideas that yield the trade-off between FDC and OEC, and can be applied to different countries, it also offers sufficent detail to allow for labor market policy discussion in a given country

A multi-agent model of the French Labor Market : WORKSIM

International audienceThe model WORKSIM is conceived to simulate the French labor market, with two main objectives,namely to explain how the market functions at the aggregate level and the level of differentcategories of manpower, and to measure the impact of various public policies

Introducing a temporary help agency in a labor market : a multi-agent model

International audienceExtended abstract Temporary Help Agencies (THA) bring into the labor market a new fundamental feature. They are intermediaries on a market which is modeled as decentralized by the dominant theoretical framework, search theory. This theory explains the flows of hires by the individual search by workers and employers and ensuing matches. THA bring some centralization in this framework. If agents are moved by self interest, some should create such agencies, since they lower search costs through the benefits of specialization, and can earn profits. Introducing intermediaries is then a necessity to give the search model more coherent microfoundations. THA are not the only intermediaries in the real labor market. Many countries have a national placement agency paid by the tax payers. However THA do not only match, they are the legal employers of the workers, and the contract is therefore a particular contract, different from the standard Fixed Term Contracts (FTC). Then THA propose contracts which involve a mark up on wages, and which are competed by the standard FTC, implying search costs for the employing firm. The two types of contracts are substitutes and their coexistence is not obvious. Moreover temporary help jobs have important consequences for the labor market outcomes. THA select the workers for the client firm, and can gain precise information since they evaluate the same worker often for a new contract. Moreover it appears to be commun practice that they provide the worker with the training needed for the job in the client firm, since the short duration of the contract would make it too costly. A consequence is that temporary help workers, beyond being selected among condidates, gain human capital and also some experience on these jobs, three factors that may act as stepping stones for a future Open Ended Contract (OEC). However terminations rarely lead to an immediate OEC and short durations send most of the workers repeatedly into unemployment, delaying integration into OEC. Several major questions can then be tackled by the introduction of a THA in a model of the labor market. In this first paper on the topic, we will study three. First we will show that a calibrated model displays the coexistence of the two types of contracts, as well as the presence of OEC. Second we will study the efficiency that the temporary help contracts can bring to a labor market, notably in terms of unemployment and vacancies. Third we will analyse the consequences for the carreers of young workers. Are temporary help jobs a stepping stones or traps, and for whom ? In order to carry this analysis which is novel in the literature, we introduce a THA in WorkSim, a large Agent Based Model of the French labor market, with 10,000 agents, which involves a scale of 1/4700. It is calibrated by the CMA-ES algorithm which sets 63 parameters to fit optimally 67 aggregated variables (measured for the year 2014). Goudet, Kant & Ballot, (2016) give a description of the first version of the model. The current version (Ballot, Kant & Goudet 2015) adds the endogenization of the choice between Fixed Term Contracts (FTC) and OEC, based on the total expected costs of each type of contract and anticipations by the firms on their own demand. We then give to the FTC a role of buffer. The decisions of the agents are based on search theory, albeit in a bounded rational context. This is justified on cognitive ground but also by the complexity of a labor market marked by the heterogeneity of our agents. Search theory allows to distinguish inactive 1 UPMC Univ Paris 06, UMR 7606, LIP