Variational Bayes survival analysis for unemployment modelling
- URL: http://arxiv.org/abs/2102.02295v1
- Date: Wed, 3 Feb 2021 21:06:54 GMT
- Title: Variational Bayes survival analysis for unemployment modelling
- Authors: Pavle Bo\v{s}koski and Matija Perne and Martina Rame\v{s}a and Biljana
Mileva Boshkoska
- Abstract summary: The model is evaluated on a time-to-employment data set spanning from 2011 to 2020 provided by the Slovenian public employment service.
Similar models could be applied to other questions with multi-dimensional, high-cardinality categorical data including censored records.
- Score: 0.0
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: Mathematical modelling of unemployment dynamics attempts to predict the
probability of a job seeker finding a job as a function of time. This is
typically achieved by using information in unemployment records. These records
are right censored, making survival analysis a suitable approach for parameter
estimation. The proposed model uses a deep artificial neural network (ANN) as a
non-linear hazard function. Through embedding, high-cardinality categorical
features are analysed efficiently. The posterior distribution of the ANN
parameters are estimated using a variational Bayes method. The model is
evaluated on a time-to-employment data set spanning from 2011 to 2020 provided
by the Slovenian public employment service. It is used to determine the
employment probability over time for each individual on the record. Similar
models could be applied to other questions with multi-dimensional,
high-cardinality categorical data including censored records. Such data is
often encountered in personal records, for example in medical records.
Related papers
- Regions are Who Walk Them: a Large Pre-trained Spatiotemporal Model
Based on Human Mobility for Ubiquitous Urban Sensing [24.48869607589127]
We propose a largetemporal model based on trajectories (RAW) to tap into the rich information within human mobility data.
Our proposed method, relying solely on human mobility data without additional features, exhibits certain level of relevance in user profiling and region analysis.
arXiv Detail & Related papers (2023-11-17T11:55:11Z) - Learning and DiSentangling Patient Static Information from Time-series
Electronic HEalth Record (STEER) [3.079694232219292]
Recent work in machine learning for healthcare has raised concerns about patient privacy and algorithmic fairness.
Here we systematically investigated the ability of time-series electronic health record data to predict patient static information.
We found that not only the raw time-series data, but also learned representations from machine learning models, can be trained to predict a variety of static information.
arXiv Detail & Related papers (2023-09-20T14:54:48Z) - CenTime: Event-Conditional Modelling of Censoring in Survival Analysis [49.44664144472712]
We introduce CenTime, a novel approach to survival analysis that directly estimates the time to event.
Our method features an innovative event-conditional censoring mechanism that performs robustly even when uncensored data is scarce.
Our results indicate that CenTime offers state-of-the-art performance in predicting time-to-death while maintaining comparable ranking performance.
arXiv Detail & Related papers (2023-09-07T17:07:33Z) - Stubborn Lexical Bias in Data and Models [50.79738900885665]
We use a new statistical method to examine whether spurious patterns in data appear in models trained on the data.
We apply an optimization approach to *reweight* the training data, reducing thousands of spurious correlations.
Surprisingly, though this method can successfully reduce lexical biases in the training data, we still find strong evidence of corresponding bias in the trained models.
arXiv Detail & Related papers (2023-06-03T20:12:27Z) - Learning Summary Statistics for Bayesian Inference with Autoencoders [58.720142291102135]
We use the inner dimension of deep neural network based Autoencoders as summary statistics.
To create an incentive for the encoder to encode all the parameter-related information but not the noise, we give the decoder access to explicit or implicit information that has been used to generate the training data.
arXiv Detail & Related papers (2022-01-28T12:00:31Z) - Probabilistic Modeling for Human Mesh Recovery [73.11532990173441]
This paper focuses on the problem of 3D human reconstruction from 2D evidence.
We recast the problem as learning a mapping from the input to a distribution of plausible 3D poses.
arXiv Detail & Related papers (2021-08-26T17:55:11Z) - Time-Series Imputation with Wasserstein Interpolation for Optimal
Look-Ahead-Bias and Variance Tradeoff [66.59869239999459]
In finance, imputation of missing returns may be applied prior to training a portfolio optimization model.
There is an inherent trade-off between the look-ahead-bias of using the full data set for imputation and the larger variance in the imputation from using only the training data.
We propose a Bayesian posterior consensus distribution which optimally controls the variance and look-ahead-bias trade-off in the imputation.
arXiv Detail & Related papers (2021-02-25T09:05:35Z) - Model-agnostic Fits for Understanding Information Seeking Patterns in
Humans [0.0]
In decision making tasks under uncertainty, humans display characteristic biases in seeking, integrating, and acting upon information relevant to the task.
Here, we reexamine data from previous carefully designed experiments, collected at scale, that measured and catalogued these biases in aggregate form.
We design deep learning models that replicate these biases in aggregate, while also capturing individual variation in behavior.
arXiv Detail & Related papers (2020-12-09T04:34:58Z) - Evaluating Model Robustness and Stability to Dataset Shift [7.369475193451259]
We propose a framework for analyzing stability of machine learning models.
We use the original evaluation data to determine distributions under which the algorithm performs poorly.
We estimate the algorithm's performance on the "worst-case" distribution.
arXiv Detail & Related papers (2020-10-28T17:35:39Z) - Interpretable Neural Networks for Panel Data Analysis in Economics [10.57079240576682]
We propose a class of interpretable neural network models that can achieve both high prediction accuracy and interpretability.
We apply the model to predicting individual's monthly employment status using high-dimensional administrative data.
We achieve an accuracy of 94.5% in the test set, which is comparable to the best performed conventional machine learning methods.
arXiv Detail & Related papers (2020-10-11T18:40:22Z) - Parameter Space Factorization for Zero-Shot Learning across Tasks and
Languages [112.65994041398481]
We propose a Bayesian generative model for the space of neural parameters.
We infer the posteriors over such latent variables based on data from seen task-language combinations.
Our model yields comparable or better results than state-of-the-art, zero-shot cross-lingual transfer methods.
arXiv Detail & Related papers (2020-01-30T16:58:56Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.