From ef57d6b86f5776b4a7bccf4b17ed97114d1135ef Mon Sep 17 00:00:00 2001
From: Antti Hyttinen <ajhyttin@gmail.com>
Date: Thu, 8 Aug 2019 09:41:06 +0300
Subject: [PATCH] Algortihm box. moving things around.
---
paper/sl.tex | 88 ++++++++++++++++++++++++++++------------------------
1 file changed, 47 insertions(+), 41 deletions(-)
diff --git a/paper/sl.tex b/paper/sl.tex
index 598a773..a169dec 100755
--- a/paper/sl.tex
+++ b/paper/sl.tex
@@ -388,6 +388,19 @@ We use a propensity score framework to model $X$ and $Z$: they are assumed conti
\end{itemize}
\end{itemize}
+\begin{algorithm}
+ %\item Potential outcomes / CBI \acomment{Put this in section 3? Algorithm box with these?}
+ \begin{itemize}
+ \item Take test set
+ \item Compute the posterior for parameters and variables presented in equation \ref{eq:data_model}.
+ \item Using the posterior predictive distribution, draw estimates for the counterfactuals.
+ \item Impute the missing outcomes using the estimates from previous step
+ \item Obtain a point estimate for the failure rate by computing the mean.
+ \item Estimates for the counterfactuals Y(1) for the unobserved values of Y were obtained using the posterior expectations from Stan. We used the NUTS sampler to estimate the posterior. When the values for...
+ \end{itemize}
+
+\caption{Counterfactual based imputation} \end{algorithm}
+
\section{Extension To Non-Linearity (2nd priority)}
% If X has multiple dimensions or the relationships between the features and the outcomes are clearly non-linear the presented approach can be extended to accomodate non-lineairty. Jung proposed that... Groups... etc etc.
@@ -396,6 +409,38 @@ We use a propensity score framework to model $X$ and $Z$: they are assumed conti
\begin{itemize}
\item Lakkaraju and contraction. \cite{lakkaraju2017selective}
+ \item Contraction
+ \begin{itemize}
+ \item Algorithm by Lakkaraju et al. Assumes that the subjects are assigned to the judges at random and requires that the judges differ in leniency.
+ \item Can estimate the true failure only up to the leniency of the most lenient decision-maker.
+ \item Performance is affected by the number of people judged by the most lenient decision-maker, the agreement rate and the leniency of the most lenient decision-maker. (Performance is guaranteed / better when ...)
+ \item Works only on binary outcomes
+ \item (We show that our method isn't constrained by any of these)
+ \item The algorithm goes as follows...
+%\begin{algorithm}[] % enter the algorithm environment
+%\caption{Contraction algorithm \cite{lakkaraju17}} % give the algorithm a caption
+%\label{alg:contraction} % and a label for \ref{} commands later in the document
+%\begin{algorithmic}[1] % enter the algorithmic environment
+%\REQUIRE Labeled test data $\D$ with probabilities $\s$ and \emph{missing outcome labels} for observations with $T=0$, acceptance rate r
+%\ENSURE
+%\STATE Let $q$ be the decision-maker with highest acceptance rate in $\D$.
+%\STATE $\D_q = \{(x, j, t, y) \in \D|j=q\}$
+%\STATE \hskip3.0em $\rhd$ $\D_q$ is the set of all observations judged by $q$
+%\STATE
+%\STATE $\RR_q = \{(x, j, t, y) \in \D_q|t=1\}$
+%\STATE \hskip3.0em $\rhd$ $\RR_q$ is the set of observations in $\D_q$ with observed outcome labels
+%\STATE
+%\STATE Sort observations in $\RR_q$ in descending order of confidence scores $\s$ and assign to $\RR_q^{sort}$.
+%\STATE \hskip3.0em $\rhd$ Observations deemed as high risk by the black-box model $\mathcal{B}$ are at the top of this list
+%\STATE
+%\STATE Remove the top $[(1.0-r)|\D_q |]-[|\D_q |-|\RR_q |]$ observations of $\RR_q^{sort}$ and call this list $\mathcal{R_B}$
+%\STATE \hskip3.0em $\rhd$ $\mathcal{R_B}$ is the list of observations assigned to $t = 1$ by $\mathcal{B}$
+%\STATE
+%\STATE Compute $\mathbf{u}=\sum_{i=1}^{|\mathcal{R_B}|} \dfrac{\delta\{y_i=0\}}{| \D_q |}$.
+%\RETURN $\mathbf{u}$
+%\end{algorithmic}
+%\end{algorithm}
+ \end{itemize}
\item Counterfactuals/Potential outcomes. \cite{pearl2010introduction} (also Rubin)
\item Approach of Jung et al for optimal policy construction. \cite{jung2018algorithmic}
\item Discussions of latent confounders in multiple contexts.
@@ -451,47 +496,8 @@ We treat the observations as independent and the still the leniency would be a g
\item Vanilla estimator of a model's performance. Obtained by first ordering the observations by the predictions assigned by the decider in the modelling step.
\item Then 1-r \% of the most dangerous are detained and given a negative decision. The failure rate is computed as the ratio of negative outcomes to the number of subjects.
\end{itemize}
- \item Contraction
- \begin{itemize}
- \item Algorithm by Lakkaraju et al. Assumes that the subjects are assigned to the judges at random and requires that the judges differ in leniency.
- \item Can estimate the true failure only up to the leniency of the most lenient decision-maker.
- \item Performance is affected by the number of people judged by the most lenient decision-maker, the agreement rate and the leniency of the most lenient decision-maker. (Performance is guaranteed / better when ...)
- \item Works only on binary outcomes
- \item (We show that our method isn't constrained by any of these)
- \item The algorithm goes as follows...
-%\begin{algorithm}[] % enter the algorithm environment
-%\caption{Contraction algorithm \cite{lakkaraju17}} % give the algorithm a caption
-%\label{alg:contraction} % and a label for \ref{} commands later in the document
-%\begin{algorithmic}[1] % enter the algorithmic environment
-%\REQUIRE Labeled test data $\D$ with probabilities $\s$ and \emph{missing outcome labels} for observations with $T=0$, acceptance rate r
-%\ENSURE
-%\STATE Let $q$ be the decision-maker with highest acceptance rate in $\D$.
-%\STATE $\D_q = \{(x, j, t, y) \in \D|j=q\}$
-%\STATE \hskip3.0em $\rhd$ $\D_q$ is the set of all observations judged by $q$
-%\STATE
-%\STATE $\RR_q = \{(x, j, t, y) \in \D_q|t=1\}$
-%\STATE \hskip3.0em $\rhd$ $\RR_q$ is the set of observations in $\D_q$ with observed outcome labels
-%\STATE
-%\STATE Sort observations in $\RR_q$ in descending order of confidence scores $\s$ and assign to $\RR_q^{sort}$.
-%\STATE \hskip3.0em $\rhd$ Observations deemed as high risk by the black-box model $\mathcal{B}$ are at the top of this list
-%\STATE
-%\STATE Remove the top $[(1.0-r)|\D_q |]-[|\D_q |-|\RR_q |]$ observations of $\RR_q^{sort}$ and call this list $\mathcal{R_B}$
-%\STATE \hskip3.0em $\rhd$ $\mathcal{R_B}$ is the list of observations assigned to $t = 1$ by $\mathcal{B}$
-%\STATE
-%\STATE Compute $\mathbf{u}=\sum_{i=1}^{|\mathcal{R_B}|} \dfrac{\delta\{y_i=0\}}{| \D_q |}$.
-%\RETURN $\mathbf{u}$
-%\end{algorithmic}
-%\end{algorithm}
- \end{itemize}
- \item Potential outcomes / CBI
- \begin{itemize}
- \item Take test set
- \item Compute the posterior for parameters and variables presented in equation \ref{eq:data_model}.
- \item Using the posterior predictive distribution, draw estimates for the counterfactuals.
- \item Impute the missing outcomes using the estimates from previous step
- \item Obtain a point estimate for the failure rate by computing the mean.
- \item Estimates for the counterfactuals Y(1) for the unobserved values of Y were obtained using the posterior expectations from Stan. We used the NUTS sampler to estimate the posterior. When the values for...
- \end{itemize}
+
+
\end{itemize}
\paragraph{Results}
(Target for this section from problem formulation: show that our evaluator is unbiased/accurate (show mean absolute error), robust to changes in data generation (some table perhaps, at least should discuss situations when the decisions are bad/biased/random = non-informative or misleading), also if the decider in the modelling step is bad and its information is used as input, what happens.)
--
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