Marianthi-Anna Kioumourtzoglou

Daniel Mork, Marianthi-Anna Kioumourtzoglou, Marc Weisskopf et al.

Children's health studies support an association between maternal environmental exposures and children's birth outcomes. A common goal is to identify critical windows of susceptibility--periods during gestation with increased association between maternal exposures and a future outcome. The timing of the critical windows and magnitude of the associations are likely heterogeneous across different levels of individual, family, and neighborhood characteristics. Using an administrative Colorado birth cohort we estimate the individualized relationship between weekly exposures to fine particulate matter (PM$_{2.5}$) during gestation and birth weight. To achieve this goal, we propose a statistical learning method combining distributed lag models and Bayesian additive regression trees to estimate critical windows at the individual level and identify characteristics that induce heterogeneity from a high-dimensional set of potential modifying factors. We find evidence of heterogeneity in the PM$_{2.5}$-birth weight relationship, with some mother-child dyads showing a 3 times larger decrease in birth weight for an IQR increase in exposure (5.9 to 8.5 $μg/m^3$ PM$_{2.5}$) compared to the population average. Specifically, we find increased susceptibility for non-Hispanic mothers who are either younger, have higher body mass index or lower educational attainment. Our case study is the first precision health study of critical windows.

Jeremiah Zhe Liu, John Paisley, Marianthi-Anna Kioumourtzoglou et al.

Ensemble learning is a standard approach to building machine learning systems that capture complex phenomena in real-world data. An important aspect of these systems is the complete and valid quantification of model uncertainty. We introduce a Bayesian nonparametric ensemble (BNE) approach that augments an existing ensemble model to account for different sources of model uncertainty. BNE augments a model's prediction and distribution functions using Bayesian nonparametric machinery. It has a theoretical guarantee in that it robustly estimates the uncertainty patterns in the data distribution, and can decompose its overall predictive uncertainty into distinct components that are due to different sources of noise and error. We show that our method achieves accurate uncertainty estimates under complex observational noise, and illustrate its real-world utility in terms of uncertainty decomposition and model bias detection for an ensemble in predict air pollution exposures in Eastern Massachusetts, USA.

Jeremiah Zhe Liu, John Paisley, Marianthi-Anna Kioumourtzoglou et al.

Ensemble learning is a mainstay in modern data science practice. Conventional ensemble algorithms assigns to base models a set of deterministic, constant model weights that (1) do not fully account for variations in base model accuracy across subgroups, nor (2) provide uncertainty estimates for the ensemble prediction, which could result in mis-calibrated (i.e. precise but biased) predictions that could in turn negatively impact the algorithm performance in real-word applications. In this work, we present an adaptive, probabilistic approach to ensemble learning using dependent tail-free process as ensemble weight prior. Given input feature $\mathbf{x}$, our method optimally combines base models based on their predictive accuracy in the feature space $\mathbf{x} \in \mathcal{X}$, and provides interpretable uncertainty estimates both in model selection and in ensemble prediction. To encourage scalable and calibrated inference, we derive a structured variational inference algorithm that jointly minimize KL objective and the model's calibration score (i.e. Continuous Ranked Probability Score (CRPS)). We illustrate the utility of our method on both a synthetic nonlinear function regression task, and on the real-world application of spatio-temporal integration of particle pollution prediction models in New England.