Be the first to like this
The Importance of Modeling Data Collection
Data sets used in machine learning are often collected in a systematically biased way - certain data points are more likely to be collected than others. We call this "observation bias". For example, in health care, we are more likely to see lab tests when the patient is feeling unwell than otherwise. Failing to account for observation bias can, of course, result in poor predictions on new data. By contrast, properly accounting for this bias allows us to make better use of the data we do have.
In this presentation, we discuss practical and theoretical approaches to dealing with observation bias. When the nature of the bias is known, there are simple adjustments we can make to nonparametric function estimation techniques, such as Gaussian Process models. We also discuss the scenario where the data collection model is unknown. In this case, there are steps we can take to estimate it from observed data. Finally, we demonstrate that having a small subset of data points that are known to be collected at random - that is, in an unbiased way - can vastly improve our ability to account for observation bias in the rest of the data set.
My hope is that attendees of this presentation will be aware of the perils of observation bias in their own work, and be equipped with tools to address it.