location_city Bengaluru schedule Aug 8th 04:30 - 05:15 PM IST place Grand Ball Room 2 people 233 Interested

Causal questions are ubiquitous in data science. For e.g. questions such as, did changing a feature in a website lead to more traffic or if digital ad exposure led to incremental purchase are deeply rooted in causality.

Randomized tests are considered to be the gold standard when it comes to getting to causal effects. However, experiments in many cases are unfeasible or unethical. In such cases one has to rely on observational (non-experimental) data to derive causal insights. The crucial difference between randomized experiments and observational data is that in the former, test subjects (e.g. customers) are randomly assigned a treatment (e.g. digital advertisement exposure). This helps curb the possibility that user response (e.g. clicking on a link in the ad and purchasing the product) across the two groups of treated and non-treated subjects is different owing to pre-existing differences in user characteristic (e.g. demographics, geo-location etc.). In essence, we can then attribute divergences observed post-treatment in key outcomes (e.g. purchase rate), as the causal impact of the treatment.

This treatment assignment mechanism that makes causal attribution possible via randomization is absent though when using observational data. Thankfully, there are scientific (statistical and beyond) techniques available to ensure that we are able to circumvent this shortcoming and get to causal reads.

The aim of this talk, will be to offer a practical overview of the above aspects of causal inference -which in turn as a discipline lies at the fascinating confluence of statistics, philosophy, computer science, psychology, economics, and medicine, among others. Topics include:

  • The fundamental tenets of causality and measuring causal effects.
  • Challenges involved in measuring causal effects in real world situations.
  • Distinguishing between randomized and observational approaches to measuring the same.
  • Provide an introduction to measuring causal effects using observational data using matching and its extension of propensity score based matching with a focus on the a) the intuition and statistics behind it b) Tips from the trenches, basis the speakers experience in these techniques and c) Practical limitations of such approaches
  • Walk through an example of how matching was applied to get to causal insights regarding effectiveness of a digital product for a major retailer.
  • Finally conclude with why understanding having a nuanced understanding of causality is all the more important in the big data era we are into.
 
 

Outline/Structure of the Talk

The broad structure is as below:

  • The fundamental tenets of causality and measuring causal effects.
  • Challenges involved in measuring causal effects in real world situations.
  • Distinguishing between randomized and observational approaches to measuring the same.
  • Provide an introduction to measuring causal effects using observational data using matching and its extension of propensity score based matching with a focus on the a) the intuition and statistics behind it b) Tips from the trenches, basis the speakers experience in these techniques and c) Practical limitations of such approaches
  • Walk through an example of how matching was applied to get to causal insights regarding effectiveness of a digital product at Walmart.
  • Finally conclude with why having a nuanced understanding of causality is all the more important in the big data era we are into.

Learning Outcome

Learning outcome is outlined as below:

  • The fundamental nuances of causal inference.
  • Understand the differences between randomized and observational studies & the challenges in getting to causal conclusions for each.
  • Analytical frameworks (and implementation tools) to tease out causal effects in the wild- when randomization isn’t an option. I will focus on matching and its extensions as the analytic framework to tease out causal effects from observational data. There really are a variety of methods – will keep to this in the interest of time & relevance -matching involves angles that should be of interest for ML enthusiasts (for e.g. consideration of different distance measures, finding K nearest neighbors in an efficient manner, classification models & a careful grasp of finer statistical nuances). Broadly, I intend to give the audience a flavor of the below in terms on an analysis framework:
    • An overview of matching.
    • Rules to implementing matching directly on covariates/confounders.
    • Segue into greedy (or nearest neighbor based) matching.
    • Briefly, touch upon the concept of optimal matching.
    • Analysis to test if matching as a process has worked for creating a conducive scenario for culling causal insights.
    • Branch off and show how we can extend this to create propensity scores and propensity score based matching.
    • On the implementation tool point, I will be providing details around available packages (and what are the better options) in the open source software R that can help us conduct such a matching based analysis.

Target Audience

Any practitioner of data science - Data Scientists, Decision Scientists, Data analysts & Data Science-Managers.

Prerequisites for Attendees

A basic understanding of statistics and machine learning.

Slides


Video


schedule Submitted 4 years ago

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    Krishna Sangeeth - The last mile problem in ML

    Krishna Sangeeth
    Krishna Sangeeth
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    Ericsson
    schedule 4 years ago
    Sold Out!
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    Talk
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    • How to fix the zombie models apocalypse, a state when nobody knows how the model was trained ?
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    45 Mins
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    20 Mins
    Talk
    Intermediate

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    - Integrated Development Environment (RStudio, PyCharm)

    - Coding best practices (Google’s R Style Guide and Hadley’s Style Guide, PEP 8)

    - Linter (lintR, Pylint)

    - Documentation – Code (Roxygen2, reStructuredText), README/Instruction Manual (RMarkdown, Jupyter Notebook)

    - Unit testing (testthat, unittest)

    - Packaging

    - Version control (Git)

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  • Siboli Mukherjee
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    Siboli Mukherjee - Real time Anomaly Detection in Network KPI using Time Series

    Siboli Mukherjee
    Siboli Mukherjee
    Data Analyst
    Vodafone Idea Ltd
    schedule 4 years ago
    Sold Out!
    20 Mins
    Experience Report
    Intermediate

    Abstract:

    How to accurately detect Key Performance Indicator (KPI) anomalies is a critical issue in cellular network management. In this talk I shall introduce CNR(Cellular Network Regression) a unified performance anomaly detection framework for KPI time-series data. CNR realizes simple statistical modelling and machine-learning-based regression for anomaly detection; in particular, it specifically takes into account seasonality and trend components as well as supports automated prediction model retraining based on prior detection results. I demonstrate here how CNR detects two types of anomalies of practical interest, namely sudden drops and correlation changes, based on a large-scale real-world KPI dataset collected from a metropolitan LTE network. I explore various prediction algorithms and feature selection strategies, and provide insights into how regression analysis can make automated and accurate KPI anomaly detection viable.

    Index Terms—anomaly detection, NPAR (Network Performance Analysis)

    1. INTRODUCTION

    The continuing advances of cellular network technologies make high-speed mobile Internet access a norm. However, cellular networks are large and complex by nature, and hence production cellular networks often suffer from performance degradations or failures due to various reasons, such as back- ground interference, power outages, malfunctions of network elements, and cable disconnections. It is thus critical for network administrators to detect and respond to performance anomalies of cellular networks in real time, so as to maintain network dependability and improve subscriber service quality. To pinpoint performance issues in cellular networks, a common practice adopted by network administrators is to monitor a diverse set of Key Performance Indicators (KPIs), which provide time-series data measurements that quantify specific performance aspects of network elements and resource usage. The main task of network administrators is to identify any KPI anomalies, which refer to unexpected patterns that occur at a single time instant or over a prolonged time period.

    Today’s network diagnosis still mostly relies on domain experts to manually configure anomaly detection rules such a practice is error-prone, labour intensive, and inflexible. Recent studies propose to use (supervised) machine learning for anomaly detection in cellular networks . ellular networks, a common practice adopted by network administrators is to monitor a diverse set of Key Performance Indicators (KPIs), which provide time-series data measurements that quantify specific performance aspects of network elements and resource usage. The main task of network administrators is to identify any KPI anomalies, which refer to unexpected patterns that occur at a single time instant or over a prolonged time period.

    Today’s network diagnosis still mostly relies on domain experts to manually configure anomaly detection rules such a practice is error-prone, labour intensive, and inflexible. Recent studies propose to use (supervised) machine learning for anomaly detection in cellular networks .

help