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Predictive Model Fusion: A Modular Approach to Big, Unstructured Data

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Date

2016-05-05

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Publisher

Virginia Tech

Abstract

Data sets of increasing size and complexity require new approaches for prediction as the sheer volume of data from disparate sources inhibits joint processing and modeling. Rather modular segmentation is required, in which a set of models process (potentially overlapping) partitions of the data to independently construct predictions. This framework enables individuals models to be tailored for specific selective superiorities without concern for existing models, which provides utility in cases of segmented expertise. However, a method for fusing predictions from the collection of models is required as models may be correlated. This work details optimal principles for fusing binary predictions from a collection of models to issue a joint prediction. An efficient algorithm is introduced and compared with off the shelf methods for binary prediction. This framework is then implemented in an applied setting to predict instances of civil unrest in Central and South America. Finally, model fusion principles of a spatiotemporal nature are developed to predict civil unrest. A novel multiscale modeling is used for efficient, scalable computation for combining a set of spatiotemporal predictions.

Description

Keywords

Model Fusion, Spatiotemporal Modeling, Areal Data, Sequential Monte Carlo

Citation