While deep learning has enabled tremendous progress on text and image datasets, its superiority on tabular data is not clear. We contribute extensive benchmarks of standard and novel deep learning methods as well as tree-based models such as XGBoost and Random Forests, across a large number of datasets and hyperparameter combinations. We define a standard set of 45 datasets from varied domains with clear characteristics of tabular data and a benchmarking methodology accounting for both fitting models and finding good hyperparameters. Results show that treebased models remain state-of-the-art on medium-sized data (∼10K samples) even without accounting for their superior speed. To understand this gap, we conduct an empirical investigation into the differing inductive biases of tree-based models and Neural Networks (NNs). This leads to a series of challenges which should guide researchers aiming to build tabular-specific NNs: 1. be robust to uninformative features, 2. preserve the orientation of the data, and 3. be able to easily learn irregular functions. To stimulate research on tabular architectures, we contribute a standard benchmark and raw data for baselines: every point of a 20 000 compute hours hyperparameter search for each learner.Preprint. Under review.
This tutorial shows how to build, fit, and criticize disease transmission models in Stan, and should be useful to researchers interested in modeling the severe acute respiratory syndrome coronavirus 2 (SARS‐CoV‐2) pandemic and other infectious diseases in a Bayesian framework. Bayesian modeling provides a principled way to quantify uncertainty and incorporate both data and prior knowledge into the model estimates. Stan is an expressive probabilistic programming language that abstracts the inference and allows users to focus on the modeling. As a result, Stan code is readable and easily extensible, which makes the modeler's work more transparent. Furthermore, Stan's main inference engine, Hamiltonian Monte Carlo sampling, is amiable to diagnostics, which means the user can verify whether the obtained inference is reliable. In this tutorial, we demonstrate how to formulate, fit, and diagnose a compartmental transmission model in Stan, first with a simple susceptible‐infected‐recovered model, then with a more elaborate transmission model used during the SARS‐CoV‐2 pandemic. We also cover advanced topics which can further help practitioners fit sophisticated models; notably, how to use simulations to probe the model and priors, and computational techniques to scale‐up models based on ordinary differential equations.
This tutorial shows how to build, fit, and criticize disease transmission models in Stan, and should be useful to researchers interested in modeling the COVID-19 outbreak and doing Bayesian inference. Bayesian modeling provides a principled way to quantify uncertainty and incorporate prior knowledge into the model. What is more, Stan's main inference engine, Hamiltonian Monte Carlo sampling, is amiable to diagnostics, which means we can verify whether our inference is reliable. Stan is an expressive probabilistic programing language that abstracts the inference and allows users to focus on the modeling. The resulting code is readable and easily extensible, which makes the modeler's work more transparent and flexible. In this tutorial, we demonstrate with a simple Susceptible-Infected-Recovered (SIR) model how to formulate, fit, and diagnose a compartmental model in Stan. We also introduce more advanced topics which can help practitioners fit sophisticated models; notably, how to use simulations to probe our model and our priors, and computational techniques to scale ODE-based models.
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