Predictive Models

I have mentioned, in the past, that I am a huge fan of Nate Silver. Something which he used to repeat quite frequently, on their podcast, is a sort of predictive modelling tautology:

The best prediction of the future is no change.

Nate Silver [Paraphrasing]

This concept has even got a probabilistic and philosophical theory behind it. All other things being equal, over the long history of time, the next moment from now is not likely to be any different from right now. If we repeat this process often enough then we will be right more often than we are wrong. In essence, we are accepting that there is continuity (and perhaps causality) in our experience of the natural world. Political scientist David Runciman even explored the concept in his recent work of political theory.

I originally took this statement in the manner in which, I hope, it was intended. But behind every great phrase there is often an enticing problem. Thinking over this phrase has led me to realise that there are three basic types of predictive models and each one of them has a fundamentally different purpose and indeed parameterisation.

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Narrative and Decision Models

Since I managed to break my writers’ block on decision making models last week I want to follow-up with a brief discussion on the use of Narrative in presenting decision models to an audience.

In my first article on decision making models I emphasized that a model must serve a purpose. In explaining our models to others I want to highlight that there are two purposes behind explaining a model; the first is to convince the audience; the second is to convey insights into the model. This is the opposite ordering of how scientifically-trained modellers typically think about communicating results, but it is by far-and-away the prioritisation of most top scientific communicators around the world.

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Decision Making Using Models 3.0

This is my third attempt, over the course of 9 months, to write this article. The first attempt foundered on my desire to go into detail on whether explanation or explanability is a good characteristic of a model or not. I confess, this was overly motivated by my personal frustration at having worked with somebody who, “never let the facts get in the way of a good story.” The second attempt got lost in a forest of anecdotes from previous projects. I was trying so hard to knit them together that I failed to make a point. Today, I want to focus on the single most important thing that I have learned about developing decision making models.

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The era of the solo contributor is dead

I have been reconnecting with some of my academic friends. We all belong more or less to the same age cohort. In recent weeks, I have been watching them interacting with one another on Twitter and through various other media. They each have achieved considerable degrees of success in their chosen fields – all have tenure at global top-50 ranked institutions. Through my observations, I have come to the realisation that the era of the solo contributor is dead.

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Data Science in Biomedical Industry

I am asked quite often how I see Data Science in the biomedical industry. I have, of course, many answers each of which is context dependent. However one theme which I find frequently recurring is a sort of straw-man debate which seems to inherently attract technical practitioners.

The debate is usually structured as follows:
How do you see the validation of medical AI products working in practice?
Answer: clinical trials, test-validation sets, blah, blah
But doesn’t this lead to enormous overheads?
Answer: yes, but there are shortcuts
But if you take these shortcuts then don’t you run the risk of running into costly failures when you finally run the clinical trials?
It goes on….

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Preprint Announcement – AI in Medicine Product Development Framework

Working in industrial research is usually very motivating but occasionally it is also frustrating. You’ve just done something really cool but you’re not allowed to tell anybody outside the company about it. Indeed, in a small company there might not be anybody inside of the company who can even appreciate it!

I have worked on roughly 4 really cool projects since leaving academia at the end of 2017. And apart from some basic mentions in my blog (e.g. here and here) most of what I have done has been known only to a few key stakeholders.

Since leaving Fosanis last September I have had a visiting researcher affiliation at the Digital Health Accelerator of the Berlin Institute of Health. I have used my time to mentor a cohort of teams attempting to spin out their ideas; to work on a causal inference project; and, to write a paper about the structural aspects of medical AI products. This week, along with my co-author Vince Madai, we submitted that paper.

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RCTs vs Real-World Evidence for medical AI

Randomised controlled trials (RCTs) have been the gold standard for statistical evidence, of treatment effect, for over 100 years. Their strength is in their attempt to avoid major sources of bias in a comparison of the evidence. However, they are costly to run, particularly in the domain of personalised medicine, to which medical AI products typically belong.

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Invited Speaker: Dynamics of Immune Responses

I have been invited to speak at the Dynamics of Immune Responses workshop/seminar/conference in May-June 2020. The invitation arose through my previous efforts to found a company in this space.

There is a growing awareness in the field of immunology of the potential for using mathematical techniques. The wedge-issue here is the cascade of data appearing via new cytometry techniques; large-data looks like a math issue to most people. I of course come from the other side of a spectrum – everything looks like a math issue to me – I wanted to stimulate drug development which engages with immune system dynamics by founding my company.

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