Forests of Uncertaint(r)ees: Using tree-based ensembles to estimate probability distributions of future conflict
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Abstract (arXiv)
Predictions of fatalities from violent conflict on the PRIO-GRID-month (pgm) level are characterized by high levels of uncertainty, limiting their usefulness in practical applications. We discuss the two main sources of uncertainty for this prediction task, the nature of violent conflict and data limitations, embedding conflict prediction in the wider literature on uncertainty quantification in machine learning. Based on this, we develop a strategy to quantify uncertainty in conflict forecasting, shifting from traditional point predictions to full predictive distributions. Our approach combines multiple tree-based classifiers and distributional regressors in a custom AutoML setup, estimating distributions for each pgm individually. We also test the integration of regional models in spatial ensembles as a potential avenue to reduce uncertainty by lowering data requirements and accounting for systematic differences between conflict contexts. The models are able to consistently outperform a suite of benchmarks derived from conflict history in predictions up to one year in advance. Marginal differences in model-wide metrics emphasize the need to understand their behavior for a given prediction problem, in this case characterized by extremely high zero-inflatedness. Adressing this, we compliment our evaluation with a simulation experiment, which demonstrates that our models reflect meaningful performance improvements, which can be traced back to conflict-affected regions. Lastly, we show that the integration of regional models does not decrease performance, opening avenues to integrate additional data sources in the future.
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References · 11
- 2016XGBoost: A Scalable Tree Boosting Systemcited by 5,166
- 2019Aleatoric and Epistemic Uncertainty in Machine Learning: An Introduction to Concepts and Methodscited by 913
- 2020A Review of Uncertainty Quantification in Deep Learning: Techniques, Applications and Challengescited by 819
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- 2021A Survey of Uncertainty in Deep Neural Networkscited by 680
- 2019NGBoost: Natural Gradient Boosting for Probabilistic Predictioncited by 94
- 2023Machine learning with data assimilation and uncertainty quantification for dynamical systems: a reviewcited by 75
- 2020Distributional Random Forests: Heterogeneity Adjustment and Multivariate Distributional Regressioncited by 37
- 2022A review of predictive uncertainty estimation with machine learningcited by 29
- 2023Sources of Uncertainty in Supervised Machine Learning -- A Statisticians' Viewcited by 28
- 2024The 2023/24 VIEWS Prediction Challenge: Predicting the Number of Fatalities in Armed Conflict, with Uncertaintycited by 3
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