Interpretable predictive modeling for climate variables with weighted lasso

Sijie He, Xinyan Li, Vidyashankar Sivakumar, Arindam Banerjee

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

An important family of problems in climate science focus on finding predictive relationships between various climate variables. In this paper, we consider the problem of predicting monthly deseasonalized land temperature at different locations worldwide based on sea surface temperature (SST). Contrary to popular belief on the trade-off between (a) simple interpretable but inaccurate models and (b) complex accurate but uninterpretable models, we introduce a weighted Lasso model for the problem which yields interpretable results while being highly accurate. Covariate weights in the regularization of weighted Lasso are pre-determined, and proportional to the spatial distance of the covariate (sea surface location) from the target (land location). We establish finite sample estimation error bounds for weighted Lasso, and illustrate its superior empirical performance and interpretability over complex models such as deep neural networks (Deep nets) and gradient boosted trees (GBT). We also present a detailed empirical analysis of what went wrong with Deep nets here, which may serve as a helpful guideline for application of Deep nets to small sample scientific problems.

Original languageEnglish (US)
Title of host publication33rd AAAI Conference on Artificial Intelligence, AAAI 2019, 31st Innovative Applications of Artificial Intelligence Conference, IAAI 2019 and the 9th AAAI Symposium on Educational Advances in Artificial Intelligence, EAAI 2019
PublisherAAAI press
Pages1385-1392
Number of pages8
ISBN (Electronic)9781577358091
StatePublished - 2019
Event33rd AAAI Conference on Artificial Intelligence, AAAI 2019, 31st Annual Conference on Innovative Applications of Artificial Intelligence, IAAI 2019 and the 9th AAAI Symposium on Educational Advances in Artificial Intelligence, EAAI 2019 - Honolulu, United States
Duration: Jan 27 2019Feb 1 2019

Publication series

Name33rd AAAI Conference on Artificial Intelligence, AAAI 2019, 31st Innovative Applications of Artificial Intelligence Conference, IAAI 2019 and the 9th AAAI Symposium on Educational Advances in Artificial Intelligence, EAAI 2019

Conference

Conference33rd AAAI Conference on Artificial Intelligence, AAAI 2019, 31st Annual Conference on Innovative Applications of Artificial Intelligence, IAAI 2019 and the 9th AAAI Symposium on Educational Advances in Artificial Intelligence, EAAI 2019
CountryUnited States
CityHonolulu
Period1/27/192/1/19

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