Building an Automated Statistician
(joint invited lecture for ALT/DS 2014)

Author: Zoubin Ghahramani

Affiliation: Department of Engineering, University of Cambridge, UK

Abstract. We will live an era of abundant data and there is an increasing need for methods to automate data analysis and statistics. I will describe the "Automated Statistician", a project which aims to automate the exploratory analysis and modelling of data. Our approach starts by defining a large space of related probabilistic models via a grammar over models, and then uses Bayesian marginal likelihood computations to search over this space for one or a few good models of the data. The aim is to find models which have both good predictive performance, and are somewhat interpretable. Our initial work has focused on the learning of unknown nonparametric regression functions, and on learning models of time series data, both using Gaussian processes. Once a good model has been found, the Automated Statistician generates a natural language summary of the analysis, producing a 10-15 page report with plots and tables describing the analysis. I will discuss challenges such as: how to trade off predictive performance and interpretability, how to translate complex statistical concepts into natural language text that is understandable by a numerate non-statistician, and how to integrate model checking. This is joint work with James Lloyd and David Duvenaud (Cambridge) and Roger Grosse and Josh Tenenbaum (MIT).

Bio. Zoubin Ghahramani is Professor of Information Engineering at the University of Cambridge, where he leads a group of about 30 researchers. He studied computer science and cognitive science at the University of Pennsylvania, obtained his PhD from MIT in 1995, and was a postdoctoral fellow at the University of Toronto. His academic career includes concurrent appointments as one of the founding members of the Gatsby Computational Neuroscience Unit in London, and as a faculty member of CMU's Machine Learning Department for over 10 years. His current research focuses on nonparametric Bayesian modelling and statistical machine learning. He has also worked on applications to bioinformatics, econometrics, and a variety of large-scale data modelling problems. He has published over 200 papers, receiving 25,000 citations (an h-index of 68). His work has been funded by grants and donations from EPSRC, DARPA, Microsoft, Google, Infosys, Facebook, Amazon, FX Concepts and a number of other industrial partners. In 2013, he received a $750,000 Google Award for research on building the Automatic Statistician. He serves on the advisory boards of Opera Solutions and Microsoft Research Cambridge, on the Steering Committee of the Cambridge Big Data Initiative, and in a number of leadership roles as programme and general chair of the leading international conferences in machine learning: AISTATS (2005), ICML (2007, 2011), and NIPS (2013, 2014). More information can be found at http://mlg.eng.cam.ac.uk.