Andrew Jesson

### PhD, started 2019

Andrew is a DPhil student in the Department of Computer Science at the University of Oxford. He works in the Applied and Theoretical Machine Learning Group (OATML) under the supervision of Yarin Gal. Prior to joining the group, he was a program manager and researcher at Imagia in Montreal. He obtained his undergraduate and master’s degrees from the Department of Electrical and Computer Engineering at McGill University, working in the Probabilistic Vision Group (PVG) under the supervision of Tal Arbel. His research focuses on personalized decision making under uncertainty in causal-effect estimates. Specifically, he is interested in quantifying, integegrating, and reducing uncertainty arising from the relaxation of causal assumptions.

Publications while at OATML:

Using Non-Linear Causal Models to Study Aerosol-Cloud Interactions in the Southeast Pacific

Aerosol-cloud interactions include a myriad of effects that all begin when aerosol enters a cloud and acts as cloud condensation nuclei (CCN). An increase in CCN results in a decrease in the mean cloud droplet size (r$_{e}$). The smaller droplet size leads to brighter, more expansive, and longer lasting clouds that reflect more incoming sunlight, thus cooling the earth. Globally, aerosol-cloud interactions cool the Earth, however the strength of the effect is heterogeneous over different meteorological regimes. Understanding how aerosol-cloud interactions evolve as a function of the local environment can help us better understand sources of error in our Earth system models, which currently fail to reproduce the observed relationships. In this work we use recent non-linear, causal machine learning methods to study the heterogeneous effects of aerosols on cloud droplet radius.

Andrew Jesson, Peter Manshausen, Alyson Douglas, Duncan Watson-Parris, Yarin Gal, Philip Stier
Workshops on Tackling Climate Change with Machine Learning, and Causal Inference & Machine Learning: Why now?, NeurIPS 2021

Causal-BALD: Deep Bauesian Active Learning of Outcomes to Infer Treatment-Effects

Estimating personalized treatment effects from high-dimensional observational data is essential in situations where experimental designs are infeasible, unethical or expensive. Existing approaches rely on fitting deep models on outcomes observed for treated and control populations, but when measuring the outcome for an individual is costly (e.g. biopsy) a sample efficient strategy for acquiring outcomes is required. Deep Bayesian active learning provides a framework for efficient data acquisition by selecting points with high uncertainty. However, naive application of existing methods selects training data that is biased toward regions where the treatment effect cannot be identified because there is non-overlapping support between the treated and control populations. To maximize sample efficiency for learning personalized treatment effects, we introduce new acquisition functions grounded in information theory that bias data acquisition towards regions where overlap is satisfied, by... [full abstract]

Andrew Jesson, Panagiotis Tigas, Joost van Amersfoort, Andreas Kirsch, Uri Shalit, Yarin Gal
NeurIPS, 2021

Quantifying Ignorance in Individual-Level Causal-Effect Estimates under Hidden Confounding

We study the problem of learning conditional average treatment effects (CATE) from high-dimensional, observational data with unobserved confounders. Unobserved confounders introduce ignorance -- a level of unidentifiability -- about an individual's response to treatment by inducing bias in CATE estimates. We present a new parametric interval estimator suited for high-dimensional data, that estimates a range of possible CATE values when given a predefined bound on the level of hidden confounding. Further, previous interval estimators do not account for ignorance about the CATE stemming from samples that may be underrepresented in the original study, or samples that violate the overlap assumption. Our novel interval estimator also incorporates model uncertainty so that practitioners can be made aware of out-of-distribution data. We prove that our estimator converges to tight bounds on CATE when there may be unobserved confounding, and assess it using semi-synthetic, high-dimensional ... [full abstract]

Andrew Jesson, Sören Mindermann, Yarin Gal, Uri Shalit
ICML, 2021
[arXiv]

Identifying Causal Effect Inference Failure with Uncertainty-Aware Models

Recommending the best course of action for an individual is a major application of individual-level causal effect estimation. This application is often needed in safety-critical domains such as healthcare, where estimating and communicating uncertainty to decision-makers is crucial. We introduce a practical approach for integrating uncertainty estimation into a class of state-of-the-art neural network methods used for individual-level causal estimates. We show that our methods enable us to deal gracefully with situations of "no-overlap", common in high-dimensional data, where standard applications of causal effect approaches fail. Further, our methods allow us to handle covariate shift, where test distribution differs to train distribution, common when systems are deployed in practice. We show that when such a covariate shift occurs, correctly modeling uncertainty can keep us from giving overconfident and potentially harmful recommendations. We demonstrate our methodology with a ra... [full abstract]

Andrew Jesson, Sören Mindermann, Uri Shalit, Yarin Gal
NeurIPS, 2020
[arXiv] [BibTex]

Blog Posts

13 OATML Conference papers at NeurIPS 2021

OATML group members and collaborators are proud to present 13 papers at NeurIPS 2021 main conference. …

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Jannik Kossen, Neil Band, Aidan Gomez, Clare Lyle, Tim G. J. Rudner, Yarin Gal, Binxin (Robin) Ru, Clare Lyle, Lisa Schut, Atılım Güneş Baydin, Tim G. J. Rudner, Andrew Jesson, Panagiotis Tigas, Joost van Amersfoort, Andreas Kirsch, Pascal Notin, Angelos Filos, 11 Oct 2021

21 OATML Conference and Workshop papers at ICML 2021

OATML group members and collaborators are proud to present 21 papers at ICML 2021, including 7 papers at the main conference and 14 papers at various workshops. Group members will also be giving invited talks and participate in panel discussions at the workshops. …

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Angelos Filos, Clare Lyle, Jannik Kossen, Sebastian Farquhar, Tom Rainforth, Andrew Jesson, Sören Mindermann, Tim G. J. Rudner, Oscar Key, Binxin (Robin) Ru, Pascal Notin, Panagiotis Tigas, Andreas Kirsch, Jishnu Mukhoti, Joost van Amersfoort, Lisa Schut, Muhammed Razzak, Aidan Gomez, Jan Brauner, Yarin Gal, 17 Jul 2021

When causal inference fails - detecting violated assumptions with uncertainty-aware models

NeurIPS 2020. Tl;dr: Uncertainty-aware deep models can identify when some causal-effect inference assumptions are violated.

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Andrew Jesson, Sören Mindermann, Uri Shalit, Yarin Gal, 08 Dec 2020

22 OATML Conference and Workshop papers at NeurIPS 2020

OATML group members and collaborators are proud to be presenting 22 papers at NeurIPS 2020. Group members are also co-organising various events around NeurIPS, including workshops, the NeurIPS Meet-Up on Bayesian Deep Learning and socials. …

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Muhammed Razzak, Panagiotis Tigas, Angelos Filos, Atılım Güneş Baydin, Andrew Jesson, Andreas Kirsch, Clare Lyle, Freddie Kalaitzis, Jan Brauner, Jishnu Mukhoti, Lewis Smith, Lisa Schut, Mizu Nishikawa-Toomey, Oscar Key, Binxin (Robin) Ru, Sebastian Farquhar, Sören Mindermann, Tim G. J. Rudner, Yarin Gal, 04 Dec 2020

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