Model Building and Model Selection (advanced)
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Transcript of Model Building and Model Selection (advanced)
Overview• What is a model?• How the use of models drives science• Models of forgetting
– The model– The history – Some problems
• Criterion Variability• RT
• Solutions– Ratcliff Diffusion – DSDT
• Model Selection– What we look for - "The simplist best explanation of the data"– Complexity vs Fit– Fit
• Maximum likelihood/ Deviance• Model selection
– AIC– BIC
What is a model• A somewhat simplified explanation of reality.– Possesses many of the characteristics of the phenomena it represents
– Is however in a manageable and examinable "size"
– Think of a model airplane
What is a Quantitative model
• Mathematical instantiations of key assumptions and principles embodied in the theory from which it evolved.
• A formalization of a theory that enables the exploration of its operation.
Why Modeling?• To infer the underlying structural properties of a mental process from behavioral data that were thought to have been generated by that process.
• Often entertain multiple models as possible explanations of observed data
Forgetting• People forget information over time....– When we inspect the data over time we almost ubiquetiously a non-linear negitively accelerating decline
– Defining this decline has been the quest of experimental psychology for over 100 years
• THE FORGETTING CURVE
Issues to Consider • 1. The rate at which memories fade over time– The rate question
•Decay of memory traces or interference• 2. Do all memories completly fade over time or are some memories permanent or at least very long lasting– The fate question
Models of the Forgetting Curve
1)1(),( taatR
1),( ttRweight
M odels and param eters
teaatR )1(,θ asymptotea
scale
rate
Typical Forgetting m odels Param eters
Fits to existing data
1009080706050403020100
0.5
0.4
0.3
0.2
0.1
Lag
Retention Probability
ParetoPowerExponentialObserved
Rubin Hinton and Wenzel (1999)
DataExponentialPowerPareto
0 10 20 30 400.4
0.5
0.6
0.7
0.8
0.9
Tim e (s)
Proportion C
orrect
High learning
Low learning
Wixted and Ebbesen (1997)
Model Selection Techniques- 2 types of Analysis
Fixed Effect ModelsMaximum Likelihood
1.Deviance2.BIC3.AIC
Random Effect ModelsHierarchal Bayesian Analysis via MCMC methods
1.Posterior Deviance2.BICM3.DIC
Model Selection Techniques
Bayesian Information Criteria (BIC)
pDAIC 2Akaike Information Criteria (AIC)
=Number of parameters
p
Deviance (D)
7
11lnlnmaxarg2
iiiiii pnNpnD
i iNpDBIC ln
Bayesian Information Criteria Monte Carlo (BICM,Raftery,2007)
Posterior Deviance Measures of Model Choice;
pV=Effective number of parameterspV=Var(D)/2
1ln i ivM NpDBIC
DpDDIC 2
Deviance Information Criteria
DDpDˆ
The Deviance Information Crtierion (DIC, Spiegelhalter et al., 2002) subtracts the deviance of the mean of the posterior parameters from the mean of the deviance to estimate the effective number of model parameters (pD)
vM pDAIC
Bayesian Information Criteria Monte Carlo (BICM)
Akaike Information Criteria Monte Carlo (AICM)
)log(max2 npVBICM
Measures of Model Choice; Raferty et al. (2007)
pVAICM 2max2
)|(log2)( ypD
pV=Effective number of parameterspV=Var(D)/2
Rubin, Hinton & Wenzel (1999) Model Selection BICM
M odel Selection
M odel
BICM
26.0
26.5
27.0
27.5
28.0
28.5
29.0
Exp3 W Par Pow2 Pow3 Exp2
Monte Carlo Error
Rubin, Hinton & Wenzel (1999) Model Selection AICM
M odel Selection
M odel
AICM
26.0
26.5
27.0
27.5
28.0
28.5
29.0
Exp3 W Par Pow2 Pow3 Exp2
Rubin, Hinton & Wenzel (1999) Complexity pVCom plexity
M odel
pV
1.0
1.5
2.0
2.5
3.0
3.5
4.0
Exp3 W Par Pow2 Pow3 Exp2
Wixted & Ebbensen (1991) Model Selection BICMM odel Selection
M odel
BICM
25.0
25.5
26.0
26.5
27.0
Exp3 Pow2 W Par Pow3 Exp2
Inclusion of asymptote strongly aids the exponential
Com plexity
M odel
pV
1.01.5
2.02.5
3.0
Exp3 Pow2 W Par Pow3 Exp2
Wixted & Ebbesen (1991) Complexity pV
Averell and Heathcote (2006) Model Selection BICMM odel Choice
M odel
BICM
3638
4042
4446
48
Exp3 Pow3 W Par Pow2 Exp2
Averell and Heathcote (2006) Complexity pV
M odel Choice
M odel
pV
1.01.5
2.02.5
3.0
Exp3 Pow3 W Par Pow2 Exp2
Posterior Model ProbabilityAs BICm is a Bayes Factor estimate it can be used to get posterior model probabilities
iMBICMBIC
iimim eeMp 22
For individuals and on average two parameter power & exponential models are favoured
Eab Ea Pab Pa W b W
Im plicit: pBIC
Subje
ct Average
0.0
0.2
0.4
0.6
0.8
1.0
Subjects with best m odel/32Ea : 12Pa : 20
Eab Ea Pab Pa W b W
Explicit: pBIC
Subject Average
0.0
0.2
0.4
0.6
0.8
1.0
Subjects with best m odel/32Ea : 17Pa : 11W : 4
0 10 20 30 40 50 60
0.00.2
0.40.6
0.81.0
Average
M inutes
p(Co
rrect)
Pareto
Average ML Fits
0 10 20 30 40 50 60
0.2
0.3
0.4
0.5
0.6
All Subjects
Lag (m inutes)
p(Co
rrect)
DataExponentialPareto
p(Exponential>Pareto) = 0.78pV(Exponential) = 2.83pV(Pareto) = 2.37
Pareto and Asymptote Exponential
Asymptote greatly aids the exponential