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Decision-aware training of spatiotemporal forecasting models to select a top K subset of sites for intervention

7 March 2025
Kyle Heuton
F. Samuel Muench
Shikhar Shrestha
Thomas J. Stopka
Michael C. Hughes
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Abstract

Optimal allocation of scarce resources is a common problem for decision makers faced with choosing a limited number of locations for intervention. Spatiotemporal prediction models could make such decisions data-driven. A recent performance metric called fraction of best possible reach (BPR) measures the impact of using a model's recommended size K subset of sites compared to the best possible top-K in hindsight. We tackle two open problems related to BPR. First, we explore how to rank all sites numerically given a probabilistic model that predicts event counts jointly across sites. Ranking via the per-site mean is suboptimal for BPR. Instead, we offer a better ranking for BPR backed by decision theory. Second, we explore how to train a probabilistic model's parameters to maximize BPR. Discrete selection of K sites implies all-zero parameter gradients which prevent standard gradient training. We overcome this barrier via advances in perturbed optimizers. We further suggest a training objective that combines likelihood with a decision-aware BPR constraint to deliver high-quality top-K rankings as well as good forecasts for all sites. We demonstrate our approach on two where-to-intervene applications: mitigating opioid-related fatal overdoses for public health and monitoring endangered wildlife.

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@article{heuton2025_2503.05622,
  title={ Decision-aware training of spatiotemporal forecasting models to select a top K subset of sites for intervention },
  author={ Kyle Heuton and F. Samuel Muench and Shikhar Shrestha and Thomas J. Stopka and Michael C. Hughes },
  journal={arXiv preprint arXiv:2503.05622},
  year={ 2025 }
}
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