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paper/paper.md

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@@ -35,7 +35,7 @@ We present the GPCERF R package, which employs a novel Bayesian approach based o
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In the GPCERF R package we have introduced a novel Bayesian approach. This method utilizes Gaussian Processes (GPs) as a prior for counterfactual outcome surfaces, offering a flexible way to estimate the CERF with automatic uncertainty quantification. Additionally, it can incorporate prior information about the level of smoothness of the underlying causal ERF through specifically designed covariance functions. Popular R packages for estimating causal ERF, such as CausalGPS [@CausalGPS_R; @wu_2022], ipw [@ipw_paper], npcausal [@Kennedy2017npcausal] and CBPS [@CBPS_R; @Imai_2013; @Fong_2018], are primarily built on frequentist frameworks. To the best of the authors’ knowledge, however, Bayesian nonparametric alternatives are relatively scarce. causaldrf [@causaldrf_R] uses Bayesian Additive Regression Trees (BART) for flexible causal ERF estimation. BCEE [@bcee_R; @Talbot_2015; @Talbot_2022] applies a Bayesian model averaging approach for causal ERF estimation. bkmr [@bkmr_R; @Bobb_2014] employs a kernel-based Bayesian model, which is equivalent to a GP prior, to estimate the effect of multivariate exposure on the outcome of interest. However, since it does not explicitly address confounding in the observational data, the resulting estimate does not have causal interpretation.
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While various R packages, like GauPro [@GauPro_2023], mlegp [@mlegp_2022], and GPfit [@GPfit_2019; @GPfit_paper_2015], offer Gaussian process regression capabilities, we chose not to use them. The primary reason is that these packages rely on traditional techniques for hyper parameter tuning, such as sampling from the hyper-parameters’ posterior distributions or maximizing the marginal likelihood function. Our approach, in contrast, aims to achieve optimal covariate balancing. By utilizing the posterior distributions of model parameters, we can automatically assess the uncertainty in our CERF estimates [for further details, see @Ren_2021_bayesian]. Since standard GPs are infamous for their scalability issues—particularly due to operations involving the inversion of covariance matrices—we adopt a nearest-neighbor GP (nnGP) [@Datta_2016] prior to ensure computationally efficient inference of the CERF in large-scale datasets. Refer to \autoref{fig:performance} and \autoref{fig:performance_nn} for comparisons of the wall clock time between standard GP and nnGP.
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While various R packages, like GauPro [@GauPro_2023], mlegp [@mlegp_2022], and GPfit [@GPfit_2019; @GPfit_paper_2015], offer Gaussian process regression capabilities, we chose not to use them. The primary reason is that these packages rely on traditional techniques for hyper parameter tuning, such as sampling from the hyper-parameters’ posterior distributions or maximizing the marginal likelihood function. Our approach, in contrast, aims to achieve optimal covariate balancing. By utilizing the posterior distributions of model parameters, we can automatically assess the uncertainty in our CERF estimates [for further details, see @Ren_2021_bayesian]. Since standard GPs are infamous for their scalability issues—particularly due to operations involving the inversion of covariance matrices—we adopt a nearest-neighbor GP (nnGP) [@Datta_2016] prior to ensure computationally efficient inference of the CERF in large-scale datasets. The \ref{performance} section presents comparisons of the wall clock times between standard GP and nnGP.
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# Overview
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![Plot of nnGP models S3 object. Left: Estimated CERF with credible band. Right: Covariate balance of confounders before and after weighting with nnGP approach.\label{fig:nngp}](figures/readme_nngp.png){ width=100% }
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# Performance analyses of standard and nearest neighbor GP models
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\label{performance}
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The time complexity of the standard Gaussian Process (GP) model is $O(n^3)$, while for the nearest neighbor GP (nnGP) model, it is $O(n * m ^ 3)$, where $m$ is the number of neighbors. An in-depth discussion on achieving these complexities is outside the scope of this paper. Readers interested in further details can refer to @Ren_2021_bayesian. This section focuses on comparing the wall clock time of standard GP and nnGP models in calculating the Conditional Exposure Response Function (CERF) at a specific exposure level, $w$. We set the hyper-parameters to values at $\alpha = \beta = \gamma/\sigma = 1$. \autoref{fig:performance} shows the comparison of standard GP model with nnGP utilizing 50 nearest neighbors. Due to the differing parallelization architectures of the standard GP and nnGP in our package, we conducted this benchmark on a single core. The sample size was varied from 3,000 to 10,000, a range where nnGP begins to demonstrate notable efficiency over the standard GP. We repeat the process 20 times with different seed values. We plotted wall clock time against sample size for both methods. To enhance the visualization of the increasing rate of wall clock time, we applied a log transformation to both axes. For this specific set of analyses the estimated slope of 3.09 (ideally 3) for standard GP aligns with its $O(n^3)$ time complexity. According to the results, a sample size of 10,000 data samples is not large enough to establish a meaningful relationship for the time complexity of the nnGP model effectively.
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