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EM and component-wise boosting for Hidden Markov Models: a machine-learning approach to capture-recapture

Rankin, R.W. (2016) EM and component-wise boosting for Hidden Markov Models: a machine-learning approach to capture-recapture. bioRxiv .

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Abstract

This study presents a new boosting method for capture-recapture models, rooted in predictive-performance and machine-learning. The regularization algorithm combines Expectation-Maximization and boosting to yield a type of multimodel inference, including automatic variable selection and control of model complexity. By analyzing simulations and a real dataset, this study shows the qualitatively similar estimates between AICc model-averaging and boosted capture-recapture for the CJS model. I discuss a number of benefits of boosting for capture-recapture, including: i) ability to fit non-linear patterns (regression-trees, splines); ii) sparser, simpler models that are less prone to over-fitting, singularities or boundary-value estimates than conventional methods; iii) an inference paradigm that is rooted in predictive-performance and free of p-values or 95% confidence intervals; and v) estimates that are slightly biased, but are more stable over multiple realizations of the data. Finally, I discuss some philosophical considerations to help practitioners motivate the use of either prediction-optimal methods (AIC, boosting) or model-consistent methods. The boosted capture-recapture framework is highly extensible and could provide a rich, unified framework for addressing many topics in capture-recapture, such as spatial capture-recapture, individual heterogeneity, and non-linear effects.

Item Type: Others
Murdoch Affiliation: School of Veterinary and Life Sciences
Publisher: Cold Spring Harbor Labs Journals
URI: http://researchrepository.murdoch.edu.au/id/eprint/31199
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