Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf ·...

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Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William Rand in collaboration with David Darmon, Jimpei Harada, Jared Sylvester, PK Kannan, Arjuna Ariyaratne, and Michelle Girvan

Transcript of Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf ·...

Page 1: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion

William Rand

in collaboration withDavid Darmon, Jimpei Harada, Jared Sylvester, PK Kannan,

Arjuna Ariyaratne, and Michelle Girvan

Page 2: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

– First  research  center  focused  on  the  application  of  complex  systems  to  business  and  management  science  

–Working  toward  a  better  understanding  of  emergent  patterns  arising  from  nonlinear  interactions  of  individual  components  

– Examines  tools  such  as:    machine  learning,  agent-­‐based  modeling,  social  network  analysis,  geographic  information  systems,  systems  dynamic  modeling,  and  big  data  tools

Complex  Systems   and  Data  Science

http://www.rhsmith.umd.edu/ccb/

Supporters

Page 3: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

The Beauty of Big Data

• Individuals leave their footprints (and fingerprints) in the digital sand.

• These traces represent digital / social signals of human behavior.

• We can use these signals to explore the complexity of individuals and digital environments.

Page 4: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

The Challenge of Big Data

• What do we do with all this data?

• Aggregation of the data eliminates the richness of it

• The real benefit is when the data is used at the individual level

• How to make sense of that individual-level information?

Page 5: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

Agent-Based Modeling

• Agent-Based Modeling provides a way to understand individual-level interactions

• Traditionally, agent-based models use simple rules derived from theory

• If we could create ABMs directly from big data we would have an individual-level detailed model derived directly from digital traces

Page 6: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

A Solution

• Use Machine Learning to derive individual-level rules for agents automatically.– Causal State Model (CSM)

• Then use these rules to construct an agent-based model.

• Use this model to forecast individual behavior.

Page 7: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

Understanding the Predictive Power of Computational Mechanics and Echo State Networks in Social Media

David Darmon, Jared Sylvester, Michelle Girvan, and William Rand

ter.ps/compmech

Page 8: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

Predicting Twitter Engagement Using ML

Opportunity: Social Media is a great marketing channel.Challenge: However, there is a lot of noise, and its not

apparent when users are paying attention.Solution: Understand when users are active.Goal: Create a tool that can accurately predict when

different segments will post content.

Motivation

Page 9: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

Twitter users embedded in a 15k user follower network.

Statuses of all users collected over 7 weeks.

Select 3k subset of most frequently tweeting users.

The Dataset

Predicting Twitter Engagement Using ML

Page 10: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

2013-08-22 12:54:06 Is Your Gmail Social? How to Use Gmail Daily to Build an Engaged Community | Socially Sorted http://t.co/WVprF4bLPa via 2013-08-22 13:11:22 Facebook's Embedded Posts Now Available to Everyone http://t.co/Cc0q3cSTt62013-08-22 13:14:06 The Credible Hulk http://t.co/q17VrcSdBs2013-08-22 13:29:02 25 Things You Didn’t Know About Ninjas http://t.co/CcJz92sRyy2013-08-22 13:32:59 Twitter Users: Revoke and Reestablish Third Party App Access Now http://t.co/qL9LbnGO6e via @ShellyKramer2013-08-22 13:48:46 10 Brilliant Facebook Marketing Tactics to Increase Reach and Engagement http://t.co/Z4YsudlJ35 via @kathikruse2013-08-22 14:17:11 Google Now Adds Cards for NCAA Football Scores, Concert Tickets, Car Rentals and More http://t.co/BG6Yz2zDyU2013-08-22 15:18:03 What is the NSA Really Up To? [COMIC] http://t.co/hakoq1mFNX2013-08-22 15:39:04 6 Things Every Good Business Blog MUST Have http://t.co/KRGzZRCrbm

Tweet TextTimestamp

User: DanielZeevi

The Setup

Predicting Twitter Engagement Using ML

Page 11: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

Bin (in time) Twitter data, giving a discrete time series for each user v at time t:

The Setup

0 1 0 1 1 1 0 1 1 1… …

— user v doesn’t tweet— user v tweets

X(v , t) = 0

X(v , t) = 1

Time

Predicting Twitter Engagement Using ML

Page 12: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

Creating Epsilon Machines (Shalizi and Crutchfield, 2001; Crutchfield, 1994)

Assume was generated by a conditionally stationary stochastic process.

Explicitly learn the predictive distribution by grouping together pasts x that give equivalent predictions.

{Xi}Ni=1

P (Xi |X i�1i�L = x)

The Computational Mechanics Framework

A B

C

1

0

1

01

Causal State Model (CSM) built for each user usingCausal State Splitting Reconstruction (CSSR)

Begin with one state and divide as necessary.

Page 13: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

Call the model learned the

causal state model (CSM)

for each user. CSM has the unique property of being “maximally predictive and minimally complex”

Learn this state-space representation of the process using

Causal State Splitting Reconstruction (CSSR).

The Computational Mechanics Framework

Page 14: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

User: OcioNet

Page 15: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

User: HadiJayaPutra

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Testing Procedure

• Build model for each user separately

• Training: 45 days

• Testing: 4 days

• Look back 10 steps

• Predict ahead 1 step

• 0-1 Loss

• Compare to “majority vote” baseline

Predicting Twitter Engagement Using ML

Page 18: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

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Page 19: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

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Page 20: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

User: DanielZeevi

Base Rate:

CSM Rate: ESN Rate:

0.45060.9477 0.9419

Page 21: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

Forecasting High Tide:Predicting Times of Elevated

Activity in Online Social MediaDavid Darmon, Jimpei Harada, William Rand,

and Michelle Girvanter.ps/hightide

Page 22: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

Motivation

▪ Many individuals, firms, and organizations have interest in spreading information via online social networks.

▪ Spreading a message on social media requires:■ Influence: Position in social network.■ Persuasiveness: Success at retransmission.■ Timing: Success at timing transmission.

Page 23: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

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Page 24: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

Motivation

▪ The ‘optimal’ time varies from day-to-day andweek-to-week.

▪ Can we do better than seasonality by incorporating more information about the user activity?

▪ Compare three models:■ Seasonality

■ Prediction based on day-of-week+time-of-day.

■ Aggregate Autoregressive Model■ Prediction based on overall ‘excitement.’

■ Aggregation-of-Individuals■ Prediction based on individual ‘excitement.’

Page 25: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

Methodology — Seasonality

▪ We see that the number of users active showsweek-to-week seasonality.

▪ We estimate the seasonality using an average across W weeks:

▪ Take our seasonality prediction for time n as the value of this estimator at time n:

sn =1

W

X

j2{0,1,...,W�1}

An+jT .

ASn = sn.

Model 1 — Seasonality

▪ We see that the number of users active showsweek-to-week seasonality.

▪ We estimate the seasonality using an average across W weeks:

▪ Take our seasonality prediction for time n as the value of this estimator at time n:

sn =1

W

X

j2{0,1,...,W�1}

An+jT .

ASn = sn.

Page 26: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

Model 2 — Aggregate Autoregressive

▪ An extension to seasonality allows the residuals about the seasonality to exhibit memory.

▪ Can think of this as ‘excitement’ in the Twitterverse.

▪ Ex. The capture of Osama bin Laden.

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Page 27: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

Model 3 — Aggregation of Individuals

▪ The number of individuals active is the aggregation of individual activities.

▪ Previous work showed that many users exhibit stereotypical / predictable behavior.

▪ Predict each user u separately and then aggregate these predictions to get the overall prediction for AnAn.

▪ Use a hidden state representation, called an !-machine, to model the user’s behavior.

Page 28: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

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Time (∆ = 600 seconds)

AnCS

M

Xn(u

2)X

n(u

2)X

n(u

2)

n (∆ = 600 seconds)

Xn(u

2)

Xn(u

3)X

n(u

3)X

n(u

3)

n (∆ = 600 seconds)

Xn(u

3)

Xn(u

4)X

n(u

4)X

n(u

4)

n (∆ = 600 seconds)

Xn(u

4)

Xn(u

2685)

Xn(u

2685)

Xn(u

2685)

n (∆ = 600 seconds)

Xn(u

2685)

Xn(u

1)X

n(u

1)X

n(u

1)

n (∆ = 600 seconds)

Xn(u

1)

...

+ + + + +

Xn(u1) Xn(u2) Xn(u3) Xn(u4) Xn(u2685)

An

Page 29: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

Forecasting High Tide

▪ Question: How well can we predict that the activity level at a future time n will be at or abovequantile p* of activity for day d?

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Time (∆ = 600 seconds)

An

Num

ber o

f Use

rs R

etw

eetin

gA n

a : FTrued (a) = p⇤

In =

⇢1 : FTrue

d(n) (An) > p⇤

0 : otherwise

Page 30: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

Forecasting High Tide

▪ For prediction, use a historical distribution based on the seasonality for day d:

▪ For a predicted activity level , one of predict whether the activity is above the quantile p* using:

FHistd (a) =

1

N�

N�dX

n=N�(d�1)+1

⇥AS

n a⇤.

ˆIn(p) =

⇢1 : FHist

d(n)(ˆAn) > p

0 : otherwise

An {ASn, A

ARn , AAI

n },

Page 31: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

Results

SeasonalityAutoregressiveAgg. of Ind.

Year Seasonality Autoregressive Agg. of Individuals

2011 0.778 0.773 0.8252012 0.720 0.773 0.771

Area Under the ROC Curve (AUC):

Page 32: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

Attribution Modeling with Machine LearningDavid Darmon, Arjuna Ariyaratne,

William Rand, PK Kannan, and Michelle Girvan

Click on Email Promotion Link

Click on TripAdvisor Link

No conversion No conversion Converts

Day 1 Day 8

Click on Paid Search Link

Day 1

Purchase  Funnel

Firm.com Firm.com Firm.com

Page 33: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

Conclusions

• Machine Learning plus Agent-Based Modeling provides a robust and powerful solution to harnessing the power of big data

• This method can provide predictive power that exceeds traditional aggregate methods

• Limitation: Requires high-resolution time series data

Page 34: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

Future Work

• Construction of a software platform that would automatically generate agent-based models in a uniform way

• Implementation on GPGPU architectures

• Tests of the long-range predictive power of these models

Page 35: Using Big Data and Agent-Based Modeling to Understand ...files.meetup.com/2215331/dsdc2015.pdf · Using Big Data and Agent-Based Modeling to Understand Social Media Diffusion William

Thanks!Questions?

[email protected]@billrandter.ps/ccb

ter.ps/ccbssrnter.ps/ccbgithub