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Automated Statistical Model Discovery with Language Models

ICML 2024 · Large language models › Agents, code and math · approach: LLMs for optimization and heuristics · 2 citations (OpenAlex)

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Introduces BoxLM, which uses LLMs (GPT-4) inside Box's Loop to propose, fit (via PyMC/JAX), and critique probabilistic programs for automated statistical model discovery.

Problem

Automating statistical model discovery, which normally requires expert-designed DSLs and handcrafted search procedures, over open-ended spaces of probabilistic models under domain and natural-language constraints.

Approach

An LM acts as modeler (proposing probabilistic programs given data, metadata, and exemplars) and as critic (summarizing fit statistics and posterior predictive summaries into natural-language feedback), iterated within Box's Loop, so no domain-specific language or hand-designed search is needed.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
remove dataset metadata (ablation)BoxLM · Surgical simELPD LOO: -38.38 -> -63.72Hurt
remove dataset metadata (ablation)BoxLM · PeregrineELPD LOO: -173.11 -> -136.39Helped
use simulated observations (ablation)BoxLM · DugongsELPD LOO: 23.40 -> 57.40Helped
use simulated observations (ablation)BoxLM · PeregrineELPD LOO: -173.11 -> -179.06Hurt
use visual-only dataset and criticism inputs instead of textual inputs (ablation)GPT-4 BoxLM · PeregrineELPD LOO: -164.69 -> -143.45Helped
use visual-only dataset and criticism inputs instead of textual inputs (ablation)GPT-4 BoxLM · Eight schoolsELPD LOO: -30.17 -> -30.40No clear effect
use GPT-3.5 Turbo instead of GPT-4 (ablation)BoxLM · DugongsELPD LOO: 22.61 -> 21.01Hurt
use GPT-3.5 Turbo instead of GPT-4 (ablation)BoxLM · Eight schoolsELPD LOO: -30.17 -> -30.44No clear effect
augment the base kernel space with additional kernels (ablation)BoxLM · Australian beer salesMAEHelped
augment the base kernel space with additional kernels (ablation)BoxLM · other time-series datasetsMAENo clear effect
use the state-space criticism update instead of selecting top programs (ablation)BoxLM · Stan datasetsELPD LOONo clear effect
add LM-driven corrections to the standard Lotka-Volterra modelLotka-Volterra · predator-prey simulated datatest MAEHelped

Surprising findings

Limitations

Experimental setup

Datasets: Stan PosteriorDB eight schools Stan PosteriorDB dugongs Stan PosteriorDB surgical Stan PosteriorDB peregrine six univariate time series datasets (Automatic Statistician) simulated Lotka-Volterra perturbed dynamics

Benchmarks: Stan PosteriorDB eight schools, dugongs, surgical, peregrine (and simulated / no-metadata variants) six univariate time series datasets (GP kernel search) perturbed Lotka-Volterra test extrapolation

Metrics: ELPD LOO mean absolute error squared error

Baselines: Automatic Statistician periodic kernel GP spectral mixture kernel GP N-BEATS expert Stan programs (PosteriorDB) standard Lotka-Volterra neural ODE hybrid neural ODE

Builds on: Automatic Statistician Box's Loop PyMC Jax diffrax

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