Effect of predictive-distribution flexibility on epidemic forecasting
Determine whether replacing GENIE’s constrained parametric predictive distributions with more flexible non-parametric distributions, such as normalising flows, improves predictive performance for epidemic forecasting.
References
It remains to answer: to what extent is predictive performance limited by the choice of parametric family rather than by the representation learned by the neural network? One specific limitation here is that in equation~\ref{eq:distribution_q}, we treat each burden's predictive distributions as independent conditional on the context which is a restriction on the joint predictive distribution. The limited flexibility of the parametric family may constrain the ability of the model to represent the conditional marginal distributions. Non-parametric models, such as normalising flows, learn transformations of a simple base distribution and can represent substantially more complex distributions, including arbitrarily multimodal, skewed and heavy-tailed densities. Whether this additional flexibility translates into improved predictive performance for epidemic forecasting remains an unanswered empirical question.