Thought Leaders

Structured expert judgment using the Classical Method

When complex decisions must be made while data is unavailable, structured expert judgment can be used to combine uncertainty distributions resulting from experts’ assessments. Roger Cooke, the Chauncey Starr Senior Fellow at Resources for the Future, and Emeritus Professor at Delft University of Technology, created the well-known Classical Model to quantify uncertainty using expert opinion. Together with Dr Tina Nane, from Delft University of Technology, and Dr Anca Hanea, from the University of Melbourne, Professor Cooke presents ‘Decision Making Under Uncertainty: Introduction to Structured Expert Judgment’, the only freely available online course on structured expert judgment.

Expert opinions are frequently sought when complex decisions must be made in situations where appropriate information cannot be acquired from existing data and models. Experts are asked to quantify their uncertainty over quantities of interest that inform the decision-making process. Furthermore, the experts are unlikely to be in complete agreement with one another. In such situations, expert judgement can be employed to quantify the uncertainty that ensues and to aggregate expert opinion.

Roger Cooke, the Chauncey Starr Senior Fellow at Resources for the Future, and Emeritus Professor at Delft University of Technology, created the Classical Model, also known as Cooke’s method, for quantifying uncertainty when using expert opinion. Throughout the three decades since its formulation, the Classical Model has been used to perform structured expert judgment in a diverse range of applications, including climate change, disaster management, epidemiology, public and global health, ecology, aviation, nuclear safety, environment, and ecology. In addition, together with Dr Tina Nane, also from Delft University of Technology, and Dr Anca Hanea, from the University of Melbourne, Professor Cooke presents the only available online module on structured expert judgment.

Expert judgment can range from asking an individual expert for their best guess, to following a formal, structured approach to systematically obtain and combine probabilistic judgments. This synthesis of opinions is called expert elicitation. The validation of expert judgments is challenging since they are only called for when other data are unavailable. Measuring their accuracy is, therefore, an arduous task.

Structured expert judgment
Structured expert judgment aggregates experts’ uncertainty distributions. Cooke explains that structured expert judgment methods are intended to ‘quantify uncertainty, not to remove it from the decision process’. If expert data is to be recognised as scientific data, it should be subjected to the same quality controls as any other kind of data. He proposed a class of methods, known as structured expert judgment, that satisfy four principles required for any method described as ‘scientific’. These are scrutability/accountability, neutrality, fairness, and empirical quality control. Cooke’s Classical Model is arguably the most rigorous method for quantifying uncertainty by using expert opinion.

Structured expert judgment methods are intended to ‘quantify uncertainty, not to remove it from the decision process’.

The Classical Model
The naming of the ‘Classical Model’ highlights the method’s association with classical statistics. The Classical Model uses objective performance measures to validate expert opinion. The experts assess uncertain target questions together with a set of calibration questions. The calibration questions are from the experts’ field of knowledge, have observed true values and often involve data from official reports that have not yet been made public. The experts are scored on their performance in assessing the calibration questions. Validation is achieved by assessing the statistical accuracy of an expert’s assessments together with how much information they provide. These two quantitative measures of performance are used to calculate performance-based weights.

The Classical Model combines experts’ distributions using these performance-based weights, optimising the performance of the combined expert, or ‘Decision Maker’. Several interesting mathematical issues arise from optimising this performance-based aggregation. In non-technical terms, Cooke describes how the performance measure must reward both the experts’ statistical accuracy and informativeness, while discouraging the experts from stating judgments that differ from their true opinions. The performance of the Decision Maker can be evaluated in the same way as that of the experts, using the same performance measures. Performance-optimised Decision Makers correspond to virtual experts and can be adopted by the real-life decision maker. Cross validation is also applied whereby subsets of calibration variables are used to form weights and predict the excluded calibration variables.

The Centers for Disease Control and Prevention applied the Classical Model in their work to control food-borne illnesses, including Salmonella. Image by U.S. Government / Rawpixel.com

Applications
Numerous studies have been conducted using the Classical Model. Highlights among these include its application to nuclear safety in the 1990s in research being carried out by the European Union and the United States Nuclear Regulatory Commission. During the prolonged volcanic eruption on the island of Montserrat in the West Indies, from 1995 to 2018, the Classical Model was a key decision-support procedure. Harvard University and the Kuwait government used Cooke’s method in their 2004–2005 study of fine particulates, pollution in the form of tiny particles or droplets suspended in the air. It was also used in an investigation into foodborne diseases for the World Health Organization in 2011–2013.

Illnesses transmitted by food and water
More recently, the Centers for Disease Control and Prevention and the University of Florida, together with Roger Cooke, Tina Nane, and Willy Aspinall, performed a large, structured expert judgment study using Cooke’s Classical Model in their work to control and prevent illnesses transmitted through food and water in the United States. The expert elicitation took place at a two-day workshop in May 2017 and involved 48 experts from various professional and scientific backgrounds. Estimates were obtained for the proportion of 33 pathogens including bacteria, such as Salmonella and Legionella, and viruses, such as norovirus and hepatitis A, attributed to each of five major transmission pathways (foodborne, waterborne, person-to-person, animal contact, and environmental), and six associated sub-pathways.

The researchers commented on how the method made it possible for the estimates to be informed by multiple data sources, such as outbreak surveillance data, studies of sporadic illnesses, case reports, and the experts’ professional knowledge. They also pointed out that using calibration questions to weigh expert responses, a unique feature of the Classical Model, ‘introduces mathematical rigor not found with other elicitation methods’. The findings provide an understanding of the multiple transmission pathways for the identified pathogens and support the targeting of resources and prioritisation of public health interventions, as well as informing policy.

Climate change
Climate change is riddled with uncertainty, and Cooke observes that both the scientific community and the general population make errors when reasoning under uncertainty, and fail to convey it accurately. Faced with multiple uncertain quantities, most people will identify what they consider the most likely outcome for each quantity and then reason as if those values were certain. Uncertainty is ‘taken into account’ after the fact by adding qualifiers such as ‘highly confident’, ‘most likely’, and ‘virtually certain’. This may be satisfactory when deciding whether to take an umbrella to work, but not when deciding how society should deal with climate issues impacting life as we know it. The uncritical aggregation of high confidences sets and baits the ‘confidence trap’: thinking that high confidence in each of several statements confers high confidence in all statements jointly. Consider: you may be highly confident that a six will not come up on the first throw of a dice, and on the second, and third and fourth. However, the probability is about one half that a six will come up on one of the four throws. Reasoning under uncertainty must obey the laws of probability, even if the probabilities are subjective. Communicating uncertainty to the lay public is difficult, but if the communicators themselves don’t understand uncertainty, then it is well-nigh impossible. This, in Cooke’s opinion, is a major challenge of dealing with climate change. We must decide before the facts are in. That means deciding under uncertainty – which we do very badly.

In a review of 49 professionally contracted studies, Cooke highlighted the challenges involved in ensuring that the use of expert subjective probabilities is scientific. This evaluation revealed pervasive overconfidence among experts. It gave insight into how the role of domain expertise and experience can affect statistical accuracy and informativeness. Moreover, the review demonstrated the need for cross validation, to gauge how well performance on calibration variables predicts performance on the variables of interest.

Researchers at the University of Bristol, UK, Princeton University and Rutgers University in the US, and Resources for the Future, have completed a significant structured expert judgement study into climate change. They employed the Classical Model to investigate the contribution made by the dynamic effects of ice sheets to the global mean sea‑level rise.

Image by U.S. Government / Rawpixel.com

Forecasting the imminent rise in sea level is challenging. Even so, the quantification of future sea-level rise uncertainties, particularly upper-end estimates, are urgently required to inform adaptation strategies. Expert elicitation took place at two separate, two-day workshops held in the US and UK in 2018 and involved 22 experts. The format and questions were identical, so that the findings could be combined using the Classical Model. The research team found that by 2100, sea-level rise could exceed 2m, more than twice the upper value put forward by the United Nations Intergovernmental Panel on Climate Change in the Fifth Assessment Report. Moreover, this would have profound consequences for humanity with a potential land loss of 1.79 million km2, including areas of food production, and up to 187 million people displaced.

Using calibration to weight expert responses, a unique feature of the Classical Model, ‘introduces mathematical rigor not found with other elicitation methods’.

The article detailing this study, published in the Proceedings of the National Academy of Sciences of the United States of America (PNAS), has received a great deal of attention. It has been mentioned in 331 news stories from 263 outlets, and as the 70th most-discussed paper in 2019, it sits in the top 5% of all research outputs scored by altmetric.com.

Online module
The Classical Model is also the focus of a Massive Open Online Course (MOOC): ‘Decision Making Under Uncertainty: Introduction to Structured Expert Judgment’, presented by Roger Cooke, Tina Nane, and Anca Hanea. This course is arranged into six parts, combining theory and applications in an interactive and engaging manner.

Learners are introduced to structured expert judgment methods, particularly the Classical Model, and advised as to why and when they should be applied. They learn how to account for uncertainty assessments and biases within a complex decision-making setting. There is also the opportunity to analyse expert data with EXCALIBUR or Anduryl, software packages implementing the Classical Model, and obtain answers to questions of interest. Optional modules include exploring dependence elicitation and eliciting probabilities, applying structured expert-judgment methods to real-world scenarios, and using a different method, the IDEA Protocol module. This is the only available module on expert judgment. In its three runs to date, it has attracted more than 7,000 participants from 121 countries.

A follow-up online course is dedicated to applying structured expert judgment. Learners have the opportunity to perform their own study, under close guidance from Tina Nane and Roger Cooke. The learners will design the study and gather, assess the performance of, and combine, expert opinion. They will also carry out the analysis and report the findings of their study.

Evaluation of the Classical Model
Cooke has collected expert data from many studies over the years to evaluate the Classical Model and compare it with other possible weighting schemes, including equal weighting and quantile aggregation. The Classical Model outperformed the other aggregation methods considered in the analysis. The findings demonstrate the superiority of the Classical Model, both in terms of in-sample and out-of-sample validation and in terms of point forecast accuracy. Moreover, when compared with other aggregation methods, the performance-based combination of experts generated by the Classical Model is more statistically accurate and more informative.

Personal Response


What inspired you to include performance-based weights in the Classical Model?

Expert subjective probabilities began appearing in technical risk analyses of nuclear power plants in the 1970s. The rigorous reporting in these early studies exposed very wide differences in experts’ judgments and teed up issues of validating and synthesising expert judgment. Any new measurement device, such as Galileo’s telescope, is first ‘calibrated’ by applying it to things we know before employing it to measure things we don’t know. Expert judgment constitutes a new measuring device. Applying this simple idea led to treating experts as statistical hypotheses and validating these hypotheses against calibration variables from their field to which the true values were known.

This feature article was created with the approval of the research team featured. This is a collaborative production, supported by those featured to aid free of charge, global distribution.

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