Simulation of calibrated complex synthetic population data with XGBoost

Abstract

Synthetic data generation methods are used to transform the original data into privacy-compliant synthetic copies (twin data). With our proposed approach, synthetic data can be simulated in the same size as the input data or in any size, and in the case of finite populations, even the entire population can be simulated. The proposed XGBoost-based method is compared with known model-based approaches to generate synthetic data using a complex survey data set. The XGBoost method shows strong performance, especially with synthetic categorical variables, and outperforms other tested methods. Furthermore, the structure and relationship between variables are well preserved. The tuning of the parameters is performed automatically by a modified k-fold cross-validation. If exact population margins are known, e.g., cross-tabulated population counts on age class, gender and region, the synthetic data must be calibrated to those known population margins. For this purpose, we have implemented a simulated annealing algorithm that is able to use multiple population margins simultaneously to post-calibrate a synthetic population. The algorithm is, thus, able to calibrate simulated population data containing cluster and individual information, e.g., about persons in households, at both person and household level. Furthermore, the algorithm is efficiently implemented so that the adjustment of populations with many millions or more persons is possible.