Related papers: Explaining Classification Models Built on High-Dim…
Machine Learning explainability techniques have been proposed as a means of `explaining' or interrogating a model in order to understand why a particular decision or prediction has been made. Such an ability is especially important at a…
We present fast classification techniques for sparse generalized linear and additive models. These techniques can handle thousands of features and thousands of observations in minutes, even in the presence of many highly correlated…
Multicriteria decision analysis aims at supporting a person facing a decision problem involving conflicting criteria. We consider an additive utility model which provides robust conclusions based on preferences elicited from the decision…
Bayesian sparse factor models have proven useful for characterizing dependence in multivariate data, but scaling computation to large numbers of samples and dimensions is problematic. We propose expandable factor analysis for scalable…
Feature importance estimates that inform users about the degree to which given inputs influence the output of a predictive model are crucial for understanding, validating, and interpreting machine-learning models. However, providing fast…
Shapley values have seen widespread use in machine learning as a way to explain model predictions and estimate the importance of covariates. Accurately explaining models is critical in real-world models to both aid in decision making and to…
In modern data analysis, sparse model selection becomes inevitable once the number of predictors variables is very high. It is well-known that model selection procedures like the Lasso or Boosting tend to overfit on real data. The…
The relevance of machine learning (ML) in our daily lives is closely intertwined with its explainability. Explainability can allow end-users to have a transparent and humane reckoning of a ML scheme's capability and utility. It will also…
Choice models, which capture popular preferences over objects of interest, play a key role in making decisions whose eventual outcome is impacted by human choice behavior. In most scenarios, the choice model, which can effectively be viewed…
Sparse representations using data dictionaries provide an efficient model particularly for signals that do not enjoy alternate analytic sparsifying transformations. However, solving inverse problems with sparsifying dictionaries can be…
The large majority of inferences drawn in empirical political research follow from model-based associations (e.g. regression). Here, we articulate the benefits of predictive modeling as a complement to this approach. Predictive models aim…
Advances in machine learning technologies have led to increasingly powerful models in particular in the context of big data. Yet, many application scenarios demand for robustly interpretable models rather than optimum model accuracy; as an…
A feature-based model explanation denotes how much each input feature contributes to a model's output for a given data point. As the number of proposed explanation functions grows, we lack quantitative evaluation criteria to help…
We present sparse tree-based and list-based density estimation methods for binary/categorical data. Our density estimation models are higher dimensional analogies to variable bin width histograms. In each leaf of the tree (or list), the…
Forward regression is a statistical model selection and estimation procedure which inductively selects covariates that add predictive power into a working statistical regression model. Once a model is selected, unknown regression parameters…
Balancing predictive power and interpretability has long been a challenging research area, particularly in powerful yet complex models like neural networks, where nonlinearity obstructs direct interpretation. This paper introduces a novel…
Decisions in organizations are about evaluating alternatives and choosing the one that would best serve organizational goals. To the extent that the evaluation of alternatives could be formulated as a predictive task with appropriate…
In naturalistic learning problems, a model's input contains a wide range of features, some useful for the task at hand, and others not. Of the useful features, which ones does the model use? Of the task-irrelevant features, which ones does…
Sparse feature selection is necessary when we fit statistical models, we have access to a large group of features, don't know which are relevant, but assume that most are not. Alternatively, when the number of features is larger than the…
The interpretability of prediction mechanisms with respect to the underlying prediction problem is often unclear. While several studies have focused on developing prediction models with meaningful parameters, the causal relationships…