Related papers: IPAD: Stable Interpretable Forecasting with Knocko…
We study the problem of efficiently computing the derivative of the fixed-point of a parametric nondifferentiable contraction map. This problem has wide applications in machine learning, including hyperparameter optimization, meta-learning…
Interpretability is the study of explaining models in understandable terms to humans. At present, interpretability is divided into two paradigms: the intrinsic paradigm, which believes that only models designed to be explained can be…
This paper introduces a straightforward sieve-based approach for estimating and conducting inference on regression parameters in panel data models with interactive fixed effects. The method's key assumption is that factor loadings can be…
Interpretability is a pressing issue for machine learning. Common approaches to interpretable machine learning constrain interactions between features of the input, rendering the effects of those features on a model's output comprehensible…
We introduce local conditional hypotheses that express how the relation between explanatory variables and outcomes changes across different contexts, described by covariates. By expanding upon the model-X knockoff filter, we show how to…
Perturbation robustness evaluates the vulnerabilities of models, arising from a variety of perturbations, such as data corruptions and adversarial attacks. Understanding the mechanisms of perturbation robustness is critical for global…
How can we perform efficient inference and learning in directed probabilistic models, in the presence of continuous latent variables with intractable posterior distributions, and large datasets? We introduce a stochastic variational…
Continuous improvement in medical imaging techniques allows the acquisition of higher-resolution images. When these are used in a predictive setting, a greater number of explanatory variables are potentially related to the dependent…
In many applications involving large dataset or online updating, stochastic gradient descent (SGD) provides a scalable way to compute parameter estimates and has gained increasing popularity due to its numerical convenience and memory…
The truthfulness of existing explanation methods in authentically elucidating the underlying model's decision-making process has been questioned. Existing methods have deviated from faithfully representing the model, thus susceptible to…
We introduce a dynamic approach to probabilistic forecast reconciliation at scale. Our model differs from the existing literature in this area in several important ways. Firstly we explicitly allow the weights allocated to the base…
Despite the high performance of neural network-based time series forecasting methods, the inherent challenge in explaining their predictions has limited their applicability in certain application areas. Due to the difficulty in identifying…
Mechanistic interpretability is often motivated for alignment auditing, where a model's verbal explanations can be absent, incomplete, or misleading. Yet many evaluations do not control whether black-box prompting alone can recover the…
Probabilistic inferences distill knowledge from graphs to aid human make important decisions. Due to the inherent uncertainty in the model and the complexity of the knowledge, it is desirable to help the end-users understand the inference…
Effective medication management in Parkinson's Disease (PD) is challenging due to heterogeneous disease progression, variable patient response, and medication side effects. While AI models can forecast levodopa equivalent daily dose (LEDD)…
Thanks to its fine balance between model flexibility and interpretability, the nonparametric additive model has been widely used, and variable selection for this type of model has been frequently studied. However, none of the existing…
As attribution-based explanation methods are increasingly used to establish model trustworthiness in high-stakes situations, it is critical to ensure that these explanations are stable, e.g., robust to infinitesimal perturbations to an…
The notion of replicable algorithms was introduced in Impagliazzo et al. [STOC '22] to describe randomized algorithms that are stable under the resampling of their inputs. More precisely, a replicable algorithm gives the same output with…
Multivariate time series forecasting (MTSF) often faces challenges from missing variables, which hinder conventional spatial-temporal graph neural networks in modeling inter-variable correlations. While GinAR addresses variable missing…
Reliable estimation of predictive uncertainty is crucial for machine learning applications, particularly in high-stakes scenarios where hedging against risks is essential. Despite its significance, there is no universal agreement on how to…