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The ubiquity of machine learning based predictive models in modern society naturally leads people to ask how trustworthy those models are? In predictive modeling, it is quite common to induce a trade-off between accuracy and…

Machine Learning · Computer Science 2019-04-05 John Mitros , Brian Mac Namee

Understanding the inner workings of complex machine learning models is a long-standing problem and most recent research has focused on local interpretability. To assess the role of individual input features in a global sense, we explore the…

Machine Learning · Computer Science 2020-10-28 Ian Covert , Scott Lundberg , Su-In Lee

Stochastic simulation has been widely used to analyze the performance of complex stochastic systems and facilitate decision making in those systems. Stochastic simulation is driven by the input model, which is a collection of probability…

Risk Management · Quantitative Finance 2020-02-14 Tianyi Liu , Enlu Zhou

Deriving insights from high-dimensional data is one of the core problems in data mining. The difficulty mainly stems from the fact that there are exponentially many variable combinations to potentially consider, and there are infinitely…

Machine Learning · Statistics 2021-11-08 Jefrey Lijffijt , Bo Kang , Wouter Duivesteijn , Kai Puolamäki , Emilia Oikarinen , Tijl De Bie

Causal random forests provide efficient estimates of heterogeneous treatment effects. However, forest algorithms are also well-known for their black-box nature, and therefore, do not characterize how input variables are involved in…

Machine Learning · Statistics 2023-08-08 Clément Bénard , Julie Josse

There is much interest lately in explainability in statistics and machine learning. One aspect of explainability is to quantify the importance of various features (or covariates). Two popular methods for defining variable importance are…

Methodology · Statistics 2023-03-13 Isabella Verdinelli , Larry Wasserman

Graphical models can represent a multivariate distribution in a convenient and accessible form as a graph. Causal models can be viewed as a special class of graphical models that not only represent the distribution of the observed system…

Methodology · Statistics 2017-06-29 Christina Heinze-Deml , Marloes H. Maathuis , Nicolai Meinshausen

We develop a simple and computationally efficient significance test for the features of a machine learning model. Our forward-selection approach applies to any model specification, learning task and variable type. The test is…

Machine Learning · Statistics 2019-10-15 Enguerrand Horel , Kay Giesecke

Interpretability of epidemiological models is a key consideration, especially when these models are used in a public health setting. Interpretability is strongly linked to the identifiability of the underlying model parameters, i.e., the…

Researchers in explainable artificial intelligence have developed numerous methods for helping users understand the predictions of complex supervised learning models. By contrast, explaining the $\textit{uncertainty}$ of model outputs has…

Machine Learning · Statistics 2023-11-01 David S. Watson , Joshua O'Hara , Niek Tax , Richard Mudd , Ido Guy

This paper discusses the various models related to cloud computing. Knowing the metrics related to infrastructure is very critical to enhance the performance of cloud services. Various metrics related to clouds such as pageview response…

Distributed, Parallel, and Cluster Computing · Computer Science 2015-05-04 Chaitanya Krishna Kande

In this paper we present a discussion of the basic aspects of the well-known problem of prediction and inference in physics, with specific attention to the role of models, the use of data and the application of recent developments in…

General Physics · Physics 2024-10-07 Luca Gammaitoni , Angelo Vulpiani

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…

Machine Learning · Computer Science 2020-10-26 Katherine L. Hermann , Andrew K. Lampinen

Many applications require the collection of data on different variables or measurements over many system performance metrics. We term those broadly as measures or variables. Often data collection along each measure incurs a cost, thus it is…

Methodology · Statistics 2021-11-30 Donghui Yan , Zhiwei Qin , Songxiang Gu , Haiping Xu , Ming Shao

Most accurate predictions are typically obtained by learning machines with complex feature spaces (as e.g. induced by kernels). Unfortunately, such decision rules are hardly accessible to humans and cannot easily be used to gain insights…

Machine Learning · Statistics 2010-08-13 Alexander Zien , Nicole Kraemer , Soeren Sonnenburg , Gunnar Raetsch

In recent years, Artificial Intelligence (AI) algorithms have been proven to outperform traditional statistical methods in terms of predictivity, especially when a large amount of data was available. Nevertheless, the "black box" nature of…

Machine Learning · Statistics 2021-10-14 Nicola Picchiotti , Marco Gori

Assessing variability according to distinct factors in data is a fundamental technique of statistics. The method commonly regarded to as analysis of variance (ANOVA) is, however, typically confined to the case where all levels of a factor…

Methodology · Statistics 2013-03-15 Steven Geinitz , Reinhard Furrer

Predictive models are often introduced to decision-making tasks under the rationale that they improve performance over an existing decision-making policy. However, it is challenging to compare predictive performance against an existing…

Machine Learning · Computer Science 2024-06-13 Luke Guerdan , Amanda Coston , Kenneth Holstein , Zhiwei Steven Wu

Predictive uncertainty estimation of pre-trained language models is an important measure of how likely people can trust their predictions. However, little is known about what makes a model prediction uncertain. Explaining predictive…

Computation and Language · Computer Science 2022-10-11 Hanjie Chen , Wanyu Du , Yangfeng Ji

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…

Machine Learning · Computer Science 2025-06-17 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Sepp Hochreiter