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A rich set of frequentist model averaging methods has been developed, but their applications have largely been limited to point prediction, as measuring prediction uncertainty in general settings remains an open problem. In this paper we…

Econometrics · Economics 2025-10-21 Zhongjun Qu , Wendun Wang , Xiaomeng Zhang

Explanation for Multivariate Time Series Classification (MTSC) is an important topic that is under explored. There are very few quantitative evaluation methodologies and even fewer examples of actionable explanation, where the explanation…

Machine Learning · Computer Science 2024-08-13 Davide Italo Serramazza , Thach Le Nguyen , Georgiana Ifrim

While deep learning has achieved impressive performance in time series forecasting, it becomes increasingly crucial to understand its decision-making process for building trust in high-stakes scenarios. Existing interpretable models often…

Machine Learning · Computer Science 2026-03-02 Ziheng Peng , Shijie Ren , Xinyue Gu , Linxiao Yang , Xiting Wang , Liang Sun

The explainability of machine learning algorithms is crucial, and numerous methods have emerged recently. Local, post-hoc methods assign an attribution score to each feature, indicating its importance for the prediction. However, these…

Machine Learning · Computer Science 2024-08-12 Giorgio Visani , Vincenzo Stanzione , Damien Garreau

In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…

Machine Learning · Computer Science 2024-05-10 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

Machine learning (ML) models have been applied to a wide range of natural language processing (NLP) tasks in recent years. In addition to making accurate decisions, the necessity of understanding how models make their decisions has become…

Computation and Language · Computer Science 2023-11-02 Sean Xie , Soroush Vosoughi , Saeed Hassanpour

Local explainability methods -- those which seek to generate an explanation for each prediction -- are becoming increasingly prevalent due to the need for practitioners to rationalize their model outputs. However, comparing local…

Machine Learning · Computer Science 2022-01-07 Peter Xenopoulos , Gromit Chan , Harish Doraiswamy , Luis Gustavo Nonato , Brian Barr , Claudio Silva

We study the faithfulness of an explanation system to the underlying prediction model. We show that this can be captured by two properties, consistency and sufficiency, and introduce quantitative measures of the extent to which these hold.…

Machine Learning · Computer Science 2022-02-03 Sanjoy Dasgupta , Nave Frost , Michal Moshkovitz

The trade-off between accuracy and interpretability has long been a challenge in machine learning (ML). This tension is particularly significant for emerging interpretable-by-design methods, which aim to redesign ML algorithms for…

Machine Learning · Computer Science 2025-05-28 Geyu Liang , Senne Michielssen , Salar Fattahi

Interpretable machine learning tackles the important problem that humans cannot understand the behaviors of complex machine learning models and how these models arrive at a particular decision. Although many approaches have been proposed, a…

Machine Learning · Computer Science 2019-05-21 Mengnan Du , Ninghao Liu , Xia Hu

Machine learning models have had discernible achievements in a myriad of applications. However, most of these models are black-boxes, and it is obscure how the decisions are made by them. This makes the models unreliable and untrustworthy.…

Machine Learning · Computer Science 2020-03-23 Raha Moraffah , Mansooreh Karami , Ruocheng Guo , Adrienne Raglin , Huan Liu

When deploying time series forecasting models based on machine learning to real world settings, one often encounter situations where the data distribution drifts. Such drifts expose the forecasting models to out-of-distribution (OOD) data,…

Multi-target regression is useful in a plethora of applications. Although random forest models perform well in these tasks, they are often difficult to interpret. Interpretability is crucial in machine learning, especially when it can…

Machine Learning · Computer Science 2023-03-30 Avraam Bardos , Nikolaos Mylonas , Ioannis Mollas , Grigorios Tsoumakas

We introduce a novel modeling approach for time series imputation and forecasting, tailored to address the challenges often encountered in real-world data, such as irregular samples, missing data, or unaligned measurements from multiple…

Artificial intelligence models are increasingly scaled to improve predictive accuracy, yet it remains unclear whether scale improves the quality of post-hoc explanations. We investigate this relationship by evaluating 11 computer vision…

Computer Vision and Pattern Recognition · Computer Science 2026-05-12 Mateusz Cedro , Marcin Chlebus

Modern data analytics underpinned by machine learning techniques has become a key enabler to the automation of data-led decision making. As an important branch of state-of-the-art data analytics, business process predictions are also faced…

Artificial Intelligence · Computer Science 2021-07-22 Chun Ouyang , Renuka Sindhgatta , Catarina Moreira

Accurate quantification of model uncertainty has long been recognized as a fundamental requirement for trusted AI. In regression tasks, uncertainty is typically quantified using prediction intervals calibrated to a specific operating point,…

Machine Learning · Computer Science 2021-06-03 Jiri Navratil , Benjamin Elder , Matthew Arnold , Soumya Ghosh , Prasanna Sattigeri

Time series modeling for predictive purpose has been an active research area of machine learning for many years. However, no sufficiently comprehensive and meanwhile substantive survey was offered so far. This survey strives to meet this…

Machine Learning · Computer Science 2021-09-28 Fatoumata Dama , Christine Sinoquet

In this paper, we investigate the distillation of time series reasoning capabilities into small, instruction-tuned language models as a step toward building interpretable time series foundation models. Leveraging a synthetic dataset of…

Computation and Language · Computer Science 2025-07-11 Matthieu Boileau , Philippe Helluy , Jeremy Pawlus , Svitlana Vyetrenko

Concept-based explainability methods use human-understandable intermediaries to produce explanations for machine learning models. These methods assume concept predictions can help understand a model's internal reasoning. In this work, we…

Machine Learning · Computer Science 2025-06-26 Naveen Raman , Mateo Espinosa Zarlenga , Juyeon Heo , Mateja Jamnik
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