Related papers: Interpretable Machines: Constructing Valid Predict…
Machine learning is permeating every conceivable domain to promote data-driven decision support. The focus is often on advanced black-box models due to their assumed performance advantages, whereas interpretable models are often associated…
This paper presents a systematic literature review (SLR) on the explainability and interpretability of machine learning (ML) models within the context of predictive process mining, using the PRISMA framework. Given the rapid advancement of…
Reliable uncertainty quantification is crucial for reinforcement learning (RL) in high-stakes settings. We propose a unified conformal prediction framework for infinite-horizon policy evaluation that constructs distribution-free prediction…
Conformal prediction, and split conformal prediction as a specific implementation, offer a distribution-free approach to estimating prediction intervals with statistical guarantees. Recent work has shown that split conformal prediction can…
We investigate generically applicable and intuitively appealing prediction intervals based on $k$-fold cross validation. We focus on the conditional coverage probability of the proposed intervals, given the observations in the training…
Understanding why machine learning models behave the way they do empowers both system designers and end-users in many ways: in model selection, feature engineering, in order to trust and act upon the predictions, and in more intuitive user…
Interpretability of learning algorithms is crucial for applications involving critical decisions, and variable importance is one of the main interpretation tools. Shapley effects are now widely used to interpret both tree ensembles and…
In machine learning algorithm design, there exists a trade-off between the interpretability and performance of the algorithm. In general, algorithms which are simpler and easier for humans to comprehend tend to show worse performance than…
Interpretability has become incredibly important as machine learning is increasingly used to inform consequential decisions. We propose to construct global explanations of complex, blackbox models in the form of a decision tree…
Model interpretability is an increasingly important component of practical machine learning. Some of the most common forms of interpretability systems are example-based, local, and global explanations. One of the main challenges in…
Random forests have become an established tool for classification and regression, in particular in high-dimensional settings and in the presence of complex predictor-response relationships. For bounded outcome variables restricted to the…
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.…
Automated machine learning (AutoML) systems aim to enable training machine learning (ML) models for non-ML experts. A shortcoming of these systems is that when they fail to produce a model with high accuracy, the user has no path to improve…
Random forests are decision tree ensembles that can be used to solve a variety of machine learning problems. However, as the number of trees and their individual size can be large, their decision making process is often incomprehensible. In…
Conformal prediction methods provide statistically rigorous marginal coverage guarantees for machine learning models, but such guarantees fail to account for algorithmic biases, thereby undermining fairness and trust. This paper introduces…
Uncertainty quantification is crucial to assess prediction quality of a machine learning model. In the case of Extreme Learning Machines (ELM), most methods proposed in the literature make strong assumptions on the data, ignore the…
It can be argued that optimal prediction should take into account all available data. Therefore, to evaluate a prediction interval's performance one should employ conditional coverage probability, conditioning on all available observations.…
Conformal predictors are machine learning algorithms that output prediction sets that have a guarantee of marginal validity for finite samples with minimal distributional assumptions. This is a property that makes conformal predictors…
The potential of reinforcement learning (RL) to deliver aligned and performant agents is partially bottlenecked by the reward engineering problem. One alternative to heuristic trial-and-error is preference-based RL (PbRL), where a reward…
The recent decade has seen an enormous rise in the popularity of deep learning and neural networks. These algorithms have broken many previous records and achieved remarkable results. Their outstanding performance has significantly sped up…