English
Related papers

Related papers: Variance reduced Shapley value estimation for trus…

200 papers

Annotating the right set of data amongst all available data points is a key challenge in many machine learning applications. Batch active learning is a popular approach to address this, in which batches of unlabeled data points are selected…

Machine Learning · Statistics 2021-04-20 Amirata Ghorbani , James Zou , Andre Esteva

Originally introduced in game theory, Shapley values have emerged as a central tool in explainable machine learning, where they are used to attribute model predictions to specific input features. However, computing Shapley values exactly is…

Machine Learning · Computer Science 2025-03-11 Christopher Musco , R. Teal Witter

We present a method for computing reduced-order models of parameterized partial differential equation solutions. The key analytical tool is the singular value expansion of the parameterized solution, which we approximate with a singular…

Numerical Analysis · Mathematics 2014-11-03 Paul G. Constantine , David F. Gleich , Yangyang Hou , Jeremy Templeton

The Shapley value provides a principled foundation for data valuation, but exact computation is #P-hard due to the exponential coalition space. Existing accelerations remain global and ignore a structural property of modern predictors: for…

Machine Learning · Computer Science 2026-03-05 Xuan Yang , Hsi-Wen Chen , Ming-Syan Chen , Jian Pei

Multivariate density estimation is of great interest in various scientific and engineering disciplines. In this work, we introduce a new framework called Variance-Reduced Sketching (VRS), specifically designed to estimate multivariate…

Machine Learning · Statistics 2025-05-05 Yifan Peng , Yuehaw Khoo , Daren Wang

Explainable artificial intelligence (XAI) is essential for trustworthy machine learning (ML), particularly in high-stakes domains such as healthcare and finance. Shapley value (SV) methods provide a principled framework for feature…

Machine Learning · Statistics 2025-10-03 Wangxuan Fan , Siqi Li , Doudou Zhou , Yohei Okada , Chuan Hong , Molei Liu , Nan Liu

We consider truncated SVD (or spectral cut-off, projection) estimators for a prototypical statistical inverse problem in dimension $D$. Since calculating the singular value decomposition (SVD) only for the largest singular values is much…

Statistics Theory · Mathematics 2018-09-11 Gilles Blanchard , Marc Hoffmann , Markus Reiß

We introduce a new Shapley value approach for global sensitivity analysis and machine learning explainability. The method is based on the first-order partial derivatives of the underlying function. The computational complexity of the method…

Machine Learning · Computer Science 2023-03-28 Hui Duan , Giray Ökten

We study the vehicle routing problem with stochastic demands (VRPSD), an important variant of the classical capacitated vehicle routing problem in which customer demands are modeled as random variables. We develop the first algorithm for…

Optimization and Control · Mathematics 2026-04-15 Matheus J. Ota , Ricardo Fukasawa

The paper presents a strategy to construct an incremental Singular Value Decomposition (SVD) for time-evolving, spatially 3D discrete data sets. A low memory access procedure for reducing and deploying the snapshot data is presented.…

Mathematical Software · Computer Science 2023-02-21 Niklas Kühl , Hendrik Fischer , Michael Hinze , Thomas Rung

Determining and verifying product provenance remains a critical challenge in global supply chains, particularly as geopolitical conflicts and shifting borders create new incentives for misrepresentation of commodities, such as hiding the…

In this paper, we propose a novel reinforcement- learning algorithm consisting in a stochastic variance-reduced version of policy gradient for solving Markov Decision Processes (MDPs). Stochastic variance-reduced gradient (SVRG) methods…

Machine Learning · Computer Science 2018-06-15 Matteo Papini , Damiano Binaghi , Giuseppe Canonaco , Matteo Pirotta , Marcello Restelli

Modern statistical analyses often encounter datasets with massive sizes and heavy-tailed distributions. For datasets with massive sizes, traditional estimation methods can hardly be used to estimate the extreme value index directly. To…

Methodology · Statistics 2022-07-26 Yongxin Li , Liujun Chen , Deyuan Li , Hansheng Wang

Shapley values are among the most popular tools for explaining predictions of blackbox machine learning models. However, their high computational cost motivates the use of sampling approximations, inducing a considerable degree of…

Machine Learning · Statistics 2024-04-11 Jeremy Goldwasser , Giles Hooker

Variational representations of divergences and distances between high-dimensional probability distributions offer significant theoretical insights and practical advantages in numerous research areas. Recently, they have gained popularity in…

Machine Learning · Computer Science 2022-03-25 Jeremiah Birrell , Markos A. Katsoulakis , Yannis Pantazis

In the era of exceptionally data-hungry models, careful selection of the training data is essential to mitigate the extensive costs of deep learning. Data pruning offers a solution by removing redundant or uninformative samples from the…

Machine Learning · Computer Science 2025-02-11 Artem Vysogorets , Kartik Ahuja , Julia Kempe

The problem of heterogeneous clients in federated learning has recently drawn a lot of attention. Spectral model sharding, i.e., partitioning the model parameters into low-rank matrices based on the singular value decomposition, has been…

Machine Learning · Computer Science 2024-11-01 Denis Korzhenkov , Christos Louizos

The use of multiple Decision Models (DMs) enables to enhance the accuracy in decisions and at the same time allows users to evaluate the confidence in decision making. In this paper we explore the ability of multiple DMs to learn from a…

Artificial Intelligence · Computer Science 2008-05-27 Vitaly Schetinin , Dayou Li , Carsten Maple

Fraud detection is an important topic that applies to various enterprises such as banking and financial sectors, insurance, government agencies, law enforcement, and more. Fraud attempts have been risen remarkably in current years, shaping…

Machine Learning · Computer Science 2020-06-03 Mohamad Khedmati , Masoud Erfani , Mohammad GhasemiGol

In ordinary Dimensionality Reduction (DR), each data instance in a high dimensional space (original space), or on a distance matrix denoting original space distances, is mapped to (projected onto) one point in a low dimensional space…

Computer Vision and Pattern Recognition · Computer Science 2022-06-28 Farshad Barahimi