Related papers: Shapley Curves: A Smoothing Perspective
Feature importance scores are ubiquitous tools for understanding the predictions of machine learning models. However, many popular attribution methods suffer from high instability due to random sampling. Leveraging novel ideas from…
This article introduces a non parametric warping model for functional data. When the outcome of an experiment is a sample of curves, data can be seen as realizations of a stochastic process, which takes into account the small variations…
Isotonic regression provides a flexible, tuning-free approach to estimating monotonic functions without imposing global curvature constraints, yet the estimated regression function is inherently a step function. This paper addresses a key…
While norm-based and leverage-score-based methods have been extensively studied for identifying "important" data points in linear models, analogous tools for nonlinear models remain significantly underdeveloped. By introducing the concept…
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…
We study the consistency of sample mean-variance portfolios of arbitrarily high dimension that are based on Bayesian or shrinkage estimation of the input parameters as well as weighted sampling. In an asymptotic setting where the number of…
Machine Learning (ML) is becoming increasingly popular in fluid dynamics. Powerful ML algorithms such as neural networks or ensemble methods are notoriously difficult to interpret. Here, we introduce the novel Shapley Additive Explanations…
Machine learning models often deteriorate in their performance when they are used to predict the outcomes over data on which they were not trained. These scenarios can often arise in real world when the distribution of data changes…
We study the problem of estimating a mean pattern from a set of similar curves in the setting where the variability in the data is due to random geometric deformations and additive noise. We propose an estimator based on the notion of…
Originating in game theory, Shapley values are widely used for explaining a machine learning model's prediction by quantifying the contribution of each feature's value to the prediction. This requires a scalar prediction as in binary…
Explainability and fairness have mainly been considered separately, with recent exceptions trying the explain the sources of unfairness. This paper shows that the Shapley value can be used to both define and explain unfairness, under…
In state space models, smoothing refers to the task of estimating a latent stochastic process given noisy measurements related to the process. We propose an unbiased estimator of smoothing expectations. The lack-of-bias property has…
Originally rooted in game theory, the Shapley Value (SV) has recently become an important tool in machine learning research. Perhaps most notably, it is used for feature attribution and data valuation in explainable artificial intelligence.…
Algorithmic fairness is of utmost societal importance, yet state-of-the-art large-scale machine learning models require training with massive datasets that are frequently biased. In this context, pre-processing methods that focus on…
We propose and study quantitative measures of smoothness which are adapted to anisotropic features such as edges in images or shocks in PDE's. These quantities govern the rate of approximation by adaptive finite elements, when no constraint…
With water quality management processes, identifying and interpreting relationships between features, such as location and weather variable tuples, and water quality variables, such as levels of bacteria, is key to gaining insights and…
The increasing complexity of foundational models underscores the necessity for explainability, particularly for fine-tuning, the most widely used training method for adapting models to downstream tasks. Instance attribution, one type of…
Shapley values have become one of the most popular feature attribution explanation methods. However, most prior work has focused on post-hoc Shapley explanations, which can be computationally demanding due to its exponential time complexity…
Deep Neural Networks (DNNs) have demonstrated strong capacity in supporting a wide variety of applications. Shapley value has emerged as a prominent tool to analyze feature importance to help people understand the inference process of deep…
We develop constrained Bayesian estimation methods for small area problems: those requiring smoothness with respect to similarity across areas, such as geographic proximity or clustering by covariates; and benchmarking constraints,…