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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…

Machine Learning · Statistics 2020-11-04 Fabian Guignard , Federico Amato , Mikhail Kanevski

We address the problem of uncertainty quantification and propose measures of total, aleatoric, and epistemic uncertainty based on a known decomposition of (strictly) proper scoring rules, a specific type of loss function, into a divergence…

Machine Learning · Computer Science 2025-05-29 Paul Hofman , Yusuf Sale , Eyke Hüllermeier

Uncertainty Sampling is an Active Learning strategy that aims to improve the data efficiency of machine learning models by iteratively acquiring labels of data points with the highest uncertainty. While it has proven effective for…

Machine Learning · Computer Science 2025-02-28 Dominik Fuchsgruber , Tom Wollschläger , Bertrand Charpentier , Antonio Oroz , Stephan Günnemann

Artificial intelligence models and methods commonly lack causal interpretability. Despite the advancements in interpretable machine learning (IML) methods, they frequently assign importance to features which lack causal influence on the…

Machine Learning · Computer Science 2024-01-29 Francisco Nunes Ferreira Quialheiro Simoes , Mehdi Dastani , Thijs van Ommen

This text discusses several popular explanatory methods that go beyond the error measurements and plots traditionally used to assess machine learning models. Some of the explanatory methods are accepted tools of the trade while others are…

Machine Learning · Statistics 2020-06-02 Patrick Hall

Time series data is prevalent in a wide variety of real-world applications and it calls for trustworthy and explainable models for people to understand and fully trust decisions made by AI solutions. We consider the problem of building…

Machine Learning · Computer Science 2020-11-25 Tsung-Yu Hsieh , Suhang Wang , Yiwei Sun , Vasant Honavar

Supporting model interpretability for complex phenomena where annotators can legitimately disagree, such as emotion recognition, is a challenging machine learning task. In this work, we show that explicitly quantifying the uncertainty in…

Machine Learning · Computer Science 2019-10-08 Asma Ghandeharioun , Brian Eoff , Brendan Jou , Rosalind W. Picard

Model interpretability is one of the most intriguing problems in most of the Machine Learning models, particularly for those that are mathematically sophisticated. Computing Shapley Values are arguably the best approach so far to find the…

Machine Learning · Statistics 2022-04-15 Indranil Basu , Subhadip Maji

We consider the dataset valuation problem, that is, the problem of quantifying the incremental gain, to some relevant pre-defined utility of a machine learning task, of aggregating an individual dataset to others. The Shapley value is a…

Artificial Intelligence · Computer Science 2025-02-25 Felipe Garrido-Lucero , Benjamin Heymann , Maxime Vono , Patrick Loiseau , Vianney Perchet

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

We study instancewise feature importance scoring as a method for model interpretation. Any such method yields, for each predicted instance, a vector of importance scores associated with the feature vector. Methods based on the Shapley score…

Machine Learning · Computer Science 2018-08-09 Jianbo Chen , Le Song , Martin J. Wainwright , Michael I. Jordan

For neural models to garner widespread public trust and ensure fairness, we must have human-intelligible explanations for their predictions. Recently, an increasing number of works focus on explaining the predictions of neural models in…

Computation and Language · Computer Science 2020-12-15 Oana-Maria Camburu , Eleonora Giunchiglia , Jakob Foerster , Thomas Lukasiewicz , Phil Blunsom

We present a novel framework for estimation and inference with the broad class of universal approximators. Estimation is based on the decomposition of model predictions into Shapley values. Inference relies on analyzing the bias and…

Machine Learning · Statistics 2024-12-06 Andreas Joseph

Applying a machine learning model for decision-making in the real world requires to distinguish what the model knows from what it does not. A critical factor in assessing the knowledge of a model is to quantify its predictive uncertainty.…

Machine Learning · Computer Science 2023-11-15 Kajetan Schweighofer , Lukas Aichberger , Mykyta Ielanskyi , Sepp Hochreiter

The quantification of aleatoric and epistemic uncertainty in terms of conditional entropy and mutual information, respectively, has recently become quite common in machine learning. While the properties of these measures, which are rooted…

Machine Learning · Computer Science 2023-06-27 Lisa Wimmer , Yusuf Sale , Paul Hofman , Bern Bischl , Eyke Hüllermeier

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

For feature selection and related problems, we introduce the notion of classification game, a cooperative game, with features as players and hinge loss based characteristic function and relate a feature's contribution to Shapley value based…

Machine Learning · Statistics 2021-04-27 Sandhya Tripathi , N. Hemachandra , Prashant Trivedi

This work demonstrates how the concept of the entropic potential of events -- a parameter quantifying the influence of discrete events on the expected future entropy of a system -- can enhance uncertainty quantification, decision-making,…

Artificial Intelligence · Computer Science 2025-08-15 Mark Zilberman

In context-specific applications such as robotics, telecommunications, and healthcare, artificial intelligence systems often face the challenge of limited training data. This scarcity introduces epistemic uncertainty, i.e., reducible…

Information Theory · Computer Science 2026-03-17 Osvaldo Simeone , Yaniv Romano

Deep learning has achieved remarkable success in processing and managing unstructured data. However, its "black box" nature imposes significant limitations, particularly in sensitive application domains. While existing interpretable machine…

Machine Learning · Computer Science 2025-02-11 Wen-Dong Jiang , Chih-Yung Chang , Show-Jane Yen , Diptendu Sinha Roy