Related papers: An information theoretic approach to quantify the …
As the issue of robustness in AI systems becomes vital, statistical learning techniques that are reliable even in presence of partly contaminated data have to be developed. Preference data, in the form of (complete) rankings in the simplest…
Estimation of structure, such as in variable selection, graphical modelling or cluster analysis is notoriously difficult, especially for high-dimensional data. We introduce stability selection. It is based on subsampling in combination with…
We carry out a systematic study of uncertainty measures that are generic to dynamical processes of varied origins, provided they induce suitable continuous probability distributions. The major technical tool are the information theory…
In traditional recommender system literature, diversity is often seen as the opposite of similarity, and typically defined as the distance between identified topics, categories or word models. However, this is not expressive of the social…
Model selection is a cornerstone of statistical inference, where information criteria are widely employed to balance model fit and complexity. However, classical likelihood-based criteria are often highly sensitive to contamination,…
Many modern datasets don't fit neatly into $n \times p$ matrices, but most techniques for measuring statistical stability expect rectangular data. We study methods for stability assessment on non-rectangular data, using statistical learning…
Estimating the Shannon entropy of a discrete distribution from which we have only observed a small sample is challenging. Estimating other information-theoretic metrics, such as the Kullback-Leibler divergence between two sparsely sampled…
Information theoretic measures (e.g. the Kullback Liebler divergence and Shannon mutual information) have been used for exploring possibly nonlinear multivariate dependencies in high dimension. If these dependencies are assumed to follow a…
Ranking objects is a simple and natural procedure for organizing data. It is often performed by assigning a quality score to each object according to its relevance to the problem at hand. Ranking is widely used for object selection, when…
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…
Recent discussion of the success of feature selection methods has argued that focusing on a relatively small number of features has been counterproductive. Instead, it is suggested, the number of significant features can be in the thousands…
Ranking algorithms are deployed widely to order a set of items in applications such as search engines, news feeds, and recommendation systems. Recent studies, however, have shown that, left unchecked, the output of ranking algorithms can…
While robust divergence such as density power divergence and $\gamma$-divergence is helpful for robust statistical inference in the presence of outliers, the tuning parameter that controls the degree of robustness is chosen in a…
The proposed feature selection method builds a histogram of the most stable features from random subsets of a training set and ranks the features based on a classifier based cross-validation. This approach reduces the instability of…
In the rapidly evolving domain of Recommender Systems (RecSys), new algorithms frequently claim state-of-the-art performance based on evaluations over a limited set of arbitrarily selected datasets. However, this approach may fail to…
Rankings are ubiquitous across many applications, from search engines to hiring committees. In practice, many rankings are derived from the output of predictors. However, when predictors trained for classification tasks have intrinsic…
Feature selection has remained a daunting challenge in machine learning and artificial intelligence, where increasingly complex, high-dimensional datasets demand principled strategies for isolating the most informative predictors. Despite…
For data sets with similar features, for example highly correlated features, most existing stability measures behave in an undesired way: They consider features that are almost identical but have different identifiers as different features.…
Algorithmic stability is a central concept in statistics and learning theory that measures how sensitive an algorithm's output is to small changes in the training data. Stability plays a crucial role in understanding generalization,…
This paper proposes a novel method for determining the number of factors in linear factor models under stability considerations. An instability measure is proposed based on the principal angle between the estimated loading spaces obtained…