Related papers: Interpretable Machine Learning Models for Predicti…
This paper develops a new approach for estimating an interpretable, relational model of a black-box autonomous agent that can plan and act. Our main contributions are a new paradigm for estimating such models using a minimal query interface…
This paper discusses an application of Shapley values in the causal inference field, specifically on how to select the top confounder variables for coarsened exact matching method in a scalable way. We use a dataset from an observational…
Machine learning models that first learn a representation of a domain in terms of human-understandable concepts, then use it to make predictions, have been proposed to facilitate interpretation and interaction with models trained on…
Power indices are essential in assessing the contribution and influence of individual agents in multi-agent systems, providing crucial insights into collaborative dynamics and decision-making processes. While invaluable, traditional…
Several decision points exist in business processes (e.g., whether a purchase order needs a manager's approval or not), and different decisions are made for different process instances based on their characteristics (e.g., a purchase order…
The Private Equity (PE) firms operate investment funds by acquiring and managing companies to achieve a high return upon selling. Many PE funds are thematic, meaning investment professionals aim to identify trends by covering as many…
Asset owner identification is an important first step for any information security organization, allowing organizations the ability to identify and detect data breaches and losses, vulnerabilities, possible attack surfaces, and define…
The use of models, even if efficient, must be accompanied by an understanding at all levels of the process that transforms data (upstream and downstream). Thus, needs increase to define the relationships between individual data and the…
Current machine learning models are evaluated through behavioral snapshots, with benchmark accuracies, win rates and outcome-based metrics. Model explanations and evaluations, however, are fundamentally intertwined: understanding why a…
Shapley values underlie one of the most popular model-agnostic methods within explainable artificial intelligence. These values are designed to attribute the difference between a model's prediction and an average baseline to the different…
Decision-making in complex systems often relies on machine learning models, yet highly accurate models such as XGBoost and neural networks can obscure the reasoning behind their predictions. In operations research applications,…
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…
Machine-learning models have demonstrated great success in learning complex patterns that enable them to make predictions about unobserved data. In addition to using models for prediction, the ability to interpret what a model has learned…
We construct the maximally predictable portfolio (MPP) of stocks using machine learning. Solving for the optimal constrained weights in the multi-asset MPP gives portfolios with a high monthly coefficient of determination, given the sample…
Meteorological factors (MF) are crucial in day-ahead load forecasting as they significantly influence the electricity consumption behaviors of consumers. Numerous studies have incorporated MF into the load forecasting model to achieve…
Machine learning (ML) models are valuable tools for analyzing the impact of technology using patent citation information. However, existing ML-based methods often struggle to account for the dynamic nature of the technology impact over time…
It becomes a significant challenge to predict customer behavior and retain an existing customer with the rapid growth of digitization which opens up more opportunities for customers to choose from subscription-based products and services…
Investors try to predict returns of financial assets to make successful investment. Many quantitative analysts have used machine learning-based methods to find unknown profitable market rules from large amounts of market data. However,…
It is becoming increasingly important for machine learning methods to make predictions that are interpretable as well as accurate. In many practical applications, it is of interest which features and feature interactions are relevant to the…
There has been a significant surge of interest recently around the concept of explainable artificial intelligence (XAI), where the goal is to produce an interpretation for a decision made by a machine learning algorithm. Of particular…