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Estimators based on influence functions (IFs) have been shown to be effective in many settings, especially when combined with machine learning techniques. By focusing on estimating a specific target of interest (e.g., the average effect of…

Methodology · Statistics 2019-10-29 Aaron Fisher , Edward H. Kennedy

How can we explain the influence of training data on black-box models? Influence functions (IFs) offer a post-hoc solution by utilizing gradients and Hessians. However, computing the Hessian for an entire dataset is resource-intensive,…

Machine Learning · Computer Science 2025-11-03 Jungyeon Koh , Hyeonsu Lyu , Jonggyu Jang , Hyun Jong Yang

Influence diagnostics such as influence functions and approximate maximum influence perturbations are popular in machine learning and in AI domain applications. Influence diagnostics are powerful statistical tools to identify influential…

Machine Learning · Statistics 2023-09-21 Jillian Fisher , Lang Liu , Krishna Pillutla , Yejin Choi , Zaid Harchaoui

Evaluation of treatment effects and more general estimands is typically achieved via parametric modelling, which is unsatisfactory since model misspecification is likely. Data-adaptive model building (e.g. statistical/machine learning) is…

Statistics Theory · Mathematics 2022-01-14 Oliver Hines , Oliver Dukes , Karla Diaz-Ordaz , Stijn Vansteelandt

This paper provides general matrix formulas for computing the score function, the (expected and observed) Fisher information and the $\Delta$ matrices (required for the assessment of local influence) for a quite general model which includes…

Methodology · Statistics 2021-09-17 Alexandre G. Patriota

Influence functions efficiently estimate the effect of removing a single training data point on a model's learned parameters. While influence estimates align well with leave-one-out retraining for linear models, recent works have shown this…

Machine Learning · Computer Science 2022-09-13 Juhan Bae , Nathan Ng , Alston Lo , Marzyeh Ghassemi , Roger Grosse

Influence function, a technique rooted in robust statistics, has been adapted in modern machine learning for a novel application: data attribution -- quantifying how individual training data points affect a model's predictions. However, the…

Machine Learning · Computer Science 2024-12-03 Junwei Deng , Weijing Tang , Jiaqi W. Ma

This paper aims to provide a tutorial for upper level undergraduate and graduate students in statistics, biostatistics and epidemiology on deriving influence functions for non-parametric and semi-parametric models. The author will build on…

Statistics Theory · Mathematics 2019-03-12 Jonathan Levy

Model selection requires repeatedly evaluating models on a given dataset and measuring their relative performances. In modern applications of machine learning, the models being considered are increasingly more expensive to evaluate and the…

Machine Learning · Computer Science 2020-10-21 Anant Raj , Cameron Musco , Lester Mackey , Nicolo Fusi

The Fisher information matrix is a quantity of fundamental importance for information geometry and asymptotic statistics. In practice, it is widely used to quickly estimate the expected information available in a data set and guide…

Methodology · Statistics 2023-06-06 William R. Coulton , Benjamin D. Wandelt

The Fisher information matrix (FIM) is a key quantity in statistics as it is required for example for evaluating asymptotic precisions of parameter estimates, for computing test statistics or asymptotic distributions in statistical testing,…

Methodology · Statistics 2023-02-07 Maud Delattre , Estelle Kuhn

Performative learning addresses the increasingly pervasive situations in which algorithmic decisions may induce changes in the data distribution as a consequence of their public deployment. We propose a novel view in which these…

Machine Learning · Computer Science 2024-11-05 Edwige Cyffers , Muni Sreenivas Pydi , Jamal Atif , Olivier Cappé

Influence functions estimate effect of individual data points on predictions of the model on test data and were adapted to deep learning in Koh and Liang [2017]. They have been used for detecting data poisoning, detecting helpful and…

Machine Learning · Computer Science 2022-10-04 Nikunj Saunshi , Arushi Gupta , Mark Braverman , Sanjeev Arora

Influence estimation methods promise to explain and debug machine learning by estimating the impact of individual samples on the final model. Yet, existing methods collapse under training randomness: the same example may appear critical in…

Machine Learning · Computer Science 2026-04-06 Subhodip Panda , Dhruv Tarsadiya , Shashwat Sourav , Prathosh A. P , Sai Praneeth Karimireddy

Study samples often differ from the target populations of inference and policy decisions in non-random ways. Researchers typically believe that such departures from random sampling -- due to changes in the population over time and space, or…

Methodology · Statistics 2023-07-20 Tamara Broderick , Ryan Giordano , Rachael Meager

Data attribution aims to explain model predictions by estimating how they would change if certain training points were removed, and is used in a wide range of applications, from interpretability and credit assignment to unlearning and…

Machine Learning · Computer Science 2026-05-19 Ittai Rubinstein , Samuel B. Hopkins

Many useful parameters depend on nonparametric first steps. Examples include games, dynamic discrete choice, average exact consumer surplus, and treatment effects. Often estimators of these parameters are asymptotically equivalent to a…

Methodology · Statistics 2021-07-29 Hidehiko Ichimura , Whitney K. Newey

Influence Functions are a standard tool for attributing predictions to training data in a principled manner and are widely used in applications such as data valuation and fairness. In this work, we present realistic incentives to manipulate…

Machine Learning · Computer Science 2024-10-08 Chhavi Yadav , Ruihan Wu , Kamalika Chaudhuri

Motivated by the growing interest in quantum machine learning, in particular quantum neural networks (QNNs), we study how recently introduced evaluation metrics based on the Fisher information matrix (FIM) are effective for predicting their…

Machine Learning · Computer Science 2025-10-09 Lorenzo Pastori , Veronika Eyring , Mierk Schwabe

We propose and analyze estimators for statistical functionals of one or more distributions under nonparametric assumptions. Our estimators are based on the theory of influence functions, which appear in the semiparametric statistics…