Related papers: One Sample Fits All: Approximating All Probabilist…
{\em Multi-objective samples} are powerful and versatile summaries of large data sets. For a set of keys $x\in X$ and associated values $f_x \geq 0$, a weighted sample taken with respect to $f$ allows us to approximate {\em segment-sum…
Given a sample of independent and identically distributed random variables, a novel nonparametric maximum entropy method is presented to estimate the underlying continuous univariate probability density function (pdf). Estimates are found…
The softmax representation of probabilities for categorical variables plays a prominent role in modern machine learning with numerous applications in areas such as large scale classification, neural language modeling and recommendation…
In the era of Model-as-a-Service, organizations increasingly rely on third-party AI models for rapid deployment. However, the dynamic nature of emerging AI applications, the continual introduction of new datasets, and the growing number of…
Many applications require the collection of data on different variables or measurements over many system performance metrics. We term those broadly as measures or variables. Often data collection along each measure incurs a cost, thus it is…
Distributional data Shapley value (DShapley) has recently been proposed as a principled framework to quantify the contribution of individual datum in machine learning. DShapley develops the foundational game theory concept of Shapley values…
Approximate Bayesian Computation (ABC) is a powerful method for carrying out Bayesian inference when the likelihood is computationally intractable. However, a drawback of ABC is that it is an approximate method that induces a systematic…
Originally introduced in game theory, Shapley values have emerged as a central tool in explainable machine learning, where they are used to attribute model predictions to specific input features. However, computing Shapley values exactly is…
Shapley values are one of the main tools used to explain predictions of tree ensemble models. The main alternative to Shapley values are Banzhaf values that have not been understood equally well. In this paper we make a step towards filling…
Despite the popularity of Shapley Values in explaining neural text classification models, computing them is prohibitive for large pretrained models due to a large number of model evaluations. In practice, Shapley Values are often estimated…
We design a new, fast algorithm for agnostically learning univariate probability distributions whose densities are well approximated by piecewise polynomial functions. Let $f$ be the density function of an arbitrary univariate distribution,…
We propose a novel method for sampling and optimization tasks based on a stochastic interacting particle system. We explain how this method can be used for the following two goals: (i) generating approximate samples from a given target…
Latent variable models have been playing a central role in psychometrics and related fields. In many modern applications, the inference based on latent variable models involves one or several of the following features: (1) the presence of…
To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…
Shapley values are widely used to explain black-box models, but they are costly to calculate because they require many model evaluations. We introduce FastSHAP, a method for estimating Shapley values in a single forward pass using a learned…
We provide an efficient unified plug-in approach for estimating symmetric properties of distributions given $n$ independent samples. Our estimator is based on profile-maximum-likelihood (PML) and is sample optimal for estimating various…
Large language models (LLMs) excel on new tasks without additional training, simply by providing natural language prompts that demonstrate how the task should be performed. Prompt ensemble methods comprehensively harness the knowledge of…
For massive data, the family of subsampling algorithms is popular to downsize the data volume and reduce computational burden. Existing studies focus on approximating the ordinary least squares estimate in linear regression, where…
We propose probabilistic Shapley inference (PSI), a novel probabilistic framework to model and infer sufficient statistics of feature attributions in flexible predictive models, via latent random variables whose mean recovers Shapley…
We study a ranking and selection (R&S) problem when all solutions share common parametric Bayesian input models updated with the data collected from multiple independent data-generating sources. Our objective is to identify the best system…