Related papers: Leveraging Black-box Models to Assess Feature Impo…
The predictive quality of machine learning models is typically measured in terms of their (approximate) expected prediction accuracy or the so-called Area Under the Curve (AUC). Minimizing the reciprocals of these measures are the goals of…
Much of uncertainty quantification to date has focused on determining the effect of variables modeled probabilistically, and with a known distribution, on some physical or engineering system. We develop methods to obtain information on the…
Model explainability is crucial for human users to be able to interpret how a proposed classifier assigns labels to data based on its feature values. We study generalized linear models constructed using sets of feature value rules, which…
Addressing real-world optimization problems becomes particularly challenging when analytic objective functions or constraints are unavailable. While numerous studies have addressed the issue of unknown objectives, limited research has…
We develop a simple and computationally efficient significance test for the features of a machine learning model. Our forward-selection approach applies to any model specification, learning task and variable type. The test is…
This paper proposes a novel approach to explain the predictions made by data-driven methods. Since such predictions rely heavily on the data used for training, explanations that convey information about how the training data affects the…
Predictive modelling and supervised learning are central to modern data science. With predictions from an ever-expanding number of supervised black-box strategies - e.g., kernel methods, random forests, deep learning aka neural networks -…
As input data distributions evolve, the predictive performance of machine learning models tends to deteriorate. In the past, predictive performance was considered the key indicator to monitor. However, explanation aspects have come to…
Black-box machine learning models are now routinely used in high-risk settings, like medical diagnostics, which demand uncertainty quantification to avoid consequential model failures. Conformal prediction is a user-friendly paradigm for…
We study factor models augmented by observed covariates that have explanatory powers on the unknown factors. In financial factor models, the unknown factors can be reasonably well explained by a few observable proxies, such as the…
Several explainable AI methods allow a Machine Learning user to get insights on the classification process of a black-box model in the form of local linear explanations. With such information, the user can judge which features are locally…
The central aim in this paper is to address variable selection questions in nonlinear and nonparametric regression. Motivated by statistical genetics, where nonlinear interactions are of particular interest, we introduce a novel and…
A vastly growing literature on explaining deep learning models has emerged. This paper contributes to that literature by introducing a global gradient-based model-agnostic method, which we call Marginal Attribution by Conditioning on…
Given a set of several inputs into a system (e.g., independent variables characterizing stimuli) and a set of several stochastically non-independent outputs (e.g., random variables describing different aspects of responses), how can one…
We propose a permutation-based explanation method for image classifiers. Current image-model explanations like activation maps are limited to instance-based explanations in the pixel space, making it difficult to understand global model…
Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…
We introduce a class of acquisition functions for sample selection that leads to faster convergence in applications related to Bayesian experimental design and uncertainty quantification. The approach follows the paradigm of active…
Machine-learned models are often described as "black boxes". In many real-world applications however, models may have to sacrifice predictive power in favour of human-interpretability. When this is the case, feature engineering becomes a…
Score-based explainable machine-learning techniques are often used to understand the logic behind black-box models. However, such explanation techniques are often computationally expensive, which limits their application in time-critical…
Electronic health records are an increasingly important resource for understanding the interactions between patient health, environment, and clinical decisions. In this paper we report an empirical study of predictive modeling of several…