相关论文: Nonparametric Feature Impact and Importance

Given a collection of features available for inclusion in a predictive model, it may be of interest to quantify the relative importance of a subset of features for the prediction task at hand. For example, in HIV vaccine trials, participant…

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…

Estimating the dependences between random variables, and ranking them accordingly, is a prevalent problem in machine learning. Pursuing frequentist and information-theoretic approaches, we first show that the p-value and the mutual…

We introduce a new model for online ranking in which the click probability factors into an examination and attractiveness function and the attractiveness function is a linear function of a feature vector and an unknown parameter. Only…

We study instancewise feature importance scoring as a method for model interpretation. Any such method yields, for each predicted instance, a vector of importance scores associated with the feature vector. Methods based on the Shapley score…

Estimating the strength of dependency between two variables is fundamental for exploratory analysis and many other applications in data mining. For example: non-linear dependencies between two continuous variables can be explored with the…

It is often of interest to make inference on an unknown function that is a local parameter of the data-generating mechanism, such as a density or regression function. Such estimands can typically only be estimated at a…

Black-box neural network models are widely used in industry and science, yet are hard to understand and interpret. Recently, the attention mechanism was introduced, offering insights into the inner workings of neural language models. This…

Motivated by the need to audit complex and black box models, there has been extensive research on quantifying how data features influence model predictions. Feature influence can be direct (a direct influence on model outcomes) and indirect…

Data-trained predictive models see widespread use, but for the most part they are used as black boxes which output a prediction or score. It is therefore hard to acquire a deeper understanding of model behavior, and in particular how…

Recent deep-learning models have achieved impressive predictive performance by learning complex functions of many variables, often at the cost of interpretability. This chapter covers recent work aiming to interpret models by attributing…

The likelihood function plays a pivotal role in statistical inference; it is adaptable to a wide range of models and the resultant estimators are known to have good properties. However, these results hinge on correct specification of the…

The fitness coefficient, introduced in this paper, results from a competition between parametric and nonparametric density estimators within the likelihood of the data. As illustrated on several real datasets, the fitness coefficient…

Computing the probability of a formula given the probabilities or weights associated with other formulas is a natural extension of logical inference to the probabilistic setting. Surprisingly, this problem has received little attention in…

Classical latent-score ranking models often fail to distinguish objects' intrinsic scores from contextual effects, which are typically nonlinear and can dominate the observed outcomes. To address this, we introduce a semiparametric ranking…

The concept of impact is one of the most important concepts in informetrics. It is here studied mathematically. We first fix a topic for which we want to find influential objects such as authors or journals, and their production, such as…

Supervised machine learning involves approximating an unknown functional relationship from a limited dataset of features and corresponding labels. The classical approach to feature-based machine learning typically relies on applying linear…

Factor models are a very efficient way to describe high dimensional vectors of data in terms of a small number of common relevant factors. This problem, which is of fundamental importance in many disciplines, is usually reformulated in…

The main purpose of Feature Subset Selection is to find a reduced subset of attributes from a data set described by a feature set. The task of a feature selection algorithm (FSA) is to provide with a computational solution motivated by a…

We here introduce a novel classification approach adopted from the nonlinear model identification framework, which jointly addresses the feature selection and classifier design tasks. The classifier is constructed as a polynomial expansion…