相关论文: Explaining Adverse Actions in Credit Decisions Usi…

Counterfactual explanations is one of the post-hoc methods used to provide explainability to machine learning models that have been attracting attention in recent years. Most examples in the literature, address the problem of generating…

State-of-the-art deep neural networks (DNNs) are highly effective in solving many complex real-world problems. However, these models are vulnerable to adversarial perturbation attacks, and despite the plethora of research in this domain, to…

Organizational decision-making is crucial for success, yet cognitive biases can significantly affect risk preferences, leading to suboptimal outcomes. Risk seeking preferences for losses, driven by biases such as loss aversion, pose…

Centralized Training with Decentralized Execution (CTDE) has been a popular paradigm in cooperative Multi-Agent Reinforcement Learning (MARL) settings and is widely used in many real applications. One of the major challenges in the training…

One of the most popular methods of the machine learning prediction explanation is the SHapley Additive exPlanations method (SHAP). An imprecise SHAP as a modification of the original SHAP is proposed for cases when the class probability…

Deploying machine learning models in safety-related do-mains (e.g. autonomous driving, medical diagnosis) demands for approaches that are explainable, robust against adversarial attacks and aware of the model uncertainty. Recent deep…

Interpretable machine learning has been focusing on explaining final models that optimize performance. The current state-of-the-art is the Shapley additive explanations (SHAP) that locally explains variable impact on individual predictions,…

We develop a structural econometric model to capture the decision dynamics of human evaluators on an online micro-lending platform, and estimate the model parameters using a real-world dataset. We find two types of biases in gender,…

Counterfactual explanations are gaining prominence within technical, legal, and business circles as a way to explain the decisions of a machine learning model. These explanations share a trait with the long-established "principal reason"…

Machine learning models are often used to decide who receives a loan, a job interview, or a public benefit. Models in such settings use features without considering their actionability. As a result, they can assign predictions that are…

Two types of explanations have been receiving increased attention in the literature when analyzing the decisions made by classifiers. The first type explains why a decision was made and is known as a sufficient reason for the decision, also…

The aim of this project is to develop and test advanced analytical methods to improve the prediction accuracy of Credit Risk Models, preserving at the same time the model interpretability. In particular, the project focuses on applying an…

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…

Active learning is a paradigm of machine learning which aims at reducing the amount of labeled data needed to train a classifier. Its overall principle is to sequentially select the most informative data points, which amounts to determining…

Contrastive explanations clarify why an event occurred in contrast to another. They are more inherently intuitive to humans to both produce and comprehend. We propose a methodology to produce contrastive explanations for classification…

Predicting default is essential for banks to ensure profitability and financial stability. While modern machine learning methods often outperform traditional regression techniques, their lack of transparency limits their use in regulated…

Shapley values are model-agnostic methods for explaining model predictions. Many commonly used methods of computing Shapley values, known as off-manifold methods, rely on model evaluations on out-of-distribution input samples. Consequently,…

This paper introduces X-SHAP, a model-agnostic method that assesses multiplicative contributions of variables for both local and global predictions. This method theoretically and operationally extends the so-called additive SHAP approach.…

Machine learning models that automate decision-making are increasingly used in consequential areas such as loan approvals, pretrial bail approval, and hiring. Unfortunately, most of these models are black boxes, i.e., they are unable to…

Credit risk assessment is a crucial aspect of financial decision-making, enabling institutions to predict the likelihood of default and make informed lending decisions. Two prominent methodologies in credit risk modeling are logistic…