This paper introduces and develops a novel variable importance score function in the context of ensemble learning and demonstrates its appeal both theoretically and empirically. Our proposed score function is simple and more straightforward than its counterpart proposed in the context of random forest, and by avoiding …
New method disentangles feature importance scores in machine learning.
problem Misinterpretation of feature importance scores due to interactions and dependencies.
method Derive DIP (Disentangled Importance) decomposition of feature importance scores.
result DIP decomposition uniquely separates standalone contributions from interactions and dependencies.
TF-MoDISco (Transcription Factor Motif Discovery from Importance Scores) is an algorithm for identifying motifs from basepair-level importance scores computed on genomic sequence data. This technical note focuses on version v0.5.6.5. The implementation is available at https://github.com/kundajelab/tfmodisco/tree/v0.5.6…
Extends importance sampling to nonlinear models using adjoint operators.
problem Lack of tools for identifying important data points in nonlinear models.
method Introduces adjoint operator for nonlinear maps, generalizes norm and leverage scores.
result Generalized scores provide approximation guarantees for nonlinear mappings.
SCORE improves tree-based predictions with boosted residual extraTrees.
problem Improving tree-based prediction models with reduced errors.
method Inspired by representation learning, SCORE uses boosting, regularized regression, and variable selection.
result SCORE provides comparable or superior performance compared to other models.
Develops fair feature importance scores for tree-based models to interpret fairness.
problem Ensuring fairness in machine learning models, especially tree-based ones.
method Inspired by decision trees, proposes a novel fair feature importance score based on mean decrease in group bias.
result Valid interpretations of fairness for tree-based ensembles and surrogates of other ML systems.
TRIP detects unreliable feature importance scores in random forests.
problem Unreliable feature importance scores in random forests due to model extrapolation.
method Develops TRIP (Test for Reliable Interpretation via Permutation) to detect unreliable permutation feature importance scores.
result TRIP reliably detects unreliable permutation feature importance scores in high-dimensional settings.
We study the problem of interpreting trained classification models in the setting of linguistic data sets. Leveraging a parse tree, we propose to assign least-squares based importance scores to each word of an instance by exploiting syntactic constituency structure. We establish an axiomatic characterization of these i…
Evaluates explanations of LTR models using decision paths and compares their accuracy.
problem Challenges in evaluating local explanations of LTR models due to lack of ground truth feature importance scores.
method Focuses on tree-based LTR models, extracts ground truth feature importance scores using decision paths, and compares them with explanation techniques.
result Explanation accuracy varies depending on the model and data point.
Method infers parameters in complex diffusion processes.
problem Parameter inference in high-dimensional, non-linear diffusion processes.
method Differentiable score matching to approximate diffusion bridges, used in an importance sampler.
result Numerically stable framework for parameter inference and diffusion mean estimation.
Interpretability has become an important topic of research as more machine learning (ML) models are deployed and widely used to make important decisions. Most of the current explanation methods provide explanations through feature importance scores, which identify features that are important for each individual input. …
Mitigates anomaly score imbalance in long-tailed distributions.
problem Class imbalance in normal data leads to skewed anomaly detection performance.
method Proposes an importance-weighted loss function to balance anomaly scores.
result Improves anomaly detection performance by 0.043 on real-world datasets.
Human decision-makers often receive assistance from data-driven algorithmic systems that provide a score for evaluating objects, including individuals. The scores are generated by a function (mechanism) that takes a set of features as input and generates a score.The scoring functions are either machine-learned or human…
Adapts score matching for missing data in flexible settings.
problem Learning data distribution with missing data.
method Adapted score matching to handle missing data, providing two approaches: importance weighting and variational.
result Variational approach performs best in high-dimensional settings.
A novel approach combines feature importance scores with deep learning for forex price prediction.
problem Improving forex price prediction using deep learning models.
method Feature importance recap combined with stacking models.
result Proper feature selection significantly improves model performance.
New methods ensure feature importance rankings are correct with high probability.
problem Stability issues in feature importance scores due to random sampling.
method Hypothesis testing-based techniques to assess and verify the stability of top-ranked features.
result Ensures the most important features are correct with high-probability guarantees.
Proposes a credit scoring system for Aave accounts.
problem Scoring the creditworthiness of DeFi accounts.
method Tree-based binary classifier for predicting delinquency.
result Validated the credit scoring system for Aave accounts.
The article reviews scoring rules for estimating and evaluating forecasts.
problem Evaluating probabilistic forecasts and estimating probability distributions.
method Mathematical foundations and characterization of scoring rules.
result Important families of scoring rules and their applications in statistics and machine learning.
Paper improves variance control in importance weighted variational bounds.
problem Improving the variance of gradient estimators for IWAE.
method Develops a novel control variate that grows SNR as √K for large K.
result Empirically, the method yields superior variance reduction for generative models.
XGBoost fails to accurately identify relevant features, while interpretable methods do.
problem Accurately identifying relevant features in black-box models like XGBoost.
method Comparison of variable importance methods (CART, Optimal Trees, XGBoost, SHAP) across various experiments.
result Interpretable methods outperform black-box models in feature selection accuracy.
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 have been proposed as a fair way of computing feature attributions of this kind…
Given a loss function F:X→R+ that can be written as the sum of losses over a large set of inputs a1,…,an, it is often desirable to approximate F by subsampling the input points. Strong theoretical guarantees require taking into account the importance of each point, measured by how …
Cluster LOCO: A model-agnostic feature importance score for interpreting cluster outputs
problem Interpreting and auditing cluster outputs
method Cluster LOCO (Leave-One-Covariate-Out)
result More reliably recovers informative features than existing methods
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 patient outcomes using three state-of-the-art machine learning methods. Our primar…
AIS uses a suboptimal extended target distribution, which this paper improves using SGM.
problem Improving the efficiency of Annealed Importance Sampling for marginal likelihood estimation.
method Leveraging score-based generative modeling to approximate the optimal extended target distribution.
result Demonstrated novel, differentiable AIS procedures on synthetic and real-world data.
This thesis improves protein contact prediction using unsupervised and supervised methods.
problem Improving accuracy of protein contact prediction.
method Unsupervised and supervised deep learning methods.
result A scoring system called diversity score for measuring contact novelty.
We develop a new method to estimate failure probabilities in complex systems.
problem Estimating failure probabilities in safety-critical autonomous systems is challenging due to the rarity of failures and large state spaces.
method We propose an adaptive importance sampling algorithm that minimizes forward Kullback-Leibler divergence and uses Markov score ascent methods.
result Our method provides more accurate failure probability estimates than existing techniques.
VT-DIS improves sampling from Boltzmann distributions with minimal overhead.
problem Bias in Monte Carlo estimates from score-based diffusion models.
method Variance-Tuned Diffusion Importance Sampling (VT-DIS) adapts noise covariance to correct bias.
result VT-DIS achieves effective sample sizes of 80%, 35%, and 3.5% on benchmarks, using less computational budget.
Bayesian approach improves AdaLoRA's performance and efficiency.
problem Improving the efficiency and performance of adaptive low-rank adaptation.
method Utilized Bayesian metrics and the Improved Variational Online Newton (IVON) optimizer for adaptive parameter budget allocation.
result Bayesian counterpart outperforms sensitivity-based importance metric and is faster than AdaLoRA.
New method attacks GNNs with limited node access, increasing misclassification rate.
problem Attacking GNNs with limited node access and limited attack nodes.
method Generalized gradient-based attacks using importance scores derived from random walks.
result Proposed greedy procedure significantly increases misclassification rate.
New local MDI variable importances derived from global scores match Shapley values.
problem Local feature relevance in tree-based models.
method Deriving local MDI importance measure from global scores and linking it to Shapley values.
result Local MDI importances have a natural connection with Shapley values.
The optimal ranking score between precision and recall is rarely F1 and can be found using specific methods.
problem Finding a meaningful and optimal compromise between precision and recall scores.
method Established a shortest path between precision- and recall-induced rankings, framed the problem as an optimization problem, and provided theoretical tools to find the optimal β.
result F1 and its skew-insensitive version are not optimal tradeoffs between precision and recall scores.
This paper improves matrix completion by leveraging element importance and non-uniform sampling.
problem The challenge of completing low-rank matrices from noisy, subsampled measurements.
method Employing leverage scores to characterize element importance and devising a biased sampling procedure.
result Theoretical and empirical evidence shows that a smaller number of entries (about O(nrlog2(n))) can recover a low-rank matrix with noise. This paper explores emerging methods for estimating variable importance in machine learning.
problem Estimating the importance of variables in machine learning models.
method Least Absolute Shrinkage and Selection Operator (LASSO), Support Vector Machine (SVM), Predictive Error Function (PERF), Random Forest (RF), Extreme Gradient Boosting (XGBOOST).
result PERF and RF showed the best performance in highly correlated data, while PERF and XGBOOST performed poorly on small data sizes.
Unsupervised scheme ranks sentences in text documents based on semantic importance.
problem Ranking sentences in text documents without labeled data.
method Extracts essential words and phrases, constructs semantic phrase and sentence graphs, applies PageRank, combines scores, and optimizes for topic diversity.
result SSR outperforms individual judges and compares favorably with combined rankings on benchmarks.
New algorithm improves accuracy of importance weights for diverse applications.
problem Improving accuracy of importance weights for various applications.
method Formulated multicalibrated partitions and developed an efficient algorithm.
result Algorithm significantly improves accuracy of importance weights.
Mixed integer programming identifies critical neurons in neural networks.
problem Identifying neurons critical for network performance and generalization.
method Developed a mixed integer program (MIP) to assign importance scores to neurons, guiding pruning decisions.
result The method identifies multiple 'lucky' sub-networks resulting in optimized architectures that generalize across datasets.
New bounds for score matching in polynomial exponential families.
problem Understanding the sample complexity of score matching for polynomial exponential families.
method Non-asymptotic sample complexity analysis for score matching.
result First finite sample bounds for score matching in polynomial exponential families.
The study reveals flaws in pruning criteria and proposes a new assumption for better filter selection.
problem Flaws in existing pruning criteria for CNNs.
method Empirical experiments and Convolutional Weight Distribution Assumption.
result The Convolutional Weight Distribution Assumption improves filter selection in pruning.
ScoreAG generates unrestricted adversarial images maintaining semantic integrity.
problem Limited robustness evaluations due to ℓp-norm constraints. method Score-Based Adversarial Generation (ScoreAG) using score-based generative models.
result ScoreAG improves robustness assessments across multiple benchmarks.
Predicting properties of nodes in a graph is an important problem with applications in a variety of domains. Graph-based Semi-Supervised Learning (SSL) methods aim to address this problem by labeling a small subset of the nodes as seeds and then utilizing the graph structure to predict label scores for the rest of the …
Docking is an important tool in computational drug discovery that aims to predict the binding pose of a ligand to a target protein through a combination of pose scoring and optimization. A scoring function that is differentiable with respect to atom positions can be used for both scoring and gradient-based optimization…
Improved sampling efficiency for inverse problems using variance-reduced diffusion methods.
problem Efficiently estimating noisy scores in inverse problems.
method Developed a nonparametric self-normalized importance sampling estimator and a state-dependent blending rule.
result Improved sample quality for fixed simulation budgets in synthetic targets and PDE-governed inverse problems.
The reliable measurement of confidence in classifiers' predictions is very important for many applications and is, therefore, an important part of classifier design. Yet, although deep learning has received tremendous attention in recent years, not much progress has been made in quantifying the prediction confidence of…
Null-Calibrated Conformal Selection via Target-Membership Scores
problem Identifying test candidates whose unknown responses fall in a target region while controlling the false discovery rate
method Membership-score-based conformal selection
result Finite-sample valid null p-values
We develop a scoring and classification procedure based on the PAC-Bayesian approach and the AUC (Area Under Curve) criterion. We focus initially on the class of linear score functions. We derive PAC-Bayesian non-asymptotic bounds for two types of prior for the score parameters: a Gaussian prior, and a spike-and-slab p…
Two new methods assess feature importance for fairness in machine learning models.
problem Understanding how features influence fairness in machine learning models.
method Two model-agnostic approaches: permutation and occlusion.
result Simple, scalable, and interpretable methods to quantify feature importance for fairness.
In statistical analysis, measuring a score of predictive performance is an important task. In many scientific fields, appropriate scores were tailored to tackle the problems at hand. A proper score is a popular tool to obtain statistically consistent forecasts. Furthermore, a mathematical characterization of the proper…