Random Forest permutation importance measure is asymptotically unbiased in sparse regression models.
problem Challenges in selecting informative variables in high-dimensional regression problems.
method Theoretical guarantees and asymptotic unbiasedness of permutation importance measure under specific assumptions.
result Permutation importance measure in Random Forest is asymptotically unbiased.
CPI overcomes limitations of permutation importance by providing accurate variable selection.
problem Misidentification of unimportant variables in complex models due to covariate correlations.
method Developed a model agnostic and computationally lean Conditional Permutation Importance (CPI) approach.
result CPI provides accurate type-I error control and more parsimonious variable selection.
New methods reduce extrapolation errors in feature importance.
problem Flawed feature importance methods using unrestricted permutations lead to extrapolation errors.
method Three new approaches: conditional model reliance, Knockoffs with Gaussian transformation, and restricted ALE plot designs.
result Theoretical and numerical results show our strategies reduce/eliminate extrapolation.
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.
A new method improves feature importance and model stress-testing reliability.
problem Estimating feature contributions in machine learning models for trust and transparency.
method Replacing multiple random permutations with a single, deterministic, and optimal permutation.
result Improved bias-variance tradeoffs and accuracy in challenging scenarios.
A new method reduces computational costs for testing RF variable importance measures.
problem Testing variable importance measures from random forests is computationally expensive and challenging.
method Sequential permutation testing and sequential p-value estimation to reduce computational costs.
result Theoretical properties of sequential tests are confirmed, maintaining type-I error and high power.
New method corrects correlation bias in feature importance.
problem Correlations between features in high-dimensional data bias statistical and machine learning models.
method Pairwise Permutation Algorithm (PPA)
result PPA corrects correlation bias, identifying biological relevant biomarkers.
The paper derives theoretical foundations for two common machine learning variable importance measures.
problem Understanding variable importance in machine learning problems.
method The paper derives closed-form expressions for Permute-and-Predict (PaP) and Leave-One-Covariate-Out (LOCO) methods.
result Theoretical derivations explain the behavior of PaP and LOCO under collinearity, linking them to coefficients and predictor variability.
Paper proves a Central Limit Theorem for Random Forest Permutation Importance Measure.
problem Lack of theoretical analysis of Random Forest Permutation Importance Measure (RFPIM).
method Formal proof using U-Statistics theory, deviating from conventional Random Forest model.
result Established a Central Limit Theorem for RFPIM.
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.
TIME explains temporal models by analyzing feature importance.
problem Existing methods struggle with temporal models and feature importance.
method Model-agnostic permutation-based approach, temporal feature importance, hypothesis testing.
result TIME provides statistical rigor for explaining temporal models.
Improves modeling of sets with permutation invariant densities.
problem Challenges in calculating trace limit practicality of current methods.
method Proposes an alternative approach to define permutation equivariant transformations with closed form trace.
result Improves both training and final performance.
New tests detect high-order interactions without permutations.
problem Scalability issues in kernel-based tests for high-order interactions.
method Permutation-free high-order tests using V-statistics and cross-centring.
result Tests yield standard normal distribution under null hypothesis.
Bayesian optimization method for permutations accelerates combinatorial search.
problem Optimizing expensive-to-evaluate objectives on permutation problems.
method LAW2ORDER, a batch Bayesian optimization method based on the acquisition weighted kernel.
result LAW2ORDER achieves sublinear batch cumulative regret, demonstrating accelerated search.
The paper examines properties of GW optimal transport plans, showing they can be sparse and permutation-supported.
problem Properties of Gromov-Wasserstein optimal transport plans.
method Exploration of sparsity, permutation support, and cyclical monotonicity properties.
result GW optimal plans can be sparse and permutation-supported under certain conditions.
Sample efficiency and scalability to a large number of agents are two important goals for multi-agent reinforcement learning systems. Recent works got us closer to those goals, addressing non-stationarity of the environment from a single agent's perspective by utilizing a deep net critic which depends on all observatio…
Introduces RFI for assessing feature importance relative to any subset of features.
problem Lack of nuanced feature importance computation.
method Generalizes PFI and CFI to assess relative feature importance.
result Derives general interpretation rules for RFI.
Neural networks learn from ensemble forecasts without considering their order.
problem Improving reliability of probabilistic weather forecasts.
method Permutation-invariant neural networks for postprocessing ensemble forecasts.
result Models achieve state-of-the-art prediction quality in surface temperature and wind gust forecasts.
Permutation-equivariant neural networks improve auction mechanisms by reducing regret and sample complexity.
problem Designing optimal auction mechanisms that balance revenue and bidders' regret.
method Introduced permutation-equivariant neural networks to auction mechanisms.
result Permutation-equivariant neural networks decrease expected ex-post regret and improve model generalizability.
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…
This paper evaluates and improves metrics for identifying important features in machine learning models.
problem Evaluation metrics for explainable AI are limited by multicollinearity and model accuracy.
method Proposes Expected Accuracy Interval (EAI) to predict model accuracy with multicollinearity.
result EAI is a useful metric for identifying important features in models with multicollinearity.
Proposes a new method for variable importance using targeted learning.
problem Uncertainty quantification in variable importance metrics.
method Employing the targeted learning (TL) framework for conditional permutation variable importance.
result Improved accuracy in finite sample contexts compared to traditional methods.
SMP model preserves proximity and permutation in graph neural networks.
problem Challenges in graph mining, such as community and leader finding.
method Stochastic Message Passing (SMP) model that maintains proximity and permutation-equivariance.
result SMP model effectively preserves node proximities and permutation-equivariance.
Researchers formalize PD and PFI to relate them to data generating process.
problem Lack of theory linking PD and PFI to data generating process.
method Formalize PD and PFI as estimators of ground truth estimands, account for model variance with learner-PD and learner-PFI.
result PD and PFI estimates deviate from ground truth due to statistical biases, model variance, and Monte Carlo approximation errors.
C-MinHash reduces the number of permutations needed for MinHash from thousands to just two.
problem Approximating Jaccard similarity in large binary datasets using many permutations.
method Initial permutation followed by circulant shifting of a second permutation to generate hashes.
result C-MinHash achieves unbiased Jaccard similarity estimation with uniformly smaller variance.
Proposes a simple algorithm to generate data similar to real series.
problem Generating data similar to real series with constraints.
method Random permutation of Monte Carlo generated numbers, accepted if objective function is minimized.
result Demonstrated by generating S\&P 500 log-returns.
Enhances functional classifier performance with new tree-based methods and unbiased feature importance assessment.
problem Challenges of high-dimensional functional data and biased feature importance assessment.
method Augmented functional classification trees and random forests with ad-hoc conditional permutations for unbiased feature importance.
result Significant enhancement in predictive power of functional classifiers through new feature importance assessment.
Paper introduces new importance metrics for machine learning models, linking them to CATE.
problem Interpreting black-box models' importance metrics due to data dependence and non-parametric nature.
method Introduces MVIM and CVIM, proposing permutation-based estimation and bias-variance decomposition.
result MVIM and CVIM have a quadratic relationship with CATE, addressing bias in correlated predictors.
This study compares feature importance and explainability in quantum vs classical ML models.
problem Lack of transparency in ML models, especially in sensitive fields.
method Comparison of classical ML (SVM, Random Forest) and hybrid quantum ML (VQC, QSVC) models using feature importance and explainability methods.
result Quantum ML models provide insights similar to classical models but with unique quantum features.
Permutation of any two hidden units yields invariant properties in typical deep generative neural networks. This permutation symmetry plays an important role in understanding the computation performance of a broad class of neural networks with two or more hidden units. However, a theoretical study of the permutation sy…
Proposes a simple solution to Gini importance bias in random forests.
problem Gini importance measure in random forests is biased and unreliable.
method Computes loss reduction on out-of-bag samples instead of in-bag.
result Solves the misleading/untrustworthy Gini importance issue.
Paper presents a novel neural network for MIMO symbol detection.
problem Handling a variable number of users in MIMO systems.
method Recurrent and permutation equivariant neural network architecture with iterative decoding.
result The neural detector outperforms existing methods in accuracy and efficiency.
In this work we study permutation synchronisation for the challenging case of partial permutations, which plays an important role for the problem of matching multiple objects (e.g. images or shapes). The term synchronisation refers to the property that the set of pairwise matchings is cycle-consistent, i.e. in the full…
Proposes a new method for interpreting feature importance and effects in dependent feature models.
problem Challenges in interpreting feature importance when features are dependent and interactions are present.
method Conditional Subgroup Approach
result Conditional PFI and PDP estimates based on this approach often outperform existing methods.
Study examines challenges in variable importance ranking due to feature correlation.
problem Challenges in variable importance ranking under correlation.
method Simulation study and theoretical analysis of feature knockoffs and conditional predictive impact (CPI).
result Highly correlated features increase the correlation of knockoff variables, posing a limitation for CPI.
New lower bounds on embedding dimensions for neural network architectures.
problem Ensuring neural networks can handle symmetries like permutations in high dimensions.
method Novel technique to prove lower bounds on embedding dimensions.
result Proves new lower bounds on embedding dimensions for Deep Sets and Janossy pooling.
FairICP addresses equalized odds fairness for multiple sensitive attributes.
problem Equalized odds fairness for multiple sensitive attributes.
method Adversarial learning with inverse conditional permutation.
result Promotes equalized odds under complex, multi-dimensional sensitive attributes.
Sorting input objects is an important step in many machine learning pipelines. However, the sorting operator is non-differentiable with respect to its inputs, which prohibits end-to-end gradient-based optimization. In this work, we propose NeuralSort, a general-purpose continuous relaxation of the output of the sorting…
Paper proposes a differentially private test for joint dependence among random vectors.
problem Detecting joint dependence among sensitive data while maintaining privacy.
method Differentially private permutation methodology for dHSIC test.
result Proposed test attains minimax optimal power across privacy regimes.
This paper compresses neural networks by permuting and quantizing weights.
problem Efficiently compressing large neural networks for resource-constrained platforms.
method Permuting and quantizing weights, connecting to rate-distortion theory, and using annealed quantization.
result Significant compression with minimal accuracy loss, e.g., 40-70% reduction in gap with uncompressed model.
New algorithm uses GNNs to optimize rewards in graph-structured data.
problem Optimizing rewards in molecule design with graph-structured data.
method Embedding permutation invariance into GNNs and using GNTK for regret bounds.
result First GNN confidence bound and phased-elimination algorithm with sublinear regret.
I describe the history of Topological Tverberg Theorem. I present some important constructions and discuss their properties. In particular, I describe in details the cell structure of the classifying space K(Sr,1), where Sr is the permutation group. I also clarify some bibliographical issues.
This paper analyzes the informational efficiency of oil market during the last three decades, and examines changes in informational efficiency with major geopolitical events, such as terrorist attacks, financial crisis and other important events. The series under study is the daily prices of West Texas Intermediate (WT…
Paper presents a method to summarize HMC samples for neural networks, providing meaningful uncertainty estimates.
problem Lack of interpretable summary statistics for HMC samples in neural networks due to permutation symmetry.
method Introducing a transpositions metric to quantify permutations and using rebasin method to summarize HMC samples.
result Compact representation of HMC samples provides meaningful uncertainty estimates for each weight in a neural network.
Hollow-tree Super resolves feature importance in large datasets.
problem Lack of effective scaling for large feature numbers in boosted tree models.
method Hollow-tree Super (HOTS) methodology for feature importance visualization.
result HOTS effectively resolves feature importance and directionality in high-dimensional neuroscientific data.
Model-agnostic interpretation methods can mislead if not used carefully.
problem Misinterpretation of machine learning models due to improper use of techniques.
method General pitfalls of model-agnostic interpretation methods.
result Many pitfalls exist when using global interpretation techniques for machine learning models.
Method detects effects of synthesis parameters on plutonium oxide microstructure.
problem Detecting effects of synthesis parameters on material microstructure.
method Copula theory, high dimensional distribution distances, and permutational statistics.
result Effects of strike order and oxalic acid feed on plutonium oxide microstructure detected.
Unified framework connects different neural network models.
problem Understanding the geometry of neural network loss landscapes.
method Unified framework capturing four symmetry classes.
result First discovery of low- and zero-barrier linear interpolation paths.