New method for interpreting financial model risks.
problem Fairly allocating risk in financial models.
method Extending Shapley value framework for axiomatic risk attribution.
result Risk can be well allocated in financial models.
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48 results for “axiomatic attribution”
Recent research has demonstrated that feature attribution methods for deep networks can themselves be incorporated into training; these attribution priors optimize for a model whose attributions have certain desirable properties -- most frequently, that particular features are important or unimportant. These attributio…
An emerging problem in trustworthy machine learning is to train models that produce robust interpretations for their predictions. We take a step towards solving this problem through the lens of axiomatic attribution of neural networks. Our theory is grounded in the recent work, Integrated Gradients (IG), in axiomatical…
Archipelago provides interpretable explanations of feature interactions in machine learning models.
problem Interpreting the impact of feature interactions on predictions in machine learning models.
method Archipelago is a novel framework for extracting and attributing feature interactions in a scalable and interpretable manner.
result Archipelago provides significantly more interpretable explanations of feature interactions than comparable methods.
CAUSE learns Granger causality from event sequences, outperforming existing methods.
problem Learning Granger causality from complex, interdependent event sequences.
method CAUSE uses a neural point process to capture interdependency and an attribution method to extract Granger causality.
result CAUSE outperforms state-of-the-art methods in inferring inter-type Granger causality.
Defines globalness measure for explainers using optimal transport.
problem Challenges in evaluating and comparing explainability methods.
method Axiomatic definition and proof of Wasserstein Globalness measure.
result Wasserstein Globalness measure facilitates meaningful comparison and selection of explainers.
Study examines how machine learning attribution methods reflect risk in finance.
problem Ensuring machine learning attribution methods accurately reflect underlying risks in finance.
method Examined Shapley value and Integrated Gradients, and derived axioms from asset pricing domain knowledge.
result Neither Shapley value nor Integrated Gradients can satisfy all axioms for reflecting risks accurately.
PS-IG improves feature attribution by reducing noise and variance.
problem Improving feature attribution in machine learning models.
method Path-sampled integrated gradients (PS-IG) computes expected value over sampled baselines.
result PS-IG reduces attribution variance by a factor of 1/3 under uniform sampling.
Paper explores alternative cooperative game theory methods for machine learning feature attribution.
problem Debate over Shapley values' relevance in feature attribution.
method Introduces Weber and Harsanyi sets as alternative allocation schemes.
result Provides a coherent framework for designing robust feature attributions.
This paper finds a new method for decomposing insurer profits and losses.
problem Nonlinear balance sheets make it hard to attribute changes to risk factors.
method An axiomatic approach leading to infinitesimal sequential updating (ISU) decompositions.
result ISU decompositions are more general and applicable beyond insurance.
Proposes Geodesic Integrated Gradients (GIG) for more accurate feature attributions in deep networks.
problem Flawed attributions using straight paths from Integrated Gradients (IG).
method Introduces a model-induced Riemannian metric and computes attributions along geodesics.
result GIG produces more faithful attributions than IG on benchmarks.
A number of techniques have been proposed to explain a machine learning model's prediction by attributing it to the corresponding input features. Popular among these are techniques that apply the Shapley value method from cooperative game theory. While existing papers focus on the axiomatic motivation of Shapley values…
Enhanced visual feature attribution via adaptive baseline weighting.
problem IG's sensitivity to baseline images leads to noisy or unstable explanations.
method Weighted Integrated Gradients (WG) evaluates and weights baselines for improved reliability.
result WG improves over Expected Gradients (EG) by up to 36% across various models.
Unified framework for linear attribution methods in deep learning.
problem Separate theoretical foundations of XAI attribution methods.
method GRALIS (Gradient-Riesz Averaged Locally-Integrated Shapley) framework.
result Unified representation theory for linear attribution methods.
A concise discussion of the axiomatic approach to the concept of parallel transport is presented. Attention is drawn to a bijective map between the sets of connections and (axiomatically defined) parallel transports. The transports along paths are pointed as a generalization of the (axiomatically defined) parallel tran…
Paper axiomatizes interventional probability distributions.
problem Causal inference and intervention.
method Axiomatization of interventional families.
result Markovian property of intervened distributions.
Defines hierarchical clustering axioms for various densities.
problem Defining hierarchical clustering for different types of densities.
method An axiomatic approach to piecewise constant densities, then extending to general densities.
result Our axiomatic definition results in Hartigan's cluster tree under certain conditions.
We refurbish our axiomatics of differential geometry introduced in [Mathematics for Applications,, 1 (2012), 171-182]. Then the notion of Euclideaness can naturally be formulated. The principal objective in this paper is to present an adaptation of our theory of differential forms developed in [International Journal of…
In this paper we give an axiomatization of differential geometry comparable to model categories for homotopy theory. Weil functors play a predominant role.
The axiomatic approach to parallel transport theory is partially discussed. Bijective correspondences between the sets of connections, (axiomatically defined) parallel transports, and transports along paths satisfying some additional conditions, are constructed. In particular, the equivalence between the concepts "conn…
In our previous paper entitled "Axiomatic differential geometry -towards model categories of differential geometry-, we have given a category-theoretic framework of differential geometry. As the first part of our series of papers concerned with differential-geometric developments within the above axiomatic scheme, this…
An axiomatization of -quantilesq-fin.MF
Axiomatizes -quantiles, a generalization of quantiles.
problem Found an axiomatization for -quantiles.
method Characterized -quantiles using the locality property.
result Local changes in distribution do not affect -quantiles.
In this article we prove that any unitary, axiomatic topological quantum field theory in four-dimensions can not detect changes in the smooth structure of M, a simply connected, closed (compact without boundary), oriented smooth manifold. However, as Donaldson-Witten theory (a topological quantum field theory but not a…
We formulate and prove an axiomatic characterization of conditional information geometry, for both the normalized and the nonnormalized cases. This characterization extends the axiomatic derivation of the Fisher geometry by Cencov and Campbell to the cone of positive conditional models, and as a special case to the man…
Axiomatic Market Makingq-fin.MF
Axiomatizes the bid-ask market maker's quoting rule
problem Axiomatizing the quoting rule of a market maker
method Eight natural axioms and six environmental assumptions
result A unique three-parameter family emerges
In our previous paper (Axiomatic Differential Geometry II-3) we have discussed the general Jacobi identity, from which the Jacobi identity of vector fields follows readily. In this paper we derive Jacobi-like identities of tangent-vector-valued forms from the general Jacobi identity.
Given a complete and (locally) cartesian closed category U, it is shown that the category of functors from the category of Weil algebras to the category U is (locally, resp.) cartesian closed. The corresponding axiomatization for differential geometry based upon Weil functors is then given.
As the fourth paper of our series of papers concerned with axiomatic differential geometry, this paper is devoted to the general Jacobi identity supporting the Jacobi identity of vector fields. The general Jacobi identity can be regarded as one of the few fundamental results belonging properly to smootheology.
This paper describes a practical system for Multi Touch Attribution (MTA) for use by a publisher of digital ads. We developed this system for JD.com, an eCommerce company, which is also a publisher of digital ads in China. The approach has two steps. The first step ('response modeling') fits a user-level model for purc…
Supervised machine learning models boast remarkable predictive capabilities. But can you trust your model? Will it work in deployment? What else can it tell you about the world? We want models to be not only good, but interpretable. And yet the task of interpretation appears underspecified. Papers provide diverse and s…
The main goal of this paper is presentation a modern axiomatic approach to financial arithmetic. At the first, the axiomatic financial arithmetic theory was proposed by Peccati who has introduced the axiomatic definition of the future value. This theory has been extensively developed in past years. Proposed approach to…
In this paper is proposed a kind of model theory for our axiomatic differential geometry. It is claimed that smooth manifolds, which have occupied the center stage in differential geometry, should be replaced by functors on the category of Weil algebras. Our model theory is geometrically natural and conceptually motiva…
Paper proves impossibility of three desirable properties in node embedding.
problem Understanding limitations of node embedding methods.
method Axiomatic approach to node embedding, proving impossibility of three properties.
result No node embedding method can satisfy all three desirable properties simultaneously.
New framework explains neural network behavior through geometric postulates.
problem Understanding neural network mechanisms and making them more transparent.
method Introducing the Pursuit of Subspaces (PoS) hypothesis as an axiomatic framework.
result Unified geometric perspective on neural network representation, computation, and generalization.
Paper introduces variance-based measures for second-order uncertainty quantification in classification problems.
problem Uncertainty in machine learning predictions and decision-making.
method Second-order uncertainty quantification using variance-based measures.
result Variance-based measures effectively quantify uncertainty on a class-based level and are competitive with entropy-based measures.
Diversification represents the idea of choosing variety over uniformity. Within the theory of choice, desirability of diversification is axiomatized as preference for a convex combination of choices that are equivalently ranked. This corresponds to the notion of risk aversion when one assumes the von-Neumann-Morgenster…
A framework for anonymized risk sharing without revealing identities or preferences.
problem Risk sharing without revealing individual identities or preferences.
method Axiomatic framework with four key axioms: actuarial fairness, risk fairness, risk anonymity, and operational anonymity.
result The conditional mean risk sharing rule is uniquely characterized by these axioms.
Geometric invariant theory introduces stability conditions mirroring abelian category theory.
problem Stability conditions in geometric invariant theory.
method Axiomatic notion of central charge and stability condition on schemes and stacks.
result Introduction of stability conditions for polarized schemes and smooth projective varieties.
New stability theorem for hyperbolic metrics without volume bounds.
problem Stability of finite volume hyperbolic metrics without upper volume bounds.
method Abstract axiomatic framework and bootstrap argument to extend stability result.
result Weaker exponential control of the metric allows for a broader application of the stability theorem.
We introduce an axiomatic framework for the parallel transport of connections on gerbes. It incorporates parallel transport along curves and along surfaces, and is formulated in terms of gluing axioms and smoothness conditions. The smoothness conditions are imposed with respect to a strict Lie 2-group, which plays the …
We provide an axiomatic approach to the theory of local tangent cones of regular sub-Riemannian manifolds and the differentiability of mappings between such spaces. This axiomatic approach relies on a notion of a dilation structure which is introduced in the general framework of quasimetric spaces. Considering quasimet…
New method explains feature interactions in neural networks.
problem Understanding feature interactions in deep networks.
method Integrated Hessians, an extension of Integrated Gradients.
result Integrated Hessians explains pairwise feature interactions efficiently and accurately.
Projection maps which appear in the theory of buildings and oriented matroids are closely related to the notion of shellability. This was first observed by Bj{ö}rner. In this paper, we give an axiomatic treatment of either concept and show their equivalence. We also axiomatize duality in this setting. As applications o…
New Gini indices capture more nuanced income inequality.
problem Measuring joint dispersion across multiple observations.
method Axiomatic approach to define and characterize n-th order Gini deviations.
result Higher-order Gini coefficients reveal more extreme income disparities.
The paper axiomatizes strong emergence in parameterized field theories and proves existence theorems.
problem Formalizing and proving existence of strong emergence in parameterized field theories.
method Axiomatization and proof of existence theorems for strong emergence between Lagrangian field theories.
result Existence of strong emergence phenomena between parameterized Lagrangian field theories.
The aim of this paper is to develop a new axiomatization of planar geometry by reinterpreting the original axioms of Euclid. The basic concept is still that of a line segment but its equivalent notion of betweenness is viewed as a topological, not a metric concept. That leads quickly to the notion of connectedness with…
Milnor proved two uniqueness theorems for axiomatic (co)homology: one for pairs of compacta (1960) and another, in particular, for pairs of countable simplicial complexes (1961). We obtain their common generalization: the Eilenberg-Steenrod axioms along with Milnor's map excision axiom and a (non-obvious) common genera…
The paper develops axioms for uniquely decomposing functions with real arguments.
problem Decomposing functions with real arguments while preserving their overall structure.
method Developing axioms to uniquely decompose Borel measurable functions.
result Unique decompositions for all Borel measurable functions are achieved.