A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
A new variable importance measure for DRFs detects broader impacts on output distributions.
Bayesian optimization improves by focusing on outputs with the likelihood ratio method.
For many important problems the quantity of interest is an unknown function of the parameters, which is a random vector with known statistics. Since the dependence of the output on this random vector is unknown, the challenge is to identify its statistics, using the minimum number of function evaluations. This problem …
Study improves estimation of rare language model outputs.
We present a principled framework to address resource allocation for realizing boosting algorithms on substrates with communication or computation noise. Boosting classifiers (e.g., AdaBoost) make a final decision via a weighted vote from the outputs of many base classifiers (weak classifiers). Suppose that the base cl…
MACQ method explains deep learning models by analyzing feature contributions across prediction levels.
Prediction and explanation are key objects in supervised machine learning, where predictive models are known as black boxes and explanatory models are known as glass boxes. Explanation provides the necessary and sufficient information to interpret the model output in terms of the model input. It includes assessments of…
Package provides sensitivity analysis for neural networks.
Multi-output learning aims to simultaneously predict multiple outputs given an input. It is an important learning problem due to the pressing need for sophisticated decision making in real-world applications. Inspired by big data, the 4Vs characteristics of multi-output imposes a set of challenges to multi-output learn…
This paper generalizes an important result from the PAC-Bayesian literature for binary classification to the case of ensemble methods for structured outputs. We prove a generic version of the \Cbound, an upper bound over the risk of models expressed as a weighted majority vote that is based on the first and second stat…
Feature importance estimates that inform users about the degree to which given inputs influence the output of a predictive model are crucial for understanding, validating, and interpreting machine-learning models. However, providing fast and accurate estimates of feature importance for high-dimensional data, and quanti…
New clustering method uses Wasserstein distance to analyze simulation outputs.
Neural networks have been criticized for their lack of easy interpretation, which undermines confidence in their use for important applications. Here, we introduce a novel technique, interpreting a trained neural network by investigating its flip points. A flip point is any point that lies on the boundary between two o…
In this paper we study output coding for multi-label prediction. For a multi-label output coding to be discriminative, it is important that codewords for different label vectors are significantly different from each other. In the meantime, unlike in traditional coding theory, codewords in output coding are to be predic…
A variety of methods have been proposed for interpreting nodes in deep neural networks, which typically involve scoring nodes at lower layers with respect to their effects on the output of higher-layer nodes (where lower and higher layers are closer to the input and output layers, respectively). However, we may be inte…
Sig-PCA integrates model outputs and observations to correct model biases.
Understanding the behavior of a trained network and finding explanations for its outputs is important for improving the network's performance and generalization ability, and for ensuring trust in automated systems. Several approaches have previously been proposed to identify and visualize the most important features by…
Cluster LOCO: A model-agnostic feature importance score for interpreting cluster outputs
Combining feature importance estimates improves reliability of machine learning predictions.
Optimistic bounds for multi-output learning using self-bounding Lipschitz condition.
Convolutional neural networks (CNNs) in recent years have made a dramatic impact in science, technology and industry, yet the theoretical mechanism of CNN architecture design remains surprisingly vague. The CNN neurons, including its distinctive element, convolutional filters, are known to be learnable features, yet th…
The paper proposes a method for interpretable mixture density estimation using a tree structure.
While a typical supervised learning framework assumes that the inputs and the outputs are measured at the same levels of granularity, many applications, including global mapping of disease, only have access to outputs at a much coarser level than that of the inputs. Aggregation of outputs makes generalization to new in…
Recent advances in interpretable Machine Learning (iML) and eXplainable AI (XAI) construct explanations based on the importance of features in classification tasks. However, in a high-dimensional feature space this approach may become unfeasible without restraining the set of important features. We propose to utilize t…
Deep single-index Fréchet regression for metric space-valued outputs
We investigate a multi-household DSGE model in which past aggregate consumption impacts the confidence, and therefore consumption propensity, of individual households. We find that such a minimal setup is extremely rich, and leads to a variety of realistic output dynamics: high output with no crises; high output with i…
Prior work on neural network verification has focused on specifications that are linear functions of the output of the network, e.g., invariance of the classifier output under adversarial perturbations of the input. In this paper, we extend verification algorithms to be able to certify richer properties of neural netwo…
A new method reduces both input and output dimensions for better goal-oriented analysis.
Although deep learning models have proven effective at solving problems in natural language processing, the mechanism by which they come to their conclusions is often unclear. As a result, these models are generally treated as black boxes, yielding no insight of the underlying learned patterns. In this paper we conside…
Proposes oblique predictive clustering trees for faster, more efficient learning.
Auto-regressive sequence-to-sequence models with attention mechanism have achieved state-of-the-art performance in many tasks such as machine translation and speech synthesis. These models can be difficult to train. The standard approach, teacher forcing, guides a model with reference output history during training. Th…
Graph-to-Tree Neural Networks improve structured input-output translation in tasks like semantic parsing and math word problems.
Bayesian kernel regression improves functional output prediction.
Proposes a flexible MGP model for dynamic, sparse correlations.
Deep structured models are widely used for tasks like semantic segmentation, where explicit correlations between variables provide important prior information which generally helps to reduce the data needs of deep nets. However, current deep structured models are restricted by oftentimes very local neighborhood structu…
New methods improve insurance data quality for catastrophic events.
TENP prunes experts and neurons in Mixture-of-Experts models for efficient deployment.
The paper explores the identifiability and interpretability of Gaussian process models using different kernel structures.
RVFL NNs perform well without direct links and output bias for regression.
Soft labeling impacts OOD detection in neural networks.
We consider the problem of retrieving the most relevant labels for a given input when the size of the output space is very large. Retrieval methods are modeled as set-valued classifiers which output a small set of classes for each input, and a mistake is made if the label is not in the output set. Despite its practical…
Gradient-trained embeddings select important tokens in text.
Multi-output Gaussian processes have received increasing attention during the last few years as a natural mechanism to extend the powerful flexibility of Gaussian processes to the setup of multiple output variables. The key point here is the ability to design kernel functions that allow exploiting the correlations betw…
Improved sample efficiency with normalized RBF kernels in neural networks.
While several feature scoring methods are proposed to explain the output of complex machine learning models, most of them lack formal mathematical definitions. In this study, we propose a novel definition of the feature score using the maximally invariant data perturbation, which is inspired from the idea of adversaria…
We develop a method for quantile-based sensitivity analysis in models with discontinuities.
A new algorithm estimates output ranges for deep neural networks efficiently.
Framework estimates multiple plausible solutions with uncertainty measures.