arXiv Machine Learning

Conditional Local Importance by Quantile Expectations

arXiv:2411. 08821v4 Announce Type: replace-cross Abstract: Global variable importance measures are commonly used to interpret the results of machine learning models.

arXiv Machine Learning
Jun 10

Correcting Variable Importance Scored by Random Forests

arXiv:2606. 10770v1 Announce Type: cross Abstract: Variable importance produced by Random Forests (RF) is used widely in statistical data analysis, and has played an important role in a variety of tasks such as assisting model interpretation, model selection and diagnosis, and cost-bounded learning etc.

By Guancheng Zhou, Haiping Xu, Jason Liu, Donghui Yan
arXiv Machine Learning
Jul 21

MinShap: A Shapley-Based Framework for Feature Redundancy

arXiv:2604. 15107v2 Announce Type: replace-cross Abstract: Shapley values provide a flexible framework for attributing feature contributions to model predictions, but they are not naturally suited for feature selection: a feature may receive a positive attribution even when it is redundant given the remaining variables.

By Chenghui Zheng, Garvesh Raskutti
arXiv Machine Learning
Sep 10

Learning Kernels by Alignment for Multiclass Bayes Classification

The paper introduces a framework that learns the kernel used in kernel methods through alignment, leveraging the Collaborative Learning and Inference (CLaI) approach. It demonstrates that CLaI can be interpreted as a kernel alignment process and that its inference stage is equivalent to kernel Bayes classification with Parzen-window density estimation. By replacing cosine similarity with a learned Mahalanobis distance, the authors extend CLaI to multiclass classification, achieving higher accuracy, faster convergence, and lower calibration error on datasets such as CIFAR-10, PathMNIST, and SleepEDF, while also showing connections to Gaussian processes and competitive calibration in sepsis prediction.

By Hollan Haule, Alfredo Gonzalez-Sulser, Javier Escudero
arXiv Machine Learning
Sep 16

Observational Multiplicity

The paper introduces the concept of observational multiplicity, where multiple probabilistic classifiers can perform similarly yet produce conflicting predictions, undermining interpretability and safety. It proposes measuring this arbitrariness through a regret metric that captures how predictions could shift with different training labels. The authors present a general method to estimate regret, show it varies across dataset groups, and discuss its use for safety via abstention and targeted data collection.

By Erin George, Deanna Needell, Berk Ustun