Shapley values has established itself as one of the most appropriate and theoretically sound frameworks for explaining predictions from complex machine learning models. The popularity of Shapley values in the explanation setting is probably due to its unique theoretical properties. The main drawback with Shapley values, however, is that its computational complexity grows exponentially in the number of input features, making it unfeasible in many real world situations where there could be hundreds or thousands of features. Furthermore, with many (dependent) features, presenting/visualizing and interpreting the computed Shapley values also becomes challenging. The present paper introduces groupShapley: a conceptually simple approach for dealing with the aforementioned bottlenecks. The idea is to group the features, for example by type or dependence, and then compute and present Shapley values for these groups instead of for all individual features. Reducing hundreds or thousands of features to half a dozen or so, makes precise computations practically feasible and the presentation and knowledge extraction greatly simplified. We prove that under certain conditions, groupShapley is equivalent to summing the feature-wise Shapley values within each feature group. Moreover, we provide a simulation study exemplifying the differences when these conditions are not met. We illustrate the usability of the approach in a real world car insurance example, where groupShapley is used to provide simple and intuitive explanations.
We develop a new Bayesian modelling framework for the class of higher-order, variable-memory Markov chains, and introduce an associated collection of methodological tools for exact inference with discrete time series. We show that a version of the context tree weighting algorithm can compute the prior predictive likelihood exactly (averaged over both models and parameters), and two related algorithms are introduced, which identify the a posteriori most likely models and compute their exact posterior probabilities. All three algorithms are deterministic and have linear-time complexity. A family of variable-dimension Markov chain Monte Carlo samplers is also provided, facilitating further exploration of the posterior. The performance of the proposed methods in model selection, Markov order estimation and prediction is illustrated through simulation experiments and real-world applications with data from finance, genetics, neuroscience, and animal communication. The associated algorithms are implemented in the R package BCT.
This book develops an effective theory approach to understanding deep neural networks of practical relevance. Beginning from a first-principles component-level picture of networks, we explain how to determine an accurate description of the output of trained networks by solving layer-to-layer iteration equations and nonlinear learning dynamics. A main result is that the predictions of networks are described by nearly-Gaussian distributions, with the depth-to-width aspect ratio of the network controlling the deviations from the infinite-width Gaussian description. We explain how these effectively-deep networks learn nontrivial representations from training and more broadly analyze the mechanism of representation learning for nonlinear models. From a nearly-kernel-methods perspective, we find that the dependence of such models' predictions on the underlying learning algorithm can be expressed in a simple and universal way. To obtain these results, we develop the notion of representation group flow (RG flow) to characterize the propagation of signals through the network. By tuning networks to criticality, we give a practical solution to the exploding and vanishing gradient problem. We further explain how RG flow leads to near-universal behavior and lets us categorize networks built from different activation functions into universality classes. Altogether, we show that the depth-to-width ratio governs the effective model complexity of the ensemble of trained networks. By using information-theoretic techniques, we estimate the optimal aspect ratio at which we expect the network to be practically most useful and show how residual connections can be used to push this scale to arbitrary depths. With these tools, we can learn in detail about the inductive bias of architectures, hyperparameters, and optimizers.
We propose a new differentially-private decision forest algorithm that minimizes both the number of queries required, and the sensitivity of those queries. To do so, we build an ensemble of random decision trees that avoids querying the private data except to find the majority class label in the leaf nodes. Rather than using a count query to return the class counts like the current state-of-the-art, we use the Exponential Mechanism to only output the class label itself. This drastically reduces the sensitivity of the query -- often by several orders of magnitude -- which in turn reduces the amount of noise that must be added to preserve privacy. Our improved sensitivity is achieved by using "smooth sensitivity", which takes into account the specific data used in the query rather than assuming the worst-case scenario. We also extend work done on the optimal depth of random decision trees to handle continuous features, not just discrete features. This, along with several other improvements, allows us to create a differentially private decision forest with substantially higher predictive power than the current state-of-the-art.
Differential privacy is a strong mathematical notion of privacy. Still, a prominent challenge when using differential privacy in real data collection is understanding and counteracting the accuracy loss that differential privacy imposes. As such, the accuracy/privacy trade-off of differential privacy needs to be balanced on a case-by-case basis. Applications in the literature tend to focus solely on analytical accuracy bounds, not include data in error prediction, or use arbitrary settings to measure error empirically. To fill the gap in the literature, we propose a novel application of factor experiments to create data aware error predictions. Basically, factor experiments provide a systematic approach to conducting empirical experiments. To demonstrate our methodology in action, we conduct a case study where error is dependent on arbitrarily complex tree structures. We first construct a tool to simulate poll data. Next, we use our simulated data to construct a least squares model to predict error. Last, we show how to validate the model. Consequently, our contribution is a method for constructing error prediction models that are data aware.
Centralized Training with Decentralized Execution (CTDE) has been a popular paradigm in cooperative Multi-Agent Reinforcement Learning (MARL) settings and is widely used in many real applications. One of the major challenges in the training process is credit assignment, which aims to deduce the contributions of each agent according to the global rewards. Existing credit assignment methods focus on either decomposing the joint value function into individual value functions or measuring the impact of local observations and actions on the global value function. These approaches lack a thorough consideration of the complicated interactions among multiple agents, leading to an unsuitable assignment of credit and subsequently mediocre results on MARL. We propose Shapley Counterfactual Credit Assignment, a novel method for explicit credit assignment which accounts for the coalition of agents. Specifically, Shapley Value and its desired properties are leveraged in deep MARL to credit any combinations of agents, which grants us the capability to estimate the individual credit for each agent. Despite this capability, the main technical difficulty lies in the computational complexity of Shapley Value who grows factorially as the number of agents. We instead utilize an approximation method via Monte Carlo sampling, which reduces the sample complexity while maintaining its effectiveness. We evaluate our method on StarCraft II benchmarks across different scenarios. Our method outperforms existing cooperative MARL algorithms significantly and achieves the state-of-the-art, with especially large margins on tasks with more severe difficulties.
Collaborative filtering (CF), as a fundamental approach for recommender systems, is usually built on the latent factor model with learnable parameters to predict users' preferences towards items. However, designing a proper CF model for a given data is not easy, since the properties of datasets are highly diverse. In this paper, motivated by the recent advances in automated machine learning (AutoML), we propose to design a data-specific CF model by AutoML techniques. The key here is a new framework that unifies state-of-the-art (SOTA) CF methods and splits them into disjoint stages of input encoding, embedding function, interaction function, and prediction function. We further develop an easy-to-use, robust, and efficient search strategy, which utilizes random search and a performance predictor for efficient searching within the above framework. In this way, we can combinatorially generalize data-specific CF models, which have not been visited in the literature, from SOTA ones. Extensive experiments on five real-world datasets demonstrate that our method can consistently outperform SOTA ones for various CF tasks. Further experiments verify the rationality of the proposed framework and the efficiency of the search strategy. The searched CF models can also provide insights for exploring more effective methods in the future
Machine learning plays a role in many deployed decision systems, often in ways that are difficult or impossible to understand by human stakeholders. Explaining, in a human-understandable way, the relationship between the input and output of machine learning models is essential to the development of trustworthy machine-learning-based systems. A burgeoning body of research seeks to define the goals and methods of explainability in machine learning. In this paper, we seek to review and categorize research on counterfactual explanations, a specific class of explanation that provides a link between what could have happened had input to a model been changed in a particular way. Modern approaches to counterfactual explainability in machine learning draw connections to the established legal doctrine in many countries, making them appealing to fielded systems in high-impact areas such as finance and healthcare. Thus, we design a rubric with desirable properties of counterfactual explanation algorithms and comprehensively evaluate all currently-proposed algorithms against that rubric. Our rubric provides easy comparison and comprehension of the advantages and disadvantages of different approaches and serves as an introduction to major research themes in this field. We also identify gaps and discuss promising research directions in the space of counterfactual explainability.
The central building block of convolutional neural networks (CNNs) is the convolution operator, which enables networks to construct informative features by fusing both spatial and channel-wise information within local receptive fields at each layer. A broad range of prior research has investigated the spatial component of this relationship, seeking to strengthen the representational power of a CNN by enhancing the quality of spatial encodings throughout its feature hierarchy. In this work, we focus instead on the channel relationship and propose a novel architectural unit, which we term the "Squeeze-and-Excitation" (SE) block, that adaptively recalibrates channel-wise feature responses by explicitly modelling interdependencies between channels. We show that these blocks can be stacked together to form SENet architectures that generalise extremely effectively across different datasets. We further demonstrate that SE blocks bring significant improvements in performance for existing state-of-the-art CNNs at minimal additional computational cost. Squeeze-and-Excitation Networks formed the foundation of our ILSVRC 2017 classification submission which won first place and reduced the top-5 error to 2.251%, surpassing the winning entry of 2016 by a relative improvement of ~25%. Models and code are available at //github.com/hujie-frank/SENet.
Because of continuous advances in mathematical programing, Mix Integer Optimization has become a competitive vis-a-vis popular regularization method for selecting features in regression problems. The approach exhibits unquestionable foundational appeal and versatility, but also poses important challenges. We tackle these challenges, reducing computational burden when tuning the sparsity bound (a parameter which is critical for effectiveness) and improving performance in the presence of feature collinearity and of signals that vary in nature and strength. Importantly, we render the approach efficient and effective in applications of realistic size and complexity - without resorting to relaxations or heuristics in the optimization, or abandoning rigorous cross-validation tuning. Computational viability and improved performance in subtler scenarios is achieved with a multi-pronged blueprint, leveraging characteristics of the Mixed Integer Programming framework and by means of whitening, a data pre-processing step.
The potential of graph convolutional neural networks for the task of zero-shot learning has been demonstrated recently. These models are highly sample efficient as related concepts in the graph structure share statistical strength allowing generalization to new classes when faced with a lack of data. However, knowledge from distant nodes can get diluted when propagating through intermediate nodes, because current approaches to zero-shot learning use graph propagation schemes that perform Laplacian smoothing at each layer. We show that extensive smoothing does not help the task of regressing classifier weights in zero-shot learning. In order to still incorporate information from distant nodes and utilize the graph structure, we propose an Attentive Dense Graph Propagation Module (ADGPM). ADGPM allows us to exploit the hierarchical graph structure of the knowledge graph through additional connections. These connections are added based on a node's relationship to its ancestors and descendants and an attention scheme is further used to weigh their contribution depending on the distance to the node. Finally, we illustrate that finetuning of the feature representation after training the ADGPM leads to considerable improvements. Our method achieves competitive results, outperforming previous zero-shot learning approaches.