Data-driven pricing strategies are becoming increasingly common, where customers are offered a personalized price based on features that are predictive of their valuation of a product. It is desirable for this pricing policy to be simple and interpretable, so it can be verified, checked for fairness, and easily implemented. However, efforts to incorporate machine learning into a pricing framework often lead to complex pricing policies which are not interpretable, resulting in slow adoption in practice. We present a customized, prescriptive tree-based algorithm that distills knowledge from a complex black-box machine learning algorithm, segments customers with similar valuations and prescribes prices in such a way that maximizes revenue while maintaining interpretability. We quantify the regret of a resulting policy and demonstrate its efficacy in applications with both synthetic and real-world datasets.
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So far, most research on recommender systems focused on maintaining long-term user engagement and satisfaction, by promoting relevant and personalized content. However, it is still very challenging to evaluate the quality and the reliability of this content. In this paper, we propose FEBR (Expert-Based Recommendation Framework), an apprenticeship learning framework to assess the quality of the recommended content on online platforms. The framework exploits the demonstrated trajectories of an expert (assumed to be reliable) in a recommendation evaluation environment, to recover an unknown utility function. This function is used to learn an optimal policy describing the expert's behavior, which is then used in the framework to provide high-quality and personalized recommendations. We evaluate the performance of our solution through a user interest simulation environment (using RecSim). We simulate interactions under the aforementioned expert policy for videos recommendation, and compare its efficiency with standard recommendation methods. The results show that our approach provides a significant gain in terms of content quality, evaluated by experts and watched by users, while maintaining almost the same watch time as the baseline approaches.
Computational design problems arise in a number of settings, from synthetic biology to computer architectures. In this paper, we aim to solve data-driven model-based optimization (MBO) problems, where the goal is to find a design input that maximizes an unknown objective function provided access to only a static dataset of prior experiments. Such data-driven optimization procedures are the only practical methods in many real-world domains where active data collection is expensive (e.g., when optimizing over proteins) or dangerous (e.g., when optimizing over aircraft designs). Typical methods for MBO that optimize the design against a learned model suffer from distributional shift: it is easy to find a design that "fools" the model into predicting a high value. To overcome this, we propose conservative objective models (COMs), a method that learns a model of the objective function that lower bounds the actual value of the ground-truth objective on out-of-distribution inputs, and uses it for optimization. Structurally, COMs resemble adversarial training methods used to overcome adversarial examples. COMs are simple to implement and outperform a number of existing methods on a wide range of MBO problems, including optimizing protein sequences, robot morphologies, neural network weights, and superconducting materials.
Sequence classification is the task of predicting a class label given a sequence of observations. In many applications such as healthcare monitoring or intrusion detection, early classification is crucial to prompt intervention. In this work, we learn sequence classifiers that favour early classification from an evolving observation trace. While many state-of-the-art sequence classifiers are neural networks, and in particular LSTMs, our classifiers take the form of finite state automata and are learned via discrete optimization. Our automata-based classifiers are interpretable---supporting explanation, counterfactual reasoning, and human-in-the-loop modification---and have strong empirical performance. Experiments over a suite of goal recognition and behaviour classification datasets show our learned automata-based classifiers to have comparable test performance to LSTM-based classifiers, with the added advantage of being interpretable.
Click-through rate (CTR) prediction is one of the fundamental tasks for e-commerce search engines. As search becomes more personalized, it is necessary to capture the user interest from rich behavior data. Existing user behavior modeling algorithms develop different attention mechanisms to emphasize query-relevant behaviors and suppress irrelevant ones. Despite being extensively studied, these attentions still suffer from two limitations. First, conventional attentions mostly limit the attention field only to a single user's behaviors, which is not suitable in e-commerce where users often hunt for new demands that are irrelevant to any historical behaviors. Second, these attentions are usually biased towards frequent behaviors, which is unreasonable since high frequency does not necessarily indicate great importance. To tackle the two limitations, we propose a novel attention mechanism, termed Kalman Filtering Attention (KFAtt), that considers the weighted pooling in attention as a maximum a posteriori (MAP) estimation. By incorporating a priori, KFAtt resorts to global statistics when few user behaviors are relevant. Moreover, a frequency capping mechanism is incorporated to correct the bias towards frequent behaviors. Offline experiments on both benchmark and a 10 billion scale real production dataset, together with an Online A/B test, show that KFAtt outperforms all compared state-of-the-arts. KFAtt has been deployed in the ranking system of a leading e commerce website, serving the main traffic of hundreds of millions of active users everyday.
To drive purchase in online advertising, it is of the advertiser's great interest to optimize the sequential advertising strategy whose performance and interpretability are both important. The lack of interpretability in existing deep reinforcement learning methods makes it not easy to understand, diagnose and further optimize the strategy. In this paper, we propose our Deep Intents Sequential Advertising (DISA) method to address these issues. The key part of interpretability is to understand a consumer's purchase intent which is, however, unobservable (called hidden states). In this paper, we model this intention as a latent variable and formulate the problem as a Partially Observable Markov Decision Process (POMDP) where the underlying intents are inferred based on the observable behaviors. Large-scale industrial offline and online experiments demonstrate our method's superior performance over several baselines. The inferred hidden states are analyzed, and the results prove the rationality of our inference.
Causal inference is a critical research topic across many domains, such as statistics, computer science, education, public policy and economics, for decades. Nowadays, estimating causal effect from observational data has become an appealing research direction owing to the large amount of available data and low budget requirement, compared with randomized controlled trials. Embraced with the rapidly developed machine learning area, various causal effect estimation methods for observational data have sprung up. In this survey, we provide a comprehensive review of causal inference methods under the potential outcome framework, one of the well known causal inference framework. The methods are divided into two categories depending on whether they require all three assumptions of the potential outcome framework or not. For each category, both the traditional statistical methods and the recent machine learning enhanced methods are discussed and compared. The plausible applications of these methods are also presented, including the applications in advertising, recommendation, medicine and so on. Moreover, the commonly used benchmark datasets as well as the open-source codes are also summarized, which facilitate researchers and practitioners to explore, evaluate and apply the causal inference methods.
Machine-learning models have demonstrated great success in learning complex patterns that enable them to make predictions about unobserved data. In addition to using models for prediction, the ability to interpret what a model has learned is receiving an increasing amount of attention. However, this increased focus has led to considerable confusion about the notion of interpretability. In particular, it is unclear how the wide array of proposed interpretation methods are related, and what common concepts can be used to evaluate them. We aim to address these concerns by defining interpretability in the context of machine learning and introducing the Predictive, Descriptive, Relevant (PDR) framework for discussing interpretations. The PDR framework provides three overarching desiderata for evaluation: predictive accuracy, descriptive accuracy and relevancy, with relevancy judged relative to a human audience. Moreover, to help manage the deluge of interpretation methods, we introduce a categorization of existing techniques into model-based and post-hoc categories, with sub-groups including sparsity, modularity and simulatability. To demonstrate how practitioners can use the PDR framework to evaluate and understand interpretations, we provide numerous real-world examples. These examples highlight the often under-appreciated role played by human audiences in discussions of interpretability. Finally, based on our framework, we discuss limitations of existing methods and directions for future work. We hope that this work will provide a common vocabulary that will make it easier for both practitioners and researchers to discuss and choose from the full range of interpretation methods.
Active learning has long been a topic of study in machine learning. However, as increasingly complex and opaque models have become standard practice, the process of active learning, too, has become more opaque. There has been little investigation into interpreting what specific trends and patterns an active learning strategy may be exploring. This work expands on the Local Interpretable Model-agnostic Explanations framework (LIME) to provide explanations for active learning recommendations. We demonstrate how LIME can be used to generate locally faithful explanations for an active learning strategy, and how these explanations can be used to understand how different models and datasets explore a problem space over time. In order to quantify the per-subgroup differences in how an active learning strategy queries spatial regions, we introduce a notion of uncertainty bias (based on disparate impact) to measure the discrepancy in the confidence for a model's predictions between one subgroup and another. Using the uncertainty bias measure, we show that our query explanations accurately reflect the subgroup focus of the active learning queries, allowing for an interpretable explanation of what is being learned as points with similar sources of uncertainty have their uncertainty bias resolved. We demonstrate that this technique can be applied to track uncertainty bias over user-defined clusters or automatically generated clusters based on the source of uncertainty.
Multi-relation Question Answering is a challenging task, due to the requirement of elaborated analysis on questions and reasoning over multiple fact triples in knowledge base. In this paper, we present a novel model called Interpretable Reasoning Network that employs an interpretable, hop-by-hop reasoning process for question answering. The model dynamically decides which part of an input question should be analyzed at each hop; predicts a relation that corresponds to the current parsed results; utilizes the predicted relation to update the question representation and the state of the reasoning process; and then drives the next-hop reasoning. Experiments show that our model yields state-of-the-art results on two datasets. More interestingly, the model can offer traceable and observable intermediate predictions for reasoning analysis and failure diagnosis.
Questions that require counting a variety of objects in images remain a major challenge in visual question answering (VQA). The most common approaches to VQA involve either classifying answers based on fixed length representations of both the image and question or summing fractional counts estimated from each section of the image. In contrast, we treat counting as a sequential decision process and force our model to make discrete choices of what to count. Specifically, the model sequentially selects from detected objects and learns interactions between objects that influence subsequent selections. A distinction of our approach is its intuitive and interpretable output, as discrete counts are automatically grounded in the image. Furthermore, our method outperforms the state of the art architecture for VQA on multiple metrics that evaluate counting.
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