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Informative Perturbation Selection for Uncertainty-Aware Post-hoc Explanations

arXiv.org Machine Learning

Trust and ethical concerns due to the widespread deployment of opaque machine learning (ML) models motivating the need for reliable model explanations. Post-hoc model-agnostic explanation methods addresses this challenge by learning a surrogate model that approximates the behavior of the deployed black-box ML model in the locality of a sample of interest. In post-hoc scenarios, neither the underlying model parameters nor the training are available, and hence, this local neighborhood must be constructed by generating perturbed inputs in the neighborhood of the sample of interest, and its corresponding model predictions. We propose \emph{Expected Active Gain for Local Explanations} (\texttt{EAGLE}), a post-hoc model-agnostic explanation framework that formulates perturbation selection as an information-theoretic active learning problem. By adaptively sampling perturbations that maximize the expected information gain, \texttt{EAGLE} efficiently learns a linear surrogate explainable model while producing feature importance scores along with the uncertainty/confidence estimates. Theoretically, we establish that cumulative information gain scales as $\mathcal{O}(d \log t)$, where $d$ is the feature dimension and $t$ represents the number of samples, and that the sample complexity grows linearly with $d$ and logarithmically with the confidence parameter $1/δ$. Empirical results on tabular and image datasets corroborate our theoretical findings and demonstrate that \texttt{EAGLE} improves explanation reproducibility across runs, achieves higher neighborhood stability, and improves perturbation sample quality as compared to state-of-the-art baselines such as Tilia, US-LIME, GLIME and BayesLIME.


Bayesian Inference of Psychometric Variables From Brain and Behavior in Implicit Association Tests

arXiv.org Machine Learning

Objective. We establish a principled method for inferring mental health related psychometric variables from neural and behavioral data using the Implicit Association Test (IAT) as the data generation engine, aiming to overcome the limited predictive performance (typically under 0.7 AUC) of the gold-standard D-score method, which relies solely on reaction times. Approach. We propose a sparse hierarchical Bayesian model that leverages multi-modal data to predict experiences related to mental illness symptoms in new participants. The model is a multivariate generalization of the D-score with trainable parameters, engineered for parameter efficiency in the small-cohort regime typical of IAT studies. Data from two IAT variants were analyzed: a suicidality-related E-IAT ($n=39$) and a psychosis-related PSY-IAT ($n=34$). Main Results. Our approach overcomes a high inter-individual variability and low within-session effect size in the dataset, reaching AUCs of 0.73 (E-IAT) and 0.76 (PSY-IAT) in the best modality configurations, though corrected 95% confidence intervals are wide ($\pm 0.18$) and results are marginally significant after FDR correction ($q=0.10$). Restricting the E-IAT to MDD participants improves AUC to 0.79 $[0.62, 0.97]$ (significant at $q=0.05$). Performance is on par with the best reference methods (shrinkage LDA and EEGNet) for each task, even when the latter were adapted to the task, while the proposed method was not. Accuracy was substantially above near-chance D-scores (0.50-0.53 AUC) in both tasks, with more consistent cross-task performance than any single reference method. Significance. Our framework shows promise for enhancing IAT-based assessment of experiences related to entrapment and psychosis, and potentially other mental health conditions, though further validation on larger and independent cohorts will be needed to establish clinical utility.


GeMA: Learning Latent Manifold Frontiers for Benchmarking Complex Systems

arXiv.org Machine Learning

Benchmarking the performance of complex systems such as rail networks, renewable generation assets and national economies is central to transport planning, regulation and macroeconomic analysis. Classical frontier methods, notably Data Envelopment Analysis (DEA) and Stochastic Frontier Analysis (SFA), estimate an efficient frontier in the observed input-output space and define efficiency as distance to this frontier, but rely on restrictive assumptions on the production set and only indirectly address heterogeneity and scale effects. We propose Geometric Manifold Analysis (GeMA), a latent manifold frontier framework implemented via a productivity-manifold variational autoencoder (ProMan-VAE). Instead of specifying a frontier function in the observed space, GeMA represents the production set as the boundary of a low-dimensional manifold embedded in the joint input-output space. A split-head encoder learns latent variables that capture technological structure and operational inefficiency. Efficiency is evaluated with respect to the learned manifold, endogenous peer groups arise as clusters in latent technology space, a quotient construction supports scale-invariant benchmarking, and a local certification radius, derived from the decoder Jacobian and a Lipschitz bound, quantifies the geometric robustness of efficiency scores. We validate GeMA on synthetic data with non-convex frontiers, heterogeneous technologies and scale bias, and on four real-world case studies: global urban rail systems (COMET), British rail operators (ORR), national economies (Penn World Table) and a high-frequency wind-farm dataset. Across these domains GeMA behaves comparably to established methods when classical assumptions hold, and provides additional insight in settings with pronounced heterogeneity, non-convexity or size-related bias.


Safe Distributionally Robust Feature Selection under Covariate Shift

arXiv.org Machine Learning

In practical machine learning, the environments encountered during the model development and deployment phases often differ, especially when a model is used by many users in diverse settings. Learning models that maintain reliable performance across plausible deployment environments is known as distributionally robust (DR) learning. In this work, we study the problem of distributionally robust feature selection (DRFS), with a particular focus on sparse sensing applications motivated by industrial needs. In practical multi-sensor systems, a shared subset of sensors is typically selected prior to deployment based on performance evaluations using many available sensors. At deployment, individual users may further adapt or fine-tune models to their specific environments. When deployment environments differ from those anticipated during development, this strategy can result in systems lacking sensors required for optimal performance. To address this issue, we propose safe-DRFS, a novel approach that extends safe screening from conventional sparse modeling settings to a DR setting under covariate shift. Our method identifies a feature subset that encompasses all subsets that may become optimal across a specified range of input distribution shifts, with finite-sample theoretical guarantees of no false feature elimination.


An Efficient Global Optimization Algorithm with Adaptive Estimates of the Local Lipschitz Constants

arXiv.org Machine Learning

In this work, we present a new deterministic partition-based global optimization algorithm, HALO (Hybrid Adaptive Lipschitzian Optimization), which uses estimates of the local Lipschitz constants associated with different sub-regions of the objective function's domain to compute lower bounds and guide the search toward global minimizers. These estimates are obtained by adaptively balancing the global and local information collected from the algorithm, based on absolute slopes. HALO is hyperparameter-free, eliminating the need for manual tuning, and it highlights the most important variables to help interpret the optimization problem. We also introduce a coupling strategy with local optimization algorithms, both gradient-based and derivative-free, to accelerate convergence. We compare HALO with popular global optimization algorithms on hundreds of test functions. The numerical results are very promising and demonstrate that HALO can expand our arsenal of efficient procedures of efficient procedures for challenging real-world black-box optimization problems. The Python code of HALO is publicly available on GitHub. https://github.com/dannyzx/HALO


Agile Interception of a Flying Target using Competitive Reinforcement Learning

arXiv.org Machine Learning

The interception of agile aerial targets using autonomous drones is a challenging and increasingly relevant problem in robotics and security. The increasing presence of unmanned aerial vehicles (UAVs) in unauthorized, restricted airspaces poses significant safety and security risks and has spurred interest in developing effective interception strategies [1] In particular, scenarios such as airspace protection, infrastructure security, and event safety require the ability to capture or neutralize unauthorized drones with high precision and minimal collateral risk. Deploying interceptor drones equipped with nets is apromising approach, but it demandsadvanced control capabilities to match or exceed the agility of evasive targets. Traditional interception methods often rely on accurate models, preplanned strategies, or predictable target behaviour [2]. However, modern quadrotor drones can perform highly dynamic manoeuvres, and will actively evade capture, rendering their trajectories unpredictable and challenging the effectiveness of classical methods [3].


Efficient Federated Conformal Prediction with Group-Conditional Guarantees

arXiv.org Machine Learning

Deploying trustworthy AI systems requires principled uncertainty quantification. Conformal prediction (CP) is a widely used framework for constructing prediction sets with distribution-free coverage guarantees. In many practical settings, including healthcare, finance, and mobile sensing, the calibration data required for CP are distributed across multiple clients, each with its own local data distribution. In this federated setting, data can often be partitioned into, potentially overlapping, groups, which may reflect client-specific strata or cross-cutting attributes such as demographic or semantic categories. We propose group-conditional federated conformal prediction (GC-FCP), a novel protocol that provides group-conditional coverage guarantees. GC-FCP constructs mergeable, group-stratified coresets from local calibration scores, enabling clients to communicate compact weighted summaries that support efficient aggregation and calibration at the server. Experiments on synthetic and real-world datasets validate the performance of GC-FCP compared to centralized calibration baselines.


When Stability Fails: Hidden Failure Modes Of LLMS in Data-Constrained Scientific Decision-Making

arXiv.org Machine Learning

Large language models (LLMs) are increasingly used as decision-support tools in data-constrained scientific workflows, where correctness and validity are critical. However, evaluation practices often emphasize stability or reproducibility across repeated runs. While these properties are desirable, stability alone does not guar- antee agreement with statistical ground truth when such references are available. We introduce a controlled behavioral evaluation framework that explicitly sep- arates four dimensions of LLM decision-making: stability, correctness, prompt sensitivity, and output validity under fixed statistical inputs. We evaluate multi- ple LLMs using a statistical gene prioritization task derived from differential ex- pression analysis across prompt regimes involving strict and relaxed significance thresholds, borderline ranking scenarios, and minor wording variations. Our ex- periments show that LLMs can exhibit near-perfect run-to-run stability while sys- tematically diverging from statistical ground truth, over-selecting under relaxed thresholds, responding sharply to minor prompt wording changes, or producing syntactically plausible gene identifiers absent from the input table. Although sta- bility reflects robustness across repeated runs, it does not guarantee agreement with statistical ground truth in structured scientific decision tasks. These findings highlight the importance of explicit ground-truth validation and output validity checks when deploying LLMs in automated or semi-automated scientific work- flows.


High-dimensional estimation with missing data: Statistical and computational limits

arXiv.org Machine Learning

We consider computationally-efficient estimation of population parameters when observations are subject to missing data. In particular, we consider estimation under the realizable contamination model of missing data in which an $ε$ fraction of the observations are subject to an arbitrary (and unknown) missing not at random (MNAR) mechanism. When the true data is Gaussian, we provide evidence towards statistical-computational gaps in several problems. For mean estimation in $\ell_2$ norm, we show that in order to obtain error at most $ρ$, for any constant contamination $ε\in (0, 1)$, (roughly) $n \gtrsim d e^{1/ρ^2}$ samples are necessary and that there is a computationally-inefficient algorithm which achieves this error. On the other hand, we show that any computationally-efficient method within certain popular families of algorithms requires a much larger sample complexity of (roughly) $n \gtrsim d^{1/ρ^2}$ and that there exists a polynomial time algorithm based on sum-of-squares which (nearly) achieves this lower bound. For covariance estimation in relative operator norm, we show that a parallel development holds. Finally, we turn to linear regression with missing observations and show that such a gap does not persist. Indeed, in this setting we show that minimizing a simple, strongly convex empirical risk nearly achieves the information-theoretic lower bound in polynomial time.


Shuffling the Stochastic Mirror Descent via Dual Lipschitz Continuity and Kernel Conditioning

arXiv.org Machine Learning

The global Lipschitz smoothness condition underlies most convergence and complexity analyses via two key consequences: the descent lemma and the gradient Lipschitz continuity. How to study the performance of optimization algorithms in the absence of Lipschitz smoothness remains an active area. The relative smoothness framework from Bauschke-Bolte-Teboulle (2017) and Lu-Freund-Nesterov (2018) provides an extended descent lemma, ensuring convergence of Bregman-based proximal gradient methods and their vanilla stochastic counterparts. However, many widely used techniques (e.g., momentum schemes, random reshuffling, and variance reduction) additionally require the Lipschitz-type bound for gradient deviations, leaving their analysis under relative smoothness an open area. To resolve this issue, we introduce the dual kernel conditioning (DKC) regularity condition to regulate the local relative curvature of the kernel functions. Combined with the relative smoothness, DKC provides a dual Lipschitz continuity for gradients: even though the gradient mapping is not Lipschitz in the primal space, it preserves Lipschitz continuity in the dual space induced by a mirror map. We verify that DKC is widely satisfied by popular kernels and is closed under affine composition and conic combination. With these novel tools, we establish the first complexity bounds as well as the iterate convergence of random reshuffling mirror descent for constrained nonconvex relative smooth problems.