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Statistical Inference and Learning for Shapley Additive Explanations (SHAP)

arXiv.org Machine Learning

The SHAP (short for Shapley additive explanation) framework has become an essential tool for attributing importance to variables in predictive tasks. In model-agnostic settings, SHAP uses the concept of Shapley values from cooperative game theory to fairly allocate credit to the features in a vector $X$ based on their contribution to an outcome $Y$. While the explanations offered by SHAP are local by nature, learners often need global measures of feature importance in order to improve model explainability and perform feature selection. The most common approach for converting these local explanations into global ones is to compute either the mean absolute SHAP or mean squared SHAP. However, despite their ubiquity, there do not exist approaches for performing statistical inference on these quantities. In this paper, we take a semi-parametric approach for calibrating confidence in estimates of the $p$th powers of Shapley additive explanations. We show that, by treating the SHAP curve as a nuisance function that must be estimated from data, one can reliably construct asymptotically normal estimates of the $p$th powers of SHAP. When $p \geq 2$, we show a de-biased estimator that combines U-statistics with Neyman orthogonal scores for functionals of nested regressions is asymptotically normal. When $1 \leq p < 2$ (and the hence target parameter is not twice differentiable), we construct de-biased U-statistics for a smoothed alternative. In particular, we show how to carefully tune the temperature parameter of the smoothing function in order to obtain inference for the true, unsmoothed $p$th power. We complement these results by presenting a Neyman orthogonal loss that can be used to learn the SHAP curve via empirical risk minimization and discussing excess risk guarantees for commonly used function classes.


Deep Bootstrap

arXiv.org Machine Learning

As a result, the demands for interval estimation, and consequently for its validity and precision, have experienced a sustained increase over time and are reflected in a number of recent studies. For example, in proteomics, confidence intervals are employed to assess the association between post-translational modifications and intrinsically disordered regions of proteins, validating hypotheses derived from predictive models and facilitating large-scale functional analyses (Tunyasuvunakool et al., 2021; Bludau et al., 2022). In genomic research, confidence intervals are leveraged to characterize the distribution of gene expression levels, enabling robust inferences about promoter sequence effects and genetic variability (Vaishnav et al., 2022). In the realm of environmental science, interval estimation can be used to monitor deforestation rates of forests, yielding uncertainty-aware insights critical for climate policy formulation (Bullock et al., 2020). As for social sciences, confidence intervals are utilized to evaluate relationships between socioeconomic factors, bolstering the robustness of conclusions drawn from census data (Ding et al., 2021).


Exploring the impact of adaptive rewiring in Graph Neural Networks

arXiv.org Machine Learning

This paper explores sparsification methods as a form of regularization in Graph Neural Networks (GNNs) to address high memory usage and computational costs in large-scale graph applications. Using techniques from Network Science and Machine Learning, including Erdล‘s-Rรฉnyi for model sparsification, we enhance the efficiency of GNNs for real-world applications. We demonstrate our approach on N-1 contingency assessment in electrical grids, a critical task for ensuring grid reliability. We apply our methods to three datasets of varying sizes, exploring Graph Convolutional Networks (GCN) and Graph Isomorphism Networks (GIN) with different degrees of sparsification and rewiring. Comparison across sparsification levels shows the potential of combining insights from both research fields to improve GNN performance and scalability. Our experiments highlight the importance of tuning sparsity parameters: while sparsity can improve generalization, excessive sparsity may hinder learning of complex patterns. Our adaptive rewiring approach, particularly when combined with early stopping, proves promising by allowing the model to adapt its connectivity structure during training. This research contributes to understanding how sparsity can be effectively leveraged in GNNs for critical applications like power grid reliability analysis.


Generalized Robust Adaptive-Bandwidth Multi-View Manifold Learning in High Dimensions with Noise

arXiv.org Machine Learning

Multiview datasets are common in scientific and engineering applications, yet existing fusion methods offer limited theoretical guarantees, particularly in the presence of heterogeneous and high-dimensional noise. We propose Generalized Robust Adaptive-Bandwidth Multiview Diffusion Maps (GRAB-MDM), a new kernel-based diffusion geometry framework for integrating multiple noisy data sources. The key innovation of GRAB-MDM is a {view}-dependent bandwidth selection strategy that adapts to the geometry and noise level of each view, enabling a stable and principled construction of multiview diffusion operators. Under a common-manifold model, we establish asymptotic convergence results and show that the adaptive bandwidths lead to provably robust recovery of the shared intrinsic structure, even when noise levels and sensor dimensions differ across views. Numerical experiments demonstrate that GRAB-MDM significantly improves robustness and embedding quality compared with fixed-bandwidth and equal-bandwidth baselines, and usually outperform existing algorithms. The proposed framework offers a practical and theoretically grounded solution for multiview sensor fusion in high-dimensional noisy environments.


A Doubly Robust Machine Learning Approach for Disentangling Treatment Effect Heterogeneity with Functional Outcomes

arXiv.org Machine Learning

Causal inference is paramount for understanding the effects of interventions, yet extracting personalized insights from increasingly complex data remains a significant challenge for modern machine learning. This is the case, in particular, when considering functional outcomes observed over a continuous domain (e.g., time, or space). Estimation of heterogeneous treatment effects, known as CATE, has emerged as a crucial tool for personalized decision-making, but existing meta-learning frameworks are largely limited to scalar outcomes, failing to provide satisfying results in scientific applications that leverage the rich, continuous information encoded in functional data. Here, we introduce FOCaL (Functional Outcome Causal Learning), a novel, doubly robust meta-learner specifically engineered to estimate a functional heterogeneous treatment effect (F-CATE). FOCaL integrates advanced functional regression techniques for both outcome modeling and functional pseudo-outcome reconstruction, thereby enabling the direct and robust estimation of F-CATE. We provide a rigorous theoretical derivation of FOCaL, demonstrate its performance and robustness compared to existing non-robust functional methods through comprehensive simulation studies, and illustrate its practical utility on diverse real-world functional datasets. FOCaL advances the capabilities of machine intelligence to infer nuanced, individualized causal effects from complex data, paving the way for more precise and trustworthy AI systems in personalized medicine, adaptive policy design, and fundamental scientific discovery.


Coarse-Grained Boltzmann Generators

arXiv.org Machine Learning

Sampling equilibrium molecular configurations from the Boltzmann distribution is a longstanding challenge. Boltzmann Generators (BGs) address this by combining exact-likelihood generative models with importance sampling, but their practical scalability is limited. Meanwhile, coarse-grained surrogates enable the modeling of larger systems by reducing effective dimensionality, yet often lack the reweighting process required to ensure asymptotically correct statistics. In this work, we propose Coarse-Grained Boltzmann Generators (CG-BGs), a principled framework that unifies scalable reduced-order modeling with the exactness of importance sampling. CG-BGs act in a coarse-grained coordinate space, using a learned potential of mean force (PMF) to reweight samples generated by a flow-based model. Crucially, we show that this PMF can be efficiently learned from rapidly converged data via force matching. Our results demonstrate that CG-BGs faithfully capture complex interactions mediated by explicit solvent within highly reduced representations, establishing a scalable pathway for the unbiased sampling of larger molecular systems.


OSIL: Learning Offline Safe Imitation Policies with Safety Inferred from Non-preferred Trajectories

arXiv.org Machine Learning

This work addresses the problem of offline safe imitation learning (IL), where the goal is to learn safe and reward-maximizing policies from demonstrations that do not have per-timestep safety cost or reward information. In many real-world domains, online learning in the environment can be risky, and specifying accurate safety costs can be difficult. However, it is often feasible to collect trajectories that reflect undesirable or unsafe behavior, implicitly conveying what the agent should avoid. We refer to these as non-preferred trajectories. We propose a novel offline safe IL algorithm, OSIL, that infers safety from non-preferred demonstrations. We formulate safe policy learning as a Constrained Markov Decision Process (CMDP). Instead of relying on explicit safety cost and reward annotations, OSIL reformulates the CMDP problem by deriving a lower bound on reward maximizing objective and learning a cost model that estimates the likelihood of non-preferred behavior. Our approach allows agents to learn safe and reward-maximizing behavior entirely from offline demonstrations. We empirically demonstrate that our approach can learn safer policies that satisfy cost constraints without degrading the reward performance, thus outperforming several baselines.