To date, there has been no formal study of the statistical cost of interpretability in machine learning. As such, the discourse around potential trade-offs is often informal and misconceptions abound. In this work, we aim to initiate a formal study of these trade-offs. A seemingly insurmountable roadblock is the lack of any agreed upon definition of interpretability. Instead, we propose a shift in perspective. Rather than attempt to define interpretability, we propose to model the \emph{act} of \emph{enforcing} interpretability. As a starting point, we focus on the setting of empirical risk minimization for binary classification, and view interpretability as a constraint placed on learning. That is, we assume we are given a subset of hypothesis that are deemed to be interpretable, possibly depending on the data distribution and other aspects of the context. We then model the act of enforcing interpretability as that of performing empirical risk minimization over the set of interpretable hypotheses. This model allows us to reason about the statistical implications of enforcing interpretability, using known results in statistical learning theory. Focusing on accuracy, we perform a case analysis, explaining why one may or may not observe a trade-off between accuracy and interpretability when the restriction to interpretable classifiers does or does not come at the cost of some excess statistical risk. We close with some worked examples and some open problems, which we hope will spur further theoretical development around the tradeoffs involved in interpretability.

Unsupervised discretization is a crucial step in many knowledge discovery tasks. The state-of-the-art method for one-dimensional data infers locally adaptive histograms using the minimum description length (MDL) principle, but the multi-dimensional case is far less studied: current methods consider the dimensions one at a time (if not independently), which result in discretizations based on rectangular cells of adaptive size. Unfortunately, this approach is unable to adequately characterize dependencies among dimensions and/or results in discretizations consisting of more cells (or bins) than is desirable. To address this problem, we propose an expressive model class that allows for far more flexible partitions of two-dimensional data. We extend the state of the art for the one-dimensional case to obtain a model selection problem based on the normalised maximum likelihood, a form of refined MDL. As the flexibility of our model class comes at the cost of a vast search space, we introduce a heuristic algorithm, named PALM, which partitions each dimension alternately and then merges neighbouring regions, all using the MDL principle. Experiments on synthetic data show that PALM 1) accurately reveals ground truth partitions that are within the model class (i.e., the search space), given a large enough sample size; 2) approximates well a wide range of partitions outside the model class; 3) converges, in contrast to its closest competitor IPD; and 4) is self-adaptive with regard to both sample size and local density structure of the data despite being parameter-free. Finally, we apply our algorithm to two geographic datasets to demonstrate its real-world potential.

We examine the task of locating a target region among those induced by intersections of $n$ halfspaces in $\mathbb{R}^d$. This generic task connects to fundamental machine learning problems, such as training a perceptron and learning a $\phi$-separable dichotomy. We investigate the average teaching complexity of the task, i.e., the minimal number of samples (halfspace queries) required by a teacher to help a version-space learner in locating a randomly selected target. As our main result, we show that the average-case teaching complexity is $\Theta(d)$, which is in sharp contrast to the worst-case teaching complexity of $\Theta(n)$. If instead, we consider the average-case learning complexity, the bounds have a dependency on $n$ as $\Theta(n)$ for \tt{i.i.d.} queries and $\Theta(d \log(n))$ for actively chosen queries by the learner. Our proof techniques are based on novel insights from computational geometry, which allow us to count the number of convex polytopes and faces in a Euclidean space depending on the arrangement of halfspaces. Our insights allow us to establish a tight bound on the average-case complexity for $\phi$-separable dichotomies, which generalizes the known $\mathcal{O}(d)$ bound on the average number of "extreme patterns" in the classical computational geometry literature (Cover, 1965).

The task of learning a causal model from observational data, or a combination of observational and interventional data, is commonly referred to as a causal discovery or causal structure learning [1]. Causal discovery from two variables based on observational data in the absence of time series or controlled interventions is a challenging problem and necessitates additional assumptions [2]. This is a ubiquitous problem in almost all domains of science, but particularly so in econometrics, meteorology, biology and medicine where interventional approaches are difficult or in several cases not feasible. Model-free data-driven approaches for causal discovery have developed significantly over the past decade or so in an attempt to address the problem of causal discovery such as Granger Causality (GC) [3], Transfer Entropy (TE) [4] and Compression-Complexity Causality (CCC) [5]. These methods have been used in various disciplines across neuroscience, climatology, econometrics, etc and rely on properties of time-series data. Both GC and TE have assumptions that need to be met for satisfactory inference, while CCC is assumption-free and robust to many artefacts and nuisance variables. All three need careful parameter calibration and selection for optimally accurate performance. A class of model-free causal discovery methods do not assume a temporal structure in the data and are rooted in algorithmic information theory, chiefly based on the notion of Kolmogorov complexity. The Kolmogorov complexity of a finite binary string is the length of the shortest binary program that generates that string and reflects the computational resources needed to specify it.

We provide sample complexity upper bounds for agnostically learning multivariate Gaussians under the constraint of approximate differential privacy. These are the first finite sample upper bounds for general Gaussians which do not impose restrictions on the parameters of the distribution. Our bounds are near-optimal in the case when the covariance is known to be the identity, and conjectured to be near-optimal in the general case. From a technical standpoint, we provide analytic tools for arguing the existence of global "locally small" covers from local covers of the space. These are exploited using modifications of recent techniques for differentially private hypothesis selection. Our techniques may prove useful for privately learning other distribution classes which do not possess a finite cover.

Algorithmic machine teaching studies the interaction between a teacher and a learner where the teacher selects labeled examples aiming at teaching a target hypothesis. In a quest to lower teaching complexity, several teaching models and complexity measures have been proposed for both the batch settings (e.g., worst-case, recursive, preference-based, and non-clashing models) and the sequential settings (e.g., local preference-based model). To better understand the connections between these models, we develop a novel framework that captures the teaching process via preference functions $\Sigma$. In our framework, each function $\sigma \in \Sigma$ induces a teacher-learner pair with teaching complexity as $TD(\sigma)$. We show that the above-mentioned teaching models are equivalent to specific types/families of preference functions. We analyze several properties of the teaching complexity parameter $TD(\sigma)$ associated with different families of the preference functions, e.g., comparison to the VC dimension of the hypothesis class and additivity/sub-additivity of $TD(\sigma)$ over disjoint domains. Finally, we identify preference functions inducing a novel family of sequential models with teaching complexity linear in the VC dimension: this is in contrast to the best-known complexity result for the batch models, which is quadratic in the VC dimension.

Statistical machine learning theory often tries to give generalization guarantees of machine learning models. Those models naturally underlie some fluctuation, as they are based on a data sample. If we were unlucky, and gathered a sample that is not representative of the underlying distribution, one cannot expect to construct a reliable machine learning model. Following that, statements made about the performance of machine learning models have to take the sampling process into account. The two common approaches for that are to generate statements that hold either in high-probability, or in-expectation, over the random sampling process. In this short note we show how one may transform one statement to another. As a technical novelty we address the case of unbounded loss function, where we use a fairly new assumption, called the witness condition.

We study the problem of PAC learning homogeneous halfspaces in the presence of Tsybakov noise. In the Tsybakov noise model, the label of every sample is independently flipped with an adversarially controlled probability that can be arbitrarily close to $1/2$ for a fraction of the samples. {\em We give the first polynomial-time algorithm for this fundamental learning problem.} Our algorithm learns the true halfspace within any desired accuracy $\epsilon$ and succeeds under a broad family of well-behaved distributions including log-concave distributions. Prior to our work, the only previous algorithm for this problem required quasi-polynomial runtime in $1/\epsilon$. Our algorithm employs a recently developed reduction \cite{DKTZ20b} from learning to certifying the non-optimality of a candidate halfspace. This prior work developed a quasi-polynomial time certificate algorithm based on polynomial regression. {\em The main technical contribution of the current paper is the first polynomial-time certificate algorithm.} Starting from a non-trivial warm-start, our algorithm performs a novel "win-win" iterative process which, at each step, either finds a valid certificate or improves the angle between the current halfspace and the true one. Our warm-start algorithm for isotropic log-concave distributions involves a number of analytic tools that may be of broader interest. These include a new efficient method for reweighting the distribution in order to recenter it and a novel characterization of the spectrum of the degree-$2$ Chow parameters.

We present a transductive learning algorithm that takes as input training examples from a distribution $P$ and arbitrary (unlabeled) test examples, possibly chosen by an adversary. This is unlike prior work that assumes that test examples are small perturbations of $P$. Our algorithm outputs a selective classifier, which abstains from predicting on some examples. By considering selective transductive learning, we give the first nontrivial guarantees for learning classes of bounded VC dimension with arbitrary train and test distributions---no prior guarantees were known even for simple classes of functions such as intervals on the line. In particular, for any function in a class $C$ of bounded VC dimension, we guarantee a low test error rate and a low rejection rate with respect to $P$. Our algorithm is efficient given an Empirical Risk Minimizer (ERM) for $C$. Our guarantees hold even for test examples chosen by an unbounded white-box adversary. We also give guarantees for generalization, agnostic, and unsupervised settings.

In various scenarios, a single phase of modelling and solving is either not sufficient or not feasible to solve the problem at hand. A standard approach to solving AI planning problems, for example, is to incrementally extend the planning horizon and solve the problem of trying to find a plan of a particular length. Indeed, any optimization problem can be solved as a sequence of decision problems in which the objective value is incrementally updated. Another example is constraint dominance programming (CDP), in which search is organized into a sequence of levels. The contribution of this work is to enable a native interaction between SAT solvers and the automated modelling system Savile Row to support efficient incremental modelling and solving. This allows adding new decision variables, posting new constraints and removing existing constraints (via assumptions) between incremental steps. Two additional benefits of the native coupling of modelling and solving are the ability to retain learned information between SAT solver calls and to enable SAT assumptions, further improving flexibility and efficiency. Experiments on one optimisation problem and five pattern mining tasks demonstrate that the native interaction between the modelling system and SAT solver consistently improves performance significantly.