In recent years, XAI researchers have been formalizing proposals and developing new methods to explain black box models, with no general consensus in the community on which method to use to explain these models, with this choice being almost directly linked to the popularity of a specific method. Methods such as Ciu, Dalex, Eli5, Lofo, Shap and Skater emerged with the proposal to explain black box models through global rankings of feature relevance, which based on different methodologies, generate global explanations that indicate how the model's inputs explain its predictions. In this context, 41 datasets, 4 tree-ensemble algorithms (Light Gradient Boosting, CatBoost, Random Forest, and Gradient Boosting), and 6 XAI methods were used to support the launch of a new XAI method, called eXirt, based on Item Response Theory - IRT and aimed at tree-ensemble black box models that use tabular data referring to binary classification problems. In the first set of analyses, the 164 global feature relevance ranks of the eXirt were compared with 984 ranks of the other XAI methods present in the literature, seeking to highlight their similarities and differences. In a second analysis, exclusive explanations of the eXirt based on Explanation-by-example were presented that help in understanding the model trust. Thus, it was verified that eXirt is able to generate global explanations of tree-ensemble models and also local explanations of instances of models through IRT, showing how this consolidated theory can be used in machine learning in order to obtain explainable and reliable models.

Stroke prediction plays a crucial role in preventing and managing this debilitating condition. In this study, we address the challenge of stroke prediction using a comprehensive dataset, and propose an ensemble model that combines the power of XGBoost and xDeepFM algorithms. Our work aims to improve upon existing stroke prediction models by achieving higher accuracy and robustness. Through rigorous experimentation, we validate the effectiveness of our ensemble model using the AUC metric. Through comparing our findings with those of other models in the field, we gain valuable insights into the merits and drawbacks of various approaches. This, in turn, contributes significantly to the progress of machine learning and deep learning techniques specifically in the domain of stroke prediction.

As the importance of eco-friendly transportation increases, providing an efficient approach for marine vessel operation is essential. Methods for status monitoring with consideration to the weather condition and forecasting with the use of in-service data from ships requires accurate and complete models for predicting the energy efficiency of a ship. The models need to effectively process all the operational data in real-time. This paper presents models that can predict fuel consumption using in-service data collected from a passenger ship. Statistical and domain-knowledge methods were used to select the proper input variables for the models. These methods prevent over-fitting, missing data, and multicollinearity while providing practical applicability. Prediction models that were investigated include multiple linear regression (MLR), decision tree approach (DT), an artificial neural network (ANN), and ensemble methods. The best predictive performance was from a model developed using the XGboost technique which is a boosting ensemble approach. \rvv{Our code is available on GitHub at \url{https://github.com/pagand/model_optimze_vessel/tree/OE} for future research.

Vertical federated learning (VFL) enables multiple parties with disjoint features of a common user set to train a machine learning model without sharing their private data. Tree-based models have become prevalent in VFL due to their interpretability and efficiency. However, the vulnerability of tree-based VFL has not been sufficiently investigated. In this study, we first introduce a novel label inference attack, ID2Graph, which utilizes the sets of record IDs assigned to each node (i.e., instance space)to deduce private training labels. ID2Graph attack generates a graph structure from training samples, extracts communities from the graph, and clusters the local dataset using community information. To counteract label leakage from the instance space, we propose two effective defense mechanisms, Grafting-LDP, which improves the utility of label differential privacy with post-processing, and andID-LMID, which focuses on mutual information regularization. Comprehensive experiments on various datasets reveal that ID2Graph presents significant risks to tree-based models such as RandomForest and XGBoost. Further evaluations of these benchmarks demonstrate that our defense methods effectively mitigate label leakage in such instances

The increasing global demand for clean and environmentally friendly energy resources has caused increased interest in harnessing solar power through photovoltaic (PV) systems for smart grids and homes. However, the inherent unpredictability of PV generation poses problems associated with smart grid planning and management, energy trading and market participation, demand response, reliability, etc. Therefore, solar irradiance forecasting is essential for optimizing PV system utilization. This study proposes the next-generation machine learning algorithms such as random forests, Extreme Gradient Boosting (XGBoost), Light Gradient Boosted Machine (lightGBM) ensemble, CatBoost, and Multilayer Perceptron Artificial Neural Networks (MLP-ANNs) to forecast solar irradiance. Besides, Bayesian optimization is applied to hyperparameter tuning. Unlike tree-based ensemble algorithms that select the features intrinsically, MLP-ANN needs feature selection as a separate step. The simulation results indicate that the performance of the MLP-ANNs improves when feature selection is applied. Besides, the random forest outperforms the other learning algorithms.

In this paper we tackle the problem of point and probabilistic forecasting by describing a blending methodology of machine learning models that belong to gradient boosted trees and neural networks families. These principles were successfully applied in the recent M5 Competition on both Accuracy and Uncertainty tracks. The keypoints of our methodology are: a) transform the task to regression on sales for a single day b) information rich feature engineering c) create a diverse set of state-of-the-art machine learning models and d) carefully construct validation sets for model tuning. We argue that the diversity of the machine learning models along with the careful selection of validation examples, where the most important ingredients for the effectiveness of our approach. Although forecasting data had an inherent hierarchy structure (12 levels), none of our proposed solutions exploited that hierarchical scheme. Using the proposed methodology, our team was ranked within the gold medal range in both Accuracy and the Uncertainty track. Inference code along with already trained models are available at https://github.com/IoannisNasios/M5_Uncertainty_3rd_place

Existing hierarchical forecasting techniques scale poorly when the number of time series increases. We propose to learn a coherent forecast for millions of time series with a single bottom-level forecast model by using a sparse loss function that directly optimizes the hierarchical product and/or temporal structure. The benefit of our sparse hierarchical loss function is that it provides practitioners a method of producing bottom-level forecasts that are coherent to any chosen cross-sectional or temporal hierarchy. In addition, removing the need for a post-processing step as required in traditional hierarchical forecasting techniques reduces the computational cost of the prediction phase in the forecasting pipeline. On the public M5 dataset, our sparse hierarchical loss function performs up to 10% (RMSE) better compared to the baseline loss function. We implement our sparse hierarchical loss function within an existing forecasting model at bol, a large European e-commerce platform, resulting in an improved forecasting performance of 2% at the product level. Finally, we found an increase in forecasting performance of about 5-10% when evaluating the forecasting performance across the cross-sectional hierarchies that we defined. These results demonstrate the usefulness of our sparse hierarchical loss applied to a production forecasting system at a major e-commerce platform.

We initiate a novel approach to explain the out of sample performance of random forest (RF) models by exploiting the fact that any RF can be formulated as an adaptive weighted K nearest-neighbors model. Specifically, we use the proximity between points in the feature space learned by the RF to re-write random forest predictions exactly as a weighted average of the target labels of training data points. This linearity facilitates a local notion of explainability of RF predictions that generates attributions for any model prediction across observations in the training set, and thereby complements established methods like SHAP, which instead generates attributions for a model prediction across dimensions of the feature space. We demonstrate this approach in the context of a bond pricing model trained on US corporate bond trades, and compare our approach to various existing approaches to model explainability.

Distributional Random Forest (DRF) is a flexible forest-based method to estimate the full conditional distribution of a multivariate output of interest given input variables. In this article, we introduce a variable importance algorithm for DRFs, based on the well-established drop and relearn principle and MMD distance. While traditional importance measures only detect variables with an influence on the output mean, our algorithm detects variables impacting the output distribution more generally. We show that the introduced importance measure is consistent, exhibits high empirical performance on both real and simulated data, and outperforms competitors. In particular, our algorithm is highly efficient to select variables through recursive feature elimination, and can therefore provide small sets of variables to build accurate estimates of conditional output distributions.

Random Forest (RF) is a well-known data-driven algorithm applied in several fields thanks to its flexibility in modeling the relationship between the response variable and the predictors, also in case of strong non-linearities. In environmental applications, it often occurs that the phenomenon of interest may present spatial and/or temporal dependence that is not taken explicitly into account by RF in its standard version. In this work, we propose a taxonomy to classify strategies according to when (Pre-, In- and/or Post-processing) they try to include the spatial information into regression RF. Moreover, we provide a systematic review and classify the most recent strategies adopted to "adjust" regression RF to spatially dependent data, based on the criteria provided by the Preferred Reporting Items for Systematic reviews and Meta-Analysis (PRISMA). The latter consists of a reproducible methodology for collecting and processing existing literature on a specified topic from different sources. PRISMA starts with a query and ends with a set of scientific documents to review: we performed an online query on the 25$^{th}$ October 2022 and, in the end, 32 documents were considered for review. The employed methodological strategies and the application fields considered in the 32 scientific documents are described and discussed. This work falls inside the Agriculture Impact On Italian Air (AgrImOnIA) project.