Performance Analysis
Using Explainable AI to Cross-Validate Socio-economic Disparities Among Covid-19 Patient Mortality
Shi, Li, Rahman, Redoan, Melamed, Esther, Gwizdka, Jacek, Rousseau, Justin F., Ding, Ying
This paper applies eXplainable Artificial Intelligence (XAI) methods to investigate the socioeconomic disparities in COVID patient mortality. An Extreme Gradient Boosting (XGBoost) prediction model is built based on a de-identified Austin area hospital dataset to predict the mortality of COVID-19 patients. We apply two XAI methods, Shapley Additive exPlanations (SHAP) and Locally Interpretable Model Agnostic Explanations (LIME), to compare the global and local interpretation of feature importance. This paper demonstrates the advantages of using XAI which shows the feature importance and decisive capability. Furthermore, we use the XAI methods to cross-validate their interpretations for individual patients. The XAI models reveal that Medicare financial class, older age, and gender have high impact on the mortality prediction. We find that LIME local interpretation does not show significant differences in feature importance comparing to SHAP, which suggests pattern confirmation. This paper demonstrates the importance of XAI methods in cross-validation of feature attributions.
A method for incremental discovery of financial event types based on anomaly detection
Gu, Dianyue, Li, Zixu, Guan, Zhenhai, Zhang, Rui, Huang, Lan
Event datasets in the financial domain are often constructed based on actual application scenarios, and their event types are weakly reusable due to scenario constraints; at the same time, the massive and diverse new financial big data cannot be limited to the event types defined for specific scenarios. This limitation of a small number of event types does not meet our research needs for more complex tasks such as the prediction of major financial events and the analysis of the ripple effects of financial events. In this paper, a three-stage approach is proposed to accomplish incremental discovery of event types. For an existing annotated financial event dataset, the three-stage approach consists of: for a set of financial event data with a mixture of original and unknown event types, a semi-supervised deep clustering model with anomaly detection is first applied to classify the data into normal and abnormal events, where abnormal events are events that do not belong to known types; then normal events are tagged with appropriate event types and abnormal events are reasonably clustered. Finally, a cluster keyword extraction method is used to recommend the type names of events for the new event clusters, thus incrementally discovering new event types. The proposed method is effective in the incremental discovery of new event types on real data sets.
Ultra-marginal Feature Importance: Learning from Data with Causal Guarantees
Janssen, Joseph, Guan, Vincent, Robeva, Elina
Recently, feature importance methods such as Shapley values (Shapley, 1953; Cohen et al., 2007; Lundberg and Lee, 2017), Shapley additive global importance (SAGE) (Covert Scientists frequently prioritize learning from data et al., 2020), accumulated local effects (ALE) (Apley and rather than training the best possible model; however, Zhu, 2020), permutation importance (PI) (Breiman, 2001), research in machine learning often prioritizes and conditional permutation importance (CPI) (Debeer and the latter. Marginal contribution feature importance Strobl, 2020), have been used in high-impact journal papers (MCI) was developed to break this trend by scientists who want to explain the mechanisms behind by providing a useful framework for quantifying observational data (Addor et al., 2018; Bazaga et al., 2020; the relationships in data. In this work, we aim to Stein et al., 2021; Johnsen et al., 2021; Schmidt et al., 2020; improve upon the theoretical properties, performance, Gill et al., 2017; Janssen et al., 2022). However, these and runtime of MCI by introducing ultramarginal methods are predominantly for model explanation or feature feature importance (UMFI), which uses selection, so they have many shortcomings when used dependence removal techniques from the AI fairness for other purposes such as scientific inference (Freiesleben literature as its foundation. We first propose et al., 2022; Catav et al., 2021). ALE can nicely display axioms for feature importance methods that how changes in inputs lead to altered model predictions but seek to explain the causal and associative relationships important higher order effects are omitted (Molnar, 2020), in data, and we prove that UMFI satisfies and although CPI improves upon some limitations of PI, these axioms under basic assumptions. We CPI gives zero importance to perfectly correlated features then show on real and simulated data that UMFI even if they offer significant explanatory power towards performs better than MCI, especially in the presence the response (Covert et al., 2020). Similarly, Shapley values of correlated interactions and unrelated features, diminish the importance of duplicated or highly correlated while partially learning the structure of the features (Catav et al., 2021). Further, only one model causal graph and reducing the exponential runtime is trained in ALE, CPI, and PI.
Omnipredictors for Constrained Optimization
Hu, Lunjia, Livni-Navon, Inbal, Reingold, Omer, Yang, Chutong
The notion of omnipredictors (Gopalan, Kalai, Reingold, Sharan and Wieder ITCS 2021), suggested a new paradigm for loss minimization. Rather than learning a predictor based on a known loss function, omnipredictors can easily be post-processed to minimize any one of a rich family of loss functions compared with the loss of hypotheses in a class $\mathcal C$. It has been shown that such omnipredictors exist and are implied (for all convex and Lipschitz loss functions) by the notion of multicalibration from the algorithmic fairness literature. In this paper, we introduce omnipredictors for constrained optimization and study their complexity and implications. The notion that we introduce allows the learner to be unaware of the loss function that will be later assigned as well as the constraints that will be later imposed, as long as the subpopulations that are used to define these constraints are known. We show how to obtain omnipredictors for constrained optimization problems, relying on appropriate variants of multicalibration. We also investigate the implications of this notion when the constraints used are so-called group fairness notions.
ARGUS: Context-Based Detection of Stealthy IoT Infiltration Attacks
Rieger, Phillip, Chilese, Marco, Mohamed, Reham, Miettinen, Markus, Fereidooni, Hossein, Sadeghi, Ahmad-Reza
IoT application domains, device diversity and connectivity are rapidly growing. IoT devices control various functions in smart homes and buildings, smart cities, and smart factories, making these devices an attractive target for attackers. On the other hand, the large variability of different application scenarios and inherent heterogeneity of devices make it very challenging to reliably detect abnormal IoT device behaviors and distinguish these from benign behaviors. Existing approaches for detecting attacks are mostly limited to attacks directly compromising individual IoT devices, or, require predefined detection policies. They cannot detect attacks that utilize the control plane of the IoT system to trigger actions in an unintended/malicious context, e.g., opening a smart lock while the smart home residents are absent. In this paper, we tackle this problem and propose ARGUS, the first self-learning intrusion detection system for detecting contextual attacks on IoT environments, in which the attacker maliciously invokes IoT device actions to reach its goals. ARGUS monitors the contextual setting based on the state and actions of IoT devices in the environment. An unsupervised Deep Neural Network (DNN) is used for modeling the typical contextual device behavior and detecting actions taking place in abnormal contextual settings. This unsupervised approach ensures that ARGUS is not restricted to detecting previously known attacks but is also able to detect new attacks. We evaluated ARGUS on heterogeneous real-world smart-home settings and achieve at least an F1-Score of 99.64% for each setup, with a false positive rate (FPR) of at most 0.03%.
Towards Fair Machine Learning Software: Understanding and Addressing Model Bias Through Counterfactual Thinking
Wang, Zichong, Zhou, Yang, Qiu, Meikang, Haque, Israat, Brown, Laura, He, Yi, Wang, Jianwu, Lo, David, Zhang, Wenbin
The increasing use of Machine Learning (ML) software can lead to unfair and unethical decisions, thus fairness bugs in software are becoming a growing concern. Addressing these fairness bugs often involves sacrificing ML performance, such as accuracy. To address this issue, we present a novel counterfactual approach that uses counterfactual thinking to tackle the root causes of bias in ML software. In addition, our approach combines models optimized for both performance and fairness, resulting in an optimal solution in both aspects. We conducted a thorough evaluation of our approach on 10 benchmark tasks using a combination of 5 performance metrics, 3 fairness metrics, and 15 measurement scenarios, all applied to 8 real-world datasets. The conducted extensive evaluations show that the proposed method significantly improves the fairness of ML software while maintaining competitive performance, outperforming state-of-the-art solutions in 84.6% of overall cases based on a recent benchmarking tool.
Choosing the Number of Topics in LDA Models -- A Monte Carlo Comparison of Selection Criteria
Bystrov, Victor, Naboka, Viktoriia, Staszewska-Bystrova, Anna, Winker, Peter
Selecting the number of topics in LDA models is considered to be a difficult task, for which alternative approaches have been proposed. The performance of the recently developed singular Bayesian information criterion (sBIC) is evaluated and compared to the performance of alternative model selection criteria. The sBIC is a generalization of the standard BIC that can be implemented to singular statistical models. The comparison is based on Monte Carlo simulations and carried out for several alternative settings, varying with respect to the number of topics, the number of documents and the size of documents in the corpora. Performance is measured using different criteria which take into account the correct number of topics, but also whether the relevant topics from the DGPs are identified. Practical recommendations for LDA model selection in applications are derived.
Preventing Discriminatory Decision-making in Evolving Data Streams
Wang, Zichong, Saxena, Nripsuta, Yu, Tongjia, Karki, Sneha, Zetty, Tyler, Haque, Israat, Zhou, Shan, Kc, Dukka, Stockwell, Ian, Bifet, Albert, Zhang, Wenbin
Bias in machine learning has rightly received significant attention over the last decade. However, most fair machine learning (fair-ML) work to address bias in decision-making systems has focused solely on the offline setting. Despite the wide prevalence of online systems in the real world, work on identifying and correcting bias in the online setting is severely lacking. The unique challenges of the online environment make addressing bias more difficult than in the offline setting. First, Streaming Machine Learning (SML) algorithms must deal with the constantly evolving real-time data stream. Second, they need to adapt to changing data distributions (concept drift) to make accurate predictions on new incoming data. Adding fairness constraints to this already complicated task is not straightforward. In this work, we focus on the challenges of achieving fairness in biased data streams while accounting for the presence of concept drift, accessing one sample at a time. We present Fair Sampling over Stream ($FS^2$), a novel fair rebalancing approach capable of being integrated with SML classification algorithms. Furthermore, we devise the first unified performance-fairness metric, Fairness Bonded Utility (FBU), to evaluate and compare the trade-off between performance and fairness of different bias mitigation methods efficiently. FBU simplifies the comparison of fairness-performance trade-offs of multiple techniques through one unified and intuitive evaluation, allowing model designers to easily choose a technique. Overall, extensive evaluations show our measures surpass those of other fair online techniques previously reported in the literature.
Uncertainty-Estimation with Normalized Logits for Out-of-Distribution Detection
Out-of-distribution (OOD) detection is critical for preventing deep learning models from making incorrect predictions to ensure the safety of artificial intelligence systems. Especially in safety-critical applications such as medical diagnosis and autonomous driving, the cost of incorrect decisions is usually unbearable. However, neural networks often suffer from the overconfidence issue, making high confidence for OOD data which are never seen during training process and may be irrelevant to training data, namely in-distribution (ID) data. Determining the reliability of the prediction is still a difficult and challenging task. In this work, we propose Uncertainty-Estimation with Normalized Logits (UE-NL), a robust learning method for OOD detection, which has three main benefits. (1) Neural networks with UE-NL treat every ID sample equally by predicting the uncertainty score of input data and the uncertainty is added into softmax function to adjust the learning strength of easy and hard samples during training phase, making the model learn robustly and accurately. (2) UE-NL enforces a constant vector norm on the logits to decouple the effect of the increasing output norm from optimization process, which causes the overconfidence issue to some extent. (3) UE-NL provides a new metric, the magnitude of uncertainty score, to detect OOD data. Experiments demonstrate that UE-NL achieves top performance on common OOD benchmarks and is more robust to noisy ID data that may be misjudged as OOD data by other methods.
That Escalated Quickly: An ML Framework for Alert Prioritization
Gelman, Ben, Taoufiq, Salma, Vörös, Tamás, Berlin, Konstantin
In place of in-house solutions, organizations are increasingly moving towards managed services for cyber defense. Security Operations Centers are specialized cybersecurity units responsible for the defense of an organization, but the large-scale centralization of threat detection is causing SOCs to endure an overwhelming amount of false positive alerts -- a phenomenon known as alert fatigue. Large collections of imprecise sensors, an inability to adapt to known false positives, evolution of the threat landscape, and inefficient use of analyst time all contribute to the alert fatigue problem. To combat these issues, we present That Escalated Quickly (TEQ), a machine learning framework that reduces alert fatigue with minimal changes to SOC workflows by predicting alert-level and incident-level actionability. On real-world data, the system is able to reduce the time it takes to respond to actionable incidents by $22.9\%$, suppress $54\%$ of false positives with a $95.1\%$ detection rate, and reduce the number of alerts an analyst needs to investigate within singular incidents by $14\%$.