Regression
Flexible Fairness Learning via Inverse Conditional Permutation
Equalized odds, as a popular notion of algorithmic fairness, aims to ensure that sensitive variables, such as race and gender, do not unfairly influence the algorithm prediction when conditioning on the true outcome. Despite rapid advancements, most of the current research focuses on the violation of equalized odds caused by one sensitive attribute, leaving the challenge of simultaneously accounting for multiple attributes under-addressed. We address this gap by introducing a fairness learning approach that integrates adversarial learning with a novel inverse conditional permutation. This approach effectively and flexibly handles multiple sensitive attributes, potentially of mixed data types. The efficacy and flexibility of our method are demonstrated through both simulation studies and empirical analysis of real-world datasets.
Maximally Forward-Looking Core Inflation
Coulombe, Philippe Goulet, Klieber, Karin, Barrette, Christophe, Goebel, Maximilian
Timely monetary policy decision-making requires timely core inflation measures. We create a new core inflation series that is explicitly designed to succeed at that goal. Precisely, we introduce the Assemblage Regression, a generalized nonnegative ridge regression problem that optimizes the price index's subcomponent weights such that the aggregate is maximally predictive of future headline inflation. Ordering subcomponents according to their rank in each period switches the algorithm to be learning supervised trimmed inflation - or, put differently, the maximally forward-looking summary statistic of the realized price changes distribution. In an extensive out-of-sample forecasting experiment for the US and the euro area, we find substantial improvements for signaling medium-term inflation developments in both the pre- and post-Covid years. Those coming from the supervised trimmed version are particularly striking, and are attributable to a highly asymmetric trimming which contrasts with conventional indicators. We also find that this metric was indicating first upward pressures on inflation as early as mid-2020 and quickly captured the turning point in 2022. We also consider extensions, like assembling inflation from geographical regions, trimmed temporal aggregation, and building core measures specialized for either upside or downside inflation risks.
GBEC: Geometry-Based Hand-Eye Calibration
Liu, Yihao, Zhang, Jiaming, She, Zhangcong, Kheradmand, Amir, Armand, Mehran
Hand-eye calibration is the problem of solving the transformation from the end-effector of a robot to the sensor attached to it. Commonly employed techniques, such as AXXB or AXZB formulations, rely on regression methods that require collecting pose data from different robot configurations, which can produce low accuracy and repeatability. However, the derived transformation should solely depend on the geometry of the end-effector and the sensor attachment. We propose Geometry-Based End-Effector Calibration (GBEC) that enhances the repeatability and accuracy of the derived transformation compared to traditional hand-eye calibrations. To demonstrate improvements, we apply the approach to two different robot-assisted procedures: Transcranial Magnetic Stimulation (TMS) and femoroplasty. We also discuss the generalizability of GBEC for camera-in-hand and marker-in-hand sensor mounting methods. In the experiments, we perform GBEC between the robot end-effector and an optical tracker's rigid body marker attached to the TMS coil or femoroplasty drill guide. Previous research documents low repeatability and accuracy of the conventional methods for robot-assisted TMS hand-eye calibration. When compared to some existing methods, the proposed method relies solely on the geometry of the flange and the pose of the rigid-body marker, making it independent of workspace constraints or robot accuracy, without sacrificing the orthogonality of the rotation matrix. Our results validate the accuracy and applicability of the approach, providing a new and generalizable methodology for obtaining the transformation from the end-effector to a sensor.
Interpretability in Symbolic Regression: a benchmark of Explanatory Methods using the Feynman data set
Aldeia, Guilherme Seidyo Imai, de Franca, Fabricio Olivetti
In some situations, the interpretability of the machine learning models plays a role as important as the model accuracy. Interpretability comes from the need to trust the prediction model, verify some of its properties, or even enforce them to improve fairness. Many model-agnostic explanatory methods exists to provide explanations for black-box models. In the regression task, the practitioner can use white-boxes or gray-boxes models to achieve more interpretable results, which is the case of symbolic regression. When using an explanatory method, and since interpretability lacks a rigorous definition, there is a need to evaluate and compare the quality and different explainers. This paper proposes a benchmark scheme to evaluate explanatory methods to explain regression models, mainly symbolic regression models. Experiments were performed using 100 physics equations with different interpretable and non-interpretable regression methods and popular explanation methods, evaluating the performance of the explainers performance with several explanation measures. In addition, we further analyzed four benchmarks from the GP community. The results have shown that Symbolic Regression models can be an interesting alternative to white-box and black-box models that is capable of returning accurate models with appropriate explanations. Regarding the explainers, we observed that Partial Effects and SHAP were the most robust explanation models, with Integrated Gradients being unstable only with tree-based models. This benchmark is publicly available for further experiments.
Review for Handling Missing Data with special missing mechanism
Zhou, Youran, Aryal, Sunil, Bouadjenek, Mohamed Reda
Missing data poses a significant challenge in data science, affecting decision-making processes and outcomes. Understanding what missing data is, how it occurs, and why it is crucial to handle it appropriately is paramount when working with real-world data, especially in tabular data, one of the most commonly used data types in the real world. Three missing mechanisms are defined in the literature: Missing Completely At Random (MCAR), Missing At Random (MAR), and Missing Not At Random (MNAR), each presenting unique challenges in imputation. Most existing work are focused on MCAR that is relatively easy to handle. The special missing mechanisms of MNAR and MAR are less explored and understood. This article reviews existing literature on handling missing values. It compares and contrasts existing methods in terms of their ability to handle different missing mechanisms and data types. It identifies research gap in the existing literature and lays out potential directions for future research in the field. The information in this review will help data analysts and researchers to adopt and promote good practices for handling missing data in real-world problems.
Neural Network Modeling for Forecasting Tourism Demand in Stopi\'{c}a Cave: A Serbian Cave Tourism Study
Bajić, Buda, Milićević, Srđan, Antić, Aleksandar, Marković, Slobodan, Tomić, Nemanja
For modeling the number of visits in Stopi\'{c}a cave (Serbia) we consider the classical Auto-regressive Integrated Moving Average (ARIMA) model, Machine Learning (ML) method Support Vector Regression (SVR), and hybrid NeuralPropeth method which combines classical and ML concepts. The most accurate predictions were obtained with NeuralPropeth which includes the seasonal component and growing trend of time-series. In addition, non-linearity is modeled by shallow Neural Network (NN), and Google Trend is incorporated as an exogenous variable. Modeling tourist demand represents great importance for management structures and decision-makers due to its applicability in establishing sustainable tourism utilization strategies in environmentally vulnerable destinations such as caves. The data provided insights into the tourist demand in Stopi\'{c}a cave and preliminary data for addressing the issues of carrying capacity within the most visited cave in Serbia.
Predictive Modeling for Breast Cancer Classification in the Context of Bangladeshi Patients: A Supervised Machine Learning Approach with Explainable AI
Islam, Taminul, Sheakh, Md. Alif, Tahosin, Mst. Sazia, Hena, Most. Hasna, Akash, Shopnil, Jardan, Yousef A. Bin, Wondmie, Gezahign Fentahun, Nafidi, Hiba-Allah, Bourhia, Mohammed
Breast cancer has rapidly increased in prevalence in recent years, making it one of the leading causes of mortality worldwide. Among all cancers, it is by far the most common. Diagnosing this illness manually requires significant time and expertise. Since detecting breast cancer is a time-consuming process, preventing its further spread can be aided by creating machine-based forecasts. Machine learning and Explainable AI are crucial in classification as they not only provide accurate predictions but also offer insights into how the model arrives at its decisions, aiding in the understanding and trustworthiness of the classification results. In this study, we evaluate and compare the classification accuracy, precision, recall, and F-1 scores of five different machine learning methods using a primary dataset (500 patients from Dhaka Medical College Hospital). Five different supervised machine learning techniques, including decision tree, random forest, logistic regression, naive bayes, and XGBoost, have been used to achieve optimal results on our dataset. Additionally, this study applied SHAP analysis to the XGBoost model to interpret the model's predictions and understand the impact of each feature on the model's output. We compared the accuracy with which several algorithms classified the data, as well as contrasted with other literature in this field. After final evaluation, this study found that XGBoost achieved the best model accuracy, which is 97%.
BARMPy: Bayesian Additive Regression Models Python Package
We make Bayesian Additive Regression Networks (BARN) available as a Python package, \texttt{barmpy}, with documentation at \url{https://dvbuntu.github.io/barmpy/} for general machine learning practitioners. Our object-oriented design is compatible with SciKit-Learn, allowing usage of their tools like cross-validation. To ease learning to use \texttt{barmpy}, we produce a companion tutorial that expands on reference information in the documentation. Any interested user can \texttt{pip install barmpy} from the official PyPi repository. \texttt{barmpy} also serves as a baseline Python library for generic Bayesian Additive Regression Models.
Bayesian Inference for Consistent Predictions in Overparameterized Nonlinear Regression
The remarkable generalization performance of overparameterized models has challenged the conventional wisdom of statistical learning theory. While recent theoretical studies have shed light on this behavior in linear models or nonlinear classifiers, a comprehensive understanding of overparameterization in nonlinear regression models remains lacking. This paper explores the predictive properties of overparameterized nonlinear regression within the Bayesian framework, extending the methodology of adaptive prior based on the intrinsic spectral structure of the data. We establish posterior contraction for single-neuron models with Lipschitz continuous activation functions and for generalized linear models, demonstrating that our approach achieves consistent predictions in the overparameterized regime. Moreover, our Bayesian framework allows for uncertainty estimation of the predictions. The proposed method is validated through numerical simulations and a real data application, showcasing its ability to achieve accurate predictions and reliable uncertainty estimates. Our work advances the theoretical understanding of the blessing of overparameterization and offers a principled Bayesian approach for prediction in large nonlinear models.
Willkommens-Merkel, Chaos-Johnson, and Tore-Klose: Modeling the Evaluative Meaning of German Personal Name Compounds
Eichel, Annerose, Deeg, Tana, Blessing, André, Belosevic, Milena, Arndt-Lappe, Sabine, Walde, Sabine Schulte im
We present a comprehensive computational study of the under-investigated phenomenon of personal name compounds (PNCs) in German such as Willkommens-Merkel ('Welcome-Merkel'). Prevalent in news, social media, and political discourse, PNCs are hypothesized to exhibit an evaluative function that is reflected in a more positive or negative perception as compared to the respective personal full name (such as Angela Merkel). We model 321 PNCs and their corresponding full names at discourse level, and show that PNCs bear an evaluative nature that can be captured through a variety of computational methods. Specifically, we assess through valence information whether a PNC is more positively or negatively evaluative than the person's name, by applying and comparing two approaches using (i) valence norms and (ii) pretrained language models (PLMs). We further enrich our data with personal, domain-specific, and extra-linguistic information and perform a range of regression analyses revealing that factors including compound and modifier valence, domain, and political party membership influence how a PNC is evaluated.