We define extrapolation as any type of statistical inference on a conditional function (e.g., a conditional expectation or conditional quantile) evaluated outside of the support of the conditioning variable. This type of extrapolation occurs in many data analysis applications and can invalidate the resulting conclusions if not taken into account. While extrapolating is straightforward in parametric models, it becomes challenging in nonparametric models. In this work, we extend the nonparametric statistical model to explicitly allow for extrapolation and introduce a class of extrapolation assumptions that can be combined with existing inference techniques to draw extrapolation-aware conclusions. The proposed class of extrapolation assumptions stipulate that the conditional function attains its minimal and maximal directional derivative, in each direction, within the observed support. We illustrate how the framework applies to several statistical applications including prediction and uncertainty quantification. We furthermore propose a consistent estimation procedure that can be used to adjust existing nonparametric estimates to account for extrapolation by providing lower and upper extrapolation bounds. The procedure is empirically evaluated on both simulated and real-world data.

An algorithm effects a causal representation of relations between features and labels in the human's perception. Such a representation might conflict with the human's prior belief. Explanations can direct the human's attention to the conflicting feature and away from other relevant features. This leads to causal overattribution and may adversely affect the human's information processing. In a field experiment we implemented an XGBoost-trained model as a decision-making aid for counselors at a public employment service to predict candidates' risk of long-term unemployment. The treatment group of counselors was also provided with SHAP. The results show that the quality of the human's decision-making is worse when a feature on which the human holds a conflicting prior belief is displayed as part of the explanation.

Bandit convex optimization (BCO) is a general framework for online decision making under uncertainty. While tight regret bounds for general convex losses have been established, existing algorithms achieving these bounds have prohibitive computational costs for high dimensional data. In this paper, we propose a simple and practical BCO algorithm inspired by the online Newton step algorithm. We show that our algorithm achieves optimal (in terms of horizon) regret bounds for a large class of convex functions that we call $\kappa$-convex. This class contains a wide range of practically relevant loss functions including linear, quadratic, and generalized linear models. In addition to optimal regret, this method is the most efficient known algorithm for several well-studied applications including bandit logistic regression. Furthermore, we investigate the adaptation of our second-order bandit algorithm to online convex optimization with memory. We show that for loss functions with a certain affine structure, the extended algorithm attains optimal regret. This leads to an algorithm with optimal regret for bandit LQR/LQG problems under a fully adversarial noise model, thereby resolving an open question posed in \citep{gradu2020non} and \citep{sun2023optimal}. Finally, we show that the more general problem of BCO with (non-affine) memory is harder. We derive a $\tilde{\Omega}(T^{2/3})$ regret lower bound, even under the assumption of smooth and quadratic losses.

In recent years, machine learning algorithms have been used in high-stakes decision-making settings, such as healthcare, loan approval, or parole decisions (Baesens et al., 2003; Zeng et al., 2022, 2017). Consequently, there is a growing interest and necessity in their explainability and interpretability (Du et al., 2019; Jung et al., 2020; Molnar et al., 2020; Rudin et al., 2022; Zhang et al., 2019). Once a supervised classification model has been trained, one may be interested in knowing the changes needed to be made in the features of an instance to change the prediction made by the classifier. These changes are the so-called counterfactual explanations (Martens and Provost, 2014; Wachter et al., 2017). There is a growing literature on the development of algorithms to generate counterfactual explanations, see Artelt and Hammer (2019); Guidotti (2022); Karimi et al. (2022); Sokol and Flach (2019); Stepin et al. (2021); Verma et al. (2022) for recent surveys on Counterfactual Analysis. Nevertheless, they mainly focus on the single-instance, single-counterfactual case, where for one specific instance, a single counterfactual is provided (Wachter et al., 2017; Parmentier and Vidal, 2021).

Robotic-assistive therapy has demonstrated very encouraging results for children with Autism. Accurate estimation of the child's pose is essential both for human-robot interaction and for therapy assessment purposes. Non-intrusive methods are the sole viable option since these children are sensitive to touch. While depth cameras have been used extensively, existing methods face two major limitations: (i) they are usually trained with adult-only data and do not correctly estimate a child's pose, and (ii) they fail in scenarios with a high number of occlusions. Therefore, our goal was to develop a 3D pose estimator for children, by adapting an existing state-of-the-art 3D body modelling method and incorporating a linear regression model to fine-tune one of its inputs, thereby correcting the pose of children's 3D meshes. In controlled settings, our method has an error below $0.3m$, which is considered acceptable for this kind of application and lower than current state-of-the-art methods. In real-world settings, the proposed model performs similarly to a Kinect depth camera and manages to successfully estimate the 3D body poses in a much higher number of frames.

Brain age is the estimate of biological age derived from neuroimaging datasets using machine learning algorithms. Increasing brain age with respect to chronological age can reflect increased vulnerability to neurodegeneration and cognitive decline. In this paper, we study NeuroVNN, based on coVariance neural networks, as a paradigm for foundation model for the brain age prediction application. NeuroVNN is pre-trained as a regression model on healthy population to predict chronological age using cortical thickness features and fine-tuned to estimate brain age in different neurological contexts. Importantly, NeuroVNN adds anatomical interpretability to brain age and has a `scale-free' characteristic that allows its transference to datasets curated according to any arbitrary brain atlas. Our results demonstrate that NeuroVNN can extract biologically plausible brain age estimates in different populations, as well as transfer successfully to datasets of dimensionalities distinct from that for the dataset used to train NeuroVNN.

A persistent challenge in the field of Intelligent Transportation Systems is to extract accurate traffic insights from geographic regions with scarce or no data coverage. To this end, we propose solutions for speed prediction using sparse GPS data points and their associated topographical and road design features. Our goal is to investigate whether we can use similarities in the terrain and infrastructure to train a machine learning model that can predict speed in regions where we lack transportation data. For this we create a Temporally Orientated Speed Dictionary Centered on Topographically Clustered Roads, which helps us to provide speed correlations to selected feature configurations. Our results show qualitative and quantitative improvement over new and standard regression methods. The presented framework provides a fresh perspective on devising strategies for missing data traffic analysis.

Algorithm evaluation and comparison are fundamental questions in machine learning and statistics -- how well does an algorithm perform at a given modeling task, and which algorithm performs best? Many methods have been developed to assess algorithm performance, often based around cross-validation type strategies, retraining the algorithm of interest on different subsets of the data and assessing its performance on the held-out data points. Despite the broad use of such procedures, the theoretical properties of these methods are not yet fully understood. In this work, we explore some fundamental limits for answering these questions with limited amounts of data. In particular, we make a distinction between two questions: how good is an algorithm $A$ at the problem of learning from a training set of size $n$, versus, how good is a particular fitted model produced by running $A$ on a particular training data set of size $n$? Our main results prove that, for any test that treats the algorithm $A$ as a ``black box'' (i.e., we can only study the behavior of $A$ empirically), there is a fundamental limit on our ability to carry out inference on the performance of $A$, unless the number of available data points $N$ is many times larger than the sample size $n$ of interest. (On the other hand, evaluating the performance of a particular fitted model is easy as long as a holdout data set is available -- that is, as long as $N-n$ is not too small.) We also ask whether an assumption of algorithmic stability might be sufficient to circumvent this hardness result. Surprisingly, we find that this is not the case: the same hardness result still holds for the problem of evaluating the performance of $A$, aside from a high-stability regime where fitted models are essentially nonrandom. Finally, we also establish similar hardness results for the problem of comparing multiple algorithms.

Releasing statistics using sensitive data can hurt the privacy of individuals contributing to the data (Narayanan and Shmatikov, 2008; Dick et al., 2023). Differential privacy (Dwork et al., 2006) is now a widely accepted solution for performing statistical analysis while protecting sensitive data. In the years since its release, researchers have made considerable progress in the development of differentially private estimators for a range of statistical problems such as mean estimation, median estimation, logistic regression (Asi and Duchi, 2020; Chaudhuri et al., 2011). However, deriving a conclusion from a single point estimate--whether an empirical mean or a classifier prediction-- without any consideration of uncertainty can lead to faulty, inaccurate decision-making (Gelman and Loken, 2013). To have any hope of making private statistical tools broadly applicable, we must build the requisite inferential tools. Constructing confidence intervals around a give point estimate is the most basic inferential task. We therefore develop tools to do so for a broad class of statistics of interest with differential privacy.

Preterm labor (PL) has globally become the leading cause of death in children under the age of 5 years. To address this problem, this paper will provide a new approach by analyzing the EHG signals, which are recorded on the abdomen of the mother during labor and pregnancy. The EHG signal reflects the electrical activity that induces the mechanical contraction of the myometrium. Because EHGs are known to be non-stationary signals, and because we anticipate connectivity to alter during contraction, we applied the windowing approach on real signals to help us identify the best windows and the best nodes with the most significant data to be used for classification. The suggested pipeline includes i) divide the 16 EHG signals that are recorded from the abdomen of pregnant women in N windows; ii) apply the connectivity matrices on each window; iii) apply the Graph theory-based measures on the connectivity matrices on each window; iv) apply the consensus Matrix on each window in order to retrieve the best windows and the best nodes. Following that, several neural network and machine learning methods are applied to the best windows and best nodes to categorize pregnancy and labor contractions, based on the different input parameters (connectivity method alone, connectivity method plus graph parameters, best nodes, all nodes, best windows, all windows). Results showed that the best nodes are nodes 8, 9, 10, 11, and 12; while the best windows are 2, 4, and 5. The classification results obtained by using only these best nodes are better than when using the whole nodes. The results are always better when using the full burst, whatever the chosen nodes. Thus, the windowing approach proved to be an innovative technique that can improve the differentiation between labor and pregnancy EHG signals.