Fairness in machine learning has attained significant focus due to the widespread application in high-stake decision-making tasks. Unregulated machine learning classifiers can exhibit bias towards certain demographic groups in data, thus the quantification and mitigation of classifier bias is a central concern in fairness in machine learning. In this paper, we aim to quantify the influence of different features in a dataset on the bias of a classifier. To do this, we introduce the Fairness Influence Function (FIF). This function breaks down bias into its components among individual features and the intersection of multiple features. The key idea is to represent existing group fairness metrics as the difference of the scaled conditional variances in the classifier's prediction and apply a decomposition of variance according to global sensitivity analysis. To estimate FIFs, we instantiate an algorithm FairXplainer that applies variance decomposition of classifier's prediction following local regression. Experiments demonstrate that FairXplainer captures FIFs of individual feature and intersectional features, provides a better approximation of bias based on FIFs, demonstrates higher correlation of FIFs with fairness interventions, and detects changes in bias due to fairness affirmative/punitive actions in the classifier. The code is available at https://github.com/ReAILe/bias-explainer.

We consider the problem of heteroscedastic linear regression, where, given $n$ samples $(\mathbf{x}_i, y_i)$ from $y_i = \langle \mathbf{w}^{*}, \mathbf{x}_i \rangle + \epsilon_i \cdot \langle \mathbf{f}^{*}, \mathbf{x}_i \rangle$ with $\mathbf{x}_i \sim N(0,\mathbf{I})$, $\epsilon_i \sim N(0,1)$, we aim to estimate $\mathbf{w}^{*}$. Beyond classical applications of such models in statistics, econometrics, time series analysis etc., it is also particularly relevant in machine learning when data is collected from multiple sources of varying but apriori unknown quality. Our work shows that we can estimate $\mathbf{w}^{*}$ in squared norm up to an error of $\tilde{O}\left(\|\mathbf{f}^{*}\|^2 \cdot \left(\frac{1}{n} + \left(\frac{d}{n}\right)^2\right)\right)$ and prove a matching lower bound (upto log factors). This represents a substantial improvement upon the previous best known upper bound of $\tilde{O}\left(\|\mathbf{f}^{*}\|^2\cdot \frac{d}{n}\right)$. Our algorithm is an alternating minimization procedure with two key subroutines 1. An adaptation of the classical weighted least squares heuristic to estimate $\mathbf{w}^{*}$, for which we provide the first non-asymptotic guarantee. 2. A nonconvex pseudogradient descent procedure for estimating $\mathbf{f}^{*}$ inspired by phase retrieval. As corollaries, we obtain fast non-asymptotic rates for two important problems, linear regression with multiplicative noise and phase retrieval with multiplicative noise, both of which are of independent interest. Beyond this, the proof of our lower bound, which involves a novel adaptation of LeCam's method for handling infinite mutual information quantities (thereby preventing a direct application of standard techniques like Fano's method), could also be of broader interest for establishing lower bounds for other heteroscedastic or heavy-tailed statistical problems.

Robust feature selection is vital for creating reliable and interpretable Machine Learning (ML) models. When designing statistical prediction models in cases where domain knowledge is limited and underlying interactions are unknown, choosing the optimal set of features is often difficult. To mitigate this issue, we introduce a Multidata (M) causal feature selection approach that simultaneously processes an ensemble of time series datasets and produces a single set of causal drivers. This approach uses the causal discovery algorithms PC1 or PCMCI that are implemented in the Tigramite Python package. These algorithms utilize conditional independence tests to infer parts of the causal graph. Our causal feature selection approach filters out causally-spurious links before passing the remaining causal features as inputs to ML models (Multiple linear regression, Random Forest) that predict the targets. We apply our framework to the statistical intensity prediction of Western Pacific Tropical Cyclones (TC), for which it is often difficult to accurately choose drivers and their dimensionality reduction (time lags, vertical levels, and area-averaging). Using more stringent significance thresholds in the conditional independence tests helps eliminate spurious causal relationships, thus helping the ML model generalize better to unseen TC cases. M-PC1 with a reduced number of features outperforms M-PCMCI, non-causal ML, and other feature selection methods (lagged correlation, random), even slightly outperforming feature selection based on eXplainable Artificial Intelligence. The optimal causal drivers obtained from our causal feature selection help improve our understanding of underlying relationships and suggest new potential drivers of TC intensification.

Neural network classifiers can largely rely on simple spurious features, such as backgrounds, to make predictions. However, even in these cases, we show that they still often learn core features associated with the desired attributes of the data, contrary to recent findings. Inspired by this insight, we demonstrate that simple last layer retraining can match or outperform state-of-the-art approaches on spurious correlation benchmarks, but with profoundly lower complexity and computational expenses. Moreover, we show that last layer retraining on large ImageNet-trained models can also significantly reduce reliance on background and texture information, improving robustness to covariate shift, after only minutes of training on a single GPU.

For neurological disorders and diseases, functional and anatomical connectomes of the human brain can be used to better inform targeted interventions and treatment strategies. Functional magnetic resonance imaging (fMRI) is a non-invasive neuroimaging technique that captures spatio-temporal brain function through blood flow over time. FMRI can be used to study the functional connectome through the functional connectivity matrix; that is, Pearson's correlation matrix between time series from the regions of interest of an fMRI image. One approach to analysing functional connectivity is using partial least squares (PLS), a multivariate regression technique designed for high-dimensional predictor data. However, analysing functional connectivity with PLS ignores a key property of the functional connectivity matrix; namely, these matrices are positive definite. To account for this, we introduce a generalisation of PLS to Riemannian manifolds, called R-PLS, and apply it to symmetric positive definite matrices with the affine invariant geometry. We apply R-PLS to two functional imaging datasets: COBRE, which investigates functional differences between schizophrenic patients and healthy controls, and; ABIDE, which compares people with autism spectrum disorder and neurotypical controls. Using the variable importance in the projection statistic on the results of R-PLS, we identify key functional connections in each dataset that are well represented in the literature. Given the generality of R-PLS, this method has potential to open up new avenues for multi-model imaging analysis linking structural and functional connectomics.

We present working notes on transfer learning with semi-supervised dataset annotation for the BirdCLEF 2023 competition, focused on identifying African bird species in recorded soundscapes. Our approach utilizes existing off-the-shelf models, BirdNET and MixIT, to address representation and labeling challenges in the competition. We explore the embedding space learned by BirdNET and propose a process to derive an annotated dataset for supervised learning. Our experiments involve various models and feature engineering approaches to maximize performance on the competition leaderboard. The results demonstrate the effectiveness of our approach in classifying bird species and highlight the potential of transfer learning and semi-supervised dataset annotation in similar tasks.

Several recent studies have reported negative results when using heteroskedastic neural regression models to model real-world data. In particular, for overparameterized models, the mean and variance networks are powerful enough to either fit every single data point (while shrinking the predicted variances to zero), or to learn a constant prediction with an output variance exactly matching every predicted residual (i.e., explaining the targets as pure noise). This paper studies these difficulties from the perspective of statistical physics. We show that the observed instabilities are not specific to any neural network architecture but are already present in a field theory of an overparameterized conditional Gaussian likelihood model. Under light assumptions, we derive a nonparametric free energy that can be solved numerically. The resulting solutions show excellent qualitative agreement with empirical model fits on real-world data and, in particular, prove the existence of phase transitions, i.e., abrupt, qualitative differences in the behaviors of the regressors upon varying the regularization strengths on the two networks. Our work thus provides a theoretical explanation for the necessity to carefully regularize heteroskedastic regression models. Moreover, the insights from our theory suggest a scheme for optimizing this regularization which is quadratically more efficient than the naive approach.

This paper describes our participation in the MentalRiskES task at IberLEF 2023. The task involved predicting the likelihood of an individual experiencing depression based on their social media activity. The dataset consisted of conversations from 175 Telegram users, each labeled according to their evidence of suffering from the disorder. We used a combination of traditional machine learning and deep learning techniques to solve four predictive subtasks: binary classification, simple regression, multiclass classification, and multi-output regression. We approached this by training a model to solve the multi-output regression case and then transforming the predictions to work for the other three subtasks. We compare the performance of two modeling approaches: fine-tuning a BERT-based model directly for the task or using its embeddings as inputs to a linear regressor, with the latter yielding better results.

Twin revolutions in wearable technologies and smartphone-delivered digital health interventions have significantly expanded the accessibility and uptake of mobile health (mHealth) interventions across various health science domains. Sequentially randomized experiments called micro-randomized trials (MRTs) have grown in popularity to empirically evaluate the effectiveness of these mHealth intervention components. MRTs have given rise to a new class of causal estimands known as "causal excursion effects", which enable health scientists to assess how intervention effectiveness changes over time or is moderated by individual characteristics, context, or responses in the past. However, current data analysis methods for estimating causal excursion effects require pre-specified features of the observed high-dimensional history to construct a working model of an important nuisance parameter. While machine learning algorithms are ideal for automatic feature construction, their naive application to causal excursion estimation can lead to bias under model misspecification, potentially yielding incorrect conclusions about intervention effectiveness. To address this issue, this paper revisits the estimation of causal excursion effects from a meta-learner perspective, where the analyst remains agnostic to the choices of supervised learning algorithms used to estimate nuisance parameters. The paper presents asymptotic properties of the novel estimators and compares them theoretically and through extensive simulation experiments, demonstrating relative efficiency gains and supporting the recommendation for a doubly robust alternative to existing methods. Finally, the practical utility of the proposed methods is demonstrated by analyzing data from a multi-institution cohort of first-year medical residents in the United States (NeCamp et al., 2020).

Trust is crucial for ensuring the safety, security, and widespread adoption of automated vehicles (AVs), and if trust is lacking, drivers and the public may not be willing to use them. This research seeks to investigate trust profiles in order to create personalized experiences for drivers in AVs. This technique helps in better understanding drivers' dynamic trust from a persona's perspective. The study was conducted in a driving simulator where participants were requested to take over control from automated driving in three conditions that included a control condition, a false alarm condition, and a miss condition with eight takeover requests (TORs) in different scenarios. Drivers' dispositional trust, initial learned trust, dynamic trust, personality, and emotions were measured. We identified three trust profiles (i.e., believers, oscillators, and disbelievers) using a K-means clustering model. In order to validate this model, we built a multinomial logistic regression model based on SHAP explainer that selected the most important features to predict the trust profiles with an F1-score of 0.90 and accuracy of 0.89. We also discussed how different individual factors influenced trust profiles which helped us understand trust dynamics better from a persona's perspective. Our findings have important implications for designing a personalized in-vehicle trust monitoring and calibrating system to adjust drivers' trust levels in order to improve safety and experience in automated driving.