Regression
Higher-order Neural Additive Models: An Interpretable Machine Learning Model with Feature Interactions
Kim, Minkyu, Choi, Hyun-Soo, Kim, Jinho
Black-box models, such as deep neural networks, exhibit superior predictive performances, but understanding their behavior is notoriously difficult. Many explainable artificial intelligence methods have been proposed to reveal the decision-making processes of black box models. However, their applications in high-stakes domains remain limited. Recently proposed neural additive models (NAM) have achieved state-of-the-art interpretable machine learning. NAM can provide straightforward interpretations with slight performance sacrifices compared with multi-layer perceptron. However, NAM can only model 1$^{\text{st}}$-order feature interactions; thus, it cannot capture the co-relationships between input features. To overcome this problem, we propose a novel interpretable machine learning method called higher-order neural additive models (HONAM) and a feature interaction method for high interpretability. HONAM can model arbitrary orders of feature interactions. Therefore, it can provide the high predictive performance and interpretability that high-stakes domains need. In addition, we propose a novel hidden unit to effectively learn sharp-shape functions. We conducted experiments using various real-world datasets to examine the effectiveness of HONAM. Furthermore, we demonstrate that HONAM can achieve fair AI with a slight performance sacrifice. The source code for HONAM is publicly available.
Causal Inference via Nonlinear Variable Decorrelation for Healthcare Applications
Wang, Junda, Li, Weijian, Wang, Han, Lyu, Hanjia, Thirukumaran, Caroline, Mesfin, Addisu, Luo, Jiebo
Features Explanation Heart Disease age middle Patients between the ages of 40 and 60 #major vessels0 The number of major vessels (0-3) colored by flourosopy is 0 fixed defect Thalium stress test result is fixed defect pressure normal Blood pressure within the normal range ST-T wave abnormality Resting electrocardiography result is ST-T wave abnormality cholesterol edge Serum cholesterol is in range (200, 220] mg/dl lower than 120mg/ml Fasting blood sugar is lower than 120mg/ml non-anginal pain Chest pain type is non-angina cholesterol high Serum cholesterol is higher than 220 mg/dl no exercise induced angina not Exercise induced angina downsloping Slope of peak exercise ST segment is downsloping heart disease It refers to the presence of heart disease in the patient Esophageal Cancer Modified Ryan Score 2.0 (near complete response): single cells or rare small groups of cancer cells Esophagectomy Procedure 4 Complete MIS/Robotic McKeown (Three-Hole) esophagectomy tobacco use Use tobacco Alcohol Use Use Alcohol Neoadjuvant Radiation Patient underwent neoadjuvant radiation Histological Grade 2 How differentiated the tumor is: Moderately Differentiated Final Histology 1 History: Adenocarcinoma Histological Grade 3 How differentiated the tumor is: Poorly Differentiated clinical m Stage 1 Details any spread (metastasis) to other sites of the body: M0 esoph tumor location 4 Lower Thoracic, including GE junction Esophagectomy Procedure 5 Hybrid (Laparoscopy + Thoracotomy) McKeown (Three-Hole) esophagectomy recurrence Details whether the patient experience recurrence of their cancer Cauda Equina Syndrome elixsum
Masked Multi-Step Multivariate Time Series Forecasting with Future Information
Fu, Yiwei, Wang, Honggang, Virani, Nurali
In this paper, we introduce Masked Multi-Step Multivariate Forecasting (MMMF), a novel and general self-supervised learning framework for time series forecasting with known future information. In many real-world forecasting scenarios, some future information is known, e.g., the weather information when making a short-to-mid-term electricity demand forecast, or the oil price forecasts when making an airplane departure forecast. Existing machine learning forecasting frameworks can be categorized into (1) sample-based approaches where each forecast is made independently, and (2) time series regression approaches where the future information is not fully incorporated. To overcome the limitations of existing approaches, we propose MMMF, a framework to train any neural network model capable of generating a sequence of outputs, that combines both the temporal information from the past and the known information about the future to make better predictions. Experiments are performed on two real-world datasets for (1) mid-term electricity demand forecasting, and (2) two-month ahead flight departures forecasting. They show that the proposed MMMF framework outperforms not only sample-based methods but also existing time series forecasting models with the exact same base models. Furthermore, once a neural network model is trained with MMMF, its inference speed is similar to that of the same model trained with traditional regression formulations, thus making MMMF a better alternative to existing regression-trained time series forecasting models if there is some available future information.
NAAP-440 Dataset and Baseline for Neural Architecture Accuracy Prediction
Neural architecture search (NAS) has become a common approach to developing and discovering new neural architectures for different target platforms and purposes. However, scanning the search space is comprised of long training processes of many candidate architectures, which is costly in terms of computational resources and time. Regression algorithms are a common tool to predicting a candidate architecture's accuracy, which can dramatically accelerate the search procedure. We aim at proposing a new baseline that will support the development of regression algorithms that can predict an architecture's accuracy just from its scheme, or by only training it for a minimal number of epochs. Therefore, we introduce the NAAP-440 dataset of 440 neural architectures, which were trained on CIFAR10 using a fixed recipe. Our experiments indicate that by using off-the-shelf regression algorithms and running up to 10% of the training process, not only is it possible to predict an architecture's accuracy rather precisely, but that the values predicted for the architectures also maintain their accuracy order with a minimal number of monotonicity violations. This approach may serve as a powerful tool for accelerating NAS-based studies and thus dramatically increase their efficiency. The dataset and code used in the study have been made public.
Machine learning in front of statistical methods for prediction spread SARS-CoV-2 in Colombia
Estupiรฑรกn, A., Acuรฑa, J., Rodriguez, A., Ayala, A., Estupiรฑรกn, C., Gonzalez, Ramon E. R., Triana-Camacho, D. A., Cristiano-Rodrรญguez, K. L., Morales, Carlos Andrรฉs Collazos
Previous analysis has been performed on the daily number of cases, deaths, infected people, and people who were exposed to the virus, all of them in a timeline of 550 days. Moreover, it has made the fitting of infection spread detailing the most efficient and optimal methods with lower propagation error and the presence of statistical biases. Finally, four different prevention scenarios were proposed to evaluate the ratio of each one of the parameters related to the disease.
On the inability of Gaussian process regression to optimally learn compositional functions
Giordano, Matteo, Ray, Kolyan, Schmidt-Hieber, Johannes
We rigorously prove that deep Gaussian process priors can outperform Gaussian process priors if the target function has a compositional structure. To this end, we study information-theoretic lower bounds for posterior contraction rates for Gaussian process regression in a continuous regression model. We show that if the true function is a generalized additive function, then the posterior based on any mean-zero Gaussian process can only recover the truth at a rate that is strictly slower than the minimax rate by a factor that is polynomially suboptimal in the sample size $n$.
Towards Human-Compatible XAI: Explaining Data Differentials with Concept Induction over Background Knowledge
Widmer, Cara, Sarker, Md Kamruzzaman, Nadella, Srikanth, Fiechter, Joshua, Juvina, Ion, Minnery, Brandon, Hitzler, Pascal, Schwartz, Joshua, Raymer, Michael
Concept induction, which is based on formal logical reasoning over description logics, has been used in ontology engineering in order to create ontology (TBox) axioms from the base data (ABox) graph. In this paper, we show that it can also be used to explain data differentials, for example in the context of Explainable AI (XAI), and we show that it can in fact be done in a way that is meaningful to a human observer.
Latent Variable Method Demonstrator -- Software for Understanding Multivariate Data Analytics Algorithms
Schaeffer, Joachim, Braatz, Richard
The ever-increasing quantity of multivariate process data is driving a need for skilled engineers to analyze, interpret, and build models from such data. Multivariate data analytics relies heavily on linear algebra, optimization, and statistics and can be challenging for students to understand given that most curricula do not have strong coverage in the latter three topics. This article describes interactive software - the Latent Variable Demonstrator (LAVADE) - for teaching, learning, and understanding latent variable methods. In this software, users can interactively compare latent variable methods such as Partial Least Squares (PLS), and Principal Component Regression (PCR) with other regression methods such as Least Absolute Shrinkage and Selection Operator (lasso), Ridge Regression (RR), and Elastic Net (EN). LAVADE helps to build intuition on choosing appropriate methods, hyperparameter tuning, and model coefficient interpretation, fostering a conceptual understanding of the algorithms' differences. The software contains a data generation method and three chemical process datasets, allowing for comparing results of datasets with different levels of complexity. LAVADE is released as open-source software so that others can apply and advance the tool for use in teaching or research.
On Extending Amdahl's law to Learn Computer Performance
Poolla, Chaitanya, Saxena, Rahul
The problem of learning parallel computer performance is investigated in the context of multicore processors. Given a fixed workload, the effect of varying system configuration on performance is sought. Conventionally, the performance speedup due to a single resource enhancement is formulated using Amdahl's law. However, in case of multiple configurable resources the conventional formulation results in several disconnected speedup equations that cannot be combined together to determine the overall speedup. To solve this problem, we propose to (1) extend Amdahl's law to accommodate multiple configurable resources into the overall speedup equation, and (2) transform the speedup equation into a multivariable regression problem suitable for machine learning. Using experimental data from fifty-eight tests spanning two benchmarks (SPECCPU 2017 and PCMark 10) and four hardware platforms (Intel Xeon 8180M, AMD EPYC 7702P, Intel CoffeeLake 8700K, and AMD Ryzen 3900X), analytical models are developed and cross-validated. Findings indicate that in most cases, the models result in an average cross-validated accuracy higher than 95%, thereby validating the proposed extension of Amdahl's law. The proposed methodology enables rapid generation of multivariable analytical models to support future industrial development, optimization, and simulation needs.
Sampling Constrained Continuous Probability Distributions: A Review
The problem of sampling constrained continuous distributions has frequently appeared in many machine/statistical learning models. Many Monte Carlo Markov Chain (MCMC) sampling methods have been adapted to handle different types of constraints on the random variables. Among these methods, Hamilton Monte Carlo (HMC) and the related approaches have shown significant advantages in terms of computational efficiency compared to other counterparts. In this article, we first review HMC and some extended sampling methods, and then we concretely explain three constrained HMC-based sampling methods, reflection, reformulation, and spherical HMC. For illustration, we apply these methods to solve three well-known constrained sampling problems, truncated multivariate normal distributions, Bayesian regularized regression, and nonparametric density estimation. In this review, we also connect constrained sampling with another similar problem in the statistical design of experiments of constrained design space. Keywords: constrained sampling; Hamilton Monte Carlo; Riemannian Monte Carlo; regularized regression; truncated multivariate Gaussian.