Image classification is a primary task in data analysis where explainable models are crucially demanded in various applications. Although amounts of methods have been proposed to obtain explainable knowledge from the black-box classifiers, these approaches lack the efficiency of extracting global knowledge regarding the classification task, thus is vulnerable to local traps and often leads to poor accuracy. In this study, we propose a generative explanation model that combines the advantages of global and local knowledge for explaining image classifiers. We develop a representation learning method called class association embedding (CAE), which encodes each sample into a pair of separated class-associated and individual codes. Recombining the individual code of a given sample with altered class-associated code leads to a synthetic real-looking sample with preserved individual characters but modified class-associated features and possibly flipped class assignments. A building-block coherency feature extraction algorithm is proposed that efficiently separates class-associated features from individual ones. The extracted feature space forms a low-dimensional manifold that visualizes the classification decision patterns. Explanation on each individual sample can be then achieved in a counter-factual generation manner which continuously modifies the sample in one direction, by shifting its class-associated code along a guided path, until its classification outcome is changed. We compare our method with state-of-the-art ones on explaining image classification tasks in the form of saliency maps, demonstrating that our method achieves higher accuracies. The code is available at https://github.com/xrt11/XAI-CODE.

Machine learning (ML) models can make decisions based on large amounts of data, but they can be missing personal knowledge available to human users about whom predictions are made. For example, a model trained to predict psychiatric outcomes may know nothing about a patient's social support system, and social support may look different for different patients. In this work, we introduce the problem of human feature integration, which provides a way to incorporate important personal-knowledge from users without domain expertise into ML predictions. We characterize this problem through illustrative user stories and comparisons to existing approaches; we formally describe this problem in a way that paves the ground for future technical solutions; and we provide a proof-of-concept study of a simple version of a solution to this problem in a semi-realistic setting.

Noise is a fundamental problem in learning theory with huge effects in the application of Machine Learning (ML) methods, due to real world data tendency to be noisy. Additionally, introduction of malicious noise can make ML methods fail critically, as is the case with adversarial attacks. Thus, finding and developing alternatives to improve robustness to noise is a fundamental problem in ML. In this paper, we propose a method to deal with noise: mitigating its effect through the use of data abstractions. The goal is to reduce the effect of noise over the model's performance through the loss of information produced by the abstraction. However, this information loss comes with a cost: it can result in an accuracy reduction due to the missing information. First, we explored multiple methodologies to create abstractions, using the training dataset, for the specific case of numerical data and binary classification tasks. We also tested how these abstractions can affect robustness to noise with several experiments that explore the robustness of an Artificial Neural Network to noise when trained using raw data \emph{vs} when trained using abstracted data. The results clearly show that using abstractions is a viable approach for developing noise robust ML methods.

AI systems are notorious for their fragility; minor input changes can potentially cause major output swings. When such systems are deployed in critical areas like finance, the consequences of their uncertain behavior could be severe. In this paper, we focus on multi-modal time-series forecasting, where imprecision due to noisy or incorrect data can lead to erroneous predictions, impacting stakeholders such as analysts, investors, and traders. Recently, it has been shown that beyond numeric data, graphical transformations can be used with advanced visual models to achieve better performance. In this context, we introduce a rating methodology to assess the robustness of Multi-Modal Time-Series Forecasting Models (MM-TSFM) through causal analysis, which helps us understand and quantify the isolated impact of various attributes on the forecasting accuracy of MM-TSFM. We apply our novel rating method on a variety of numeric and multi-modal forecasting models in a large experimental setup (six input settings of control and perturbations, ten data distributions, time series from six leading stocks in three industries over a year of data, and five time-series forecasters) to draw insights on robust forecasting models and the context of their strengths. Within the scope of our study, our main result is that multi-modal (numeric + visual) forecasting, which was found to be more accurate than numeric forecasting in previous studies, can also be more robust in diverse settings. Our work will help different stakeholders of time-series forecasting understand the models` behaviors along trust (robustness) and accuracy dimensions to select an appropriate model for forecasting using our rating method, leading to improved decision-making.

Kernel methods underpin many of the most successful approaches in data science and statistics, and they allow representing probability measures as elements of a reproducing kernel Hilbert space without loss of information. Recently, the kernel Stein discrepancy (KSD), which combines Stein's method with kernel techniques, gained considerable attention. Through the Stein operator, KSD allows the construction of powerful goodness-of-fit tests where it is sufficient to know the target distribution up to a multiplicative constant. However, the typical U- and V-statistic-based KSD estimators suffer from a quadratic runtime complexity, which hinders their application in large-scale settings. In this work, we propose a Nystr\"om-based KSD acceleration -- with runtime $\mathcal O\!\left(mn+m^3\right)$ for $n$ samples and $m\ll n$ Nystr\"om points -- , show its $\sqrt{n}$-consistency under the null with a classical sub-Gaussian assumption, and demonstrate its applicability for goodness-of-fit testing on a suite of benchmarks.

Network data is ubiquitous in many disciplines and application domains, including computer science, statistics, biology, and physics. These data, encoding relationships between units represented as nodes, are often accompanied by additional information about the nodes, usually referred to as node covariates, attributes, or metadata (Newman and Clauset, 2016; Liu, 2019; Chunaev, 2020). In these situations, a common goal is to understand the associations between the network connectivity and the node covariates. In our example, we consider international food commodity trade data represented as a network, where the nodes correspond to different countries and edge weights encode food commodity trade volumes between corresponding countries. The covariates at each node consist of economic and geographic information for each country, such as gross domestic product (GDP) per capita, birth rate and region. We wish to exploit that both datasets contain information about the nodes in order to better understand the structure of the network, node covariates and their relationship. Specifically, we seek to understand how economic and geographic factors explain the observed trade between countries, and identify additional information in the network that cannot be explained solely by these variables. There has been substantial work that incorporates network and node covariate information. Some examples include methods that use node covariates to improve community detection (Binkiewicz et al., 2017; Huang et al., 2023), dimensionality reduction (Zhao et al., 2022), regression with network information (Li et al., 2019) and mixed effect models for network edges (Hoff, 2005).

Interpretable graph neural networks (XGNNs ) are widely adopted in various scientific applications involving graph-structured data. Existing XGNNs predominantly adopt the attention-based mechanism to learn edge or node importance for extracting and making predictions with the interpretable subgraph. However, the representational properties and limitations of these methods remain inadequately explored. In this work, we present a theoretical framework that formulates interpretable subgraph learning with the multilinear extension of the subgraph distribution, coined as subgraph multilinear extension (SubMT). Extracting the desired interpretable subgraph requires an accurate approximation of SubMT, yet we find that the existing XGNNs can have a huge gap in fitting SubMT. Consequently, the SubMT approximation failure will lead to the degenerated interpretability of the extracted subgraphs. To mitigate the issue, we design a new XGNN architecture called Graph Multilinear neT (GMT), which is provably more powerful in approximating SubMT. We empirically validate our theoretical findings on a number of graph classification benchmarks. The results demonstrate that GMT outperforms the state-of-the-art up to 10% in terms of both interpretability and generalizability across 12 regular and geometric graph benchmarks.

Graph machine learning has seen a surge in interest with the advent of complex networked systems in diverse domains. Applications include social and transportation networks and various kinds of biological systems. In most cases, the interaction between nodes is typically represented by edges with associated weights. The edge weights can embody varying characteristics, from the strength of interaction between two individuals in a social network to the traffic capacity of a route in a transportation system. The prediction of the edge weights is vital to understanding and modelling graph data. Graph Neural Networks (GNNs) have been successfully used on node classification and link prediction tasks.

Data constitute the foundational component of the data economy and its marketplaces. Efficient and fair data valuation has emerged as a topic of significant interest.\ Many approaches based on marginal contribution have shown promising results in various downstream tasks. However, they are well known to be computationally expensive as they require training a large number of utility functions, which are used to evaluate the usefulness or value of a given dataset for a specific purpose. As a result, it has been recognized as infeasible to apply these methods to a data marketplace involving large-scale datasets. Consequently, a critical issue arises: how can the re-training of the utility function be avoided? To address this issue, we propose a novel data valuation method from the perspective of optimal control, named the neural dynamic data valuation (NDDV). Our method has solid theoretical interpretations to accurately identify the data valuation via the sensitivity of the data optimal control state. In addition, we implement a data re-weighting strategy to capture the unique features of data points, ensuring fairness through the interaction between data points and the mean-field states. Notably, our method requires only training once to estimate the value of all data points, significantly improving the computational efficiency. We conduct comprehensive experiments using different datasets and tasks. The results demonstrate that the proposed NDDV method outperforms the existing state-of-the-art data valuation methods in accurately identifying data points with either high or low values and is more computationally efficient.

Training a deep neural network often involves stochastic optimization, meaning each run will produce a different model. The seed used to initialize random elements of the optimization procedure heavily influences the quality of a trained model, which may be obscure from many commonly reported summary statistics, like accuracy. However, random seed is often not included in hyper-parameter optimization, perhaps because the relationship between seed and model quality is hard to describe. This work attempts to describe the relationship between deep net models trained with different random seeds and the behavior of the expected model. We adopt robust hypothesis testing to propose a novel summary statistic for network similarity, referred to as the $\alpha$-trimming level. We use the $\alpha$-trimming level to show that the empirical cumulative distribution function of an ensemble model created from a collection of trained models with different random seeds approximates the average of these functions as the number of models in the collection grows large. This insight provides guidance for how many random seeds should be sampled to ensure that an ensemble of these trained models is a reliable representative. We also show that the $\alpha$-trimming level is more expressive than different performance metrics like validation accuracy, churn, or expected calibration error when taken alone and may help with random seed selection in a more principled fashion. We demonstrate the value of the proposed statistic in real experiments and illustrate the advantage of fine-tuning over random seed with an experiment in transfer learning.