This conference is presented as part of the Montreal Speaker Series in the Ethics of AI. SPEAKER Cynthia Rudin Professor of computer science, electrical and computer engineering, statistical science, and biostatistics & bioinformatics at Duke University With widespread use of machine learning, there have been serious societal consequences from using black box models for high-stakes decisions, including flawed bail and parole decisions in criminal justice, flawed models in healthcare, and black box loan decisions in finance. Interpretability of machine learning models is critical in high stakes decisions. In this talk, I will focus on one of the most fundamental and important problems in the field of interpretable machine learning: optimal scoring systems. Scoring systems are sparse linear models with integer coefficients. Such models first started to be used ~100 years ago. Generally, such models are created without data, or are constructed by manual feature selection and rounding logistic regression coefficients, but these manual techniques sacrifice performance; humans are not naturally adept at high-dimensional optimization. I will present the first practical algorithm for building optimal scoring systems from data. This method has been used for several important applications to healthcare and criminal justice. More information: https://sites.google.com/view/dmartin/ai-ethics/speakers?#h.nihlg6vib2nz

The performance of supervised learning tasks improves with more high-quality labels available. However, it is expensive to collect a large number of labeled ...

Machine learning is a branch of artificial intelligence that focuses on the use of algorithms to make decisions. These algorithms are trained with historical data and based on what they infer from that data, are able to make predictions, classifications, and numerous other decisions, all without being explicitly programmed to do so. While the term machine learning has only recently become a buzzword, it has been around as far back as 1959, when it was coined by Arthur Samuel, a pioneer in the field. One of the earliest applications was in a game of checkers, in which self-proclaimed checkers master, Robert Nealey, lost against a computer on an IBM 7094. From those humble beginnings, technological developments around storage and processing power have enabled more powerful and widespread applications of machine learning, such as Amazon's recommendation engine and Google's self-driving cars.

More and more orgainizations and institutions make efforts on using external data to improve the performance of AI services. To address the data privacy and security concerns, federated learning has attracted increasing attention from both academia and industry to securely construct AI models across multiple isolated data providers. In this paper, we studied the efficiency problem of adapting widely used XGBoost model in real-world applications to vertical federated learning setting. State-of-the-art vertical federated XGBoost frameworks requires large number of encryption operations and ciphertext transmissions, which makes the model training much less efficient than training XGBoost models locally. To bridge this gap, we proposed a novel batch homomorphic encryption method to cut the cost of encryption-related computation and transmission in nearly half. This is achieved by encoding the first-order derivative and the second-order derivative into a single number for encryption, ciphertext transmission, and homomorphic addition operations. The sum of multiple first-order derivatives and second-order derivatives can be simultaneously decoded from the sum of encoded values. We are motivated by the batch idea in the work of BatchCrypt for horizontal federated learning, and design a novel batch method to address the limitations of allowing quite few number of negative numbers. The encode procedure of the proposed batch method consists of four steps, including shifting, truncating, quantizing and batching, while the decoding procedure consists of de-quantization and shifting back. The advantages of our method are demonstrated through theoretical analysis and extensive numerical experiments.

Forecasting volatility has a fundamental scope for financial economics with applications in asset pricing, risk management as well as systemic risk monitoring due to the fact that forecasts of asset return volatilities are essential inputs for pricing models (Bollerslev et al. (2020)). A vast body of literature has been devoted to model design capable of accurately capturing volatility dynamics and producing reliable volatility forecasts. Furthermore, the increasing availability of high frequency data pushed the development of methods such as latent variable models such as the GARCH specifications as well as models for Stochastic Volatility (as in Bollerslev (1986) and Hansen and Lunde (2005)). Moreover, the inclusion of high frequency filters via the use of estimators for the true latent integrated volatilities has been examined in various studies such as in Andersen and Bollerslev (1998), Barndorff-Nielsen and Shephard (2002), Andersen et al. (2001), Andersen et al. (2003), Andersen et al. (2007) and Aït-Sahalia and Jacod (2014). In practise, time series observations for realized volatility measures at a given frequency (such as daily) are typically obtained by summing higher frequency squared returns (e.g.

A model's interpretability is essential to many practical applications such as clinical decision support systems. In this paper, a novel interpretable machine learning method is presented, which can model the relationship between input variables and responses in humanly understandable rules. The method is built by applying tropical geometry to fuzzy inference systems, wherein variable encoding functions and salient rules can be discovered by supervised learning. Experiments using synthetic datasets were conducted to investigate the performance and capacity of the proposed algorithm in classification and rule discovery. Furthermore, the proposed method was applied to a clinical application that identified heart failure patients that would benefit from advanced therapies such as heart transplant or durable mechanical circulatory support. Experimental results show that the proposed network achieved great performance on the classification tasks. In addition to learning humanly understandable rules from the dataset, existing fuzzy domain knowledge can be easily transferred into the network and used to facilitate model training. From our results, the proposed model and the ability of learning existing domain knowledge can significantly improve the model generalizability. The characteristics of the proposed network make it promising in applications requiring model reliability and justification.

Missing covariates in regression or classification problems can prohibit the direct use of advanced tools for further analysis. Recent research has realized an increasing trend towards the usage of modern Machine Learning algorithms for imputation. It originates from their capability of showing favourable prediction accuracy in different learning problems. In this work, we analyze through simulation the interaction between imputation accuracy and prediction accuracy in regression learning problems with missing covariates when Machine Learning based methods for both, imputation and prediction are used. In addition, we explore imputation performance when using statistical inference procedures in prediction settings, such as coverage rates of (valid) prediction intervals. Our analysis is based on empirical datasets provided by the UCI Machine Learning repository and an extensive simulation study.

Inference of community structure in probabilistic graphical models may not be consistent with fairness constraints when nodes have demographic attributes. Certain demographics may be over-represented in some detected communities and under-represented in others. This paper defines a novel $\ell_1$-regularized pseudo-likelihood approach for fair graphical model selection. In particular, we assume there is some community or clustering structure in the true underlying graph, and we seek to learn a sparse undirected graph and its communities from the data such that demographic groups are fairly represented within the communities. Our optimization approach uses the demographic parity definition of fairness, but the framework is easily extended to other definitions of fairness. We establish statistical consistency of the proposed method for both a Gaussian graphical model and an Ising model for, respectively, continuous and binary data, proving that our method can recover the graphs and their fair communities with high probability.

We propose a federated averaging Langevin algorithm (FA-LD) for uncertainty quantification and mean predictions with distributed clients. In particular, we generalize beyond normal posterior distributions and consider a general class of models. We develop theoretical guarantees for FA-LD for strongly log-concave distributions with non-i.i.d data and study how the injected noise and the stochastic-gradient noise, the heterogeneity of data, and the varying learning rates affect the convergence. Such an analysis sheds light on the optimal choice of local updates to minimize communication costs. Important to our approach is that the communication efficiency does not deteriorate with the injected noise in the Langevin algorithms. In addition, we examine in our FA-LD algorithm both independent and correlated noise used over different clients. We observe that there is also a trade-off between federation and communication cost there. As local devices may become inactive in the federated network, we also show convergence results based on different averaging schemes where only partial device updates are available.

Over the last years, many 'explainable artificial intelligence' (xAI) approaches have been developed, but these have not always been objectively evaluated. To evaluate the quality of heatmaps generated by various saliency methods, we developed a framework to generate artificial data with synthetic lesions and a known ground truth map. Using this framework, we evaluated two data sets with different backgrounds, Perlin noise and 2D brain MRI slices, and found that the heatmaps vary strongly between saliency methods and backgrounds. We strongly encourage further evaluation of saliency maps and xAI methods using this framework before applying these in clinical or other safety-critical settings.