The Shapley value has become a popular method to attribute the prediction of a machine-learning model on an input to its base features. The Shapley value [1] is known to be the unique method that satisfies certain desirable properties, and this motivates its use. Unfortunately, despite this uniqueness result, there are a multiplicity of Shapley values used in explaining a model's prediction. This is because there are many ways to apply the Shapley value that differ in how they reference the model, the training data, and the explanation context. In this paper, we study an approach that applies the Shapley value to conditional expectations (CES) of sets of features (cf. [2]) that subsumes several prior approaches within a common framework. We provide the first algorithm for the general version of CES. We show that CES can result in counterintuitive attributions in theory and in practice (we study a diabetes prediction task); for instance, CES can assign non-zero attributions to features that are not referenced by the model. In contrast, we show that an approach called the Baseline Shapley (BS) does not exhibit counterintuitive attributions; we support this claim with a uniqueness (axiomatic) result. We show that BS is a special case of CES, and CES with an independent feature distribution coincides with a randomized version of BS. Thus, BS fits into the CES framework, but does not suffer from many of CES's deficiencies.

Machine learning has been around for quite some time and we see or use it knowingly or unknowingly in our daily lives. The best example comes the moment when we open our emails – THE SPAM FILTER! It saves you a lot of time by automatically keeping the most important emails in your inbox and moving the suspicious ones to your spam folder. Let's look at how machine learning is defined, how it helps our everyday processes, and the different types of machine learning. Machine learning is a method of data analysis that automates analytical model building.

In this course, we will introduce some of the most widely used ML methods such as regression, classification, model selection, clustering, and dimensionality reduction. We will discuss these methods in a hands-on fashion using coding assignments which include implementations of ML methods using the programming language Python. The course is organized in six rounds: "Introduction", "Regression", "Classification", "Model Validation and Selection", "Clustering" and "Dimensionality Reduction". Each round covers a certain part of the course book and includes a Python notebook with the coding assignment. The course is intended for students of Network university FITech.

We propose a novel approach for estimating the difficulty and transferability of supervised classification tasks. Unlike previous work, our approach is solution agnostic and does not require or assume trained models. Instead, we estimate these values using an information theoretic approach: treating training labels as random variables and exploring their statistics. When transferring from a source to a target task, we consider the conditional entropy between two such variables (i.e., label assignments of the two tasks). We show analytically and empirically that this value is related to the loss of the transferred model. We further show how to use this value to estimate task hardness. We test our claims extensively on three large scale data sets -- CelebA (40 tasks), Animals with Attributes 2 (85 tasks), and Caltech-UCSD Birds 200 (312 tasks) -- together representing 437 classification tasks. We provide results showing that our hardness and transferability estimates are strongly correlated with empirical hardness and transferability. As a case study, we transfer a learned face recognition model to CelebA attribute classification tasks, showing state of the art accuracy for tasks estimated to be highly transferable.

First-principles models of complex dynamic phenomena often have many degrees of freedom, only a small fraction of which may be scientifically relevant or observable. Reduced models distill such phenomena to their essence by modeling only relevant variables, thus decreasing computational cost and clarifying dynamical mechanisms. Here, we consider data-driven model reduction for nonlinear dynamical systems without sharp scale separation. Motivated by a discrete-time version of the Mori-Zwanzig projection operator formalism and the Wiener filter, we propose a simple and flexible mathematical formulation based on Wiener projection, which decomposes a nonlinear dynamical system into a component predictable by past values of relevant variables and its orthogonal complement. Wiener projection is equally applicable to deterministic chaotic dynamics and randomly-forced systems, and provides a natural starting point for systematic approximations. In particular, we use it to derive NARMAX models from an underlying dynamical system, thereby clarifying the scope of these widely-used tools in time series analysis. We illustrate its versatility on the Kuramoto-Sivashinsky model of spatiotemporal chaos and a stochastic Burgers equation.

Analysis of log data generated by online educational systems is an essential task to better the educational systems and increase our understanding of how students learn. In this study we investigate previously unseen data from Clio Online, the largest provider of digital learning content for primary schools in Denmark. We consider data for 14,810 students with 3 million sessions in the period 2015-2017. We analyze student activity in periods of one week. By using non-negative matrix factorization techniques, we obtain soft clusterings, revealing dependencies among time of day, subject, activity type, activity complexity (measured by Bloom's taxonomy), and performance. Furthermore, our method allows for tracking behavioral changes of individual students over time, as well as general behavioral changes in the educational system. Based on the results, we give suggestions for behavioral changes, in order to optimize the learning experience and improve performance.

This is an up-to-date introduction to and overview of the Minimum Description Length (MDL) Principle, a theory of inductive inference that can be applied to general problems in statistics, machine learning and pattern recognition. While MDL was originally based on data compression ideas, this introduction can be read without any knowledge thereof. It takes into account all major developments since 2007, the last time an extensive overview was written. These include new methods for model selection and averaging and hypothesis testing, as well as the first completely general definition of {\em MDL estimators}. Incorporating these developments, MDL can be seen as a powerful extension of both penalized likelihood and Bayesian approaches, in which penalization functions and prior distributions are replaced by more general luckiness functions, average-case methodology is replaced by a more robust worst-case approach, and in which methods classically viewed as highly distinct, such as AIC vs BIC and cross-validation vs Bayes can, to a large extent, be viewed from a unified perspective.

Decentralized optimization techniques are increasingly being used to learn machine learning models from data distributed over multiple locations without gathering the data at any one location. Unfortunately, methods that are designed for faultless networks typically fail in the presence of node failures. In particular, Byzantine failures---corresponding to the scenario in which faulty/compromised nodes are allowed to arbitrarily deviate from an agreed-upon protocol---are the hardest to safeguard against in decentralized settings. This paper introduces a Byzantine-resilient decentralized gradient descent (BRIDGE) method for decentralized learning that, when compared to existing works, is more efficient and scalable in higher-dimensional settings and that is deployable in networks having topologies that go beyond the star topology. The main contributions of this work include theoretical analysis of BRIDGE for strongly convex learning objectives and numerical experiments demonstrating the efficacy of BRIDGE for both convex and nonconvex learning tasks.

Federated learning involves training statistical models over remote devices or siloed data centers, such as mobile phones or hospitals, while keeping data localized. Training in heterogeneous and potentially massive networks introduces novel challenges that require a fundamental departure from standard approaches for large-scale machine learning, distributed optimization, and privacy-preserving data analysis. In this article, we discuss the unique characteristics and challenges of federated learning, provide a broad overview of current approaches, and outline several directions of future work that are relevant to a wide range of research communities.

Machine learning algorithms find frequent application in spatial prediction of biotic and abiotic environmental variables. However, the characteristics of spatial data, especially spatial autocorrelation, are widely ignored. We hypothesize that this is problematic and results in models that can reproduce training data but are unable to make spatial predictions beyond the locations of the training samples. We assume that not only spatial validation strategies but also spatial variable selection is essential for reliable spatial predictions. We introduce two case studies that use remote sensing to predict land cover and the leaf area index for the "Marburg Open Forest", an open research and education site of Marburg University, Germany. We use the machine learning algorithm Random Forests to train models using non-spatial and spatial cross-validation strategies to understand how spatial variable selection affects the predictions. Our findings confirm that spatial cross-validation is essential in preventing overoptimistic model performance. We further show that highly autocorrelated predictors (such as geolocation variables, e.g. latitude, longitude) can lead to considerable overfitting and result in models that can reproduce the training data but fail in making spatial predictions. The problem becomes apparent in the visual assessment of the spatial predictions that show clear artefacts that can be traced back to a misinterpretation of the spatially autocorrelated predictors by the algorithm. Spatial variable selection could automatically detect and remove such variables that lead to overfitting, resulting in reliable spatial prediction patterns and improved statistical spatial model performance. We conclude that in addition to spatial validation, a spatial variable selection must be considered in spatial predictions of ecological data to produce reliable predictions.