Despite the recent progress in Graph Neural Networks (GNNs), it remains challenging to explain the predictions made by GNNs. Existing explanation methods mainly focus on post-hoc explanations where another explanatory model is employed to provide explanations for a trained GNN. The fact that post-hoc methods fail to reveal the original reasoning process of GNNs raises the need of building GNNs with built-in interpretability. In this work, we propose Prototype Graph Neural Network (ProtGNN), which combines prototype learning with GNNs and provides a new perspective on the explanations of GNNs. In ProtGNN, the explanations are naturally derived from the case-based reasoning process and are actually used during classification. The prediction of ProtGNN is obtained by comparing the inputs to a few learned prototypes in the latent space. Furthermore, for better interpretability and higher efficiency, a novel conditional subgraph sampling module is incorporated to indicate which part of the input graph is most similar to each prototype in ProtGNN+. Finally, we evaluate our method on a wide range of datasets and perform concrete case studies. Extensive results show that ProtGNN and ProtGNN+ can provide inherent interpretability while achieving accuracy on par with the non-interpretable counterparts.

Machine learning has been widely adopted in many domains, including high-stakes applications such as healthcare, finance, and criminal justice. To address concerns of fairness, accountability and transparency, predictions made by machine learning models in these critical domains must be interpretable. One line of work approaches this challenge by integrating the power of deep neural networks and the interpretability of case-based reasoning to produce accurate yet interpretable image classification models. These models generally classify input images by comparing them with prototypes learned during training, yielding explanations in the form of "this looks like that." However, methods from this line of work use spatially rigid prototypes, which cannot explicitly account for pose variations. In this paper, we address this shortcoming by proposing a case-based interpretable neural network that provides spatially flexible prototypes, called a deformable prototypical part network (Deformable ProtoPNet). In a Deformable ProtoPNet, each prototype is made up of several prototypical parts that adaptively change their relative spatial positions depending on the input image. This enables each prototype to detect object features with a higher tolerance to spatial transformations, as the parts within a prototype are allowed to move. Consequently, a Deformable ProtoPNet can explicitly capture pose variations, improving both model accuracy and the richness of explanations provided. Compared to other case-based interpretable models using prototypes, our approach achieves competitive accuracy, gives an explanation with greater context, and is easier to train, thus enabling wider use of interpretable models for computer vision.

Hi there, is everything cool? Edited Nearest Neighbors Rule for undersampling involves using K 3 nearest neighbors to the data points that are misclassified and that are then removed before a K 1 classification rule is applied. This approach of resampling and classification was first proposed by Dennis Wilson in his 1972 paper titled "Asymptotic Properties of Nearest Neighbor Rules Using Edited Data." When used as an undersampling procedure, the rule can be applied to each example in the majority class, allowing those examples that are misclassified as belonging to the minority class to be removed and those correctly classified to remain. Let's see how can we apply the ENN And just like CNN, the ENN gives the best results when combined with another oversampling method like SMOTE.

Learning from class imbalanced datasets poses challenges for many machine learning algorithms. Many real-world domains are, by definition, class imbalanced by virtue of having a majority class that naturally has many more instances than its minority class (e.g. genuine bank transactions occur much more often than fraudulent ones). Many methods have been proposed to solve the class imbalance problem, among the most popular being oversampling techniques (such as SMOTE). These methods generate synthetic instances in the minority class, to balance the dataset, performing data augmentations that improve the performance of predictive machine learning (ML) models. In this paper we advance a novel data augmentation method (adapted from eXplainable AI), that generates synthetic, counterfactual instances in the minority class. Unlike other oversampling techniques, this method adaptively combines exist-ing instances from the dataset, using actual feature-values rather than interpolating values between instances. Several experiments using four different classifiers and 25 datasets are reported, which show that this Counterfactual Augmentation method (CFA) generates useful synthetic data points in the minority class. The experiments also show that CFA is competitive with many other oversampling methods many of which are variants of SMOTE. The basis for CFAs performance is discussed, along with the conditions under which it is likely to perform better or worse in future tests.

An empirical measure that results from the nearest neighbors to a given point - the nearest neighbor measure - is introduced and studied as a central statistical quantity. First, the resulting empirical process is shown to satisfy a uniform central limit theorem under a (local) bracketing entropy condition on the underlying class of functions (reflecting the localizing nature of nearest neighbor algorithm). Second a uniform non-asymptotic bound is established under a well-known condition, often refereed to as Vapnik-Chervonenkis, on the uniform entropy numbers.

In this paper, we apply conformal prediction to time series data. Conformal prediction isa method that produces predictive regions given a confidence level. The regions outputs arealways valid under the exchangeability assumption. However, this assumption does not holdfor the time series data because there is a link among past, current, and future observations.Consequently, the challenge of applying conformal predictors to the problem of time seriesdata lies in the fact that observations of a time series are dependent and therefore do notmeet the exchangeability assumption. This paper aims to present a way of constructingreliable prediction intervals by using conformal predictors in the context of time series. Weuse the nearest neighbors method based on the fast parameters tuning technique in theweighted nearest neighbors (FPTO-WNN) approach as the underlying algorithm. Dataanalysis demonstrates the effectiveness of the proposed approach.

Recently (Elkin, Filtser, Neiman 2017) introduced the concept of a {\it terminal embedding} from one metric space $(X,d_X)$ to another $(Y,d_Y)$ with a set of designated terminals $T\subset X$. Such an embedding $f$ is said to have distortion $\rho\ge 1$ if $\rho$ is the smallest value such that there exists a constant $C>0$ satisfying \begin{equation*} \forall x\in T\ \forall q\in X,\ C d_X(x, q) \le d_Y(f(x), f(q)) \le C \rho d_X(x, q) . \end{equation*} In the case that $X,Y$ are both Euclidean metrics with $Y$ being $m$-dimensional, recently (Narayanan, Nelson 2019), following work of (Mahabadi, Makarychev, Makarychev, Razenshteyn 2018), showed that distortion $1+\epsilon$ is achievable via such a terminal embedding with $m = O(\epsilon^{-2}\log n)$ for $n := |T|$. This generalizes the Johnson-Lindenstrauss lemma, which only preserves distances within $T$ and not to $T$ from the rest of space. The downside is that evaluating the embedding on some $q\in \mathbb{R}^d$ required solving a semidefinite program with $\Theta(n)$ constraints in $m$ variables and thus required some superlinear $\mathrm{poly}(n)$ runtime. Our main contribution in this work is to give a new data structure for computing terminal embeddings. We show how to pre-process $T$ to obtain an almost linear-space data structure that supports computing the terminal embedding image of any $q\in\mathbb{R}^d$ in sublinear time $n^{1-\Theta(\epsilon^2)+o(1)} + dn^{o(1)}$. To accomplish this, we leverage tools developed in the context of approximate nearest neighbor search.

We present a literature survey on non-interactive computational story generation. The article starts with the presentation of requirements for creative systems, three types of models of creativity (computational, socio-cultural, and individual), and models of human creative writing. Then it reviews each class of story generation approach depending on the used technology: story-schemas, analogy, rules, planning, evolutionary algorithms, implicit knowledge learning, and explicit knowledge learning. Before the concluding section, the article analyses the contributions of the reviewed work to improve the quality of the generated stories. This analysis addresses the description of the story characters, the use of narrative knowledge including about character believability, and the possible lack of more comprehensive or more detailed knowledge or creativity models. Finally, the article presents concluding remarks in the form of suggestions of research topics that might have a significant impact on the advancement of the state of the art on autonomous non-interactive story generation systems. The article concludes that the autonomous generation and adoption of the main idea to be conveyed and the autonomous design of the creativity ensuring criteria are possibly two of most important topics for future research.

Many applications such as recommendation systems or sports tournaments involve pairwise comparisons within a collection of $n$ items, the goal being to aggregate the binary outcomes of the comparisons in order to recover the latent strength and/or global ranking of the items. In recent years, this problem has received significant interest from a theoretical perspective with a number of methods being proposed, along with associated statistical guarantees under the assumption of a suitable generative model. While these results typically collect the pairwise comparisons as one comparison graph $G$, however in many applications - such as the outcomes of soccer matches during a tournament - the nature of pairwise outcomes can evolve with time. Theoretical results for such a dynamic setting are relatively limited compared to the aforementioned static setting. We study in this paper an extension of the classic BTL (Bradley-Terry-Luce) model for the static setting to our dynamic setup under the assumption that the probabilities of the pairwise outcomes evolve smoothly over the time domain $[0,1]$. Given a sequence of comparison graphs $(G_{t'})_{t' \in \mathcal{T}}$ on a regular grid $\mathcal{T} \subset [0,1]$, we aim at recovering the latent strengths of the items $w_t \in \mathbb{R}^n$ at any time $t \in [0,1]$. To this end, we adapt the Rank Centrality method - a popular spectral approach for ranking in the static case - by locally averaging the available data on a suitable neighborhood of $t$. When $(G_{t'})_{t' \in \mathcal{T}}$ is a sequence of Erd\"os-Renyi graphs, we provide non-asymptotic $\ell_2$ and $\ell_{\infty}$ error bounds for estimating $w_t^*$ which in particular establishes the consistency of this method in terms of $n$, and the grid size $\lvert\mathcal{T}\rvert$. We also complement our theoretical analysis with experiments on real and synthetic data.