Sparse autoencoders (SAEs) are used to decompose neural network activations into human-interpretable features. Typically, features learned by a single SAE are used for downstream applications. However, it has recently been shown that SAEs trained with different initial weights can learn different features, demonstrating that a single SAE captures only a limited subset of features that can be extracted from the activation space. Motivated by this limitation, we propose to ensemble multiple SAEs through naive bagging and boosting. Specifically, SAEs trained with different weight initializations are ensembled in naive bagging, whereas SAEs sequentially trained to minimize the residual error are ensembled in boosting. We evaluate our ensemble approaches with three settings of language models and SAE architectures. Our empirical results demonstrate that ensembling SAEs can improve the reconstruction of language model activations, diversity of features, and SAE stability. Furthermore, ensembling SAEs performs better than applying a single SAE on downstream tasks such as concept detection and spurious correlation removal, showing improved practical utility.

Recurrent stochastic configuration networks (RSCNs) have shown great potential in modelling nonlinear dynamic systems with uncertainties. This paper presents an RSCN with hybrid regularization to enhance both the learning capacity and generalization performance of the network. Given a set of temporal data, the well-known least absolute shrinkage and selection operator (LASSO) is employed to identify the significant order variables. Subsequently, an improved RSCN with L2 regularization is introduced to approximate the residuals between the output of the target plant and the LASSO model. The output weights are updated in real-time through a projection algorithm, facilitating a rapid response to dynamic changes within the system. A theoretical analysis of the universal approximation property is provided, contributing to the understanding of the network's effectiveness in representing various complex nonlinear functions. Experimental results from a nonlinear system identification problem and two industrial predictive tasks demonstrate that the proposed method outperforms other models across all testing datasets.

Linear regression is often deemed inherently interpretable; however, challenges arise for high-dimensional data. We focus on further understanding how linear regression approximates nonlinear responses from high-dimensional functional data, motivated by predicting cycle life for lithium-ion batteries. We develop a linearization method to derive feature coefficients, which we compare with the closest regression coefficients of the path of regression solutions. We showcase the methods on battery data case studies where a single nonlinear compressing feature, $g\colon \mathbb{R}^p \to \mathbb{R}$, is used to construct a synthetic response, $\mathbf{y} \in \mathbb{R}$. This unifying view of linear regression and compressing features for high-dimensional functional data helps to understand (1) how regression coefficients are shaped in the highly regularized domain and how they relate to linearized feature coefficients and (2) how the shape of regression coefficients changes as a function of regularization to approximate nonlinear responses by exploiting local structures.

Electronic health records (EHRs) include simple features like patient age together with more complex data like care history that are informative but not easily represented as individual features. To better harness such data, we developed an interpretable hybrid feature- and similarity-based model for supervised learning that combines feature and kernel learning for prediction and for investigation of causal relationships. We fit our hybrid models by convex optimization with a sparsity-inducing penalty on the kernel. Depending on the desired model interpretation, the feature and kernel coefficients can be learned sequentially or simultaneously. The hybrid models showed comparable or better predictive performance than solely feature- or similarity-based approaches in a simulation study and in a case study to predict two-year risk of loneliness or social isolation with EHR data from a complex primary health care population. Using the case study we also present new kernels for high-dimensional indicator-coded EHR data that are based on deviations from population-level expectations, and we identify considerations for causal interpretations.

In attempts to "explain" predictions of machine learning models, researchers have proposed hundreds of techniques for attributing predictions to features that are deemed important. While these attributions are often claimed to hold the potential to improve human "understanding" of the models, surprisingly little work explicitly evaluates progress towards this aspiration. In this paper, we conduct a crowdsourcing study, where participants interact with deception detection models that have been trained to distinguish between genuine and fake hotel reviews. They are challenged both to simulate the model on fresh reviews, and to edit reviews with the goal of lowering the probability of the originally predicted class. Successful manipulations would lead to an adversarial example. During the training (but not the test) phase, input spans are highlighted to communicate salience. Through our evaluation, we observe that for a linear bag-of-words model, participants with access to the feature coefficients during training are able to cause a larger reduction in model confidence in the testing phase when compared to the no-explanation control. For the BERT-based classifier, popular local explanations do not improve their ability to reduce the model confidence over the no-explanation case. Remarkably, when the explanation for the BERT model is given by the (global) attributions of a linear model trained to imitate the BERT model, people can effectively manipulate the model.

AI business process applications automate high-stakes business decisions where there is an increasing demand to justify or explain the rationale behind algorithmic decisions. Business process applications have ordering or constraints on tasks and feature values that cause lightweight, model-agnostic, existing explanation methods like LIME to fail. In response, we propose a local explanation framework extending LIME for explaining AI business process applications. Empirical evaluation of our extension underscores the advantage of our approach in the business process setting.

We consider the scenario where the parameters of a probabilistic model are expected to vary over time. We construct a novel prior distribution that promotes sparsity and adapts the strength of correlation between parameters at successive timesteps, based on the data. We derive approximate variational inference procedures for learning and prediction with this prior. We test the approach on two tasks: forecasting financial quantities from relevant text, and modeling language contingent on time-varying financial measurements.

Feature grouping has been demonstrated to be promising in learning with high-dimensional data. It helps reduce the variances in the estimation and improves the stability of feature selection. One major limitation of existing feature grouping approaches is that some similar but different feature groups are often mis-fused, leading to impaired performance. In this paper, we propose a Discriminative Feature Grouping (DFG) method to discover the feature groups with enhanced discrimination. Different from existing methods, DFG adopts a novel regularizer for the feature coefficients to trade-off between fusing and discriminating feature groups. The proposed regularizer consists of a ell_1 norm to enforce feature sparsity and a pairwise ell_infty norm to encourage the absolute differences among any three feature coefficients to be similar. To achieve better asymptotic property, we generalize the proposed regularizer to an adaptive one where the feature coefficients are weighted based on the solution of some estimator with root-n consistency. For optimization, we employ the alternating direction method of multipliers to solve the proposed methods efficiently. Experimental results on synthetic and real-world datasets demonstrate that the proposed methods have good performance compared with the state-of-the-art feature grouping methods.