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AccelerationExists!OptimizationProblems When OracleCanOnlyCompareObjectiveFunctionValues

Neural Information Processing Systems

The Order Oracle has the capability to compare two functions; however, in contrast to the zero-order oracle, it lacks the ability to calculate or utilize the actual value of the objective function. This concept closely mirrors the challenges encountered in real-world black-box optimization problems.



Outlier-RobustSparseEstimation viaNon-ConvexOptimization

Neural Information Processing Systems

This progress has led to a revival of robust statistics from an algorithmic perspective (see, e.g., [DK19, DKK+21] for surveys on the topic).


Irredundant $k$-Fold Cross-Validation

Aguilar-Ruiz, Jesus S.

arXiv.org Machine Learning

In traditional k-fold cross-validation, each instance is used ($k-1$) times for training and once for testing, leading to redundancy that lets many instances disproportionately influence the learning phase. We introduce Irredundant $k$-fold cross-validation, a novel method that guarantees each instance is used exactly once for training and once for testing across the entire validation procedure. This approach ensures a more balanced utilization of the dataset, mitigates overfitting due to instance repetition, and enables sharper distinctions in comparative model analysis. The method preserves stratification and remains model-agnostic, i.e., compatible with any classifier. Experimental results demonstrate that it delivers consistent performance estimates across diverse datasets -- comparable to $k$-fold cross-validation -- while providing less optimistic variance estimates because training partitions are non-overlapping, and significantly reducing the overall computational cost.


Post-hoc Interpretability Illumination for Scientific Interaction Discovery

Zhang, Ling, Hou, Zhichao, Ji, Tingxiang, Xu, Yuanyuan, Li, Runze

arXiv.org Machine Learning

Model interpretability and explainability have garnered substantial attention in recent years, particularly in decision-making applications. However, existing interpretability tools often fall short in delivering satisfactory performance due to limited capabilities or efficiency issues. To address these challenges, we propose a novel post-hoc method: Iterative Kings' Forests (iKF), designed to uncover complex multi-order interactions among variables. iKF iteratively selects the next most important variable, the "King", and constructs King's Forests by placing it at the root node of each tree to identify variables that interact with the "King". It then generates ranked short lists of important variables and interactions of varying orders. Additionally, iKF provides inference metrics to analyze the patterns of the selected interactions and classify them into one of three interaction types: Accompanied Interaction, Synergistic Interaction, and Hierarchical Interaction. Extensive experiments demonstrate the strong interpretive power of our proposed iKF, highlighting its great potential for explainable modeling and scientific discovery across diverse scientific fields.