Neural Information Processing Systems http://nips.cc/

Stochastic simulation is widely used to study complex systems composed of various interconnected subprocesses, such as input processes, routing and control logic, optimization routines, and data-driven decision modules. In practice, these subprocesses may be inherently unknown or too computationally intensive to directly embed in the simulation model. Replacing these elements with estimated or learned approximations introduces a form of epistemic uncertainty that we refer to as submodel uncertainty. This paper investigates how submodel uncertainty affects the estimation of system performance metrics. We develop a framework for quantifying submodel uncertainty in stochastic simulation models and extend the framework to digital-twin settings, where simulation experiments are repeatedly conducted with the model initialized from observed system states. Building on approaches from input uncertainty analysis, we leverage bootstrapping and Bayesian model averaging to construct quantile-based confidence or credible intervals for key performance indicators. We propose a tree-based method that decomposes total output variability and attributes uncertainty to individual submodels in the form of importance scores. The proposed framework is model-agnostic and accommodates both parametric and nonparametric submodels under frequentist and Bayesian modeling paradigms. A synthetic numerical experiment and a more realistic digital-twin simulation of a contact center illustrate the importance of understanding how and how much individual submodels contribute to overall uncertainty.

Diffusion models have achieved remarkable progress in the field of image generation due to their outstanding capabilities.

Feature-importance methods show promise in transforming machine learning models from predictive engines into tools for scientific discovery. However, due to data sampling and algorithmic stochasticity, expressive models can be unstable, leading to inaccurate variable importance estimates and undermining their utility in critical biomedical applications. Although ensembling offers a solution, deciding whether to explain a single ensemble model or aggregate individual model explanations is difficult due to the nonlinearity of importance measures and remains largely understudied. Our theoretical analysis, developed under assumptions accommodating complex state-of-the-art ML models, reveals that this choice is primarily driven by the model's excess risk. In contrast to prior literature, we show that ensembling at the model level provides more accurate variable-importance estimates, particularly for expressive models, by reducing this leading error term. We validate these findings on classical benchmarks and a large-scale proteomic study from the UK Biobank.

As machine learning models increasingly impact society, their opaque nature poses challenges to trust and accountability, particularly in fairness contexts. Understanding how individual features influence model outcomes is crucial for building interpretable and equitable models. While feature importance metrics for accuracy are well-established, methods for assessing feature contributions to fairness remain underexplored. We propose two model-agnostic approaches to measure fair feature importance. First, we propose to compare model fairness before and after permuting feature values. This simple intervention-based approach decouples a feature and model predictions to measure its contribution to training. Second, we evaluate the fairness of models trained with and without a given feature. This occlusion-based score enjoys dramatic computational simplification via minipatch learning. Our empirical results reflect the simplicity and effectiveness of our proposed metrics for multiple predictive tasks. Both methods offer simple, scalable, and interpretable solutions to quantify the influence of features on fairness, providing new tools for responsible machine learning development.