Motivated by the need to audit complex and black box models, there has been extensiveresearch onquantifying howdatafeatures influence model predictions.

Feature influence can also be expressed in aggregate over the training or test data or locally with respect to a single point.

Data selection methods, such as active learning and core-set selection, are useful tools for improving the data efficiency of deep learning models on large-scale datasets. However, recent deep learning models have moved forward from independent and identically distributed data to graph-structured data, such as social networks, e-commerce user-item graphs, and knowledge graphs. This evolution has led to the emergence of Graph Neural Networks (GNNs) that go beyond the models existing data selection methods are designed for. Therefore, we present Grain, an efficient framework that opens up a new perspective through connecting data selection in GNNs with social influence maximization. By exploiting the common patterns of GNNs, Grain introduces a novel feature propagation concept, a diversified influence maximization objective with novel influence and diversity functions, and a greedy algorithm with an approximation guarantee into a unified framework. Empirical studies on public datasets demonstrate that Grain significantly improves both the performance and efficiency of data selection (including active learning and core-set selection) for GNNs. To the best of our knowledge, this is the first attempt to bridge two largely parallel threads of research, data selection, and social influence maximization, in the setting of GNNs, paving new ways for improving data efficiency.

Interpretable Machine Learning (IML) methods are used to gain insight into the relevance of a feature of interest for the performance of a model. Commonly used IML methods differ in whether they consider features of interest in isolation, e.g., Permutation Feature Importance (PFI), or in relation to all remaining feature variables, e.g., Conditional Feature Importance (CFI). As such, the perturbation mechanisms inherent to PFI and CFI represent extreme reference points. We introduce Relative Feature Importance (RFI), a generalization of PFI and CFI that allows for a more nuanced feature importance computation beyond the PFI versus CFI dichotomy. With RFI, the importance of a feature relative to any other subset of features can be assessed, including variables that were not available at training time. We derive general interpretation rules for RFI based on a detailed theoretical analysis of the implications of relative feature relevance, and demonstrate the method's usefulness on simulated examples.

Previous work has shown that popular trending events are important external factors which pose significant influence on user search behavior and also provided a way to computationally model this influence. However, their problem formulation was based on the strong assumption that each event poses its influence independently. This assumption is unrealistic as there are many correlated events in the real world which influence each other and thus, would pose a joint influence on the user search behavior rather than posing influence independently. In this paper, we study this novel problem of Modeling the Joint Influences posed by multiple correlated events on user search behavior. We propose a Joint Influence Model based on the Multivariate Hawkes Process which captures the inter-dependency among multiple events in terms of their influence upon user search behavior. We evaluate the proposed Joint Influence Model using two months query-log data from https://search.yahoo.com/. Experimental results show that the model can indeed capture the temporal dynamics of the joint influence over time and also achieves superior performance over different baseline methods when applied to solve various interesting prediction problems as well as real-word application scenarios, e.g., query auto-completion.

Modeling causal dependencies often demands cycles at a coarse-grained temporal scale. If Bayesian networks are to be used for modeling uncertainties, cycles are eliminated with dynamic Bayesian networks, spreading indirect dependencies over time and enforcing an infinitesimal resolution of time. Without a ``causal design,'' i.e., without anticipating indirect influences appropriately in time, we argue that such networks return spurious results. By identifying activator random variables, we propose activator dynamic Bayesian networks (ADBNs) which are able to rapidly adapt to contexts under a causal use of time, anticipating indirect influences on a solid mathematical basis using familiar Bayesian network semantics. ADBNs are well-defined dynamic probabilistic graphical models allowing one to model cyclic dependencies from local and causal perspectives while preserving a classical, familiar calculus and classically known algorithms, without introducing any overhead in modeling or inference.

Data-trained predictive models see widespread use, but for the most part they are used as black boxes which output a prediction or score. It is therefore hard to acquire a deeper understanding of model behavior, and in particular how different features influence the model prediction. This is important when interpreting the behavior of complex models, or asserting that certain problematic attributes (like race or gender) are not unduly influencing decisions. In this paper, we present a technique for auditing black-box models, which lets us study the extent to which existing models take advantage of particular features in the dataset, without knowing how the models work. Our work focuses on the problem of indirect influence: how some features might indirectly influence outcomes via other, related features. As a result, we can find attribute influences even in cases where, upon further direct examination of the model, the attribute is not referred to by the model at all. Our approach does not require the black-box model to be retrained. This is important if (for example) the model is only accessible via an API, and contrasts our work with other methods that investigate feature influence like feature selection. We present experimental evidence for the effectiveness of our procedure using a variety of publicly available datasets and models. We also validate our procedure using techniques from interpretable learning and feature selection, as well as against other black-box auditing procedures.

Modeling causal dependencies often demands cycles at a coarse-grained temporal scale. If Bayesian networks are to be used for modeling uncertainties, cycles are eliminated with dynamic Bayesian networks, spreading indirect dependencies over time and enforcing an infinitesimal resolution of time. Without a "causal design," i.e., without anticipating indirect influences appropriately in time, we argue that such networks return spurious results. By introducing activator random variables, we propose template fragments for modeling dynamic Bayesian networks under a causal use of time, anticipating indirect influences on a solid mathematical basis, obeying the laws of Bayesian networks.