input space
Polyhedron Attention Module: Learning Adaptive-order Interactions
Learning feature interactions can be the key for multivariate predictive modeling. ReLU-activated neural networks create piecewise linear prediction models. Other nonlinear activation functions lead to models with only high-order feature interactions, thus lacking of interpretability. Recent methods incorporate candidate polynomial terms of fixed orders into deep learning, which is subject to the issue of combinatorial explosion, or learn the orders that are difficult to adapt to different regions of the feature space. We propose a Polyhedron Attention Module (PAM) to create piecewise polynomial models where the input space is split into polyhedrons which define the different pieces and on each piece the hyperplanes that define the polyhedron boundary multiply to form the interactive terms, resulting in interactions of adaptive order to each piece. PAM is interpretable to identify important interactions in predicting a target. Theoretic analysis shows that PAM has stronger expression capability than ReLU-activated networks. Extensive experimental results demonstrate the superior classification performance of PAM on massive datasets of the click-through rate prediction and PAM can learn meaningful interaction effects in a medical problem.
ParK: Sound and Efficient Kernel Ridge Regression by Feature Space Partitions
We introduce ParK, a new large-scale solver for kernel ridge regression. Our approach combines partitioning with random projections and iterative optimization to reduce space and time complexity while provably maintaining the same statistical accuracy. In particular, constructing suitable partitions directly in the feature space rather than in the input space, we promote orthogonality between the local estimators, thus ensuring that key quantities such as local effective dimension and bias remain under control. We characterize the statistical-computational tradeoff of our model, and demonstrate the effectiveness of our method by numerical experiments on large-scale datasets.
Implicit Neural Representations with Levels-of-Experts
Coordinate-based networks, usually in the forms of MLPs, have been successfully applied to the task of predicting high-frequency but low-dimensional signals using coordinate inputs. To scale them to model large-scale signals, previous works resort to hybrid representations, combining a coordinate-based network with a grid-based representation, such as sparse voxels. However, such approaches lack a compact global latent representation in its grid, making it difficult to model a distribution of signals, which is important for generalization tasks. To address the limitation, we propose the Levels-of-Experts (LoE) framework, which is a novel coordinate-based representation consisting of an MLP with periodic, positiondependent weights arranged hierarchically. For each linear layer of the MLP, multiple candidate values of its weight matrix are tiled and replicated across the input space, with different layers replicating at different frequencies. Based on the input, only one of the weight matrices is chosen for each layer. This greatly increases the model capacity without incurring extra computation or compromising generalization capability. We show that the new representation is an efficient and competitive drop-in replacement for a wide range of tasks, including signal fitting, novel view synthesis, and generative modeling.
Regional Explanations: Bridging Local and Global Variable Importance
Amoukou, Salim I., Brunel, Nicolas J-B.
We analyze two widely used local attribution methods, Local Shapley Values and LIME, which aim to quantify the contribution of a feature value $x_i$ to a specific prediction $f(x_1, \dots, x_p)$. Despite their widespread use, we identify fundamental limitations in their ability to reliably detect locally important features, even under ideal conditions with exact computations and independent features. We argue that a sound local attribution method should not assign importance to features that neither influence the model output (e.g., features with zero coefficients in a linear model) nor exhibit statistical dependence with functionality-relevant features. We demonstrate that both Local SV and LIME violate this fundamental principle. To address this, we propose R-LOCO (Regional Leave Out COvariates), which bridges the gap between local and global explanations and provides more accurate attributions. R-LOCO segments the input space into regions with similar feature importance characteristics. It then applies global attribution methods within these regions, deriving an instance's feature contributions from its regional membership. This approach delivers more faithful local attributions while avoiding local explanation instability and preserving instance-specific detail often lost in global methods.
Locally Linear Continual Learning for Time Series based on VC-Theoretical Generalization Bounds
Ferreira, Yan V. G., Lima, Igor B., S., Pedro H. G. Mapa, Campos, Felipe V., Braga, Antonio P.
Most machine learning methods assume fixed probability distributions, limiting their applicability in nonstationary real-world scenarios. While continual learning methods address this issue, current approaches often rely on black-box models or require extensive user intervention for interpretability. We propose SyMPLER (Systems Modeling through Piecewise Linear Evolving Regression), an explainable model for time series forecasting in nonstationary environments based on dynamic piecewise-linear approximations. Unlike other locally linear models, SyMPLER uses generalization bounds from Statistical Learning Theory to automatically determine when to add new local models based on prediction errors, eliminating the need for explicit clustering of the data. Experiments show that SyMPLER can achieve comparable performance to both black-box and existing explainable models while maintaining a human-interpretable structure that reveals insights about the system's behavior. In this sense, our approach conciliates accuracy and interpretability, offering a transparent and adaptive solution for forecasting nonstationary time series.