pfi
Evaluating COVID 19 Feature Contributions to Bitcoin Return Forecasting: Methodology Based on LightGBM and Genetic Optimization
Mahmoud, Imen, Velichko, Andrei
This study proposes a novel methodological framework integrating a LightGBM regression model and genetic algorithm (GA) optimization to systematically evaluate the contribution of COVID - 19 - related indicators to Bitcoin return prediction. The primary object ive was not merely to forecast Bitcoin returns but rather to determine whether including pandemic - related health data significantly enhances prediction accuracy. A comprehensive dataset comprising daily Bitcoin returns and COVID - 19 metrics (vaccination rat es, hospitalizations, testing statistics) was constructed. Predictive models, trained with and without COVID - 19 features, were optimized using GA over 31 independent runs, allowing robust statistical assessment. Performance metrics (R, RMSE, MAE) were sta tistically compared through distribution overlaps and Mann - Whitney U tests. Permutation Feature Importance (PFI) analysis quantified individual feature contributions. Results indicate that COVID - 19 indicators significantly improved model performance, parti cularly in capturing extreme market fluctuations (R increased by 40%, RMSE decreased by 2%, both highly significant statistically). Among COVID - 19 features, vaccination metrics, especially the 75th percentile of fully vaccinated individuals, emerged as dominant predictors. The proposed methodology extends existing financial analytics tools by incorporating public health signals, providing investors and policymakers with refined indicators to navigate market uncertainty during systemic crises.
Towards Artificial General or Personalized Intelligence? A Survey on Foundation Models for Personalized Federated Intelligence
Qiao, Yu, Le, Huy Q., Raha, Avi Deb, Tran, Phuong-Nam, Adhikary, Apurba, Zhang, Mengchun, Nguyen, Loc X., Huh, Eui-Nam, Niyato, Dusit, Hong, Choong Seon
The rise of large language models (LLMs), such as ChatGPT, DeepSeek, and Grok-3, has reshaped the artificial intelligence landscape. As prominent examples of foundational models (FMs) built on LLMs, these models exhibit remarkable capabilities in generating human-like content, bringing us closer to achieving artificial general intelligence (AGI). However, their large-scale nature, sensitivity to privacy concerns, and substantial computational demands present significant challenges to personalized customization for end users. To bridge this gap, this paper presents the vision of artificial personalized intelligence (API), focusing on adapting these powerful models to meet the specific needs and preferences of users while maintaining privacy and efficiency. Specifically, this paper proposes personalized federated intelligence (PFI), which integrates the privacy-preserving advantages of federated learning (FL) with the zero-shot generalization capabilities of FMs, enabling personalized, efficient, and privacy-protective deployment at the edge. We first review recent advances in both FL and FMs, and discuss the potential of leveraging FMs to enhance federated systems. We then present the key motivations behind realizing PFI and explore promising opportunities in this space, including efficient PFI, trustworthy PFI, and PFI empowered by retrieval-augmented generation (RAG). Finally, we outline key challenges and future research directions for deploying FM-powered FL systems at the edge with improved personalization, computational efficiency, and privacy guarantees. Overall, this survey aims to lay the groundwork for the development of API as a complement to AGI, with a particular focus on PFI as a key enabling technique.
Prompt Flow Integrity to Prevent Privilege Escalation in LLM Agents
Kim, Juhee, Choi, Woohyuk, Lee, Byoungyoung
Large Language Models (LLMs) are combined with plugins to create powerful LLM agents that provide a wide range of services. Unlike traditional software, LLM agent's behavior is determined at runtime by natural language prompts from either user or plugin's data. This flexibility enables a new computing paradigm with unlimited capabilities and programmability, but also introduces new security risks, vulnerable to privilege escalation attacks. Moreover, user prompt is prone to be interpreted in an insecure way by LLM agents, creating non-deterministic behaviors that can be exploited by attackers. To address these security risks, we propose Prompt Flow Integrity (PFI), a system security-oriented solution to prevent privilege escalation in LLM agents. Analyzing the architectural characteristics of LLM agents, PFI features three mitigation techniques -- i.e., untrusted data identification, enforcing least privilege on LLM agents, and validating unsafe data flows. Our evaluation result shows that PFI effectively mitigates privilege escalation attacks while successfully preserving the utility of LLM agents.
A Guide to Feature Importance Methods for Scientific Inference
Ewald, Fiona Katharina, Bothmann, Ludwig, Wright, Marvin N., Bischl, Bernd, Casalicchio, Giuseppe, König, Gunnar
While machine learning (ML) models are increasingly used due to their high predictive power, their use in understanding the data-generating process (DGP) is limited. Understanding the DGP requires insights into feature-target associations, which many ML models cannot directly provide, due to their opaque internal mechanisms. Feature importance (FI) methods provide useful insights into the DGP under certain conditions. Since the results of different FI methods have different interpretations, selecting the correct FI method for a concrete use case is crucial and still requires expert knowledge. This paper serves as a comprehensive guide to help understand the different interpretations of FI methods. Through an extensive review of FI methods and providing new proofs regarding their interpretation, we facilitate a thorough understanding of these methods and formulate concrete recommendations for scientific inference. We conclude by discussing options for FI uncertainty estimation and point to directions for future research aiming at full statistical inference from black-box ML models.
Group-level Brain Decoding with Deep Learning
Csaky, Richard, Van Es, Mats, Jones, Oiwi Parker, Woolrich, Mark
Decoding brain imaging data is gaining popularity, with applications in brain-computer interfaces and the study of neural representations. Decoding is typically subject-specific and does not generalise well over subjects, due to high amounts of between subject variability. Techniques that overcome this will not only provide richer neuroscientific insights but also make it possible for group-level models to outperform subject-specific models. Here, we propose a method that uses subject embedding, analogous to word embedding in Natural Language Processing, to learn and exploit the structure in between-subject variability as part of a decoding model, our adaptation of the WaveNet architecture for classification. We apply this to magnetoencephalography data, where 15 subjects viewed 118 different images, with 30 examples per image; to classify images using the entire 1s window following image presentation. We show that the combination of deep learning and subject embedding is crucial to closing the performance gap between subject- and group-level decoding models. Importantly, group models outperform subject models on low-accuracy subjects (although slightly impair high-accuracy subjects) and can be helpful for initialising subject models. While we have not generally found group-level models to perform better than subject-level models, the performance of group modelling is expected to be even higher with bigger datasets. In order to provide physiological interpretation at the group level, we make use of permutation feature importance. This provides insights into the spatiotemporal and spectral information encoded in the models. All code is available on GitHub: https://github.com/ricsinaruto/MEG-group-decode
SHAP Is Not All You Need - Mindful Modeler
I just got a paper rejection. The paper itself fills a theoretical and conceptual gap: While ML interpretation techniques such as partial dependence plots and permutation feature importance primarily describe the model, many (data) scientists use them to study the underlying data and phenomenon. Our paper discusses what's needed to actually achieve the jump from model to data. Maybe I'll explain the paper in another post. Today I want to talk about a part of the criticism we received for the paper.
Abstract Interpretation-Based Feature Importance for SVMs
Pal, Abhinandan, Ranzato, Francesco, Urban, Caterina, Zanella, Marco
We propose a symbolic representation for support vector machines (SVMs) by means of abstract interpretation, a well-known and successful technique for designing and implementing static program analyses. We leverage this abstraction in two ways: (1) to enhance the interpretability of SVMs by deriving a novel feature importance measure, called abstract feature importance (AFI), that does not depend in any way on a given dataset of the accuracy of the SVM and is very fast to compute, and (2) for verifying stability, notably individual fairness, of SVMs and producing concrete counterexamples when the verification fails. We implemented our approach and we empirically demonstrated its effectiveness on SVMs based on linear and non-linear (polynomial and radial basis function) kernels. Our experimental results show that, independently of the accuracy of the SVM, our AFI measure correlates much more strongly with the stability of the SVM to feature perturbations than feature importance measures widely available in machine learning software such as permutation feature importance. It thus gives better insight into the trustworthiness of SVMs.
Feature Importance in Gradient Boosting Trees with Cross-Validation Feature Selection
Adler, Afek Ilay, Painsky, Amichai
Gradient Boosting Machines (GBM) are among the go-to algorithms on tabular data, which produce state of the art results in many prediction tasks. Despite its popularity, the GBM framework suffers from a fundamental flaw in its base learners. Specifically, most implementations utilize decision trees that are typically biased towards categorical variables with large cardinalities. The effect of this bias was extensively studied over the years, mostly in terms of predictive performance. In this work, we extend the scope and study the effect of biased base learners on GBM feature importance (FI) measures. We show that although these implementation demonstrate highly competitive predictive performance, they still, surprisingly, suffer from bias in FI. By utilizing cross-validated (CV) unbiased base learners, we fix this flaw at a relatively low computational cost. We demonstrate the suggested framework in a variety of synthetic and real-world setups, showing a significant improvement in all GBM FI measures while maintaining relatively the same level of prediction accuracy.
Relating the Partial Dependence Plot and Permutation Feature Importance to the Data Generating Process
Molnar, Christoph, Freiesleben, Timo, König, Gunnar, Casalicchio, Giuseppe, Wright, Marvin N., Bischl, Bernd
Scientists and practitioners increasingly rely on machine learning to model data and draw conclusions. Compared to statistical modeling approaches, machine learning makes fewer explicit assumptions about data structures, such as linearity. However, their model parameters usually cannot be easily related to the data generating process. To learn about the modeled relationships, partial dependence (PD) plots and permutation feature importance (PFI) are often used as interpretation methods. However, PD and PFI lack a theory that relates them to the data generating process. We formalize PD and PFI as statistical estimators of ground truth estimands rooted in the data generating process. We show that PD and PFI estimates deviate from this ground truth due to statistical biases, model variance and Monte Carlo approximation errors. To account for model variance in PD and PFI estimation, we propose the learner-PD and the learner-PFI based on model refits, and propose corrected variance and confidence interval estimators.