Goto

Collaborating Authors

 sensitivity analysis


Connectivity Estimation using Stochastic Graph Heat Modelling

arXiv.org Machine Learning

A growing number of techniques leverage the spatial structures that underlie many real-world datasets. Despite these advances, the complementary task of estimating spatial structures and understanding their role within these techniques has often been overlooked. In neurophysiological data analysis specifically, numerous methods exist to estimate brain connectivity, but most are not explicitly model-based, dynamic, multivariate, or directed. To address these limitations, we previously introduced noise-driven heat modelling on graphs for neurophysiological connectivity estimation. In this study, we extend this framework by relaxing earlier noise assumptions and adding regularisation to improve robustness. We also develop a simulation procedure to characterise and evaluate our technique in a controlled setting. Finally, we demonstrate that the technique is able to capture meaningful spatial structure across two experiments, each using two real-world datasets. The explicit model formulation of our connectivity estimator has the potential to improve the interpretability of graph-based techniques across a wide range of applications. The code implementing our method is available at https://github.com/sgoerttler/Heat_Connectivity.


Data Fusion for Partial Identification of Causal Effects

Neural Information Processing Systems

Data fusion techniques integrate information from heterogeneous data sources to improve learning, generalization, and decision-making across data sciences. In causal inference, these methods leverage rich observational data to improve causal effect estimation, while maintaining the trustworthiness of randomized controlled trials. Existing approaches often relax the strong "no unobserved confounding" assumption by instead assuming exchangeability of counterfactual outcomes across data sources. However, when both assumptions simultaneously fail--a common scenario in practice--current methods cannot identify or estimate causal effects. We address this limitation by proposing a novel partial identification framework that enables researchers to answer key questions such as: Is the causal effect positive/negative? and How severe must assumption violations be to overturn this conclusion?


RoMa: ARobust Model Watermarking Scheme for Protecting IP in Diffusion Models

Neural Information Processing Systems

In this regard, model watermarking is a common practice for IP protection that embeds traceable information within models and allows for further verification. Nevertheless, existing watermarking schemes often face challenges due to their vulnerability to fine-tuning, limiting their practical application in general pretraining and fine-tuning paradigms. Inspired by using mode connectivity to analyze model performance between a pair of connected models, we investigate watermark vulnerability by leveraging Linear Mode Connectivity (LMC) as a proxy to analyze the fine-tuning dynamics of watermark performance. Our results show that existing watermarked models tend to converge to sharp minima in the loss landscape, thus making them vulnerable to fine-tuning. To tackle this challenge, we propose RoMa, a Robust Model watermarking scheme that improves the robustness of watermarks against fine-tuning. Specifically, RoMa decomposes watermarking into two components, including Embedding Functionality, which preserves reliable watermark detection capability, and Path-specific Smoothness, which enhances the smoothness along the watermark-connected path to improve robustness. Extensive experiments on benchmark datasets MS-COCO-2017 and CUB-200-2011 demonstrate that RoMa significantly improves watermark robustness against fine-tuning while maintaining generation quality, outperforming baselines. The code is available at https://github.com/xiekks/RoMa.


Hybrid Uncertainty Sensitivity Analysis Based on the HSIC for High-Dimensional Responses with Aleatory--Epistemic Separation

arXiv.org Machine Learning

Quantifying the influence of hybrid aleatory and epistemic uncertainties on high-dimensional system responses remains a major challenge in global sensitivity analysis (GSA). Existing Hilbert--Schmidt Independence Criterion (HSIC)-based approaches are primarily restricted to single-output settings and lack a rigorous decomposition of heterogeneous uncertainty sources and their interactions. To address this limitation, a novel double-space tensor-product RKHS framework is proposed for sensitivity analysis under hybrid uncertainty. By constructing factorized kernels over both the latent input space and the multidimensional output space, a concurrent double Möbius inversion is derived to orthogonally decompose the global dependence measure into pure aleatory effects, pure epistemic effects, and their interaction contributions. The resulting dimension-wise sensitivity indices preserve the uncertainty attribution structure across all output dimensions. To satisfy the independence assumptions required by the decomposition, an auxiliary-variable representation based on the inverse probability integral transform is introduced, enabling the treatment of hierarchical uncertainties and Copula-induced correlations within a unified latent space. A fully vectorized single-loop implementation is further developed to avoid the computational burden of nested Monte Carlo simulation. Statistical significance and estimation uncertainty are quantified through permutation testing and Bootstrap confidence intervals. Numerical studies on a modified multi-output Ishigami function and an aerodynamic pressure-field problem demonstrate the accuracy, scalability, and practical applicability of the proposed framework.


Amortizing Causal Sensitivity Analysis via Prior Data-Fitted Networks

arXiv.org Machine Learning

Causal sensitivity analysis aims to provide bounds for causal effect estimates in the presence of unobserved confounding. However, existing methods for causal sensitivity analysis are per-instance procedures, meaning that changes to the dataset, causal query, sensitivity level, or treatment require new computation. Here, we instead present an in-context learning approach. Specifically, we propose an amortized approach to causal sensitivity analysis based on prior-data fitted networks. A key challenge is that the sensitivity bounds are not directly available when sampling training data. To address this, we develop a general prior-data construction that is applicable across the class of generalized treatment sensitivity models. Our construction involves a Lagrangian scalarization of the objective to generate training labels for the bounds through a tradeoff between causal effect min/max-imization and sensitivity model violation, which avoids model-specific analytical derivations. We further show that, under standard convexity and linearity conditions, our objective recovers the full Pareto frontier of solutions. Empirically, we demonstrate our amortized approach across various datasets, causal queries, and sensitivity levels, where our approach achieves a test-time computation that is orders of magnitude faster than per-instance methods. To the best of our knowledge, ours is the first foundation model for in-context learning for causal sensitivity analysis.



Making Sense of Dependence: Efficient Black-box Explanations Using Dependence Measure

Neural Information Processing Systems

This paper presents a new efficient black-box attribution method built on HilbertSchmidt Independence Criterion (HSIC). Based on Reproducing Kernel Hilbert Spaces (RKHS), HSIC measures the dependence between regions of an input image and the output of a model using the kernel embedding of their distributions. It thus provides explanations enriched by RKHS representation capabilities. HSIC can be estimated very efficiently, significantly reducing the computational cost compared to other black-box attribution methods. Our experiments show that HSIC is up to 8 times faster than the previous best black-box attribution methods while being as faithful. Indeed, we improve or match the state-of-the-art of both black-box and white-box attribution methods for several fidelity metrics on Imagenet with various recent model architectures. Importantly, we show that these advances can be transposed to efficiently and faithfully explain object detection models such as YOLOv4. Finally, we extend the traditional attribution methods by proposing a new kernel enabling an ANOVA-like orthogonal decomposition of importance scores based on HSIC, allowing us to evaluate not only the importance of each image patch but also the importance of their pairwise interactions.


Analytical Extraction of Conditional Sobol' Indices via Basis Decomposition of Polynomial Chaos Expansions

arXiv.org Machine Learning

In uncertainty quantification, evaluating sensitivity measures under specific conditions (i.e., conditional Sobol' indices) is essential for systems with parameterized responses, such as spatial fields or varying operating conditions. Traditional approaches often rely on point-wise modeling, which is computationally expensive and may lack consistency across the parameter space. This paper demonstrates that for a pre-trained global Polynomial Chaos Expansion (PCE) model, the analytical conditional Sobol' indices are inherently embedded within its basis functions. By leveraging the tensor-product property of PCE bases, we reformulate the global expansion into a set of analytical coefficient fields that depend on the conditioning variables. Based on the preservation of orthogonality under conditional probability measures, we derive closed-form expressions for conditional variances and Sobol' indices. This framework bypasses the need for repetitive modeling or additional sampling, transforming conditional sensitivity analysis into a purely algebraic post-processing step. Numerical benchmarks indicate that the proposed method ensures physical coherence and offers superior numerical robustness and computational efficiency compared to conventional point-wise approaches.



The Fragility of Fairness: Causal Sensitivity Analysis for Fair Machine Learning

Neural Information Processing Systems

Fairness metrics are a core tool in the fair machine learning literature (FairML),used to determine that ML models are, in some sense, "fair." Real-world data,however, are typically plagued by various measurement biases and other violatedassumptions, which can render fairness assessments meaningless. We adapt toolsfrom causal sensitivity analysis to the FairML context, providing a general frame-work which (1) accommodates effectively any combination of fairness metric andbias that can be posed in the "oblivious setting"; (2) allows researchers to inves-tigate combinations of biases, resulting in non-linear sensitivity; and (3) enablesflexible encoding of domain-specific constraints and assumptions. Employing thisframework, we analyze the sensitivity of the most common parity metrics under 3varieties of classifier across 14 canonical fairness datasets. Our analysis reveals thestriking fragility of fairness assessments to even minor dataset biases. We show thatcausal sensitivity analysis provides a powerful and necessary toolkit for gaugingthe informativeness of parity metric evaluations.