arXiv subjects

Bernd Bischl

Publications and source records attributed to Bernd Bischl.

At least 109 records · Page 6Linked to original sources

arXiv2022

REPID: Regional Effect Plots with implicit Interaction Detection

Machine learning models can automatically learn complex relationships, such as non-linear and interaction effects. Interpretable machine learning methods such as partial dependence plots visualize marginal feature effects but may lead to misleading interpretations when feature interactions are present. Hence, employing additional methods that can detect and measure the strength of interactions is paramount to better understand the inner workings of machine learning models. We demonstrate several drawbacks of existing global interaction detection approaches, characterize them theoretically, and evaluate them empirically. Furthermore, we introduce regional effect plots with implicit interaction detection, a novel framework to detect interactions between a feature of interest and other features. The framework also quantifies the strength of interactions and provides interpretable and distinct regions in which feature effects can be interpreted more reliably, as they are less confounded by interactions. We prove the theoretical eligibility of our method and show its applicability on various simulation and real-world examples.

stat.ML↗

arXiv2022

DeepPAMM: Deep Piecewise Exponential Additive Mixed Models for Complex Hazard Structures in Survival Analysis

Survival analysis (SA) is an active field of research that is concerned with time-to-event outcomes and is prevalent in many domains, particularly biomedical applications. Despite its importance, SA remains challenging due to small-scale data sets and complex outcome distributions, concealed by truncation and censoring processes. The piecewise exponential additive mixed model (PAMM) is a model class addressing many of these challenges, yet PAMMs are not applicable in high-dimensional feature settings or in the case of unstructured or multimodal data. We unify existing approaches by proposing DeepPAMM, a versatile deep learning framework that is well-founded from a statistical point of view, yet with enough flexibility for modeling complex hazard structures. We illustrate that DeepPAMM is competitive with other machine learning approaches with respect to predictive performance while maintaining interpretability through benchmark experiments and an extended case study.

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arXiv2022

Explaining Hyperparameter Optimization via Partial Dependence Plots

Automated hyperparameter optimization (HPO) can support practitioners to obtain peak performance in machine learning models. However, there is often a lack of valuable insights into the effects of different hyperparameters on the final model performance. This lack of explainability makes it difficult to trust and understand the automated HPO process and its results. We suggest using interpretable machine learning (IML) to gain insights from the experimental data obtained during HPO with Bayesian optimization (BO). BO tends to focus on promising regions with potential high-performance configurations and thus induces a sampling bias. Hence, many IML techniques, such as the partial dependence plot (PDP), carry the risk of generating biased interpretations. By leveraging the posterior uncertainty of the BO surrogate model, we introduce a variant of the PDP with estimated confidence bands. We propose to partition the hyperparameter space to obtain more confident and reliable PDPs in relevant sub-regions. In an experimental study, we provide quantitative evidence for the increased quality of the PDPs within sub-regions.

cs.LG↗

arXiv2022

Marginal Effects for Non-Linear Prediction Functions

Beta coefficients for linear regression models represent the ideal form of an interpretable feature effect. However, for non-linear models and especially generalized linear models, the estimated coefficients cannot be interpreted as a direct feature effect on the predicted outcome. Hence, marginal effects are typically used as approximations for feature effects, either in the shape of derivatives of the prediction function or forward differences in prediction due to a change in a feature value. While marginal effects are commonly used in many scientific fields, they have not yet been adopted as a model-agnostic interpretation method for machine learning models. This may stem from their inflexibility as a univariate feature effect and their inability to deal with the non-linearities found in black box models. We introduce a new class of marginal effects termed forward marginal effects. We argue to abandon derivatives in favor of better-interpretable forward differences. Furthermore, we generalize marginal effects based on forward differences to multivariate changes in feature values. To account for the non-linearity of prediction functions, we introduce a non-linearity measure for marginal effects. We argue against summarizing feature effects of a non-linear prediction function in a single metric such as the average marginal effect. Instead, we propose to partition the feature space to compute conditional average marginal effects on feature subspaces, which serve as conditional feature effect estimates.

cs.LG↗

arXiv2021

Automated Benchmark-Driven Design and Explanation of Hyperparameter Optimizers

Automated hyperparameter optimization (HPO) has gained great popularity and is an important ingredient of most automated machine learning frameworks. The process of designing HPO algorithms, however, is still an unsystematic and manual process: Limitations of prior work are identified and the improvements proposed are -- even though guided by expert knowledge -- still somewhat arbitrary. This rarely allows for gaining a holistic understanding of which algorithmic components are driving performance, and carries the risk of overlooking good algorithmic design choices. We present a principled approach to automated benchmark-driven algorithm design applied to multifidelity HPO (MF-HPO): First, we formalize a rich space of MF-HPO candidates that includes, but is not limited to common HPO algorithms, and then present a configurable framework covering this space. To find the best candidate automatically and systematically, we follow a programming-by-optimization approach and search over the space of algorithm candidates via Bayesian optimization. We challenge whether the found design choices are necessary or could be replaced by more naive and simpler ones by performing an ablation analysis. We observe that using a relatively simple configuration, in some ways simpler than established methods, performs very well as long as some critical configuration parameters have the right value.

cs.LG↗

arXiv2021

Hyperparameter Optimization: Foundations, Algorithms, Best Practices and Open Challenges

Most machine learning algorithms are configured by one or several hyperparameters that must be carefully chosen and often considerably impact performance. To avoid a time consuming and unreproducible manual trial-and-error process to find well-performing hyperparameter configurations, various automatic hyperparameter optimization (HPO) methods, e.g., based on resampling error estimation for supervised machine learning, can be employed. After introducing HPO from a general perspective, this paper reviews important HPO methods such as grid or random search, evolutionary algorithms, Bayesian optimization, Hyperband and racing. It gives practical recommendations regarding important choices to be made when conducting HPO, including the HPO algorithms themselves, performance evaluation, how to combine HPO with ML pipelines, runtime improvements, and parallelization. This work is accompanied by an appendix that contains information on specific software packages in R and Python, as well as information and recommended hyperparameter search spaces for specific learning algorithms. We also provide notebooks that demonstrate concepts from this work as supplementary files.

stat.ML↗

arXiv2021

OpenML Benchmarking Suites

Machine learning research depends on objectively interpretable, comparable, and reproducible algorithm benchmarks. We advocate the use of curated, comprehensive suites of machine learning tasks to standardize the setup, execution, and reporting of benchmarks. We enable this through software tools that help to create and leverage these benchmarking suites. These are seamlessly integrated into the OpenML platform, and accessible through interfaces in Python, Java, and R. OpenML benchmarking suites (a) are easy to use through standardized data formats, APIs, and client libraries; (b) come with extensive meta-information on the included datasets; and (c) allow benchmarks to be shared and reused in future studies. We then present a first, carefully curated and practical benchmarking suite for classification: the OpenML Curated Classification benchmarking suite 2018 (OpenML-CC18). Finally, we discuss use cases and applications which demonstrate the usefulness of OpenML benchmarking suites and the OpenML-CC18 in particular.

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arXiv2021

Deep Bregman Divergence for Contrastive Learning of Visual Representations

Deep Bregman divergence measures divergence of data points using neural networks which is beyond Euclidean distance and capable of capturing divergence over distributions. In this paper, we propose deep Bregman divergences for contrastive learning of visual representation where we aim to enhance contrastive loss used in self-supervised learning by training additional networks based on functional Bregman divergence. In contrast to the conventional contrastive learning methods which are solely based on divergences between single points, our framework can capture the divergence between distributions which improves the quality of learned representation. We show the combination of conventional contrastive loss and our proposed divergence loss outperforms baseline and most of the previous methods for self-supervised and semi-supervised learning on multiple classifications and object detection tasks and datasets. Moreover, the learned representations generalize well when transferred to the other datasets and tasks. The source code and our models are available in supplementary and will be released with paper.

cs.CV↗

arXiv2021

Towards modelling hazard factors in unstructured data spaces using gradient-based latent interpolation

The application of deep learning in survival analysis (SA) allows utilizing unstructured and high-dimensional data types uncommon in traditional survival methods. This allows to advance methods in fields such as digital health, predictive maintenance, and churn analysis, but often yields less interpretable and intuitively understandable models due to the black-box character of deep learning-based approaches. We close this gap by proposing 1) a multi-task variational autoencoder (VAE) with survival objective, yielding survival-oriented embeddings, and 2) a novel method HazardWalk that allows to model hazard factors in the original data space. HazardWalk transforms the latent distribution of our autoencoder into areas of maximized/minimized hazard and then uses the decoder to project changes to the original domain. Our procedure is evaluated on a simulated dataset as well as on a dataset of CT imaging data of patients with liver metastases.

cs.LG↗

arXiv2021

Survival-oriented embeddings for improving accessibility to complex data structures

Deep learning excels in the analysis of unstructured data and recent advancements allow to extend these techniques to survival analysis. In the context of clinical radiology, this enables, e.g., to relate unstructured volumetric images to a risk score or a prognosis of life expectancy and support clinical decision making. Medical applications are, however, associated with high criticality and consequently, neither medical personnel nor patients do usually accept black box models as reason or basis for decisions. Apart from averseness to new technologies, this is due to missing interpretability, transparency and accountability of many machine learning methods. We propose a hazard-regularized variational autoencoder that supports straightforward interpretation of deep neural architectures in the context of survival analysis, a field highly relevant in healthcare. We apply the proposed approach to abdominal CT scans of patients with liver tumors and their corresponding survival times.

cs.LG↗

arXiv2021

Accelerated Componentwise Gradient Boosting using Efficient Data Representation and Momentum-based Optimization

Componentwise boosting (CWB), also known as model-based boosting, is a variant of gradient boosting that builds on additive models as base learners to ensure interpretability. CWB is thus often used in research areas where models are employed as tools to explain relationships in data. One downside of CWB is its computational complexity in terms of memory and runtime. In this paper, we propose two techniques to overcome these issues without losing the properties of CWB: feature discretization of numerical features and incorporating Nesterov momentum into functional gradient descent. As the latter can be prone to early overfitting, we also propose a hybrid approach that prevents a possibly diverging gradient descent routine while ensuring faster convergence. We perform extensive benchmarks on multiple simulated and real-world data sets to demonstrate the improvements in runtime and memory consumption while maintaining state-of-the-art estimation and prediction performance.

stat.CO↗

arXiv2021

Automatic Componentwise Boosting: An Interpretable AutoML System

In practice, machine learning (ML) workflows require various different steps, from data preprocessing, missing value imputation, model selection, to model tuning as well as model evaluation. Many of these steps rely on human ML experts. AutoML - the field of automating these ML pipelines - tries to help practitioners to apply ML off-the-shelf without any expert knowledge. Most modern AutoML systems like auto-sklearn, H20-AutoML or TPOT aim for high predictive performance, thereby generating ensembles that consist almost exclusively of black-box models. This, in turn, makes the interpretation for the layperson more intricate and adds another layer of opacity for users. We propose an AutoML system that constructs an interpretable additive model that can be fitted using a highly scalable componentwise boosting algorithm. Our system provides tools for easy model interpretation such as visualizing partial effects and pairwise interactions, allows for a straightforward calculation of feature importance, and gives insights into the required model complexity to fit the given task. We introduce the general framework and outline its implementation autocompboost. To demonstrate the frameworks efficacy, we compare autocompboost to other existing systems based on the OpenML AutoML-Benchmark. Despite its restriction to an interpretable model space, our system is competitive in terms of predictive performance on most data sets while being more user-friendly and transparent.

stat.ML↗

arXiv2021

Deep Variational Clustering Framework for Self-labeling of Large-scale Medical Images

We propose a Deep Variational Clustering (DVC) framework for unsupervised representation learning and clustering of large-scale medical images. DVC simultaneously learns the multivariate Gaussian posterior through the probabilistic convolutional encoder and the likelihood distribution with the probabilistic convolutional decoder; and optimizes cluster labels assignment. Here, the learned multivariate Gaussian posterior captures the latent distribution of a large set of unlabeled images. Then, we perform unsupervised clustering on top of the variational latent space using a clustering loss. In this approach, the probabilistic decoder helps to prevent the distortion of data points in the latent space and to preserve the local structure of data generating distribution. The training process can be considered as a self-training process to refine the latent space and simultaneously optimizing cluster assignments iteratively. We evaluated our proposed framework on three public datasets that represented different medical imaging modalities. Our experimental results show that our proposed framework generalizes better across different datasets. It achieves compelling results on several medical imaging benchmarks. Thus, our approach offers potential advantages over conventional deep unsupervised learning in real-world applications. The source code of the method and all the experiments are available publicly at: https://github.com/csfarzin/DVC

cs.CV↗

arXiv2021

Relating the Partial Dependence Plot and Permutation Feature Importance to the Data Generating Process

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.

stat.ML↗

arXiv2021

General Pitfalls of Model-Agnostic Interpretation Methods for Machine Learning Models

An increasing number of model-agnostic interpretation techniques for machine learning (ML) models such as partial dependence plots (PDP), permutation feature importance (PFI) and Shapley values provide insightful model interpretations, but can lead to wrong conclusions if applied incorrectly. We highlight many general pitfalls of ML model interpretation, such as using interpretation techniques in the wrong context, interpreting models that do not generalize well, ignoring feature dependencies, interactions, uncertainty estimates and issues in high-dimensional settings, or making unjustified causal interpretations, and illustrate them with examples. We focus on pitfalls for global methods that describe the average model behavior, but many pitfalls also apply to local methods that explain individual predictions. Our paper addresses ML practitioners by raising awareness of pitfalls and identifying solutions for correct model interpretation, but also addresses ML researchers by discussing open issues for further research.

stat.ML↗

arXiv2021

Developing Open Source Educational Resources for Machine Learning and Data Science

Education should not be a privilege but a common good. It should be openly accessible to everyone, with as few barriers as possible; even more so for key technologies such as Machine Learning (ML) and Data Science (DS). Open Educational Resources (OER) are a crucial factor for greater educational equity. In this paper, we describe the specific requirements for OER in ML and DS and argue that it is especially important for these fields to make source files publicly available, leading to Open Source Educational Resources (OSER). We present our view on the collaborative development of OSER, the challenges this poses, and first steps towards their solutions. We outline how OSER can be used for blended learning scenarios and share our experiences in university education. Finally, we discuss additional challenges such as credit assignment or granting certificates.

cs.CY↗

arXiv2021

Mutation is all you need

Neural architecture search (NAS) promises to make deep learning accessible to non-experts by automating architecture engineering of deep neural networks. BANANAS is one state-of-the-art NAS method that is embedded within the Bayesian optimization framework. Recent experimental findings have demonstrated the strong performance of BANANAS on the NAS-Bench-101 benchmark being determined by its path encoding and not its choice of surrogate model. We present experimental results suggesting that the performance of BANANAS on the NAS-Bench-301 benchmark is determined by its acquisition function optimizer, which minimally mutates the incumbent.

cs.LG↗

arXiv2021

Model-agnostic Feature Importance and Effects with Dependent Features -- A Conditional Subgroup Approach

The interpretation of feature importance in machine learning models is challenging when features are dependent. Permutation feature importance (PFI) ignores such dependencies, which can cause misleading interpretations due to extrapolation. A possible remedy is more advanced conditional PFI approaches that enable the assessment of feature importance conditional on all other features. Due to this shift in perspective and in order to enable correct interpretations, it is therefore important that the conditioning is transparent and humanly comprehensible. In this paper, we propose a new sampling mechanism for the conditional distribution based on permutations in conditional subgroups. As these subgroups are constructed using decision trees (transformation trees), the conditioning becomes inherently interpretable. This not only provides a simple and effective estimator of conditional PFI, but also local PFI estimates within the subgroups. In addition, we apply the conditional subgroups approach to partial dependence plots (PDP), a popular method for describing feature effects that can also suffer from extrapolation when features are dependent and interactions are present in the model. We show that PFI and PDP based on conditional subgroups often outperform methods such as conditional PFI based on knockoffs, or accumulated local effect plots. Furthermore, our approach allows for a more fine-grained interpretation of feature effects and importance within the conditional subgroups.

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