arXiv subjects

Bernd Bischl

Publications and source records attributed to Bernd Bischl.

At least 127 records · Page 7Linked to original sources

arXiv2021

Decomposition of Global Feature Importance into Direct and Associative Components (DEDACT)

Global model-agnostic feature importance measures either quantify whether features are directly used for a model's predictions (direct importance) or whether they contain prediction-relevant information (associative importance). Direct importance provides causal insight into the model's mechanism, yet it fails to expose the leakage of information from associated but not directly used variables. In contrast, associative importance exposes information leakage but does not provide causal insight into the model's mechanism. We introduce DEDACT - a framework to decompose well-established direct and associative importance measures into their respective associative and direct components. DEDACT provides insight into both the sources of prediction-relevant information in the data and the direct and indirect feature pathways by which the information enters the model. We demonstrate the method's usefulness on simulated examples.

stat.ML↗

arXiv2021

Meta-Learning for Symbolic Hyperparameter Defaults

Hyperparameter optimization in machine learning (ML) deals with the problem of empirically learning an optimal algorithm configuration from data, usually formulated as a black-box optimization problem. In this work, we propose a zero-shot method to meta-learn symbolic default hyperparameter configurations that are expressed in terms of the properties of the dataset. This enables a much faster, but still data-dependent, configuration of the ML algorithm, compared to standard hyperparameter optimization approaches. In the past, symbolic and static default values have usually been obtained as hand-crafted heuristics. We propose an approach of learning such symbolic configurations as formulas of dataset properties from a large set of prior evaluations on multiple datasets by optimizing over a grammar of expressions using an evolutionary algorithm. We evaluate our method on surrogate empirical performance models as well as on real data across 6 ML algorithms on more than 100 datasets and demonstrate that our method indeed finds viable symbolic defaults.

stat.ML↗

arXiv2021

Debiasing classifiers: is reality at variance with expectation?

We present an empirical study of debiasing methods for classifiers, showing that debiasers often fail in practice to generalize out-of-sample, and can in fact make fairness worse rather than better. A rigorous evaluation of the debiasing treatment effect requires extensive cross-validation beyond what is usually done. We demonstrate that this phenomenon can be explained as a consequence of bias-variance trade-off, with an increase in variance necessitated by imposing a fairness constraint. Follow-up experiments validate the theoretical prediction that the estimation variance depends strongly on the base rates of the protected class. Considering fairness--performance trade-offs justifies the counterintuitive notion that partial debiasing can actually yield better results in practice on out-of-sample data.

cs.LG↗

arXiv2021

Learning Multiple Defaults for Machine Learning Algorithms

The performance of modern machine learning methods highly depends on their hyperparameter configurations. One simple way of selecting a configuration is to use default settings, often proposed along with the publication and implementation of a new algorithm. Those default values are usually chosen in an ad-hoc manner to work good enough on a wide variety of datasets. To address this problem, different automatic hyperparameter configuration algorithms have been proposed, which select an optimal configuration per dataset. This principled approach usually improves performance but adds additional algorithmic complexity and computational costs to the training procedure. As an alternative to this, we propose learning a set of complementary default values from a large database of prior empirical results. Selecting an appropriate configuration on a new dataset then requires only a simple, efficient and embarrassingly parallel search over this set. We demonstrate the effectiveness and efficiency of the approach we propose in comparison to random search and Bayesian Optimization.

stat.ML↗

arXiv2021

Multi-Objective Automatic Machine Learning with AutoxgboostMC

AutoML systems are currently rising in popularity, as they can build powerful models without human oversight. They often combine techniques from many different sub-fields of machine learning in order to find a model or set of models that optimize a user-supplied criterion, such as predictive performance. The ultimate goal of such systems is to reduce the amount of time spent on menial tasks, or tasks that can be solved better by algorithms while leaving decisions that require human intelligence to the end-user. In recent years, the importance of other criteria, such as fairness and interpretability, and many others have become more and more apparent. Current AutoML frameworks either do not allow to optimize such secondary criteria or only do so by limiting the system's choice of models and preprocessing steps. We propose to optimize additional criteria defined by the user directly to guide the search towards an optimal machine learning pipeline. In order to demonstrate the need and usefulness of our approach, we provide a simple multi-criteria AutoML system and showcase an exemplary application.

stat.ML↗

arXiv2021

Grouped Feature Importance and Combined Features Effect Plot

Interpretable machine learning has become a very active area of research due to the rising popularity of machine learning algorithms and their inherently challenging interpretability. Most work in this area has been focused on the interpretation of single features in a model. However, for researchers and practitioners, it is often equally important to quantify the importance or visualize the effect of feature groups. To address this research gap, we provide a comprehensive overview of how existing model-agnostic techniques can be defined for feature groups to assess the grouped feature importance, focusing on permutation-based, refitting, and Shapley-based methods. We also introduce an importance-based sequential procedure that identifies a stable and well-performing combination of features in the grouped feature space. Furthermore, we introduce the combined features effect plot, which is a technique to visualize the effect of a group of features based on a sparse, interpretable linear combination of features. We used simulation studies and a real data example from computational psychology to analyze, compare, and discuss these methods.

stat.ML↗

arXiv2021

A General Machine Learning Framework for Survival Analysis

The modeling of time-to-event data, also known as survival analysis, requires specialized methods that can deal with censoring and truncation, time-varying features and effects, and that extend to settings with multiple competing events. However, many machine learning methods for survival analysis only consider the standard setting with right-censored data and proportional hazards assumption. The methods that do provide extensions usually address at most a subset of these challenges and often require specialized software that can not be integrated into standard machine learning workflows directly. In this work, we present a very general machine learning framework for time-to-event analysis that uses a data augmentation strategy to reduce complex survival tasks to standard Poisson regression tasks. This reformulation is based on well developed statistical theory. With the proposed approach, any algorithm that can optimize a Poisson (log-)likelihood, such as gradient boosted trees, deep neural networks, model-based boosting and many more can be used in the context of time-to-event analysis. The proposed technique does not require any assumptions with respect to the distribution of event times or the functional shapes of feature and interaction effects. Based on the proposed framework we develop new methods that are competitive with specialized state of the art approaches in terms of accuracy, and versatility, but with comparatively small investments of programming effort or requirements for specialized methodological know-how.

stat.ML↗

arXiv2021

Semi-Structured Deep Piecewise Exponential Models

We propose a versatile framework for survival analysis that combines advanced concepts from statistics with deep learning. The presented framework is based on piecewise exponential models and thereby supports various survival tasks, such as competing risks and multi-state modeling, and further allows for estimation of time-varying effects and time-varying features. To also include multiple data sources and higher-order interaction effects into the model, we embed the model class in a neural network and thereby enable the simultaneous estimation of both inherently interpretable structured regression inputs as well as deep neural network components which can potentially process additional unstructured data sources. A proof of concept is provided by using the framework to predict Alzheimer's disease progression based on tabular and 3D point cloud data and applying it to synthetic data.

cs.LG↗

arXiv2021

Benchmarking time series classification -- Functional data vs machine learning approaches

Time series classification problems have drawn increasing attention in the machine learning and statistical community. Closely related is the field of functional data analysis (FDA): it refers to the range of problems that deal with the analysis of data that is continuously indexed over some domain. While often employing different methods, both fields strive to answer similar questions, a common example being classification or regression problems with functional covariates. We study methods from functional data analysis, such as functional generalized additive models, as well as functionality to concatenate (functional-) feature extraction or basis representations with traditional machine learning algorithms like support vector machines or classification trees. In order to assess the methods and implementations, we run a benchmark on a wide variety of representative (time series) data sets, with in-depth analysis of empirical results, and strive to provide a reference ranking for which method(s) to use for non-expert practitioners. Additionally, we provide a software framework in R for functional data analysis for supervised learning, including machine learning and more linear approaches from statistics. This allows convenient access, and in connection with the machine-learning toolbox mlr, those methods can now also be tuned and benchmarked.

stat.ML↗

arXiv2020

mlr3proba: An R Package for Machine Learning in Survival Analysis

As machine learning has become increasingly popular over the last few decades, so too has the number of machine learning interfaces for implementing these models. Whilst many R libraries exist for machine learning, very few offer extended support for survival analysis. This is problematic considering its importance in fields like medicine, bioinformatics, economics, engineering, and more. mlr3proba provides a comprehensive machine learning interface for survival analysis and connects with mlr3's general model tuning and benchmarking facilities to provide a systematic infrastructure for survival modeling and evaluation.

stat.CO↗

arXiv2020

Interpretable Machine Learning -- A Brief History, State-of-the-Art and Challenges

We present a brief history of the field of interpretable machine learning (IML), give an overview of state-of-the-art interpretation methods, and discuss challenges. Research in IML has boomed in recent years. As young as the field is, it has over 200 years old roots in regression modeling and rule-based machine learning, starting in the 1960s. Recently, many new IML methods have been proposed, many of them model-agnostic, but also interpretation techniques specific to deep learning and tree-based ensembles. IML methods either directly analyze model components, study sensitivity to input perturbations, or analyze local or global surrogate approximations of the ML model. The field approaches a state of readiness and stability, with many methods not only proposed in research, but also implemented in open-source software. But many important challenges remain for IML, such as dealing with dependent features, causal interpretation, and uncertainty estimation, which need to be resolved for its successful application to scientific problems. A further challenge is a missing rigorous definition of interpretability, which is accepted by the community. To address the challenges and advance the field, we urge to recall our roots of interpretable, data-driven modeling in statistics and (rule-based) ML, but also to consider other areas such as sensitivity analysis, causal inference, and the social sciences.

stat.ML↗

arXiv2020

Neural Mixture Distributional Regression

We present neural mixture distributional regression (NMDR), a holistic framework to estimate complex finite mixtures of distributional regressions defined by flexible additive predictors. Our framework is able to handle a large number of mixtures of potentially different distributions in high-dimensional settings, allows for efficient and scalable optimization and can be applied to recent concepts that combine structured regression models with deep neural networks. While many existing approaches for mixture models address challenges in optimization of such and provide results for convergence under specific model assumptions, our approach is assumption-free and instead makes use of optimizers well-established in deep learning. Through extensive numerical experiments and a high-dimensional deep learning application we provide evidence that the proposed approach is competitive to existing approaches and works well in more complex scenarios.

stat.CO↗

arXiv2020

Symplectic Gaussian Process Regression of Hamiltonian Flow Maps

We present an approach to construct appropriate and efficient emulators for Hamiltonian flow maps. Intended future applications are long-term tracing of fast charged particles in accelerators and magnetic plasma confinement configurations. The method is based on multi-output Gaussian process regression on scattered training data. To obtain long-term stability the symplectic property is enforced via the choice of the matrix-valued covariance function. Based on earlier work on spline interpolation we observe derivatives of the generating function of a canonical transformation. A product kernel produces an accurate implicit method, whereas a sum kernel results in a fast explicit method from this approach. Both correspond to a symplectic Euler method in terms of numerical integration. These methods are applied to the pendulum and the Hénon-Heiles system and results compared to an symmetric regression with orthogonal polynomials. In the limit of small mapping times, the Hamiltonian function can be identified with a part of the generating function and thereby learned from observed time-series data of the system's evolution. Besides comparable performance of implicit kernel and spectral regression for symplectic maps, we demonstrate a substantial increase in performance for learning the Hamiltonian function compared to existing approaches.

physics.comp-ph↗

arXiv2020

Multi-Objective Counterfactual Explanations

Counterfactual explanations are one of the most popular methods to make predictions of black box machine learning models interpretable by providing explanations in the form of `what-if scenarios'. Most current approaches optimize a collapsed, weighted sum of multiple objectives, which are naturally difficult to balance a-priori. We propose the Multi-Objective Counterfactuals (MOC) method, which translates the counterfactual search into a multi-objective optimization problem. Our approach not only returns a diverse set of counterfactuals with different trade-offs between the proposed objectives, but also maintains diversity in feature space. This enables a more detailed post-hoc analysis to facilitate better understanding and also more options for actionable user responses to change the predicted outcome. Our approach is also model-agnostic and works for numerical and categorical input features. We show the usefulness of MOC in concrete cases and compare our approach with state-of-the-art methods for counterfactual explanations.

stat.ML↗

arXiv2020

Multi-Objective Hyperparameter Tuning and Feature Selection using Filter Ensembles

Both feature selection and hyperparameter tuning are key tasks in machine learning. Hyperparameter tuning is often useful to increase model performance, while feature selection is undertaken to attain sparse models. Sparsity may yield better model interpretability and lower cost of data acquisition, data handling and model inference. While sparsity may have a beneficial or detrimental effect on predictive performance, a small drop in performance may be acceptable in return for a substantial gain in sparseness. We therefore treat feature selection as a multi-objective optimization task. We perform hyperparameter tuning and feature selection simultaneously because the choice of features of a model may influence what hyperparameters perform well. We present, benchmark, and compare two different approaches for multi-objective joint hyperparameter optimization and feature selection: The first uses multi-objective model-based optimization. The second is an evolutionary NSGA-II-based wrapper approach to feature selection which incorporates specialized sampling, mutation and recombination operators. Both methods make use of parameterized filter ensembles. While model-based optimization needs fewer objective evaluations to achieve good performance, it incurs computational overhead compared to the NSGA-II, so the preferred choice depends on the cost of evaluating a model on given data.

stat.ML↗

arXiv2020

Sampling, Intervention, Prediction, Aggregation: A Generalized Framework for Model-Agnostic Interpretations

Model-agnostic interpretation techniques allow us to explain the behavior of any predictive model. Due to different notations and terminology, it is difficult to see how they are related. A unified view on these methods has been missing. We present the generalized SIPA (sampling, intervention, prediction, aggregation) framework of work stages for model-agnostic interpretations and demonstrate how several prominent methods for feature effects can be embedded into the proposed framework. Furthermore, we extend the framework to feature importance computations by pointing out how variance-based and performance-based importance measures are based on the same work stages. The SIPA framework reduces the diverse set of model-agnostic techniques to a single methodology and establishes a common terminology to discuss them in future work.

cs.LG↗

arXiv2019

Tutorial and Survey on Probabilistic Graphical Model and Variational Inference in Deep Reinforcement Learning

Aiming at a comprehensive and concise tutorial survey, recap of variational inference and reinforcement learning with Probabilistic Graphical Models are given with detailed derivations. Reviews and comparisons on recent advances in deep reinforcement learning are made from various aspects. We offer detailed derivations to a taxonomy of Probabilistic Graphical Model and Variational Inference methods in deep reinforcement learning, which serves as a complementary material on top of the original contributions.

cs.LG↗

arXiv2019

Towards Human Centered AutoML

Building models from data is an integral part of the majority of data science workflows. While data scientists are often forced to spend the majority of the time available for a given project on data cleaning and exploratory analysis, the time available to practitioners to build actual models from data is often rather short due to time constraints for a given project. AutoML systems are currently rising in popularity, as they can build powerful models without human oversight. In this position paper, we aim to discuss the impact of the rising popularity of such systems and how a user-centered interface for such systems could look like. More importantly, we also want to point out features that are currently missing in those systems and start to explore better usability of such systems from a data-scientists perspective.

cs.HC↗