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Genevera Allen

Publications and source records attributed to Genevera Allen.

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Inference for Clustering: Conformal Sets for Cluster Labels

While clustering is ubiquitously used across science and industry, uncertainty in cluster assignments is rarely quantified with rigorous guarantees. We propose a novel conformal inference framework for clustering that returns confidence sets for cluster labels. The key challenge is that labels are unobserved and estimated from data, so naively using deterministic cluster labels can violate exchangeability and induce severe under-coverage. To address this, we propose split conformal clustering with stochastic labels, which samples labels from soft cluster labels, fits a soft classifier to predict these stochastic labels, and calibrates conformal scores to construct confidence sets for cluster labels at any query point. We establish a finite-sample lower bound on marginal coverage that reveals how under-coverage is controlled by two properties of the clustering algorithm: consistency of estimated soft labels and replace-one stability. Under mild conditions, we prove asymptotic coverage and verify these conditions for correctly specified parametric mixture models. Simulations for mixture models show that our method attains target coverage with informative set sizes, validating our theoretical results. Applications to clustering cell types in single-cell RNA-seq data demonstrate the practical utility and interpretability of our approach to quantifying cluster label uncertainty.

stat.ME

Fair Feature Importance Scores via Feature Occlusion and Permutation

As machine learning models increasingly impact society, their opaque nature poses challenges to trust and accountability, particularly in fairness contexts. Understanding how individual features influence model outcomes is crucial for building interpretable and equitable models. While feature importance metrics for accuracy are well-established, methods for assessing feature contributions to fairness remain underexplored. We propose two model-agnostic approaches to measure fair feature importance. First, we propose to compare model fairness before and after permuting feature values. This simple intervention-based approach decouples a feature and model predictions to measure its contribution to training. Second, we evaluate the fairness of models trained with and without a given feature. This occlusion-based score enjoys dramatic computational simplification via minipatch learning. Our empirical results reflect the simplicity and effectiveness of our proposed metrics for multiple predictive tasks. Both methods offer simple, scalable, and interpretable solutions to quantify the influence of features on fairness, providing new tools for responsible machine learning development.

cs.LG

Top-$k$ Feature Importance Ranking

Accurate ranking of important features is a fundamental challenge in interpretable machine learning with critical applications in scientific discovery and decision-making. Unlike feature selection and feature importance, the specific problem of ranking important features has received considerably less attention. We introduce RAMPART (Ranked Attributions with MiniPatches And Recursive Trimming), a framework that utilizes any existing feature importance measure in a novel algorithm specifically tailored for ranking the top-$k$ features. Our approach combines an adaptive sequential halving strategy that progressively focuses computational resources on promising features with an efficient ensembling technique using both observation and feature subsampling. Unlike existing methods that convert importance scores to ranks as post-processing, our framework explicitly optimizes for ranking accuracy. We provide theoretical guarantees showing that RAMPART achieves the correct top-$k$ ranking with high probability under mild conditions, and demonstrate through extensive simulation studies that RAMPART consistently outperforms popular feature importance methods, concluding with a high-dimensional genomics case study.

cs.LG

iLOCO: Distribution-Free Inference for Feature Interactions

Feature importance measures are widely studied and are essential for understanding model behavior, guiding feature selection, and enhancing interpretability. However, many machine learning fitted models involve complex interactions between features. Existing feature importance metrics fail to capture these pairwise or higher-order effects, while existing interaction metrics often suffer from limited applicability or excessive computation; no methods exist to conduct statistical inference for feature interactions. To bridge this gap, we first propose a new model-agnostic metric, interaction Leave-One-Covariate-Out (iLOCO), for measuring the importance of pairwise feature interactions, with extensions to higher-order interactions. Next, we leverage recent advances in LOCO inference to develop distribution-free and assumption-light confidence intervals for our iLOCO metric. To address computational challenges, we also introduce an ensemble learning method for calculating the iLOCO metric and confidence intervals that we show is both computationally and statistically efficient. We validate our iLOCO metric and our confidence intervals on both synthetic and real data sets, showing that our approach outperforms existing methods and provides the first inferential approach to detecting feature interactions.

stat.ML

Population stratification enables modeling effects of reopening policies on mortality and hospitalization rates

Objective: We study the influence of local reopening policies on the composition of the infectious population and their impact on future hospitalization and mortality rates. Materials and Methods: We collected datasets of daily reported hospitalization and cumulative morality of COVID 19 in Houston, Texas, from May 1, 2020 until June 29, 2020. These datasets are from multiple sources (USA FACTS, Southeast Texas Regional Advisory Council COVID 19 report, TMC daily news, and New York Times county level mortality reporting). Our model, risk stratified SIR HCD uses separate variables to model the dynamics of local contact (e.g., work from home) and high contact (e.g., work on site) subpopulations while sharing parameters to control their respective $R_0(t)$ over time. Results: We evaluated our models forecasting performance in Harris County, TX (the most populated county in the Greater Houston area) during the Phase I and Phase II reopening. Not only did our model outperform other competing models, it also supports counterfactual analysis to simulate the impact of future policies in a local setting, which is unique among existing approaches. Discussion: Local mortality and hospitalization are significantly impacted by quarantine and reopening policies. No existing model has directly accounted for the effect of these policies on local trends in infections, hospitalizations, and deaths in an explicit and explainable manner. Our work is an attempt to close this important technical gap to support decision making. Conclusion: Despite several limitations, we think it is a timely effort to rethink about how to best model the dynamics of pandemics under the influence of reopening policies.

q-bio.PE

Sparse Regression for Extreme Values

We study the problem of selecting features associated with extreme values in high dimensional linear regression. Normally, in linear modeling problems, the presence of abnormal extreme values or outliers is considered an anomaly which should either be removed from the data or remedied using robust regression methods. In many situations, however, the extreme values in regression modeling are not outliers but rather the signals of interest; consider traces from spiking neurons, volatility in finance, or extreme events in climate science, for example. In this paper, we propose a new method for sparse high-dimensional linear regression for extreme values which is motivated by the Subbotin, or generalized normal distribution, which we call the extreme value linear regression model. For our method, we utilize an $\ell_p$ norm loss where $p$ is an even integer greater than two; we demonstrate that this loss increases the weight on extreme values. We prove consistency and variable selection consistency for the extreme value linear regression with a Lasso penalty, which we term the Extreme Lasso, and we also analyze the theoretical impact of extreme value observations on the model parameter estimates using the concept of influence functions. Through simulation studies and a real-world data example, we show that the Extreme Lasso outperforms other methods currently used in the literature for selecting features of interest associated with extreme values in high-dimensional regression.

stat.ME

On the Reproducibility of TCGA Ovarian Cancer MicroRNA Profiles

Dysregulated microRNA (miRNA) expression is a well-established feature of human cancer. However, the role of specific miRNAs in determining cancer outcomes remains unclear. Using Level 3 expression data from the Cancer Genome Atlas (TCGA), we identified 61 miRNAs that are associated with overall survival in 469 ovarian cancers profiled by microarray (p<0.01). We also identified 12 miRNAs that are associated with survival when miRNAs were profiled in the same specimens using Next Generation Sequencing (miRNA-Seq) (p<0.01). Surprisingly, only 1 miRNA transcript is associated with ovarian cancer survival in both datasets. Our analyses indicate that this discrepancy is due to the fact that miRNA levels reported by the two platforms correlate poorly, even after correcting for potential issues inherent to signal detection algorithms. Further investigation is warranted.

q-bio.GN