arXiv subjects

Li Rong Wang

Publications and source records attributed to Li Rong Wang.

7 recordsLinked to original sources

arXiv2026

Explainable Uncertainty Estimation for Reliable Medical AI

Artificial intelligence has strong potential to support clinical decision-making, yet its adoption in healthcare remains limited due to a lack of trust. Uncertainty estimation can signal unreliable predictions, and explainable AI (XAI) can clarify how predictions are made but existing methods treat them separately, providing no feature-level insight into why a prediction is uncertain or which tests to prioritize to reduce it. To address this gap, we propose explainable uncertainty estimation, which unifies uncertainty estimation and XAI to both quantify uncertainty and explain feature-level contributions. We introduce the Expected Gradients Reconstruction Uncertainty Estimate (egRUE), which incorporates prediction explanations into its uncertainty computation and decomposes uncertainty into feature-wise contributions. We prove theoretical properties of egRUE and show through experiments that it improves reliability and interpretability compared to existing methods. A user study with medical experts further demonstrates that egRUE's explanations improve calibrated trust over uncertainty scores alone, increasing confidence in correct predictions and reducing confidence in incorrect ones. By combining prediction uncertainty with feature-level explanations, egRUE strengthens decision-making support in safety-critical healthcare settings, clarifying both when predictions may be unreliable and which features drive that uncertainty.

cs.LG↗

arXiv2026

Trading Confidence: Comprehensive Uncertainty Estimation in Algorithmic Trading

Reinforcement Learning (RL) has emerged as a powerful approach in financial trading, enabling agents to learn optimal strategies through direct market interaction. However, financial markets are highly uncertain, with price fluctuations driven by stochastic volatility, model limitations, and regime shifts. Traditional RL models struggle in dynamic environments, often failing to adapt to sudden market disruptions, leading to suboptimal trading decisions. To address this challenge, we propose an uncertainty-aware RL framework that integrates distributional, epistemic, and aleatoric uncertainty estimations. Our approach enhances uncertainty estimation using SHAP-weighted reconstruction uncertainty, MC Dropout, and an LSTM-based technical indicator consensus mechanism. Experimental results on five major U.S. stock indices demonstrate that RL agents equipped with uncertainty estimation significantly outperform traditional models in return and risk management. This study advances uncertainty estimation in RL-based financial trading, with future research extending its application to other asset classes and alternative RL architectures for greater adaptability.

cs.LG↗

arXiv2026

Robust Uncertainty Estimation under Distribution Shift via Difference Reconstruction

Estimating uncertainty in deep learning models is critical for reliable decision-making in high-stakes applications such as medical imaging. Prior research has established that the difference between an input sample and its reconstructed version produced by an auxiliary model can serve as a useful proxy for uncertainty. However, directly comparing reconstructions with the original input is degraded by information loss and sensitivity to superficial details, which limits its effectiveness. In this work, we propose Difference Reconstruction Uncertainty Estimation (DRUE), a method that mitigates this limitation by reconstructing inputs from two intermediate layers and measuring the discrepancy between their outputs as the uncertainty score. To evaluate uncertainty estimation in practice, we follow the widely used out-of-distribution (OOD) detection paradigm, where in-distribution (ID) training data are compared against datasets with increasing domain shift. Using glaucoma detection as the ID task, we demonstrate that DRUE consistently achieves superior AUC and AUPR across multiple OOD datasets, highlighting its robustness and reliability under distribution shift. This work provides a principled and effective framework for enhancing model reliability in uncertain environments.

cs.LG↗

arXiv2025

Explainable Melanoma Diagnosis with Contrastive Learning and LLM-based Report Generation

Deep learning has demonstrated expert-level performance in melanoma classification, positioning it as a powerful tool in clinical dermatology. However, model opacity and the lack of interpretability remain critical barriers to clinical adoption, as clinicians often struggle to trust the decision-making processes of black-box models. To address this gap, we present a Cross-modal Explainable Framework for Melanoma (CEFM) that leverages contrastive learning as the core mechanism for achieving interpretability. Specifically, CEFM maps clinical criteria for melanoma diagnosis-namely Asymmetry, Border, and Color (ABC)-into the Vision Transformer embedding space using dual projection heads, thereby aligning clinical semantics with visual features. The aligned representations are subsequently translated into structured textual explanations via natural language generation, creating a transparent link between raw image data and clinical interpretation. Experiments on public datasets demonstrate 92.79% accuracy and an AUC of 0.961, along with significant improvements across multiple interpretability metrics. Qualitative analyses further show that the spatial arrangement of the learned embeddings aligns with clinicians' application of the ABC rule, effectively bridging the gap between high-performance classification and clinical trust.

cs.CV↗

arXiv2025

Towards Trustworthy Vital Sign Forecasting: Leveraging Uncertainty for Prediction Intervals

Vital signs, such as heart rate and blood pressure, are critical indicators of patient health and are widely used in clinical monitoring and decision-making. While deep learning models have shown promise in forecasting these signals, their deployment in healthcare remains limited in part because clinicians must be able to trust and interpret model outputs. Without reliable uncertainty quantification -- particularly calibrated prediction intervals (PIs) -- it is unclear whether a forecasted abnormality constitutes a meaningful warning or merely reflects model noise, hindering clinical decision-making. To address this, we present two methods for deriving PIs from the Reconstruction Uncertainty Estimate (RUE), an uncertainty measure well-suited to vital-sign forecasting due to its sensitivity to data shifts and support for label-free calibration. Our parametric approach assumes that prediction errors and uncertainty estimates follow a Gaussian copula distribution, enabling closed-form PI computation. Our non-parametric approach, based on k-nearest neighbours (KNN), empirically estimates the conditional error distribution using similar validation instances. We evaluate these methods on two large public datasets with minute- and hour-level sampling, representing high- and low-frequency health signals. Experiments demonstrate that the Gaussian copula method consistently outperforms conformal prediction baselines on low-frequency data, while the KNN approach performs best on high-frequency data. These results underscore the clinical promise of RUE-derived PIs for delivering interpretable, uncertainty-aware vital sign forecasts.

cs.LG↗

arXiv2025

Causal SHAP: Feature Attribution with Dependency Awareness through Causal Discovery

Explaining machine learning (ML) predictions has become crucial as ML models are increasingly deployed in high-stakes domains such as healthcare. While SHapley Additive exPlanations (SHAP) is widely used for model interpretability, it fails to differentiate between causality and correlation, often misattributing feature importance when features are highly correlated. We propose Causal SHAP, a novel framework that integrates causal relationships into feature attribution while preserving many desirable properties of SHAP. By combining the Peter-Clark (PC) algorithm for causal discovery and the Intervention Calculus when the DAG is Absent (IDA) algorithm for causal strength quantification, our approach addresses the weakness of SHAP. Specifically, Causal SHAP reduces attribution scores for features that are merely correlated with the target, as validated through experiments on both synthetic and real-world datasets. This study contributes to the field of Explainable AI (XAI) by providing a practical framework for causal-aware model explanations. Our approach is particularly valuable in domains such as healthcare, where understanding true causal relationships is critical for informed decision-making.

cs.LG↗

arXiv2023

Stock Price Predictability and the Business Cycle via Machine Learning

We study the impacts of business cycles on machine learning (ML) predictions. Using the S&P 500 index, we find that ML models perform worse during most recessions, and the inclusion of recession history or the risk-free rate does not necessarily improve their performance. Investigating recessions where models perform well, we find that they exhibit lower market volatility than other recessions. This implies that the improved performance is not due to the merit of ML methods but rather factors such as effective monetary policies that stabilized the market. We recommend that ML practitioners evaluate their models during both recessions and expansions.

q-fin.ST↗