SearcharxivSearch

arXiv subjects

Yaqun Wang

Publications and source records attributed to Yaqun Wang.

4 recordsLinked to original sources

Who Judges the Judge? LLM Jury-on-Demand: Building Trustworthy LLM Evaluation Systems

As Large Language Models (LLMs) become integrated into high-stakes domains, there is a growing need for evaluation methods that are both scalable for real-time deployment and reliable for critical decision-making. While human evaluation is reliable, it is slow and costly. Single LLM judges are biased, and static juries lack adaptability. To overcome these limitations, we propose LLM Jury-on-Demand - a dynamic, learning-based framework for scalable and context-aware evaluation. Our method trains a set of reliability predictors to assess when LLM judges will agree with human experts, leveraging token distributions, embeddings, and structural input features. This enables a fully adaptive evaluation where, for each data point, an optimal jury of the most reliable judges is dynamically selected, and their scores are aggregated using their reliability as weights. Experiments on summarization and RAG benchmarks show that our dynamic jury system achieves significantly higher correlation with human judgment than both single-judge and static-jury baselines. These results highlight the promise of adaptive, learning-based juries for building scalable, more reliable and trustworthy evaluation systems for modern LLMs in high-stakes domains.

cs.AI

Using Markov Boundary Approach for Interpretable and Generalizable Feature Selection

The perceived advantage of machine learning (ML) models is that they are flexible and can incorporate a large number of features. However, many of these are typically correlated or dependent, and incorporating all of them can hinder model stability and generalizability. In fact, it is desirable to do some form of feature screening and incorporate only the relevant features. The best approaches should involve subject-matter knowledge and information on causal relationships. This paper deals with an approach called Markov boundary (MB) that is related to causal discovery, using directed acyclic graphs to represent potential relationships and using statistical tests to determine the connections. An MB is the minimum set of features that guarantee that other potential predictors do not affect the target given the boundary while ensuring maximal predictive accuracy. Identifying the Markov boundary is straightforward under assumptions of Gaussianity on the features and linear relationships between them. But these assumptions are not satisfied in practice. This paper outlines common problems associated with identifying the Markov boundary in structured data when relationships are non-linear and the predictors are of mixed data type. We propose a multi-group forward-backward selection strategy that addresses these challenges and demonstrate its capabilities on simulated and real datasets.

stat.AP

Towards a framework on tabular synthetic data generation: a minimalist approach: theory, use cases, and limitations

We propose and study a minimalist approach towards synthetic tabular data generation. The model consists of a minimalistic unsupervised SparsePCA encoder (with contingent clustering step or log transformation to handle nonlinearity) and XGboost decoder which is SOTA for structured data regression and classification tasks. We study and contrast the methodologies with (variational) autoencoders in several toy low dimensional scenarios to derive necessary intuitions. The framework is applied to high dimensional simulated credit scoring data which parallels real-life financial applications. We applied the method to robustness testing to demonstrate practical use cases. The case study result suggests that the method provides an alternative to raw and quantile perturbation for model robustness testing. We show that the method is simplistic, guarantees interpretability all the way through, does not require extra tuning and provide unique benefits.

cs.LG

Improving the Reconstruction of Disentangled Representation Learners via Multi-Stage Modeling

Current autoencoder-based disentangled representation learning methods achieve disentanglement by penalizing the (aggregate) posterior to encourage statistical independence of the latent factors. This approach introduces a trade-off between disentangled representation learning and reconstruction quality since the model does not have enough capacity to learn correlated latent variables that capture detail information present in most image data. To overcome this trade-off, we present a novel multi-stage modeling approach where the disentangled factors are first learned using a penalty-based disentangled representation learning method; then, the low-quality reconstruction is improved with another deep generative model that is trained to model the missing correlated latent variables, adding detail information while maintaining conditioning on the previously learned disentangled factors. Taken together, our multi-stage modelling approach results in a single, coherent probabilistic model that is theoretically justified by the principal of D-separation and can be realized with a variety of model classes including likelihood-based models such as variational autoencoders, implicit models such as generative adversarial networks, and tractable models like normalizing flows or mixtures of Gaussians. We demonstrate that our multi-stage model has higher reconstruction quality than current state-of-the-art methods with equivalent disentanglement performance across multiple standard benchmarks. In addition, we apply the multi-stage model to generate synthetic tabular datasets, showcasing an enhanced performance over benchmark models across a variety of metrics. The interpretability analysis further indicates that the multi-stage model can effectively uncover distinct and meaningful features of variations from which the original distribution can be recovered.

stat.ML