No Arabic abstract
Throughout music history, theorists have identified and documented interpretable rules that capture the decisions of composers. This paper asks, Can a machine behave like a music theorist? It presents MUS-ROVER, a self-learning system for automatically discovering rules from symbolic music. MUS-ROVER performs feature learning via $n$-gram models to extract compositional rules --- statistical patterns over the resulting features. We evaluate MUS-ROVER on Bachs (SATB) chorales, demonstrating that it can recover known rules, as well as identify new, characteristic patterns for further study. We discuss how the extracted rules can be used in both machine and human composition.
Decision forests are popular tools for classification and regression. These forests naturally produce proximity matrices measuring how often each pair of observations lies in the same leaf node. It has been demonstrated that these proximity matrices can be thought of as kernels, connecting the decision forest literature to the extensive kernel machine literature. While other kernels are known to have strong theoretical properties such as being characteristic, no similar result is available for any decision forest based kernel. In this manuscript,we prove that the decision forest induced proximity can be made characteristic, which can be used to yield a universally consistent statistic for testing independence. We demonstrate the performance of the induced kernel on a suite of 20 high-dimensional independence test settings. We also show how this learning kernel offers insights into relative feature importance. The decision forest induced kernel typically achieves substantially higher testing power than existing popular methods in statistical tests.
Many Machine Learning algorithms, such as deep neural networks, have long been criticized for being black-boxes-a kind of models unable to provide how it arrive at a decision without further efforts to interpret. This problem has raised concerns on model applications trust, safety, nondiscrimination, and other ethical issues. In this paper, we discuss the machine learning interpretability of a real-world application, eXtreme Multi-label Learning (XML), which involves learning models from annotated data with many pre-defined labels. We propose a two-step XML approach that combines deep non-negative autoencoder with other multi-label classifiers to tackle different data applications with a large number of labels. Our experimental result shows that the proposed approach is able to cope with many-label problems as well as to provide interpretable label hierarchies and dependencies that helps us understand how the model recognizes the existences of objects in an image.
Recent development in the data-driven decision science has seen great advances in individualized decision making. Given data with individual covariates, treatment assignments and outcomes, policy makers best individualized treatment rule (ITR) that maximizes the expected outcome, known as the value function. Many existing methods assume that the training and testing distributions are the same. However, the estimated optimal ITR may have poor generalizability when the training and testing distributions are not identical. In this paper, we consider the problem of finding an optimal ITR from a restricted ITR class where there is some unknown covariate changes between the training and testing distributions. We propose a novel distributionally robust ITR (DR-ITR) framework that maximizes the worst-case value function across the values under a set of underlying distributions that are close to the training distribution. The resulting DR-ITR can guarantee the performance among all such distributions reasonably well. We further propose a calibrating procedure that tunes the DR-ITR adaptively to a small amount of calibration data from a target population. In this way, the calibrated DR-ITR can be shown to enjoy better generalizability than the standard ITR based on our numerical studies.
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.
Academic research and the financial industry have recently paid great attention to Machine Learning algorithms due to their power to solve complex learning tasks. In the field of firms default prediction, however, the lack of interpretability has prevented the extensive adoption of the black-box type of models. To overcome this drawback and maintain the high performances of black-boxes, this paper relies on a model-agnostic approach. Accumulated Local Effects and Shapley values are used to shape the predictors impact on the likelihood of default and rank them according to their contribution to the model outcome. Prediction is achieved by two Machine Learning algorithms (eXtreme Gradient Boosting and FeedForward Neural Network) compared with three standard discriminant models. Results show that our analysis of the Italian Small and Medium Enterprises manufacturing industry benefits from the overall highest classification power by the eXtreme Gradient Boosting algorithm without giving up a rich interpretation framework.