اشترك بالحزمة الذهبية واحصل على وصول غير محدود شمرا أكاديميا
تسجيل مستخدم جديدPredicting Census Survey Response Rates via Interpretable Nonparametric Additive Models with Structured Interactions
53
0
0.0
(
0
)
اسأل ChatGPT حول البحث
ﻻ يوجد ملخص باللغة العربية
Accurate and interpretable prediction of survey response rates is important from an operational standpoint. The US Census Bureaus well-known ROAM application uses principled statistical models trained on the US Census Planning Database data to identify hard-to-survey areas. An earlier crowdsourcing competition revealed that an ensemble of regression trees led to the best performance in predicting survey response rates; however, the corresponding models could not be adopted for the intended application due to limited interpretability. In this paper, we present new interpretable statistical methods to predict, with high accuracy, response rates in surveys. We study sparse nonparametric additive models with pairwise interactions via $ell_0$-regularization, as well as hierarchically structured variants that provide enhanced interpretability. Despite strong methodological underpinnings, such models can be computationally challenging -- we present new scalable algorithms for learning these models. We also establish novel non-asymptotic error bounds for the proposed estimators. Experiments based on the US Census Planning Database demonstrate that our methods lead to high-quality predictive models that permit actionable interpretability for different segments of the population. Interestingly, our methods provide significant gains in interpretability without losing in predictive performance to state-of-the-art black-box machine learning methods based on gradient boosting and feedforward neural networks. Our code implementation in python is available at https://github.com/ShibalIbrahim/Additive-Models-with-Structured-Interactions.
قيم البحث
اقرأ أيضاً
Interpretability of learning-to-rank models is a crucial yet relatively under-examined research area. Recent progress on interpretable ranking models largely focuses on generating post-hoc explanations for existing black-box ranking models, whereas t
he alternative option of building an intrinsically interpretable ranking model with transparent and self-explainable structure remains unexplored. Developing fully-understandable ranking models is necessary in some scenarios (e.g., due to legal or policy constraints) where post-hoc methods cannot provide sufficiently accurate explanations. In this paper, we lay the groundwork for intrinsically interpretable learning-to-rank by introducing generalized additive models (GAMs) into ranking tasks. Generalized additive models (GAMs) are intrinsically interpretable machine learning models and have been extensively studied on regression and classification tasks. We study how to extend GAMs into ranking models which can handle both item-level and list-level features and propose a novel formulation of ranking GAMs. To instantiate ranking GAMs, we employ neural networks instead of traditional splines or regression trees. We also show that our neural ranking GAMs can be distilled into a set of simple and compact piece-wise linear functions that are much more efficient to evaluate with little accuracy loss. We conduct experiments on three data sets and show that our proposed neural ranking GAMs can achieve significantly better performance than other traditional GAM baselines while maintaining similar interpretability.
Dependent nonparametric processes extend distributions over measures, such as the Dirichlet process and the beta process, to give distributions over collections of measures, typically indexed by values in some covariate space. Such models are appropr
iate priors when exchangeability assumptions do not hold, and instead we want our model to vary fluidly with some set of covariates. Since the concept of dependent nonparametric processes was formalized by MacEachern [1], there have been a number of models proposed and used in the statistics and machine learning literatures. Many of these models exhibit underlying similarities, an understanding of which, we hope, will help in selecting an appropriate prior, developing new models, and leveraging inference techniques.
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 m
odel 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.
Data-driven pricing strategies are becoming increasingly common, where customers are offered a personalized price based on features that are predictive of their valuation of a product. It is desirable for this pricing policy to be simple and interpre
table, so it can be verified, checked for fairness, and easily implemented. However, efforts to incorporate machine learning into a pricing framework often lead to complex pricing policies which are not interpretable, resulting in slow adoption in practice. We present a customized, prescriptive tree-based algorithm that distills knowledge from a complex black-box machine learning algorithm, segments customers with similar valuations and prescribes prices in such a way that maximizes revenue while maintaining interpretability. We quantify the regret of a resulting policy and demonstrate its efficacy in applications with both synthetic and real-world datasets.
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.
الأسئلة المقترحة
سجل دخول لتتمكن من نشر تعليقات
التعليقات
جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
