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Post-hoc model-agnostic interpretation methods such as partial dependence plots can be employed to interpret complex machine learning models. While these interpretation methods can be applied regardless of model complexity, they can produce misleading and verbose results if the model is too complex, especially w.r.t. feature interactions. To quantify the complexity of arbitrary machine learning models, we propose model-agnostic complexity measures based on functional decomposition: number of features used, interaction strength and main effect complexity. We show that post-hoc interpretation of models that minimize the three measures is more reliable and compact. Furthermore, we demonstrate the application of these measures in a multi-objective optimization approach which simultaneously minimizes loss and complexity.
Natural Language Processing (NLP) models have become increasingly more complex and widespread. With recent developments in neural networks, a growing concern is whether it is responsible to use these models. Concerns such as safety and ethics can be
Tensor decomposition methods allow us to learn the parameters of latent variable models through decomposition of low-order moments of data. A significant limitation of these algorithms is that there exists no general method to regularize them, and in
We consider the problem of model selection for two popular stochastic linear bandit settings, and propose algorithms that adapts to the unknown problem complexity. In the first setting, we consider the $K$ armed mixture bandits, where the mean reward
We present a simple theoretical framework, and corresponding practical procedures, for comparing probabilistic models on real data in a traditional machine learning setting. This framework is based on the theory of proper scoring rules, but requires
We discuss structured Schatten norms for tensor decomposition that includes two recently proposed norms (overlapped and latent) for convex-optimization-based tensor decomposition, and connect tensor decomposition with wider literature on structured s