Constructing Confidence Intervals for 'the' Generalization Error -- a Comprehensive Benchmark Study

When assessing the quality of prediction models in machine learning, confidence intervals (CIs) for the generalization error, which measures predictive performance, are a crucial tool. Luckily, there exist many methods for computing such CIs and new promising approaches are continuously being proposed. Typically, these methods combine various resampling procedures, most popular among them cross-validation and bootstrapping, with different variance estimation techniques. Unfortunately, however, there is currently no consensus on when any of these combinations may be most reliably employed and how they generally compare. In this work, we conduct the first large-scale study comparing CIs for the generalization error - empirically evaluating 13 different methods on a total of 18 tabular regression and classification problems, using four different inducers and a total of eight loss functions. We give an overview of the methodological foundations and inherent challenges of constructing CIs for the generalization error and provide a concise review of all 13 methods in a unified framework. Finally, the CI methods are evaluated in terms of their relative coverage frequency, width, and runtime. Based on these findings, we are able to identify a subset of methods that we would recommend. We also publish the datasets as a benchmarking suite on OpenML and our code on GitHub to serve as a basis for further studies.

Efficient and Accurate Explanation Estimation with Distribution Compression

Exact computation of various machine learning explanations requires numerous model evaluations and in extreme cases becomes impractical. The computational cost of approximation increases with an ever-increasing size of data and model parameters. Many heuristics have been proposed to approximate post-hoc explanations efficiently. This paper shows that the standard i.i.d. sampling used in a broad spectrum of algorithms for explanation estimation leads to an approximation error worthy of improvement. To this end, we introduce Compress Then Explain (CTE), a new paradigm for more efficient and accurate explanation estimation. CTE uses distribution compression through kernel thinning to obtain a data sample that best approximates the marginal distribution. We show that CTE improves the estimation of removal-based local and global explanations with negligible computational overhead. It often achieves an on-par explanation approximation error using 2-3x less samples, i.e. requiring 2-3x less model evaluations. CTE is a simple, yet powerful, plug-in for any explanation method that now relies on i.i.d. sampling.

On the Robustness of Global Feature Effect Explanations

We study the robustness of global post-hoc explanations for predictive models trained on tabular data. Effects of predictor features in black-box supervised learning are an essential diagnostic tool for model debugging and scientific discovery in applied sciences. However, how vulnerable they are to data and model perturbations remains an open research question. We introduce several theoretical bounds for evaluating the robustness of partial dependence plots and accumulated local effects. Our experimental results with synthetic and real-world datasets quantify the gap between the best and worst-case scenarios of (mis)interpreting machine learning predictions globally.

A Large-Scale Neutral Comparison Study of Survival Models on Low-Dimensional Data

This work presents the first large-scale neutral benchmark experiment focused on single-event, right-censored, low-dimensional survival data. Benchmark experiments are essential in methodological research to scientifically compare new and existing model classes through proper empirical evaluation. Existing benchmarks in the survival literature are often narrow in scope, focusing, for example, on high-dimensional data. Additionally, they may lack appropriate tuning or evaluation procedures, or are qualitative reviews, rather than quantitative comparisons. This comprehensive study aims to fill the gap by neutrally evaluating a broad range of methods and providing generalizable conclusions. We benchmark 18 models, ranging from classical statistical approaches to many common machine learning methods, on 32 publicly available datasets. The benchmark tunes for both a discrimination measure and a proper scoring rule to assess performance in different settings. Evaluating on 8 survival metrics, we assess discrimination, calibration, and overall predictive performance of the tested models. Using discrimination measures, we find that no method significantly outperforms the Cox model. However, (tuned) Accelerated Failure Time models were able to achieve significantly better results with respect to overall predictive performance as measured by the right-censored log-likelihood. Machine learning methods that performed comparably well include Oblique Random Survival Forests under discrimination, and Cox-based likelihood-boosting under overall predictive performance. We conclude that for predictive purposes in the standard survival analysis setting of low-dimensional, right-censored data, the Cox Proportional Hazards model remains a simple and robust method, sufficient for practitioners.

Position: A Call to Action for a Human-Centered AutoML Paradigm

Automated machine learning (AutoML) was formed around the fundamental objectives of automatically and efficiently configuring machine learning (ML) workflows, aiding the research of new ML algorithms, and contributing to the democratization of ML by making it accessible to a broader audience. Over the past decade, commendable achievements in AutoML have primarily focused on optimizing predictive performance. This focused progress, while substantial, raises questions about how well AutoML has met its broader, original goals. In this position paper, we argue that a key to unlocking AutoML's full potential lies in addressing the currently underexplored aspect of user interaction with AutoML systems, including their diverse roles, expectations, and expertise. We envision a more human-centered approach in future AutoML research, promoting the collaborative design of ML systems that tightly integrates the complementary strengths of human expertise and AutoML methodologies.

FinerCut: Finer-grained Interpretable Layer Pruning for Large Language Models

Overparametrized transformer networks are the state-of-the-art architecture for Large Language Models (LLMs). However, such models contain billions of parameters making large compute a necessity, while raising environmental concerns. To address these issues, we propose FinerCut, a new form of fine-grained layer pruning, which in contrast to prior work at the transformer block level, considers all self-attention and feed-forward network (FFN) layers within blocks as individual pruning candidates. FinerCut prunes layers whose removal causes minimal alternation to the model's output -- contributing to a new, lean, interpretable, and task-agnostic pruning method. Tested across 9 benchmarks, our approach retains 90% performance of Llama3-8B with 25% layers removed, and 95% performance of Llama3-70B with 30% layers removed, all without fine-tuning or post-pruning reconstruction. Strikingly, we observe intriguing results with FinerCut: 42% (34 out of 80) of the self-attention layers in Llama3-70B can be removed while preserving 99% of its performance -- without additional fine-tuning after removal. Moreover, FinerCut provides a tool to inspect the types and locations of pruned layers, allowing to observe interesting pruning behaviors. For instance, we observe a preference for pruning self-attention layers, often at deeper consecutive decoder layers. We hope our insights inspire future efficient LLM architecture designs.

Reshuffling Resampling Splits Can Improve Generalization of Hyperparameter Optimization

Hyperparameter optimization is crucial for obtaining peak performance of machine learning models. The standard protocol evaluates various hyperparameter configurations using a resampling estimate of the generalization error to guide optimization and select a final hyperparameter configuration. Without much evidence, paired resampling splits, i.e., either a fixed train-validation split or a fixed cross-validation scheme, are often recommended. We show that, surprisingly, reshuffling the splits for every configuration often improves the final model's generalization performance on unseen data. Our theoretical analysis explains how reshuffling affects the asymptotic behavior of the validation loss surface and provides a bound on the expected regret in the limiting regime. This bound connects the potential benefits of reshuffling to the signal and noise characteristics of the underlying optimization problem. We confirm our theoretical results in a controlled simulation study and demonstrate the practical usefulness of reshuffling in a large-scale, realistic hyperparameter optimization experiment. While reshuffling leads to test performances that are competitive with using fixed splits, it drastically improves results for a single train-validation holdout protocol and can often make holdout become competitive with standard CV while being computationally cheaper.

Position Paper: Rethinking Empirical Research in Machine Learning: Addressing Epistemic and Methodological Challenges of Experimentation

We warn against a common but incomplete understanding of empirical research in machine learning (ML) that leads to non-replicable results, makes findings unreliable, and threatens to undermine progress in the field. To overcome this alarming situation, we call for more awareness of the plurality of ways of gaining knowledge experimentally but also of some epistemic limitations. In particular, we argue most current empirical ML research is fashioned as confirmatory research while it should rather be considered exploratory.

mlr3summary: Concise and interpretable summaries for machine learning models

This work introduces a novel R package for concise, informative summaries of machine learning models. We take inspiration from the summary function for (generalized) linear models in R, but extend it in several directions: First, our summary function is model-agnostic and provides a unified summary output also for non-parametric machine learning models; Second, the summary output is more extensive and customizable -- it comprises information on the dataset, model performance, model complexity, model's estimated feature importances, feature effects, and fairness metrics; Third, models are evaluated based on resampling strategies for unbiased estimates of model performances, feature importances, etc. Overall, the clear, structured output should help to enhance and expedite the model selection process, making it a helpful tool for practitioners and researchers alike.

A Guide to Feature Importance Methods for Scientific Inference

While machine learning (ML) models are increasingly used due to their high predictive power, their use in understanding the data-generating process (DGP) is limited. Understanding the DGP requires insights into feature-target associations, which many ML models cannot directly provide, due to their opaque internal mechanisms. Feature importance (FI) methods provide useful insights into the DGP under certain conditions. Since the results of different FI methods have different interpretations, selecting the correct FI method for a concrete use case is crucial and still requires expert knowledge. This paper serves as a comprehensive guide to help understand the different interpretations of FI methods. Through an extensive review of FI methods and providing new proofs regarding their interpretation, we facilitate a thorough understanding of these methods and formulate concrete recommendations for scientific inference. We conclude by discussing options for FI uncertainty estimation and point to directions for future research aiming at full statistical inference from black-box ML models.