iLOCO: Distribution-Free Inference for Feature Interactions

Feature importance measures are widely studied and are essential for understanding model behavior, guiding feature selection, and enhancing interpretability. However, many machine learning fitted models involve complex, higher-order interactions between features. Existing feature importance metrics fail to capture these higher-order effects while existing interaction metrics often suffer from limited applicability or excessive computation; no methods exist to conduct statistical inference for feature interactions. To bridge this gap, we first propose a new model-agnostic metric, interaction Leave-One-Covariate-Out iLOCO, for measuring the importance of higher-order feature interactions. Next, we leverage recent advances in LOCO inference to develop distribution-free and assumption-light confidence intervals for our iLOCO metric. To address computational challenges, we also introduce an ensemble learning method for calculating the iLOCO metric and confidence intervals that we show is both computationally and statistically efficient. We validate our iLOCO metric and our confidence intervals on both synthetic and real data sets, showing that our approach outperforms existing methods and provides the first inferential approach to detecting feature interactions.

Data Augmentation via Subgroup Mixup for Improving Fairness

In this work, we propose data augmentation via pairwise mixup across subgroups to improve group fairness. Many real-world applications of machine learning systems exhibit biases across certain groups due to under-representation or training data that reflects societal biases. Inspired by the successes of mixup for improving classification performance, we develop a pairwise mixup scheme to augment training data and encourage fair and accurate decision boundaries for all subgroups. Data augmentation for group fairness allows us to add new samples of underrepresented groups to balance subpopulations. Furthermore, our method allows us to use the generalization ability of mixup to improve both fairness and accuracy. We compare our proposed mixup to existing data augmentation and bias mitigation approaches on both synthetic simulations and real-world benchmark fair classification data, demonstrating that we are able to achieve fair outcomes with robust if not improved accuracy.