Model Agnostic Explainable Selective Regression via Uncertainty Estimation

With the wide adoption of machine learning techniques, requirements have evolved beyond sheer high performance, often requiring models to be trustworthy. A common approach to increase the trustworthiness of such systems is to allow them to refrain from predicting. Such a framework is known as selective prediction. While selective prediction for classification tasks has been widely analyzed, the problem of selective regression is understudied. This paper presents a novel approach to selective regression that utilizes model-agnostic non-parametric uncertainty estimation. Our proposed framework showcases superior performance compared to state-of-the-art selective regressors, as demonstrated through comprehensive benchmarking on 69 datasets. Finally, we use explainable AI techniques to gain an understanding of the drivers behind selective regression. We implement our selective regression method in the open-source Python package doubt and release the code used to reproduce our experiments.

Kantian Deontology Meets AI Alignment: Towards Morally Robust Fairness Metrics

Deontological ethics, specifically understood through Immanuel Kant, provides a moral framework that emphasizes the importance of duties and principles, rather than the consequences of action. Understanding that despite the prominence of deontology, it is currently an overlooked approach in fairness metrics, this paper explores the compatibility of a Kantian deontological framework in fairness metrics, part of the AI alignment field. We revisit Kant's critique of utilitarianism, which is the primary approach in AI fairness metrics and argue that fairness principles should align with the Kantian deontological framework. By integrating Kantian ethics into AI alignment, we not only bring in a widely-accepted prominent moral theory but also strive for a more morally grounded AI landscape that better balances outcomes and procedures in pursuit of fairness and justice.

How to Data in Datathons

The rise of datathons, also known as data or data science hackathons, has provided a platform to collaborate, learn, and innovate in a short timeframe. Despite their significant potential benefits, organizations often struggle to effectively work with data due to a lack of clear guidelines and best practices for potential issues that might arise. Drawing on our own experiences and insights from organizing >80 datathon challenges with >60 partnership organizations since 2016, we provide guidelines and recommendations that serve as a resource for organizers to navigate the data-related complexities of datathons. We apply our proposed framework to 10 case studies.

Demographic Parity Inspector: Fairness Audits via the Explanation Space

Even if deployed with the best intentions, machine learning methods can perpetuate, amplify or even create social biases. Measures of (un-)fairness have been proposed as a way to gauge the (non-)discriminatory nature of machine learning models. However, proxies of protected attributes causing discriminatory effects remain challenging to address. In this work, we propose a new algorithmic approach that measures group-wise demographic parity violations and allows us to inspect the causes of inter-group discrimination. Our method relies on the novel idea of measuring the dependence of a model on the protected attribute based on the explanation space, an informative space that allows for more sensitive audits than the primary space of input data or prediction distributions, and allowing for the assertion of theoretical demographic parity auditing guarantees. We provide a mathematical analysis, synthetic examples, and experimental evaluation of real-world data. We release an open-source Python package with methods, routines, and tutorials.

Explanation Shift: Investigating Interactions between Models and Shifting Data Distributions

As input data distributions evolve, the predictive performance of machine learning models tends to deteriorate. In practice, new input data tend to come without target labels. Then, state-of-the-art techniques model input data distributions or model prediction distributions and try to understand issues regarding the interactions between learned models and shifting distributions. We suggest a novel approach that models how explanation characteristics shift when affected by distribution shifts. We find that the modeling of explanation shifts can be a better indicator for detecting out-of-distribution model behaviour than state-of-the-art techniques. We analyze different types of distribution shifts using synthetic examples and real-world data sets. We provide an algorithmic method that allows us to inspect the interaction between data set features and learned models and compare them to the state-of-the-art. We release our methods in an open-source Python package, as well as the code used to reproduce our experiments.

Introducing explainable supervised machine learning into interactive feedback loops for statistical production system

Statistical production systems cover multiple steps from the collection, aggregation, and integration of data to tasks like data quality assurance and dissemination. While the context of data quality assurance is one of the most promising fields for applying machine learning, the lack of curated and labeled training data is often a limiting factor. The statistical production system for the Centralised Securities Database features an interactive feedback loop between data collected by the European Central Bank and data quality assurance performed by data quality managers at National Central Banks. The quality assurance feedback loop is based on a set of rule-based checks for raising exceptions, upon which the user either confirms the data or corrects an actual error. In this paper we use the information received from this feedback loop to optimize the exceptions presented to the National Central Banks thereby improving the quality of exceptions generated and the time consumed on the system by the users authenticating those exceptions. For this approach we make use of explainable supervised machine learning to (a) identify the types of exceptions and (b) to prioritize which exceptions are more likely to require an intervention or correction by the NCBs. Furthermore, we provide an explainable AI taxonomy aiming to identify the different explainable AI needs that arose during the project.

Monitoring Model Deterioration with Explainable Uncertainty Estimation via Non-parametric Bootstrap

Monitoring machine learning models once they are deployed is challenging. It is even more challenging to decide when to retrain models in real-case scenarios when labeled data is beyond reach, and monitoring performance metrics becomes unfeasible. In this work, we use non-parametric bootstrapped uncertainty estimates and SHAP values to provide explainable uncertainty estimation as a technique that aims to monitor the deterioration of machine learning models in deployment environments, as well as determine the source of model deterioration when target labels are not available. Classical methods are purely aimed at detecting distribution shift, which can lead to false positives in the sense that the model has not deteriorated despite a shift in the data distribution. To estimate model uncertainty we construct prediction intervals using a novel bootstrap method, which improves upon the work of Kumar & Srivastava (2012). We show that both our model deterioration detection system as well as our uncertainty estimation method achieve better performance than the current state-of-the-art. Finally, we use explainable AI techniques to gain an understanding of the drivers of model deterioration. We release an open source Python package, doubt, which implements our proposed methods, as well as the code used to reproduce our experiments.

Fairness implications of encoding protected categorical attributes

Protected attributes are often presented as categorical features that need to be encoded before feeding them into a machine learning algorithm. Encoding these attributes is paramount as they determine the way the algorithm will learn from the data. Categorical feature encoding has a direct impact on the model performance and fairness. In this work, we compare the accuracy and fairness implications of the two most well-known encoders: one-hot encoding and target encoding. We distinguish between two types of induced bias that can arise while using these encodings and can lead to unfair models. The first type, irreducible bias, is due to direct group category discrimination and a second type, reducible bias, is due to large variance in less statistically represented groups. We take a deeper look into how regularization methods for target encoding can improve the induced bias while encoding categorical features. Furthermore, we tackle the problem of intersectional fairness that arises when mixing two protected categorical features leading to higher cardinality. This practice is a powerful feature engineering technique used for boosting model performance. We study its implications on fairness as it can increase both types of induced bias

Quantile Encoder: Tackling High Cardinality Categorical Features in Regression Problems

Regression problems have been widely studied in machinelearning literature resulting in a plethora of regression models and performance measures. However, there are few techniques specially dedicated to solve the problem of how to incorporate categorical features to regression problems. Usually, categorical feature encoders are general enough to cover both classification and regression problems. This lack of specificity results in underperforming regression models. In this paper,we provide an in-depth analysis of how to tackle high cardinality categor-ical features with the quantile. Our proposal outperforms state-of-the-encoders, including the traditional statistical mean target encoder, when considering the Mean Absolute Error, especially in the presence of long-tailed or skewed distributions. Besides, to deal with possible overfitting when there are categories with small support, our encoder benefits from additive smoothing. Finally, we describe how to expand the encoded values by creating a set of features with different quantiles. This expanded encoder provides a more informative output about the categorical feature in question, further boosting the performance of the regression model.