Six papers at AISTATS 2024

We consider the task of identifying the Copeland winner(s) in a dueling bandits problem with ternary feedback. This is an underexplored but practically relevant variant of the conventional dueling bandits problem, in which, in addition to strict preference between two arms, one may observe feedback in the form of an indifference. We provide a lower bound on the sample complexity for any learning algorithm finding the Copeland winner(s) with a fixed error probability. Moreover, we propose POCOWISTA, an algorithm with a sample complexity that almost matches this lower bound, and which shows excellent empirical performance, even for the conventional dueling bandits problem. For the case where the preference probabilities satisfy a specific type of stochastic transitivity, we provide a refined version with an improved worst case sample complexity.

Semi-structured regression models enable the joint modeling of interpretable structured and complex unstructured feature effects. The structured model part is inspired by statistical models and can be used to infer the input-output relationship for features of particular importance. The complex unstructured part defines an arbitrary deep neural network and thereby provides enough flexibility to achieve competitive prediction performance. While these models can also account for aleatoric uncertainty, there is still a lack of work on accounting for epistemic uncertainty. In this paper, we address this problem by presenting a Bayesian approximation for semi-structured regression models using subspace inference. To this end, we extend subspace inference for joint posterior sampling from a full parameter space for structured effects and a subspace for unstructured effects. Apart from this hybrid sampling scheme, our method allows for tunable complexity of the subspace and can capture multiple minima in the loss landscape. Numerical experiments validate our approach’s efficacy in recovering structured effect parameter posteriors in semi-structured models and approaching the full-space posterior distribution of MCMC for increasing subspace dimension. Further, our approach exhibits competitive predictive performance across simulated and real-world datasets.

Addressing the limitations of individual attribution scores via the Shapley value (SV), the field of explainable AI (XAI) has recently explored intricate interactions of features or data points. In particular, extensions of the SV, such as the Shapley Interaction Index (SII), have been proposed as a measure to still benefit from the axiomatic basis of the SV. However, similar to the SV, their exact computation remains computationally prohibitive. Hence, we propose with SVARM-IQ a sampling-based approach to efficiently approximate Shapley-based interaction indices of any order. SVARM-IQ can be applied to a broad class of interaction indices, including the SII, by leveraging a novel stratified representation. We provide non-asymptotic theoretical guarantees on its approximation quality and empirically demonstrate that SVARM-IQ achieves state-of-the-art estimation results in practical XAI scenarios on different model classes and application domains.

Resampling methods such as the bootstrap have proven invaluable in the field of machine learning. However, the applicability of traditional bootstrap methods is limited when dealing with large streams of dependent data, such as time series or spatially correlated observations. In this paper, we propose a novel bootstrap method that is designed to account for data dependencies and can be executed online, making it particularly suitable for real-time applications. This method is based on an autoregressive sequence of increasingly dependent resampling weights. We prove the theoretical validity of the proposed bootstrap scheme under general conditions. We demonstrate the effectiveness of our approach through extensive simulations and show that it provides reliable uncertainty quantification even in the presence of complex data dependencies. Our work bridges the gap between classical resampling techniques and the demands of modern data analysis, providing a valuable tool for researchers and practitioners in dynamic, data-rich environments.

In the current era of vast data and transparent machine learning, it is essential for techniques to operate at a large scale while providing a clear mathematical comprehension of the internal workings of the method. Although there already exist interpretable semi-parametric regression methods for large-scale applications that take into account non-linearity in the data, the complexity of the models is still often limited. One of the main challenges is the absence of interactions in these models, which are left out for the sake of better interpretability but also due to impractical computational costs. To overcome this limitation, we propose a new approach using a factorization method to derive a highly scalable higher-order tensor product spline model. Our method allows for the incorporation of all (higher-order) interactions of non-linear feature effects while having computational costs proportional to a model without interactions. We further develop a meaningful penalization scheme and examine the induced optimization problem. We conclude by evaluating the predictive and estimation performance of our method.

Bilevel optimization aims to optimize an outer objective function that depends on the solution to an inner optimization problem. It is routinely used in Machine Learning, notably for hyperparameter tuning. The conventional method to compute the so-called hypergradient of the outer problem is to use the Implicit Function Theorem (IFT). As a function of the error of the inner problem resolution, we study the error of the IFT method. We analyze two strategies to reduce this error: preconditioning the IFT formula and reparameterizing the inner problem. We give a detailed account of the impact of these two modifications on the error, highlighting the role played by higher-order derivatives of the functionals at stake. Our theoretical findings explain when super efficiency, namely reaching an error on the hypergradient that depends quadratically on the error on the inner problem, is achievable and compare the two approaches when this is impossible. Numerical evaluations on hyperparameter tuning for regression problems substantiate our theoretical findings.