用局部透明模型混合提升可解释性,兼顾精度与透明度。
Mixtures of Transparent Local Models
- 分区域采用简单透明函数建模,动态划分输入空间归属。
- 在二分类和线性回归任务中,理论证明风险有界且表现优于基线。
- 适合需要可解释性的场景,如医疗、金融等高风险领域。
机器学习模型在人类活动中的广泛应用,催生了对其透明性的迫切需求,以确保安全性和公平性。本文提出一种透明局部模型的混合方法,适用于输入空间中各区域可用简单透明函数建模,但不同区域间函数可能突变的情形。该方法同时学习透明的标签函数及其对应输入空间的局部区域,通过新的多预测器-多区域损失函数,为二分类和线性回归问题建立了严格的PAC-Bayesian风险边界。合成数据实验展示了算法的工作机制,真实数据集结果表明,该方法在性能上可媲美甚至超越部分黑箱模型,展现出良好的竞争力。关键词:PAC-Bayes、风险边界、局部模型、透明模型、局部透明模型混合。
原文摘要 · Abstract (English)
The predominance of machine learning models in many spheres of human activity has led to a growing demand for their transparency. The transparency of models makes it possible to discern some factors, such as security or non-discrimination. In this paper, we propose a mixture of transparent local models as an alternative solution for designing interpretable (or transparent) models. Our approach is designed for the situations where a simple and transparent function is suitable for modeling the label of instances in some localities/regions of the input space, but may change abruptly as we move from one locality to another. Consequently, the proposed algorithm is to learn both the transparent labeling function and the locality of the input space where the labeling function achieves a small risk in its assigned locality. By using a new multi-predictor (and multi-locality) loss function, we established rigorous PAC-Bayesian risk bounds for the case of binary linear classification problem and that of linear regression. In both cases, synthetic data sets were used to illustrate how the learning algorithms work. The results obtained from real data sets highlight the competitiveness of our approach compared to other existing methods as well as certain opaque models. Keywords: PAC-Bayes, risk bounds, local models, transparent models, mixtures of local transparent models.
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