11 accepted papers
Real-world machine learning (ML) pipelines rarely produce a single model; instead, they produce a Rashomon set of many near-optimal ones. We show that this multiplicity reshapes key aspects of trustworthiness. At the individual-model level, sparse interpretable models tend to preserve privacy but ar…
Faithful explanations are essential for machine learning models in high-stakes applications. Inherently interpretable models are well-suited for these applications because they naturally provide faithful explanations by revealing their decision logic. However, model designers often need to keep thes…
In practice, many models from a function class can fit a dataset almost equally well. This collection of near-optimal models is known as the Rashomon set. Prior work has shown that the Rashomon set offers flexibility in choosing models aligned with secondary objectives like interpretability or fair…
The *Rashomon Effect*, coined by Leo Breiman, describes the phenomenon that there exist many equally good predictive models for the same dataset. This phenomenon happens for many real datasets and when it does, it sparks both magic and consternation, but mostly magic. In light of the Rashomon Effect…
In real applications, interaction between machine learning models and domain experts is critical; however, the classical machine learning paradigm that usually produces only a single model does not facilitate such interaction. Approximating and exploring the Rashomon set, i.e., the set of all near-o…
We consider an important problem in scientific discovery, namely identifying sparse governing equations for nonlinear dynamical systems. This involves solving sparse ridge regression problems to provable optimality in order to determine which terms drive the underlying dynamics. We propose a fast al…
In any given machine learning problem, there may be many models that could explain the data almost equally well. However, most learning algorithms return only one of these models, leaving practitioners with no practical way to explore alternative models that might have desirable properties beyond wh…
We present fast classification techniques for sparse generalized linear and additive models. These techniques can handle thousands of features and thousands of observations in minutes, even in the presence of many highly correlated features. For fast sparse logistic regression, our computational spe…
Sparse decision tree optimization has been one of the most fundamental problems in AI since its inception and is a challenge at the core of interpretable machine learning. Sparse decision tree optimization is computationally hard, and despite steady effort since the 1960's, breakthroughs have been m…
Over the last century, risk scores have been the most popular form of predictive model used in healthcare and criminal justice. Risk scores are sparse linear models with integer coefficients; often these models can be memorized or placed on an index card. Typically, risk scores have been created eit…
Decision tree optimization is notoriously difficult from a computational perspective but essential for the field of interpretable machine learning. Despite efforts over the past 40 years, only recently have optimization breakthroughs been made that have allowed practical algorithms to find optimal d…