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Significance tests of feature relevance for a black-box learner

作者: 发布时间:2025-03-03 点击数:29
主讲人:Ben Dai
主讲人简介:

Dr. Ben Dai an Assistant Professor in the Department of Statistics at The Chinese University of Hong Kong. His primary research interests include statistical consistency, theory-driven machine learning methods, theoretical foundation of machine learning, black-box significance testing, statistical computing and software development.

主持人:王晨笛
讲座简介:

An exciting recent development is the uptake of deep neural networks in many scientific fields, where the main objective is outcome prediction with a black-box nature.  Significance testing is promising to address the black-box issue and  explore novel scientific insights and interpretations of the  decision-making process based on a deep learning model. However, testing for a neural network poses a challenge because of its black-box nature  and unknown limiting distributions of parameter estimates while existing methods require strong assumptions or excessive computation. In this  article, we derive one-split and two-split tests relaxing the  assumptions and computational complexity of existing black-box tests and extending to examine the significance of a collection of features of  interest in a dataset of possibly a complex type, such as an image. The  one-split test estimates and evaluates a black-box model based on  estimation and inference subsets through sample splitting and data  perturbation. The two-split test further splits the inference subset  into two but requires no perturbation. Also, we develop their combined  versions by aggregating the p -values based on repeated sample  splitting. By deflating the bias-sd-ratio, we establish asymptotic null  distributions of the test statistics and the consistency in terms of  Type 2 error. Numerically, we demonstrate the utility of the proposed  tests on seven simulated examples and six real datasets. Accompanying  this article is our python library dnn-inference  (https://dnn-inference.readthedocs.io/en/latest/) that implements the  proposed tests.

时间:2025-03-07 (Friday) 16:40-18:00
地点:经济楼N302
讲座语言:中文
主办单位:厦门大学经济学院、王亚南经济研究院、邹至庄经济研究院
承办单位:
期数:
联系人信息:zmn1994@xmu.edu.cn
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