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arXiv 2402.00728cs.LGstat.ML
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基于Dropout的Rashomon集探索用于高效预测多样性估计

Dropout-Based Rashomon Set Exploration for Efficient Predictive Multiplicity Estimation

JPMorgan Chase Bank, N.A.(摩根大通银行);The University of Texas at Austin(德克萨斯大学奥斯汀分校)

Hsiang Hsu, Guihong Li, Shaohan Hu, Chun-Fu, Chen

AI总结:

针对预测多样性计算难度高的问题,提出基于dropout的Rashomon集探索框架,经理论推导和实验验证,该方法在指标估计有效性上优于基线,速度提升显著,还可通过集成和模型选择缓解预测多样性问题。

摘要:

预测多样性是指分类任务中可能存在多个性能几乎同等最优的竞争模型,但它们对单个样本会产生相互冲突的输出的现象。这一问题引发了重大担忧,因为它在实际应用中可能导致系统性排斥、无法解释的歧视和不公平。然而,由于需要在可能极为庞大的假设空间中探索所有这类几乎同等最优的模型(即Rashomon集),测量和缓解预测多样性在计算上极具挑战性。为解决这一难题,我们提出了一个利用dropout技术探索Rashomon集中模型的新型框架。我们提供了严谨的理论推导,将dropout参数与Rashomon集的性质关联起来,并通过大量实验对框架进行了实证评估。数值结果表明,我们的技术在预测多样性指标估计的有效性方面始终优于基线方法,运行速度提升可达20倍至5000倍。借助高效的Rashomon集探索和指标估计,我们随后通过dropout集成和模型选择实现了对预测多样性的缓解。

英文摘要:

Predictive multiplicity refers to the phenomenon in which classification tasks may admit multiple competing models that achieve almost-equally-optimal performance, yet generate conflicting outputs for individual samples. This presents significant concerns, as it can potentially result in systemic exclusion, inexplicable discrimination, and unfairness in practical applications. Measuring and mitigating predictive multiplicity, however, is computationally challenging due to the need to explore all such almost-equally-optimal models, known as the Rashomon set, in potentially huge hypothesis spaces. To address this challenge, we propose a novel framework that utilizes dropout techniques for exploring models in the Rashomon set. We provide rigorous theoretical derivations to connect the dropout parameters to properties of the Rashomon set, and empirically evaluate our framework through extensive experimentation. Numerical results show that our technique consistently outperforms baselines in terms of the effectiveness of predictive multiplicity metric estimation, with runtime speedup up to $20\times \sim 5000\times$. With efficient Rashomon set exploration and metric estimation, mitigation of predictive multiplicity is then achieved through dropout ensemble and model selection.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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