Probabilistic Demand Forecasting with Graph Neural Networks

Demand forecasting is a prominent business use case that allows retailers to optimize inventory planning, logistics, and core business decisions. One of the key challenges in demand forecasting is accounting for relationships and interactions between articles. Most modern forecasting approaches provide independent article-level predictions that do not consider the impact of related articles. Recent research has attempted addressing this challenge using Graph Neural Networks (GNNs) and showed promising results. This paper builds on previous research on GNNs and makes two contributions. First, we integrate a GNN encoder into a state-of-the-art DeepAR model. The combined model produces probabilistic forecasts, which are crucial for decision-making under uncertainty. Second, we propose to build graphs using article attribute similarity, which avoids reliance on a pre-defined graph structure. Experiments on three real-world datasets show that the proposed approach consistently outperforms non-graph benchmarks. We also show that our approach produces article embeddings that encode article similarity and demand dynamics and are useful for other downstream business tasks beyond forecasting.

Covered Information Disentanglement: Model Transparency via Unbiased Permutation Importance

Model transparency is a prerequisite in many domains and an increasingly popular area in machine learning research. In the medical domain, for instance, unveiling the mechanisms behind a disease often has higher priority than the diagnostic itself since it might dictate or guide potential treatments and research directions. One of the most popular approaches to explain model global predictions is the permutation importance where the performance on permuted data is benchmarked against the baseline. However, this method and other related approaches will undervalue the importance of a feature in the presence of covariates since these cover part of its provided information. To address this issue, we propose Covered Information Disentanglement (CID), a method that considers all feature information overlap to correct the values provided by permutation importance. We further show how to compute CID efficiently when coupled with Markov random fields. We demonstrate its efficacy in adjusting permutation importance first on a controlled toy dataset and discuss its effect on real-world medical data.

Interpretable Models via Pairwise permutations algorithm

One of the most common pitfalls often found in high dimensional biological data sets are correlations between the features. This may lead to statistical and machine learning methodologies overvaluing or undervaluing these correlated predictors, while the truly relevant ones are ignored. In this paper, we will define a new method called \textit{pairwise permutation algorithm} (PPA) with the aim of mitigating the correlation bias in feature importance values. Firstly, we provide a theoretical foundation, which builds upon previous work on permutation importance. PPA is then applied to a toy data set, where we demonstrate its ability to correct the correlation effect. We further test PPA on a microbiome shotgun dataset, to show that the PPA is already able to obtain biological relevant biomarkers.

Graph Space Embedding

We propose the Graph Space Embedding (GSE), a technique that maps the input into a space where interactions are implicitly encoded, with little computations required. We provide theoretical results on an optimal regime for the GSE, namely a feasibility region for its parameters, and demonstrate the experimental relevance of our findings. Next, we introduce a strategy to gain insight on which interactions are responsible for the certain predictions, paving the way for a far more transparent model. In an empirical evaluation on a real-world clinical cohort containing patients with suspected coronary artery disease, the GSE achieves far better performance than traditional algorithms.