Get our free extension to see links to code for papers anywhere online!Free add-on: code for papers everywhere!Free add-on: See code for papers anywhere!

Marton Havasi, Sonali Parbhoo, Finale Doshi-Velez

Interpretability methods that utilise local surrogate models (e.g. LIME) are very good at describing the behaviour of the predictive model at a point of interest, but they are not guaranteed to extrapolate to the local region surrounding the point. However, overfitting to the local curvature of the predictive model and malicious tampering can significantly limit extrapolation. We propose an anchor-based algorithm for identifying regions in which local explanations are guaranteed to be correct by explicitly describing those intervals along which the input features can be trusted. Our method produces an interpretable feature-aligned box where the prediction of the local surrogate model is guaranteed to match the predictive model. We demonstrate that our algorithm can be used to find explanations with larger guarantee regions that better cover the data manifold compared to existing baselines. We also show how our method can identify misleading local explanations with significantly poorer guarantee regions.

Via

Leo Benac, Sonali Parbhoo, Finale Doshi-Velez

Offline Reinforcement learning is commonly used for sequential decision-making in domains such as healthcare and education, where the rewards are known and the transition dynamics $T$ must be estimated on the basis of batch data. A key challenge for all tasks is how to learn a reliable estimate of the transition dynamics $T$ that produce near-optimal policies that are safe enough so that they never take actions that are far away from the best action with respect to their value functions and informative enough so that they communicate the uncertainties they have. Using data from an expert, we propose a new constraint-based approach that captures our desiderata for reliably learning a posterior distribution of the transition dynamics $T$ that is free from gradients. Our results demonstrate that by using our constraints, we learn a high-performing policy, while considerably reducing the policy's variance over different datasets. We also explain how combining uncertainty estimation with these constraints can help us infer a partial ranking of actions that produce higher returns, and helps us infer safer and more informative policies for planning.

Via

Aaman Rebello, Shengpu Tang, Jenna Wiens, Sonali Parbhoo

Off-policy evaluation (OPE) aims to estimate the benefit of following a counterfactual sequence of actions, given data collected from executed sequences. However, existing OPE estimators often exhibit high bias and high variance in problems involving large, combinatorial action spaces. We investigate how to mitigate this issue using factored action spaces i.e. expressing each action as a combination of independent sub-actions from smaller action spaces. This approach facilitates a finer-grained analysis of how actions differ in their effects. In this work, we propose a new family of "decomposed" importance sampling (IS) estimators based on factored action spaces. Given certain assumptions on the underlying problem structure, we prove that the decomposed IS estimators have less variance than their original non-decomposed versions, while preserving the property of zero bias. Through simulations, we empirically verify our theoretical results, probing the validity of various assumptions. Provided with a technique that can derive the action space factorisation for a given problem, our work shows that OPE can be improved "for free" by utilising this inherent problem structure.

Via

Sarah Rathnam, Sonali Parbhoo, Weiwei Pan, Susan A. Murphy, Finale Doshi-Velez

Discount regularization, using a shorter planning horizon when calculating the optimal policy, is a popular choice to restrict planning to a less complex set of policies when estimating an MDP from sparse or noisy data (Jiang et al., 2015). It is commonly understood that discount regularization functions by de-emphasizing or ignoring delayed effects. In this paper, we reveal an alternate view of discount regularization that exposes unintended consequences. We demonstrate that planning under a lower discount factor produces an identical optimal policy to planning using any prior on the transition matrix that has the same distribution for all states and actions. In fact, it functions like a prior with stronger regularization on state-action pairs with more transition data. This leads to poor performance when the transition matrix is estimated from data sets with uneven amounts of data across state-action pairs. Our equivalence theorem leads to an explicit formula to set regularization parameters locally for individual state-action pairs rather than globally. We demonstrate the failures of discount regularization and how we remedy them using our state-action-specific method across simple empirical examples as well as a medical cancer simulator.

Via

Abhishek Sharma, Sonali Parbhoo, Omer Gottesman, Finale Doshi-Velez

Decision-focused (DF) model-based reinforcement learning has recently been introduced as a powerful algorithm which can focus on learning the MDP dynamics which are most relevant for obtaining high rewards. While this approach increases the performance of agents by focusing the learning towards optimizing for the reward directly, it does so by learning less accurate dynamics (from a MLE standpoint), and may thus be brittle to changes in the reward function. In this work, we develop the robust decision-focused (RDF) algorithm which leverages the non-identifiability of DF solutions to learn models which maximize expected returns while simultaneously learning models which are robust to changes in the reward function. We demonstrate on a variety of toy example and healthcare simulators that RDF significantly increases the robustness of DF to changes in the reward function, without decreasing the overall return the agent obtains.

Via

Taylor W. Killian, Sonali Parbhoo, Marzyeh Ghassemi

In safety-critical decision-making scenarios being able to identify worst-case outcomes, or dead-ends is crucial in order to develop safe and reliable policies in practice. These situations are typically rife with uncertainty due to unknown or stochastic characteristics of the environment as well as limited offline training data. As a result, the value of a decision at any time point should be based on the distribution of its anticipated effects. We propose a framework to identify worst-case decision points, by explicitly estimating distributions of the expected return of a decision. These estimates enable earlier indication of dead-ends in a manner that is tunable based on the risk tolerance of the designed task. We demonstrate the utility of Distributional Dead-end Discovery (DistDeD) in a toy domain as well as when assessing the risk of severely ill patients in the intensive care unit reaching a point where death is unavoidable. We find that DistDeD significantly improves over prior discovery approaches, providing indications of the risk 10 hours earlier on average as well as increasing detection by 20%.

Via

Jiayu Yao, Sonali Parbhoo, Weiwei Pan, Finale Doshi-Velez

We develop a Reinforcement Learning (RL) framework for improving an existing behavior policy via sparse, user-interpretable changes. Our goal is to make minimal changes while gaining as much benefit as possible. We define a minimal change as having a sparse, global contrastive explanation between the original and proposed policy. We improve the current policy with the constraint of keeping that global contrastive explanation short. We demonstrate our framework with a discrete MDP and a continuous 2D navigation domain.

Via

Sonali Parbhoo, Shalmali Joshi, Finale Doshi-Velez

Assessing the effects of a policy based on observational data from a different policy is a common problem across several high-stake decision-making domains, and several off-policy evaluation (OPE) techniques have been proposed. However, these methods largely formulate OPE as a problem disassociated from the process used to generate the data (i.e. structural assumptions in the form of a causal graph). We argue that explicitly highlighting this association has important implications on our understanding of the fundamental limits of OPE. First, this implies that current formulation of OPE corresponds to a narrow set of tasks, i.e. a specific causal estimand which is focused on prospective evaluation of policies over populations or sub-populations. Second, we demonstrate how this association motivates natural desiderata to consider a general set of causal estimands, particularly extending the role of OPE for counterfactual off-policy evaluation at the level of individuals of the population. A precise description of the causal estimand highlights which OPE estimands are identifiable from observational data under the stated generative assumptions. For those OPE estimands that are not identifiable, the causal perspective further highlights where more experimental data is necessary, and highlights situations where human expertise can aid identification and estimation. Furthermore, many formalisms of OPE overlook the role of uncertainty entirely in the estimation process.We demonstrate how specifically characterising the causal estimand highlights the different sources of uncertainty and when human expertise can naturally manage this uncertainty. We discuss each of these aspects as actionable desiderata for future OPE research at scale and in-line with practical utility.

Via

Maxim Samarin, Vitali Nesterov, Mario Wieser, Aleksander Wieczorek, Sonali Parbhoo, Volker Roth

Identifying meaningful and independent factors of variation in a dataset is a challenging learning task frequently addressed by means of deep latent variable models. This task can be viewed as learning symmetry transformations preserving the value of a chosen property along latent dimensions. However, existing approaches exhibit severe drawbacks in enforcing the invariance property in the latent space. We address these shortcomings with a novel approach to cycle consistency. Our method involves two separate latent subspaces for the target property and the remaining input information, respectively. In order to enforce invariance as well as sparsity in the latent space, we incorporate semantic knowledge by using cycle consistency constraints relying on property side information. The proposed method is based on the deep information bottleneck and, in contrast to other approaches, allows using continuous target properties and provides inherent model selection capabilities. We demonstrate on synthetic and molecular data that our approach identifies more meaningful factors which lead to sparser and more interpretable models with improved invariance properties.

Via

Abhishek Sharma, Catherine Zeng, Sanjana Narayanan, Sonali Parbhoo, Finale Doshi-Velez

Probabilistic models help us encode latent structures that both model the data and are ideally also useful for specific downstream tasks. Among these, mixture models and their time-series counterparts, hidden Markov models, identify discrete components in the data. In this work, we focus on a constrained capacity setting, where we want to learn a model with relatively few components (e.g. for interpretability purposes). To maintain prediction performance, we introduce prediction-focused modeling for mixtures, which automatically selects the dimensions relevant to the prediction task. Our approach identifies relevant signal from the input, outperforms models that are not prediction-focused, and is easy to optimize; we also characterize when prediction-focused modeling can be expected to work.

Via