We present a model-agnostic algorithm for generating post-hoc explanations and uncertainty intervals for a machine learning model when only a sample of inputs and outputs from the model is available, rather than direct access to the model itself. This situation may arise when model evaluations are expensive; when privacy, security and bandwidth constraints are imposed; or when there is a need for real-time, on-device explanations. Our algorithm constructs explanations using local polynomial regression and quantifies the uncertainty of the explanations using a bootstrapping approach. Through a simulation study, we show that the uncertainty intervals generated by our algorithm exhibit a favorable trade-off between interval width and coverage probability compared to the naive confidence intervals from classical regression analysis. We further demonstrate the capabilities of our method by applying it to black-box models trained on two real datasets.
Multiclass classification problems are most often solved by either training a single centralized classifier on all $K$ classes, or by reducing the problem to multiple binary classification tasks. This paper explores the uncharted region between these two extremes: How can we solve the $K$-class classification problem by combining the predictions of smaller classifiers, each trained on an arbitrary number of classes $R \in \{2, 3, \ldots, K\}$? We present a mathematical framework for answering this question, and derive bounds on the number of classifiers (in terms of $K$ and $R$) needed to accurately predict the true class of an unlabeled sample under both adversarial and stochastic assumptions. By exploiting a connection to the classical set cover problem in combinatorics, we produce an efficient, near-optimal scheme (with respect to the number of classifiers) for designing such configurations of classifiers, which recovers the well-known one-vs.-one strategy as a special case when $R=2$. Experiments with the MNIST and CIFAR-10 datasets show that our scheme is capable of matching the performance of centralized classifiers in practice. The results suggest that our approach offers a promising direction for solving the problem of data heterogeneity which plagues current federated learning methods.