Michaela Hardt

Michaela Hardt, William R. Orchard, Patrick Blöbaum et al.

Identifying root causes for unexpected or undesirable behavior in complex systems is a prevalent challenge. This issue becomes especially crucial in modern cloud applications that employ numerous microservices. Although the machine learning and systems research communities have proposed various techniques to tackle this problem, there is currently a lack of standardized datasets for quantitative benchmarking. Consequently, research groups are compelled to create their own datasets for experimentation. This paper introduces a dataset specifically designed for evaluating root cause analyses in microservice-based applications. The dataset encompasses latency, requests, and availability metrics emitted in 5-minute intervals from a distributed application. In addition to normal operation metrics, the dataset includes 68 injected performance issues, which increase latency and reduce availability throughout the system. We showcase how this dataset can be used to evaluate the accuracy of a variety of methods spanning different causal and non-causal characterisations of the root cause analysis problem. We hope the new dataset, available at https://github.com/amazon-science/petshop-root-cause-analysis/ enables further development of techniques in this important area.

Elias Eulig, Atalanti A. Mastakouri, Patrick Blöbaum et al.

Understanding causal relationships among the variables of a system is paramount to explain and control its behavior. For many real-world systems, however, the true causal graph is not readily available and one must resort to predictions made by algorithms or domain experts. Therefore, metrics that quantitatively assess the goodness of a causal graph provide helpful checks before using it in downstream tasks. Existing metrics provide an $\textit{absolute}$ number of inconsistencies between the graph and the observed data, and without a baseline, practitioners are left to answer the hard question of how many such inconsistencies are acceptable or expected. Here, we propose a novel consistency metric by constructing a baseline through node permutations. By comparing the number of inconsistencies with those on the baseline, we derive an interpretable metric that captures whether the graph is significantly better than random. Evaluating on both simulated and real data sets from various domains, including biology and cloud monitoring, we demonstrate that the true graph is not falsified by our metric, whereas the wrong graphs given by a hypothetical user are likely to be falsified.

Michaela Hardt, Xiaoguang Chen, Xiaoyi Cheng et al.

Understanding the predictions made by machine learning (ML) models and their potential biases remains a challenging and labor-intensive task that depends on the application, the dataset, and the specific model. We present Amazon SageMaker Clarify, an explainability feature for Amazon SageMaker that launched in December 2020, providing insights into data and ML models by identifying biases and explaining predictions. It is deeply integrated into Amazon SageMaker, a fully managed service that enables data scientists and developers to build, train, and deploy ML models at any scale. Clarify supports bias detection and feature importance computation across the ML lifecycle, during data preparation, model evaluation, and post-deployment monitoring. We outline the desiderata derived from customer input, the modular architecture, and the methodology for bias and explanation computations. Further, we describe the technical challenges encountered and the tradeoffs we had to make. For illustration, we discuss two customer use cases. We present our deployment results including qualitative customer feedback and a quantitative evaluation. Finally, we summarize lessons learned, and discuss best practices for the successful adoption of fairness and explanation tools in practice.

Chloe Ching-Yun Hsu, Michaela Hardt, Moritz Hardt

Linear dynamical systems are a fundamental and powerful parametric model class. However, identifying the parameters of a linear dynamical system is a venerable task, permitting provably efficient solutions only in special cases. This work shows that the eigenspectrum of unknown linear dynamics can be identified without full system identification. We analyze a computationally efficient and provably convergent algorithm to estimate the eigenvalues of the state-transition matrix in a linear dynamical system. When applied to time series clustering, our algorithm can efficiently cluster multi-dimensional time series with temporal offsets and varying lengths, under the assumption that the time series are generated from linear dynamical systems. Evaluating our algorithm on both synthetic data and real electrocardiogram (ECG) signals, we see improvements in clustering quality over existing baselines.

Michaela Hardt, Alvin Rajkomar, Gerardo Flores et al.

Much work aims to explain a model's prediction on a static input. We consider explanations in a temporal setting where a stateful dynamical model produces a sequence of risk estimates given an input at each time step. When the estimated risk increases, the goal of the explanation is to attribute the increase to a few relevant inputs from the past. While our formal setup and techniques are general, we carry out an in-depth case study in a clinical setting. The goal here is to alert a clinician when a patient's risk of deterioration rises. The clinician then has to decide whether to intervene and adjust the treatment. Given a potentially long sequence of new events since she last saw the patient, a concise explanation helps her to quickly triage the alert. We develop methods to lift static attribution techniques to the dynamical setting, where we identify and address challenges specific to dynamics. We then experimentally assess the utility of different explanations of clinical alerts through expert evaluation.