Luca Stradiotti

Luca Stradiotti, Laurens Devos, Anna Monreale et al.

Multi-horizon time-series forecasting involves simultaneously making predictions for a consecutive sequence of subsequent time steps. This task arises in many application domains, such as healthcare and finance, where mispredictions can have a high cost and reduce trust. The learning with abstention framework tackles these problems by allowing a model to abstain from offering a prediction when it is at an elevated risk of making a misprediction. Unfortunately, existing abstention strategies are ill-suited for the multi-horizon setting: they target problems where a model offers a single prediction for each instance. Hence, they ignore the structured and correlated nature of the predictions offered by a multi-horizon forecaster. We formalize the problem of learning with abstention for multi-horizon forecasting setting and show that its structured nature admits a richer set of abstention problems. Concretely, we propose three natural notions of how a model could abstain for multi-horizon forecasting. We theoretically analyze each problem to derive the optimal abstention strategy and propose an algorithm that implements it. Extensive evaluation on 24 datasets shows that our proposed algorithms significantly outperforms existing baselines.

Luca Stradiotti, Dario Pesenti, Stefano Teso et al.

Machine Learning predictors are increasingly being employed in high-stakes applications such as credit scoring. Explanations help users unpack the reasons behind their predictions, but are not always "high quality''. That is, end-users may have difficulty interpreting or believing them, which can complicate trust assessment and downstream decision-making. We argue that classifiers should have the option to refuse handling inputs whose predictions cannot be explained properly and introduce a framework for learning to reject low-quality explanations (LtX) in which predictors are equipped with a rejector that evaluates the quality of explanations. In this problem setting, the key challenges are how to properly define and assess explanation quality and how to design a suitable rejector. Focusing on popular attribution techniques, we introduce ULER (User-centric Low-quality Explanation Rejector), which learns a simple rejector from human ratings and per-feature relevance judgments to mirror human judgments of explanation quality. Our experiments show that ULER outperforms both state-of-the-art and explanation-aware learning to reject strategies at LtX on eight classification and regression benchmarks and on a new human-annotated dataset, which we will publicly release to support future research.