Yuval Benjamini

Bitya Neuhof, Yuval Benjamini

Machine learning models are widely applied in various fields. Stakeholders often use post-hoc feature importance methods to better understand the input features' contribution to the models' predictions. The interpretation of the importance values provided by these methods is frequently based on the relative order of the features (their ranking) rather than the importance values themselves. Since the order may be unstable, we present a framework for quantifying the uncertainty in global importance values. We propose a novel method for the post-hoc interpretation of feature importance values that is based on the framework and pairwise comparisons of the feature importance values. This method produces simultaneous confidence intervals for the features' ranks, which include the ``true'' (infinite sample) ranks with high probability, and enables the selection of the set of the top-k important features.

Yuli Slavutsky, Yuval Benjamini

Zero-shot learning methods typically assume that the new, unseen classes encountered during deployment come from the same distribution as the the classes in the training set. However, real-world scenarios often involve class distribution shifts (e.g., in age or gender for person identification), posing challenges for zero-shot classifiers that rely on learned representations from training classes. In this work, we propose and analyze a model that assumes that the attribute responsible for the shift is unknown in advance. We show that in this setting, standard training may lead to non-robust representations. To mitigate this, we develop an algorithm for learning robust representations in which (a) synthetic data environments are constructed via hierarchical sampling, and (b) environment balancing penalization, inspired by out-of-distribution problems, is applied. We show that our algorithm improves generalization to diverse class distributions in both simulations and experiments on real-world datasets.

Lee Carlin, Yuval Benjamini

High-cardinality categorical features are a common characteristic of mixed-type tabular datasets. Existing generative model architectures struggle to learn the complexities of such data at scale, primarily due to the difficulty of parameterizing the categorical features. In this paper, we present a general variational autoencoder model, CardiCat, that can accurately fit imbalanced high-cardinality and heterogeneous tabular data. Our method substitutes one-hot encoding with regularized dual encoder-decoder embedding layers, which are jointly learned. This approach enables us to use embeddings that depend also on the other covariates, leading to a compact and homogenized parameterization of categorical features. Our model employs a considerably smaller trainable parameter space than competing methods, enabling learning at a large scale. CardiCat generates high-quality synthetic data that better represent high-cardinality and imbalanced features compared to competing VAE models for multiple real and simulated datasets.

Yuli Slavutsky, Yuval Benjamini

Multiclass classifiers are often designed and evaluated only on a sample from the classes on which they will eventually be applied. Hence, their final accuracy remains unknown. In this work we study how a classifier's performance over the initial class sample can be used to extrapolate its expected accuracy on a larger, unobserved set of classes. For this, we define a measure of separation between correct and incorrect classes that is independent of the number of classes: the "reversed ROC" (rROC), which is obtained by replacing the roles of classes and data-points in the common ROC. We show that the classification accuracy is a function of the rROC in multiclass classifiers, for which the learned representation of data from the initial class sample remains unchanged when new classes are added. Using these results we formulate a robust neural-network-based algorithm, "CleaneX", which learns to estimate the accuracy of such classifiers on arbitrarily large sets of classes. Unlike previous methods, our method uses both the observed accuracies of the classifier and densities of classification scores, and therefore achieves remarkably better predictions than current state-of-the-art methods on both simulations and real datasets of object detection, face recognition, and brain decoding.

Charles Zheng, Rakesh Achanta, Yuval Benjamini

The difficulty of multi-class classification generally increases with the number of classes. Using data from a subset of the classes, can we predict how well a classifier will scale with an increased number of classes? Under the assumptions that the classes are sampled identically and independently from a population, and that the classifier is based on independently learned scoring functions, we show that the expected accuracy when the classifier is trained on k classes is the (k-1)st moment of a certain distribution that can be estimated from data. We present an unbiased estimation method based on the theory, and demonstrate its application on a facial recognition example.

Charles Y. Zheng, Yuval Benjamini

Multivariate pattern analyses approaches in neuroimaging are fundamentally concerned with investigating the quantity and type of information processed by various regions of the human brain; typically, estimates of classification accuracy are used to quantify information. While a extensive and powerful library of methods can be applied to train and assess classifiers, it is not always clear how to use the resulting measures of classification performance to draw scientific conclusions: e.g. for the purpose of evaluating redundancy between brain regions. An additional confound for interpreting classification performance is the dependence of the error rate on the number and choice of distinct classes obtained for the classification task. In contrast, mutual information is a quantity defined independently of the experimental design, and has ideal properties for comparative analyses. Unfortunately, estimating the mutual information based on observations becomes statistically infeasible in high dimensions without some kind of assumption or prior. In this paper, we construct a novel classification-based estimator of mutual information based on high-dimensional asymptotics. We show that in a particular limiting regime, the mutual information is an invertible function of the expected $k$-class Bayes error. While the theory is based on a large-sample, high-dimensional limit, we demonstrate through simulations that our proposed estimator has superior performance to the alternatives in problems of moderate dimensionality.

Charles Y. Zheng, Rakesh Achanta, Yuval Benjamini

The difficulty of multi-class classification generally increases with the number of classes. Using data from a subset of the classes, can we predict how well a classifier will scale with an increased number of classes? Under the assumption that the classes are sampled exchangeably, and under the assumption that the classifier is generative (e.g. QDA or Naive Bayes), we show that the expected accuracy when the classifier is trained on $k$ classes is the $k-1$st moment of a \emph{conditional accuracy distribution}, which can be estimated from data. This provides the theoretical foundation for performance extrapolation based on pseudolikelihood, unbiased estimation, and high-dimensional asymptotics. We investigate the robustness of our methods to non-generative classifiers in simulations and one optical character recognition example.