Yue Zhang

h-index5
2papers
104citations

2 Papers

21.0LGMay 30, 2020
RelEx: A Model-Agnostic Relational Model Explainer

Yue Zhang, David Defazio, Arti Ramesh

In recent years, considerable progress has been made on improving the interpretability of machine learning models. This is essential, as complex deep learning models with millions of parameters produce state of the art results, but it can be nearly impossible to explain their predictions. While various explainability techniques have achieved impressive results, nearly all of them assume each data instance to be independent and identically distributed (iid). This excludes relational models, such as Statistical Relational Learning (SRL), and the recently popular Graph Neural Networks (GNNs), resulting in few options to explain them. While there does exist one work on explaining GNNs, GNN-Explainer, they assume access to the gradients of the model to learn explanations, which is restrictive in terms of its applicability across non-differentiable relational models and practicality. In this work, we develop RelEx, a model-agnostic relational explainer to explain black-box relational models with only access to the outputs of the black-box. RelEx is able to explain any relational model, including SRL models and GNNs. We compare RelEx to the state-of-the-art relational explainer, GNN-Explainer, and relational extensions of iid explanation models and show that RelEx achieves comparable or better performance, while remaining model-agnostic.

0.7CLApr 4, 2020
News-Driven Stock Prediction With Attention-Based Noisy Recurrent State Transition

Xiao Liu, Heyan Huang, Yue Zhang et al.

We consider direct modeling of underlying stock value movement sequences over time in the news-driven stock movement prediction. A recurrent state transition model is constructed, which better captures a gradual process of stock movement continuously by modeling the correlation between past and future price movements. By separating the effects of news and noise, a noisy random factor is also explicitly fitted based on the recurrent states. Results show that the proposed model outperforms strong baselines. Thanks to the use of attention over news events, our model is also more explainable. To our knowledge, we are the first to explicitly model both events and noise over a fundamental stock value state for news-driven stock movement prediction.