Chun‐Hao Chang

Chun-Hao Chang, Jinsung Yoon, Sercan Arik et al.

Anomaly detection (AD) plays an important role in numerous applications. We focus on two understudied aspects of AD that are critical for integration into real-world applications. First, most AD methods cannot incorporate labeled data that are often available in practice in small quantities and can be crucial to achieve high AD accuracy. Second, most AD methods are not interpretable, a bottleneck that prevents stakeholders from understanding the reason behind the anomalies. In this paper, we propose a novel AD framework that adapts a white-box model class, Generalized Additive Models, to detect anomalies using a partial identification objective which naturally handles noisy or heterogeneous features. In addition, the proposed framework, DIAD, can incorporate a small amount of labeled data to further boost anomaly detection performances in semi-supervised settings. We demonstrate the superiority of our framework compared to previous work in both unsupervised and semi-supervised settings using diverse tabular datasets. For example, under 5 labeled anomalies DIAD improves from 86.2\% to 89.4\% AUC by learning AD from unlabeled data. We also present insightful interpretations that explain why DIAD deems certain samples as anomalies.

Chun-Hao Chang, George Alexandru Adam, Rich Caruana et al.

Although reinforcement learning (RL) has tremendous success in many fields, applying RL to real-world settings such as healthcare is challenging when the reward is hard to specify and no exploration is allowed. In this work, we focus on recovering clinicians' rewards in treating patients. We incorporate the what-if reasoning to explain the clinician's treatments based on their potential future outcomes. We use generalized additive models (GAMs) - a class of accurate, interpretable models - to recover the reward. In both simulation and a real-world hospital dataset, we show our model outperforms baselines. Finally, our model's explanations match several clinical guidelines when treating patients while we found the commonly-used linear model often contradicts them.

Chun-Hao Chang, Rich Caruana, Anna Goldenberg

Deployment of machine learning models in real high-risk settings (e.g. healthcare) often depends not only on the model's accuracy but also on its fairness, robustness, and interpretability. Generalized Additive Models (GAMs) are a class of interpretable models with a long history of use in these high-risk domains, but they lack desirable features of deep learning such as differentiability and scalability. In this work, we propose a neural GAM (NODE-GAM) and neural GA$^2$M (NODE-GA$^2$M) that scale well and perform better than other GAMs on large datasets, while remaining interpretable compared to other ensemble and deep learning models. We demonstrate that our models find interesting patterns in the data. Lastly, we show that we improve model accuracy via self-supervised pre-training, an improvement that is not possible for non-differentiable GAMs.

Chun-Hao Chang, George Alexandru Adam, Anna Goldenberg

Despite the success of machine learning applications in science, industry, and society in general, many approaches are known to be non-robust, often relying on spurious correlations to make predictions. Spuriousness occurs when some features correlate with labels but are not causal; relying on such features prevents models from generalizing to unseen environments where such correlations break. In this work, we focus on image classification and propose two data generation processes to reduce spuriousness. Given human annotations of the subset of the features responsible (causal) for the labels (e.g. bounding boxes), we modify this causal set to generate a surrogate image that no longer has the same label (i.e. a counterfactual image). We also alter non-causal features to generate images still recognized as the original labels, which helps to learn a model invariant to these features. In several challenging datasets, our data generations outperform state-of-the-art methods in accuracy when spurious correlations break, and increase the saliency focus on causal features providing better explanations.

Chun-Hao Chang, Sarah Tan, Ben Lengerich et al.

Generalized additive models (GAMs) have become a leading modelclass for interpretable machine learning. However, there are many algorithms for training GAMs, and these can learn different or even contradictory models, while being equally accurate. Which GAM should we trust? In this paper, we quantitatively and qualitatively investigate a variety of GAM algorithms on real and simulated datasets. We find that GAMs with high feature sparsity (only using afew variables to make predictions) can miss patterns in the data and be unfair to rare subpopulations. Our results suggest that inductive bias plays a crucial role in what interpretable models learn and that tree-based GAMs represent the best balance of sparsity, fidelity and accuracy and thus appear to be the most trustworthy GAM.

Benjamin Lengerich, Sarah Tan, Chun-Hao Chang et al.

Models which estimate main effects of individual variables alongside interaction effects have an identifiability challenge: effects can be freely moved between main effects and interaction effects without changing the model prediction. This is a critical problem for interpretability because it permits "contradictory" models to represent the same function. To solve this problem, we propose pure interaction effects: variance in the outcome which cannot be represented by any smaller subset of features. This definition has an equivalence with the Functional ANOVA decomposition. To compute this decomposition, we present a fast, exact algorithm that transforms any piecewise-constant function (such as a tree-based model) into a purified, canonical representation. We apply this algorithm to Generalized Additive Models with interactions trained on several datasets and show large disparity, including contradictions, between the effects before and after purification. These results underscore the need to specify data distributions and ensure identifiability before interpreting model parameters.

Chun-Hao Chang, Mingjie Mai, Anna Goldenberg

Imagine a patient in critical condition. What and when should be measured to forecast detrimental events, especially under the budget constraints? We answer this question by deep reinforcement learning (RL) that jointly minimizes the measurement cost and maximizes predictive gain, by scheduling strategically-timed measurements. We learn our policy to be dynamically dependent on the patient's health history. To scale our framework to exponentially large action space, we distribute our reward in a sequential setting that makes the learning easier. In our simulation, our policy outperforms heuristic-based scheduling with higher predictive gain and lower cost. In a real-world ICU mortality prediction task (MIMIC3), our policies reduce the total number of measurements by $31\%$ or improve predictive gain by a factor of $3$ as compared to physicians, under the off-policy policy evaluation.

Chun-Hao Chang, Mingjie Mai, Anna Goldenberg

Current clinical practice to monitor patients' health follows either regular or heuristic-based lab test (e.g. blood test) scheduling. Such practice not only gives rise to redundant measurements accruing cost, but may even lead to unnecessary patient discomfort. From the computational perspective, heuristic-based test scheduling might lead to reduced accuracy of clinical forecasting models. Computationally learning an optimal clinical test scheduling and measurement collection, is likely to lead to both, better predictive models and patient outcome improvement. We address the scheduling problem using deep reinforcement learning (RL) to achieve high predictive gain and low measurement cost, by scheduling fewer, but strategically timed tests. We first show that in the simulation our policy outperforms heuristic-based measurement scheduling with higher predictive gain or lower cost measured by accumulated reward. We then learn a scheduling policy for mortality forecasting in the real-world clinical dataset (MIMIC3), our learned policy is able to provide useful clinical insights. To our knowledge, this is the first RL application on multi-measurement scheduling problem in the clinical setting.

Chun-Hao Chang, Elliot Creager, Anna Goldenberg et al.

When an image classifier makes a prediction, which parts of the image are relevant and why? We can rephrase this question to ask: which parts of the image, if they were not seen by the classifier, would most change its decision? Producing an answer requires marginalizing over images that could have been seen but weren't. We can sample plausible image in-fills by conditioning a generative model on the rest of the image. We then optimize to find the image regions that most change the classifier's decision after in-fill. Our approach contrasts with ad-hoc in-filling approaches, such as blurring or injecting noise, which generate inputs far from the data distribution, and ignore informative relationships between different parts of the image. Our method produces more compact and relevant saliency maps, with fewer artifacts compared to previous methods.

Chun-Hao Chang, Ladislav Rampasek, Anna Goldenberg

Deep neural networks (DNNs) achieve state-of-the-art results in a variety of domains. Unfortunately, DNNs are notorious for their non-interpretability, and thus limit their applicability in hypothesis-driven domains such as biology and healthcare. Moreover, in the resource-constraint setting, it is critical to design tests relying on fewer more informative features leading to high accuracy performance within reasonable budget. We aim to close this gap by proposing a new general feature ranking method for deep learning. We show that our simple yet effective method performs on par or compares favorably to eight strawman, classical and deep-learning feature ranking methods in two simulations and five very different datasets on tasks ranging from classification to regression, in both static and time series scenarios. We also illustrate the use of our method on a drug response dataset and show that it identifies genes relevant to the drug-response.