R. G. Mudd

David S. Watson, Joshua O'Hara, Niek Tax et al.

Researchers in explainable artificial intelligence have developed numerous methods for helping users understand the predictions of complex supervised learning models. By contrast, explaining the $\textit{uncertainty}$ of model outputs has received relatively little attention. We adapt the popular Shapley value framework to explain various types of predictive uncertainty, quantifying each feature's contribution to the conditional entropy of individual model outputs. We consider games with modified characteristic functions and find deep connections between the resulting Shapley values and fundamental quantities from information theory and conditional independence testing. We outline inference procedures for finite sample error rate control with provable guarantees, and implement efficient algorithms that perform well in a range of experiments on real and simulated data. Our method has applications to covariate shift detection, active learning, feature selection, and active feature-value acquisition.

Thomas Robinson, Niek Tax, Richard Mudd et al.

Active learning can improve the efficiency of training prediction models by identifying the most informative new labels to acquire. However, non-response to label requests can impact active learning's effectiveness in real-world contexts. We conceptualise this degradation by considering the type of non-response present in the data, demonstrating that biased non-response is particularly detrimental to model performance. We argue that biased non-response is likely in contexts where the labelling process, by nature, relies on user interactions. To mitigate the impact of biased non-response, we propose a cost-based correction to the sampling strategy--the Upper Confidence Bound of the Expected Utility (UCB-EU)--that can, plausibly, be applied to any active learning algorithm. Through experiments, we demonstrate that our method successfully reduces the harm from labelling non-response in many settings. However, we also characterise settings where the non-response bias in the annotations remains detrimental under UCB-EU for specific sampling methods and data generating processes. Finally, we evaluate our method on a real-world dataset from an e-commerce platform. We show that UCB-EU yields substantial performance improvements to conversion models that are trained on clicked impressions. Most generally, this research serves to both better conceptualise the interplay between types of non-response and model improvements via active learning, and to provide a practical, easy-to-implement correction that mitigates model degradation.