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Significance tests of feature relevance for a black-box learner

2025-03-03

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主讲人: Ben Dai
主讲人简介: Dr. Ben Dai an Assistant Professor in the Department of Statistics at The Chinese University of Hong Kong. His primary research interests include statistical consistency, theory-driven machine learning methods, theoretical foundation of machine learning, black-box significance testing, statistical computing and software development.
主持人: 王晨笛
简介:

An exciting recent development is the uptake of deep neural networks in many scientific fields, where the main objective is outcome prediction with a black-box nature.  Significance testing is promising to address the black-box issue and  explore novel scientific insights and interpretations of the  decision-making process based on a deep learning model. However, testing for a neural network poses a challenge because of its black-box nature  and unknown limiting distributions of parameter estimates while existing methods require strong assumptions or excessive computation. In this  article, we derive one-split and two-split tests relaxing the  assumptions and computational complexity of existing black-box tests and extending to examine the significance of a collection of features of  interest in a dataset of possibly a complex type, such as an image. The  one-split test estimates and evaluates a black-box model based on  estimation and inference subsets through sample splitting and data  perturbation. The two-split test further splits the inference subset  into two but requires no perturbation. Also, we develop their combined  versions by aggregating the p -values based on repeated sample  splitting. By deflating the bias-sd-ratio, we establish asymptotic null  distributions of the test statistics and the consistency in terms of  Type 2 error. Numerically, we demonstrate the utility of the proposed  tests on seven simulated examples and six real datasets. Accompanying  this article is our python library dnn-inference  (https://dnn-inference.readthedocs.io/en/latest/) that implements the  proposed tests.

时间: 2025-03-07 (Friday) 16:40-18:00
地点: 经济楼N302
期数:
主办单位: 厦门大学经济学院、王亚南经济研究院、邹至庄经济研究院
承办单位: 厦门大学经济学院统计学与数据科学系
类型: 独立讲座
联系人信息: zmn1994@xmu.edu.cn
语言: 中文