Significance tests of feature relevance for a black-box learner

主讲人

Ben Dai

简介

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

时间

2025-03-07 (Friday) 16:40-18:00

地点

经济楼N302

讲座语言

中文

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

类型

独立讲座

联系人信息

主持人

王晨笛

专题网站

专题

主讲人简介

<p><span style="font-family: 等线; font-size: 10.5pt;">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.</span></p>

期数

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:
独立讲座
时间: 2025-03-07 (Friday) 16:40-18:00
地点: 经济楼N302
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
类型: 独立讲座