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by huyegn
2325 days ago
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I agree with Yann here ... I think the demand for explainability is like a person asking for a "faster horse" when what they really need is a car. When people ask for explainable models, what they really want (in my opinion) is calibrated and robust uncertainty estimates . Good uncertainty estimates would let them know when to trust a model's prediction and when to ignore it. For example, a model trained to predict dog breeds should know nothing about cat breeds, and there should be some way to quantify when it doesn't know! I've been doing a review of techniques that are becoming more popular in this area: https://blog.everyhue.me/posts/why-uncertainty-matters/ |
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The underlying reason why high confidence is not enough is that even strong/confident correlations could be misleading when seen in causal light — a black box model trained to predict credit performance might be very confident in rejecting loans for applicants from “poorer” zip codes and approving those from “richer” zip codes — even though those are not actual causes... therefore somebody could exploit the system by renting an address in a rich neighborhood for a couple of months when taking out a big loan (the analogue of adversarial examples).