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Join QuantUniversity for a complimentary fall speaker series where you will hear from Quants, innovators, startups and Fintech experts on various topics in Quant Investing, Machine Learning, Optimization, Fintech, AI etc.Â
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A Unified Framework for Model Explanation
Ian Covert, University of Washington
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Explainable AI is becoming increasingly important, but the field is evolving rapidly and requires better organizing principles to remain manageable for researchers and practitioners. In this talk, Ian will discuss a new paper that unifies a large portion of the literature using a simple idea: simulating feature removal. The new class of "removal-based explanations" describes 20+ existing methods (e.g., LIME, SHAP) and reveals underlying links with psychology, game theory and information theory.
Practical examples will be presented and available on the Qu.Academy site
Reference:
Explaining by Removing: A Unified Framework for Model Explanation
Ian Covert, Scott Lundberg, Su-In Lee
https://arxiv.org/abs/2011.14878
Ian Covert is a PhD student in computer science at the University of Washington, where he works on machine learning research with his advisor Su-In Lee. His research focuses on finding rigorous foundations for explainable AI, particularly as it relates to game theory and information theory. He has previously been a student researcher at Google AI Health and a quantitative research intern at Goldman Sachs and Societe Generale
Sri Krishnamurthy, CFA is the Founder and CEO of QuantUniversity. Sri is the creator of QuSandbox, a platform for experimenting analytical and machine learning solutions for enterprises prior to adoption.
Sri earned an MS in Computer Systems Engineering and another MS in Computer Science, both from Northeastern University and an MBA from Babson College.
QuantUniversity is a quantitative analytics and machine learning advisory based in Boston, Massachusetts. QuantUniversity runs various programs and workshops in Boston, New York, Chicago, and online. The company offers online programs in Machine Learning and AI for Financial services
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