HAI Weekly Seminar: Variable Importance, Cohort Shapley Value, and Redlining, Art Owen, Stanford University

HAI Weekly Seminar

Speaker: Art Owen, Professor of Statistics, Stanford University
Date: September 29
Time: 10:00am
RSVP Here: https://stanford.zoom.us/webinar/register/WN_W0Os9OSbRUS1gDuKiHJbhA


In order to explain what a black box algorithm does, Owen says, we can start by studying which variables are important for its decisions. Variable importance is studied by making hypothetical changes to predictor variables. Changing parameters one at a time can produce input combinations that are outliers or very unlikely.  They can be physically impossible, or even logically impossible. It is problematic to base an explanation on outputs corresponding to impossible inputs. Owen introduces the cohort Shapley (CS) measure to avoid this problem, based on Shapley value from cooperative game theory.

There are many tradeoffs in picking a variable importance measure, so CS is not the unique reasonable choice. One interesting property of CS is that it can detect 'redlining', meaning the impact of a protected variable on an algorithm's output when that algorithm was trained without the protected variable.

Wednesday, September 29, 2021 - 10:00am to 11:00am