HAI Weekly Seminar with Art Owen
Variable Importance, Cohort Shapley Value, and Redlining
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Variable Importance, Cohort Shapley Value, and Redlining
This session is specifically designed for full-time graduate students within one year of obtaining their PhD, as well as current postdoctoral scholars, fellows, and researchers.

This session is specifically designed for full-time graduate students within one year of obtaining their PhD, as well as current postdoctoral scholars, fellows, and researchers.
Save the Date. Artificial intelligence is transforming how researchers collect, analyze, and learn from data. As AI systems become increasingly integrated into scientific discovery, business decision-making, and policy analysis, they are reshaping both the questions researchers can ask and the methods they use to answer them.

Save the Date. Artificial intelligence is transforming how researchers collect, analyze, and learn from data. As AI systems become increasingly integrated into scientific discovery, business decision-making, and policy analysis, they are reshaping both the questions researchers can ask and the methods they use to answer them.
The rapid acceleration of AI comes with a profound wave of anxiety. Across every sector of society, people are facing unsettling questions about their worth and their place in a shifting world.

The rapid acceleration of AI comes with a profound wave of anxiety. Across every sector of society, people are facing unsettling questions about their worth and their place in a shifting world.
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.