Improving Neural Additive Models with Bayesian Principles

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Bouchiat, Kouroche, Immer, Alexander, Yèche, Hugo, Rätsch, Gunnar, Fortuin, Vincent
Format: Preprint
Published: 2023
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866909365908275200
author Bouchiat, Kouroche
Immer, Alexander
Yèche, Hugo
Rätsch, Gunnar
Fortuin, Vincent
author_facet Bouchiat, Kouroche
Immer, Alexander
Yèche, Hugo
Rätsch, Gunnar
Fortuin, Vincent
contents Neural additive models (NAMs) enhance the transparency of deep neural networks by handling input features in separate additive sub-networks. However, they lack inherent mechanisms that provide calibrated uncertainties and enable selection of relevant features and interactions. Approaching NAMs from a Bayesian perspective, we augment them in three primary ways, namely by a) providing credible intervals for the individual additive sub-networks; b) estimating the marginal likelihood to perform an implicit selection of features via an empirical Bayes procedure; and c) facilitating the ranking of feature pairs as candidates for second-order interaction in fine-tuned models. In particular, we develop Laplace-approximated NAMs (LA-NAMs), which show improved empirical performance on tabular datasets and challenging real-world medical tasks.
format Preprint
id arxiv_https___arxiv_org_abs_2305_16905
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Improving Neural Additive Models with Bayesian Principles
Bouchiat, Kouroche
Immer, Alexander
Yèche, Hugo
Rätsch, Gunnar
Fortuin, Vincent
Machine Learning
Neural additive models (NAMs) enhance the transparency of deep neural networks by handling input features in separate additive sub-networks. However, they lack inherent mechanisms that provide calibrated uncertainties and enable selection of relevant features and interactions. Approaching NAMs from a Bayesian perspective, we augment them in three primary ways, namely by a) providing credible intervals for the individual additive sub-networks; b) estimating the marginal likelihood to perform an implicit selection of features via an empirical Bayes procedure; and c) facilitating the ranking of feature pairs as candidates for second-order interaction in fine-tuned models. In particular, we develop Laplace-approximated NAMs (LA-NAMs), which show improved empirical performance on tabular datasets and challenging real-world medical tasks.
title Improving Neural Additive Models with Bayesian Principles
topic Machine Learning
url https://arxiv.org/abs/2305.16905