Search Results for author: Colin Rowat

Found 4 papers, 2 papers with code

Interpretability in Safety-Critical FinancialTrading Systems

no code implementations24 Sep 2021 Gabriel Deza, Adelin Travers, Colin Rowat, Nicolas Papernot

Indeed, we show in our evaluation that errors in the forecasting model's predictions alone are not sufficient for trading decisions made based on these forecasts to yield a negative return.

Management

Joint Shapley values: a measure of joint feature importance

1 code implementation ICLR 2022 Chris Harris, Richard Pymar, Colin Rowat

The Shapley value is one of the most widely used measures of feature importance partly as it measures a feature's average effect on a model's prediction.

Feature Importance

Asymmetric Shapley values: incorporating causal knowledge into model-agnostic explainability

1 code implementation NeurIPS 2020 Christopher Frye, Colin Rowat, Ilya Feige

We introduce a less restrictive framework, Asymmetric Shapley values (ASVs), which are rigorously founded on a set of axioms, applicable to any AI system, and flexible enough to incorporate any causal structure known to be respected by the data.

feature selection Time Series +1

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