Deep Learning model explainability

Hi, In my first post, I looked into the explainability of classical machine learning models. As a next step, I’m interested in the explainability of neural networks. Model explainability is easy for simple models (linear regression, decision trees), and some tools exist for more complex algorithms (ensemble trees). Therefore, I highly recommend the book Interpretable Machine Learning by Christoph Molnar for a deeper theoretical understanding. All different approaches for model explanability are shown with a PyTorch model in this kaggle notebook. ...

December 8, 2023 · 7 min

Learning about time-series analysis

Hi, Recently, I had to work on a simple time-series analysis. I performed poorly since I never worked with time-series before. I believe in a deterministic world, and in general, I prefer to find the causality of a specific data behavior prior to a simple way of empiristic modeling. However, I understand the need for time-series analysis as not enough data available, the underlying processes understood, the complexity bearable, or the time/need for a proper process understanding. The goal is to make a prediction based on the previously observed observations. In a traditional sense (Arima), you look at the trend, seasonality, and cycles - in the more modern way, you throw the data into a model architecture (deep learning). In this context, I should mention the famous paper Statistical Modeling: The Two Cultures, while I prefer to use algorithmic models and treat the data mechanism as unknown. I would add that the underlying data mechanism is deterministic, and we should use collected data to get improved models. Anyway, let’s use the many resources in the time-series field to get better in this field. ...

August 15, 2023 · 3 min