2022 Program for Women and Mathematics: The Mathematics of Machine Learning

Recent deep learning models have achieved impressive predictive performance by learning complex functions of many variables, often at the cost of interpretability. This lecture first defines interpretable machine learning in general and introduces the agglomerative contextual decomposition (ACD) method to interpret neural networks.  Extending ACD to the scientifically meaningful frequency domain, an adaptive wavelet distillation (AWD) interpretation method is developed. AWD is shown to be both outperforming deep neural networks and interpretable in two prediction problems from cosmology and cell biology. Finally, a quality-controlled data science life cycle is advocated for building any model for trustworthy interpretation and introduce a Predictability Computability Stability (PCS) framework for such a data science life cycle.