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Rozprawy doktorskie na temat "Interprétabilité des modèles"
Laugel, Thibault. "Interprétabilité locale post-hoc des modèles de classification "boites noires"". Electronic Thesis or Diss., Sorbonne université, 2020. http://www.theses.fr/2020SORUS215.
Pełny tekst źródłaThis thesis focuses on the field of XAI (eXplainable AI), and more particularly local post-hoc interpretability paradigm, that is to say the generation of explanations for a single prediction of a trained classifier. In particular, we study a fully agnostic context, meaning that the explanation is generated without using any knowledge about the classifier (treated as a black-box) nor the data used to train it. In this thesis, we identify several issues that can arise in this context and that may be harmful for interpretability. We propose to study each of these issues and propose novel criteria and approaches to detect and characterize them. The three issues we focus on are: the risk of generating explanations that are out of distribution; the risk of generating explanations that cannot be associated to any ground-truth instance; and the risk of generating explanations that are not local enough. These risks are studied through two specific categories of interpretability approaches: counterfactual explanations, and local surrogate models
Ben, Yaacov Itaï. "Théories simples : constructions de groupes et interprétabilité généralisée". Paris 7, 2002. http://www.theses.fr/2002PA077020.
Pełny tekst źródłaRebai, Ahmed. "Recherche Interactive d'Objets à l'Aide de Modèles Visuels Interprétables". Phd thesis, Université Paris Sud - Paris XI, 2011. http://tel.archives-ouvertes.fr/tel-00596916.
Pełny tekst źródłaTiano, Donato. "Learning models on healthcare data with quality indicators". Electronic Thesis or Diss., Lyon 1, 2022. http://www.theses.fr/2022LYO10182.
Pełny tekst źródłaTime series are collections of data obtained through measurements over time. The purpose of this data is to provide food for thought for event extraction and to represent them in an understandable pattern for later use. The whole process of discovering and extracting patterns from the dataset is carried out with several extraction techniques, including machine learning, statistics, and clustering. This domain is then divided by the number of sources adopted to monitor a phenomenon. Univariate time series when the data source is single and multivariate time series when the data source is multiple. The time series is not a simple structure. Each observation in the series has a strong relationship with the other observations. This interrelationship is the main characteristic of time series, and any time series extraction operation has to deal with it. The solution adopted to manage the interrelationship is related to the extraction operations. The main problem with these techniques is that they do not adopt any pre-processing operation on the time series. Raw time series have many undesirable effects, such as noisy points or the huge memory space required for long series. We propose new data mining techniques based on the adoption of the most representative features of time series to obtain new models from the data. The adoption of features has a profound impact on the scalability of systems. Indeed, the extraction of a feature from the time series allows for the reduction of an entire series to a single value. Therefore, it allows for improving the management of time series, reducing the complexity of solutions in terms of time and space. FeatTS proposes a clustering method for univariate time series that extracts the most representative features of the series. FeatTS aims to adopt the features by converting them into graph networks to extract interrelationships between signals. A co-occurrence matrix merges all detected communities. The intuition is that if two time series are similar, they often belong to the same community, and the co-occurrence matrix reveals this. In Time2Feat, we create a new multivariate time series clustering. Time2Feat offers two different extractions to improve the quality of the features. The first type of extraction is called Intra-Signal Features Extraction and allows to obtain of features from each signal of the multivariate time series. Inter-Signal Features Extraction is used to obtain features by considering pairs of signals belonging to the same multivariate time series. Both methods provide interpretable features, which makes further analysis possible. The whole time series clustering process is lighter, which reduces the time needed to obtain the final cluster. Both solutions represent the state of the art in their field. In AnomalyFeat, we propose an algorithm to reveal anomalies from univariate time series. The characteristic of this algorithm is the ability to work among online time series, i.e. each value of the series is obtained in streaming. In the continuity of previous solutions, we adopt the functionality of revealing anomalies in the series. With AnomalyFeat, we unify the two most popular algorithms for anomaly detection: clustering and recurrent neural network. We seek to discover the density area of the new point obtained with clustering
Wajnberg, Mickaël. "Analyse relationnelle de concepts : une méthode polyvalente pour l'extraction de connaissances". Electronic Thesis or Diss., Université de Lorraine, 2020. http://www.theses.fr/2020LORR0136.
Pełny tekst źródłaAt a time where data, often interpreted as "ground truth", are produced in gigantic quantities, a need for understanding and interpretability emerges in parallel. Dataset are nowadays mainly relational, therefore developping methods that allows relevant information extraction describing both objects and relation among them is a necessity. Association rules, along with their support and confidence metrics, describe co-occurrences of object features, hence explicitly express and evaluate any information contained in a dataset. In this thesis, we present and develop the relational concept analysis approach to extract the association rules that translate objects proper features along with the links with sets of objects. A first part present the mathematical part of the method, while a second part highlights three case studies to assess the pertinence of such a development. Case studies cover various domains to demonstrate the method polyvalence: the first case deals with error analysis in industrial production, the second covers psycholinguistics for dictionary analysis and the last one shows the method application in knowledge engineering
Lemyre, Gabriel. "Modèles de Markov à variables latentes : matrice de transition non-homogène et reformulation hiérarchique". Thesis, 2021. http://hdl.handle.net/1866/25476.
Pełny tekst źródłaThis master’s thesis is centered on the Hidden Markov Models, a family of models in which an unobserved Markov chain dictactes the behaviour of an observable stochastic process through which a noisy version of the latent chain is observed. These bivariate stochastic processes that can be seen as a natural generalization of mixture models have shown their ability to capture the varying dynamics of many time series and, more specifically in finance, to reproduce the stylized facts of financial returns. In particular, we are interested in discrete-time Markov chains with finite state spaces, with the objective of studying the contribution of their hierarchical formulations and the relaxation of the homogeneity hypothesis for the transition matrix to the quality of the fit and predictions, as well as the capacity to reproduce the stylized facts. We therefore present two hierarchical structures, the first allowing for new interpretations of the relationships between states of the chain, and the second allowing for a more parsimonious parameterization of the transition matrix. We also present three non-homogeneous models, two of which have transition probabilities dependent on observed explanatory variables, and the third in which the probabilities depend on another latent variable. We first analyze the goodness of fit and the predictive power of our models on the series of log returns of the S&P 500 and the exchange rate between canadian and american currencies (CADUSD). We also illustrate their capacity to reproduce the stylized facts, and present interpretations of the estimated parameters for the hierarchical and non-homogeneous models. In general, our results seem to confirm the contribution of hierarchical and non-homogeneous models to these measures of performance. In particular, these results seem to suggest that the incorporation of non-homogeneous dynamics to a hierarchical structure may allow for a more faithful reproduction of the stylized facts—even the slow decay of the autocorrelation functions of squared and absolute returns—and better predictive power, while still allowing for the interpretation of the estimated parameters.