AAAI Conference 2026 Conference Paper
Statistically Robust Sparse High-order Interaction Model
- Diptesh Das
- Ichiro Takeuchi
- Koji Tsuda
Deep learning models often achieve high accuracy but lack interpretability, making them unsuitable for critical applications such as medical diagnosis, biomolecule design, criminal justice, etc. The Sparse High-order Interaction Model (SHIM) addresses this limitation by providing both transparency and predictive reliability. However, real-world data often contain outliers, which can distort model performance. To overcome this, we propose Huberized-SHIM, an extension of SHIM that integrates Huber loss-based robust regression to mitigate the impact of outliers. We introduce a homotopy-based exact regularization path algorithm and a novel tree-pruning criterion to efficiently manage interaction complexity. Additionally, we incorporate the conformal prediction framework to enhance statistical reliability. Empirical evaluations on synthetic and real-world datasets demonstrate the superior robustness and accuracy of Huberized-SHIM in high-stakes decision-making contexts.