Interpretable Machine Learning
Interpretable ML
Sparse Learning
Uncertainty
Time Series
Structured and transparent models for sparse learning, multiscale approximation, time-series reconstruction, uncertainty, and validation.
Focus
My interpretable machine-learning work is about making modeling decisions inspectable. In many scientific and operational settings, the model must reduce noise, compress data, reconstruct a signal, or produce a prediction while preserving enough structure for review, uncertainty assessment, and downstream decisions.
Core Themes
- Sparse multiscale learning for transparent data reduction.
- Hierarchical regularization and bias-variance-compression tradeoffs.
- Confidence and prediction intervals for compressed models.
- SVD-based augmentation for surrogate modeling under limited data.
- Localized penalized splines for noisy and irregular time series.
- Outlier screening, reconstruction, derivative estimation, and uncertainty bands.
Representative Work
- Forward-backward greedy sparse multiscale learning.
- Hierarchical regularization networks for sparsification-based learning on noisy datasets.
- Hierarchical approximations for data reduction and learning at multiple scales.
- SVD-enabled data augmentation for machine-learning surrogate modeling of nonlinear structures.
- ALPS framework for modeling time series of land ice changes.
- Glacier surge monitoring from temporally dense elevation time series.
Decision-Science Connection
The common pattern is not just prediction. The work asks which information is decision-relevant, which detail is redundant or unstable, how much approximation error can be tolerated, and how uncertainty should be shown before a model output is trusted.