Multivariate time series (MTS) are prevalent but inherently complex, making them challenging to analyze due to strong temporal and inter-variable correlations. This complexity often results in the use of sophisticated and difficult-to-interpret machine learning models. In real-life scenarios where critical applications of these models are common, their acceptability is crucial. Counterfactual explanations have emerged as a valuable tool for understanding machine learning systems by providing post-hoc analyzes of classification models. We introduce CFE4MTS (CounterFactual Explanation for Multivariate Time Series), a conditional, generation-based, plausible counterfactual explanation method, specifically designed for multivariate time series classification. Our approach leverages advanced time series modeling techniques to generate interpretable counterfactuals that belong to a given target class distribution. To evaluate the effectiveness of our method, we apply it to various real datasets, demonstrating the superiority of our approach over the state of the art methods.

Decentralized learning (DL) is an emerging paradigm of collaborative machine learning that enables nodes in a network to train models collectively without sharing their raw data or relying on a central server. This paper introduces Zip-DL, a privacy-aware DL algorithm that leverages correlated noise to achieve robust privacy against local adversaries while ensuring efficient convergence at low communication costs. By progressively neutralizing the noise added during distributed averaging, Zip-DL combines strong privacy guarantees with high model accuracy. Its design requires only one communication round per gradient descent iteration, significantly reducing communication overhead compared to competitors. We establish theoretical bounds on both convergence speed and privacy guarantees. Moreover, extensive experiments demonstrating Zip-DL's practical applicability make it outperform state-of-the-art methods in the accuracy vs. vulnerability trade-off. Specifically, Zip-DL (i) reduces membership-inference attack success rates by up to 35% compared to baseline DL, (ii) decreases attack efficacy by up to 13% compared to competitors offering similar utility, and (iii) achieves up to 59% higher accuracy to completely nullify a basic attack scenario, compared to a state-of-the-art privacy-preserving approach under the same threat model. These results position Zip-DL as a practical and efficient solution for privacy-preserving decentralized learning in real-world applications.

Machine learning techniques, such as deep learning and ensemble methods, are widely used in various domains due to their ability to handle complex real-world tasks. However, their black-box nature has raised multiple concerns about the fairness, trustworthiness, and transparency of computer-assisted decision-making. This has led to the emergence of local post-hoc explainability methods, which offer explanations for individual decisions made by black-box algorithms. Among these methods, Kernel SHAP is widely used due to its model-agnostic nature and its well-founded theoretical framework. Despite these strengths, Kernel SHAP suffers from high instability: different executions of the method with the same inputs can lead to significantly different explanations, which diminishes the relevance of the explanations. The contribution of this paper is two-fold. On the one hand, we show that Kernel SHAP's instability is caused by its stochastic neighbor selection procedure, which we adapt to achieve full stability without compromising explanation fidelity. On the other hand, we show that by restricting the neighbors generation to perturbations of size 1 -- which we call the coalitions of Layer 1 -- we obtain a novel feature-attribution method that is fully stable, computationally efficient, and still meaningful.

We tackle, in the multiple-play bandit setting, the online ranking problem of assigning L items to K predefined positions on a web page in order to maximize the number of user clicks. We propose a generic algorithm, UniRank, that tackles state-of-the-art click models. The regret bound of this algorithm is a direct consequence of the pseudo-unimodality property of the bandit setting with respect to a graph where nodes are ordered sets of indistinguishable items. The main contribution of UniRank is its O(L/$\Delta$ logT) regret for T consecutive assignments, where $\Delta$ relates to the reward-gap between two items. This regret bound is based on the usually implicit condition that two items may not have the same attractiveness. Experiments against state-of-the-art learning algorithms specialized or not for different click models, show that our method has better regret performance than other generic algorithms on real life and synthetic datasets.

We tackle the online ranking problem of assigning $L$ items to $K$ positions on a web page in order to maximize the number of user clicks. We propose an original algorithm, easy to implement and with strong theoretical guarantees to tackle this problem in the Position-Based Model (PBM) setting, well suited for applications where items are displayed on a grid. Besides learning to rank, our algorithm, GRAB (for parametric Graph for unimodal RAnking Bandit), also learns the parameter of a compact graph over permutations of $K$ items among $L$. The logarithmic regret bound of this algorithm is a direct consequence of the unimodality property of the bandit setting with respect to the learned graph. Experiments against state-of-the-art learning algorithms which also tackle the PBM setting, show that our method is more efficient while giving regret performance on par with the best known algorithms on simulated and real life datasets.

In recommendation systems, one is interested in the ranking of the predicted items as opposed to other losses such as the mean squared error. Although a variety of ways to evaluate rankings exist in the literature, here we focus on the Area Under the ROC Curve (AUC) as it widely used and has a strong theoretical underpinning. In practical recommendation, only items at the top of the ranked list are presented to the users. With this in mind we propose a class of objective functions which primarily represent a smooth surrogate for the real AUC, and in a special case we show how to prioritise the top of the list. This loss is differentiable and is optimised through a carefully designed stochastic gradient-descent-based algorithm which scales linearly with the size of the data. We mitigate sample bias present in the data by sampling observations according to a certain power-law based distribution. In addition, we provide computation results as to the efficacy of the proposed method using synthetic and real data.

It is the main goal of this paper to propose a novel method to perform matrix completion on-line. Motivated by a wide variety of applications, ranging from the design of recommender systems to sensor network localization through seismic data reconstruction, we consider the matrix completion problem when entries of the matrix of interest are observed gradually. Precisely, we place ourselves in the situation where the predictive rule should be refined incrementally, rather than recomputed from scratch each time the sample of observed entries increases. The extension of existing matrix completion methods to the sequential prediction context is indeed a major issue in the Big Data era, and yet little addressed in the literature. The algorithm promoted in this article builds upon the SOFT IMPUTE approach introduced in [1]. The major novelty essentially arises from the use of a randomised technique for both computing and updating the Singular Value Decomposition (SVD) involved in the algorithm. Though of disarming simplicity, the method proposed turns out to be very efficient, while requiring reduced computations. Several numerical experiments based on real datasets illustrating its performance are displayed, together with preliminary results giving it a theoretical basis.