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Holistic deep learning

Author(s)
Bertsimas, Dimitris; Villalobos Carballo, Kimberly; Boussioux, Léonard; Li, Michael L.; Paskov, Alex; Paskov, Ivan; ... Show more Show less
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Abstract
This paper presents a novel holistic deep learning framework that simultaneously addresses the challenges of vulnerability to input perturbations, overparametrization, and performance instability from different train-validation splits. The proposed framework holistically improves accuracy, robustness, sparsity, and stability over standard deep learning models, as demonstrated by extensive experiments on both tabular and image data sets. The results are further validated by ablation experiments and SHAP value analysis, which reveal the interactions and trade-offs between the different evaluation metrics. To support practitioners applying our framework, we provide a prescriptive approach that offers recommendations for selecting an appropriate training loss function based on their specific objectives. All the code to reproduce the results can be found at https://github.com/kimvc7/HDL
Date issued
2023-12-07
URI
https://hdl.handle.net/1721.1/153166
Department
Sloan School of Management; Massachusetts Institute of Technology. Operations Research Center
Publisher
Springer US
Citation
Bertsimas, Dimitris, Villalobos Carballo, Kimberly, Boussioux, Léonard, Li, Michael L., Paskov, Alex et al. 2023. "Holistic deep learning."
Version: Final published version

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