Keywords: Automated invariance testing, sparse linear layers, feature selection, neural networks
TL;DR: The paper revisits the problem of invariance testing using sparse linear layers
Abstract: Machine learning testing and evaluation are largely overlooked by the community. In many cases, the only way to conduct testing is through formula-based scores, e.g., accuracy, f1, etc. However, these simple statistical scores cannot fully represent the performance of ML model. Therefore, new testing frameworks are attracting more attention. In this work, we propose a novel invariance testing approach that does not utilise traditional statistical scores. Instead, we train a series of sparse linear layers which are more easily to be compared due to their sparsity. We then use different divergence functions to numerically compare them and fuse the difference scores into a visual matrix. Additionally, testing using sparse linear layers allows us to conduct a novel testing oracle: associativity: by comparing merged weights and weights obtained by combined augmentation. Finally, we assess whether a model is invariant by checking the visual matrix, the associativity, and its sparse layers. We show that by using our testing framework, inter-rater reliability can be significantly improved.