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Researcher profile

Yan Shuo Tan

Yan Shuo Tan contributes to research discovery and scholarly infrastructure.

ResearcherAffiliation not importedOpen to collaborate
Machine LearningArtificial IntelligenceComputation and LanguageMethodologyApplicationsComputer Vision

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Published work

6 published item(s)

preprint2026arXiv

Agentic-imodels: Evolving agentic interpretability tools via autoresearch

Agentic data science (ADS) systems are rapidly improving their capability to autonomously analyze, fit, and interpret data, potentially moving towards a future where agents conduct the vast majority of data-science work. However, current ADS systems use statistical tools designed to be interpretable by humans, rather than interpretable by agents. To address this, we introduce Agentic-imodels, an agentic autoresearch loop that evolves data-science tools designed to be interpretable by agents. Specifically, it develops a library of scikit-learn-compatible regressors for tabular data that are optimized for both predictive performance and a novel LLM-based interpretability metric. The metric measures a suite of LLM-graded tests that probe whether a fitted model's string representation is "simulatable" by an LLM, i.e. whether the LLM can answer questions about the model's behavior by reading its string output alone. We find that the evolved models jointly improve predictive performance and agent-facing interpretability, generalizing to new datasets and new interpretability tests. Furthermore, these evolved models improve downstream end-to-end ADS, increasing performance for Copilot CLI, Claude Code, and Codex on the BLADE benchmark by up to 73%

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

Human-AI Co-design for Clinical Prediction Models

Developing safe, effective, and practically useful clinical prediction models (CPMs) traditionally requires iterative collaboration between clinical experts, data scientists, and informaticists. This process refines the often small but critical details of the model building process, such as which features/patients to include and how clinical categories should be defined. However, this traditional collaboration process is extremely time- and resource-intensive, resulting in only a small fraction of CPMs reaching clinical practice. This challenge intensifies when teams attempt to incorporate unstructured clinical notes, which can contain an enormous number of concepts. To address this challenge, we introduce HACHI, an iterative human-in-the-loop framework that uses AI agents to accelerate the development of fully interpretable CPMs by enabling the exploration of concepts in clinical notes. HACHI alternates between (i) an AI agent rapidly exploring and evaluating candidate concepts in clinical notes and (ii) clinical and domain experts providing feedback to improve the CPM learning process. HACHI defines concepts as simple yes-no questions that are used in linear models, allowing the clinical AI team to transparently review, refine, and validate the CPM learned in each round. In two real-world prediction tasks (acute kidney injury and traumatic brain injury), HACHI outperforms existing approaches, surfaces new clinically relevant concepts not included in commonly-used CPMs, and improves model generalizability across clinical sites and time periods. Furthermore, HACHI reveals the critical role of the clinical AI team, such as directing the AI agent to explore concepts that it had not previously considered, adjusting the granularity of concepts it considers, changing the objective function to better align with the clinical objectives, and identifying issues of data bias and leakage.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

PFN-TS: Thompson Sampling for Contextual Bandits via Prior-Data Fitted Networks

Thompson sampling is a widely used strategy for contextual bandits: at each round, it samples a reward function from a Bayesian posterior and acts greedily under that sample. Prior-data fitted networks (PFNs), such as TabPFN v2+ and TabICL v2, are attractive candidates for this purpose because they approximate Bayesian posterior predictive distributions in a single forward pass. However, PFNs predict noisy future rewards, while Thompson sampling requires uncertainty over the latent mean reward function. We propose PFN-TS, a Thompson sampling algorithm that converts PFN posterior predictives into mean-reward samples using a subsampled predictive central limit theorem. The method estimates posterior variance from a geometric grid of $O(\log n)$ dataset prefixes rather than the full $O(n)$ predictive sequence used in previous predictive-sequence approaches, and reuses TabICL's cached representations across rounds. We prove consistency of the subsampled variance estimator and give a Bayesian regret bound that decomposes PFN-TS regret into exact posterior-sampling regret under the PFN prior plus approximation terms. Empirically, PFN-TS achieves the best average rank across nonlinear synthetic and OpenML classification-to-bandit benchmarks, remains competitive on linear and BART-generated rewards, and attains the highest estimated policy value in an offline mobile-health evaluation. Code is available at https://anonymous.4open.science/r/PFN_TS-36ED/.

0 citations0 reviewsNo code linkedOpen access
preprint2026arXiv

Revisiting Randomization in Greedy Model Search

Feature subsampling is a core component of random forests and other ensemble methods. While recent theory suggests that this randomization acts solely as a variance reduction mechanism analogous to ridge regularization, these results largely rely on base learners optimized via ordinary least squares. We investigate the effects of feature subsampling on greedy forward selection, a model that better captures the adaptive nature of decision trees. Assuming an orthogonal design, we prove that ensembling with feature subsampling can reduce both bias and variance, contrasting with the pure variance reduction of convex base learners. More precisely, we show that both the training error and degrees of freedom can be non-monotonic in the subsampling rate, breaking the analogy with standard shrinkage methods like the lasso or ridge regression. Furthermore, we characterize the exact asymptotic behavior of the estimator, showing that it adaptively reweights OLS coefficients based on their rank, with weights that are well-approximated by a logistic function. These results elucidate the distinct role of algorithmic randomization when interleaved with greedy optimization.

0 citations0 reviewsNo code linkedOpen access
preprint2022arXiv

Hierarchical Shrinkage: improving the accuracy and interpretability of tree-based methods

Tree-based models such as decision trees and random forests (RF) are a cornerstone of modern machine-learning practice. To mitigate overfitting, trees are typically regularized by a variety of techniques that modify their structure (e.g. pruning). We introduce Hierarchical Shrinkage (HS), a post-hoc algorithm that does not modify the tree structure, and instead regularizes the tree by shrinking the prediction over each node towards the sample means of its ancestors. The amount of shrinkage is controlled by a single regularization parameter and the number of data points in each ancestor. Since HS is a post-hoc method, it is extremely fast, compatible with any tree growing algorithm, and can be used synergistically with other regularization techniques. Extensive experiments over a wide variety of real-world datasets show that HS substantially increases the predictive performance of decision trees, even when used in conjunction with other regularization techniques. Moreover, we find that applying HS to each tree in an RF often improves accuracy, as well as its interpretability by simplifying and stabilizing its decision boundaries and SHAP values. We further explain the success of HS in improving prediction performance by showing its equivalence to ridge regression on a (supervised) basis constructed of decision stumps associated with the internal nodes of a tree. All code and models are released in a full-fledged package available on Github (github.com/csinva/imodels)

0 citations0 reviewsNo code linkedOpen access
preprint2021arXiv

Subspace Clustering using Ensembles of $K$-Subspaces

Subspace clustering is the unsupervised grouping of points lying near a union of low-dimensional linear subspaces. Algorithms based directly on geometric properties of such data tend to either provide poor empirical performance, lack theoretical guarantees, or depend heavily on their initialization. We present a novel geometric approach to the subspace clustering problem that leverages ensembles of the K-subspaces (KSS) algorithm via the evidence accumulation clustering framework. Our algorithm, referred to as ensemble K-subspaces (EKSS), forms a co-association matrix whose (i,j)th entry is the number of times points i and j are clustered together by several runs of KSS with random initializations. We prove general recovery guarantees for any algorithm that forms an affinity matrix with entries close to a monotonic transformation of pairwise absolute inner products. We then show that a specific instance of EKSS results in an affinity matrix with entries of this form, and hence our proposed algorithm can provably recover subspaces under similar conditions to state-of-the-art algorithms. The finding is, to the best of our knowledge, the first recovery guarantee for evidence accumulation clustering and for KSS variants. We show on synthetic data that our method performs well in the traditionally challenging settings of subspaces with large intersection, subspaces with small principal angles, and noisy data. Finally, we evaluate our algorithm on six common benchmark datasets and show that unlike existing methods, EKSS achieves excellent empirical performance when there are both a small and large number of points per subspace.

0 citations0 reviewsNo code linkedOpen access