NGSLL combines DNN accuracy with linear model interpretability.
problem Combining high accuracy of DNNs with interpretability of linear models.
method Neural generators of sparse local linear models (NGSLL) using DNNs to approximate non-linear functions.
result Effective in real-world datasets, achieving high predictive performance and interpretability.
This paper improves Bayesian neural nets by using local linearization.
problem Underfitting in Bayesian neural networks.
method Local linearization of Bayesian neural networks to create a generalized linear model (GLM) for predictions.
result The GLM predictive resolves common underfitting problems of the Laplace approximation.
New algorithm accelerates single-pass SGD for generalized linear prediction.
problem Improving single-pass non-quadratic stochastic optimization.
method Data-dependent proximal method incorporating dual-momentum acceleration.
result Momentum acceleration resolves open problem in streaming setting.
New method for interpreting non-linear models using forward marginal effects.
problem Interpreting non-linear models' feature effects is challenging.
method Introducing forward marginal effects and partitioning feature space for better interpretation.
result Improved interpretation of non-linear prediction functions.
Causality-aware methods outperform linear residualization in confounding adjustment for anticausal prediction.
problem Adjusting for confounding in anticausal prediction tasks.
method Causality-aware counterfactual confounding adjustment.
result Causality-aware methods asymptotically outperform linear residualization in predictive performance.
Matrix completion aims to predict missing elements in a partially observed data matrix which in typical applications, such as collaborative filtering, is large and extremely sparsely observed. A standard solution is matrix factorization, which predicts unobserved entries as linear combinations of latent variables. We g…
The paper integrates multiple Gaussian process predictions using Monte Carlo sampling.
problem Accurate prediction of variables using multiple models.
method Log-linear pooling of Gaussian process predictions, combined with Monte Carlo sampling.
result The log-linear pooling method improves prediction accuracy compared to linear pooling.
E-LMC improves spatial field prediction accuracy by linearizing complex fields.
problem Predicting complex spatial fields with high accuracy and efficiency.
method Introducing an invertible neural network to linearize nonlinear spatial fields, enabling the use of LMC for nonlinear problems.
result Maximum improvement of about 40% over original LMC, outperforming other models.
New adaptive models improve prediction accuracy with missing data.
problem Improving prediction accuracy with missing data entries.
method Adaptive optimization approach, learning imputation and regression simultaneously.
result 2-10% improvement in out-of-sample accuracy in strongly non-random missing data settings.
Semi-supervised learning improves prediction using unlabeled data.
problem Improving prediction performance using unlabeled data.
method General methodology for semi-supervised Empirical Risk Minimization (ERM) focusing on generalized linear regression.
result Adaptive SSL can achieve substantial improvement over supervised and null models in various settings.
We analyzed optimism in linear and kernel regression models.
problem Understanding predictive complexity in regression models.
method Derived closed-form asymptotic optimism for linear and kernel regression models.
result Scaled optimism is a useful measure for model complexity.
Method predicts future rewards from past actions in a linear Gaussian system.
problem Maximizing cumulative reward in a stochastic multi-armed bandit with linear Gaussian dynamics.
method Proposes a method using a modified Kalman filter to predict future rewards based on past rewards.
result Reward from any action can be used to predict another action's future reward.
New findings on representation learning beyond linear functions.
problem Achieving diversity in representation learning beyond linear prediction functions.
method Analysis of eluder dimension and empirical risks.
result Diversity holds even with nonlinear prediction functions and multiple layers in neural networks.
The interpretability of prediction mechanisms with respect to the underlying prediction problem is often unclear. While several studies have focused on developing prediction models with meaningful parameters, the causal relationships between the predictors and the actual prediction have not been considered. Here, we co…
Predict covariance from features using convex optimization.
problem Predicting the covariance of a Gaussian vector from another feature vector.
method A generalized linear model with convex optimization for fitting parameters.
result Predicted covariance matrices are symmetric positive definite.
This paper analyzes stock market data to predict share prices using regression models.
problem Predicting stock prices in the share market of Bangladesh.
method Thorough linear regression analysis on Dhaka Stock Exchange data, compared with random forest.
result Random forest model performs better than linear regression for predicting stock prices.
Linear models can grok without understanding, improving generalization.
problem Understanding the phenomenon of grokking in linear models.
method Analytical and numerical derivation of training and generalization dynamics in linear networks.
result Grokking can occur in linear networks without reaching understanding, and its timing depends on various parameters.
Model predicts epileptic seizures with high accuracy using EEG signals.
problem Predicting epileptic seizures with high accuracy for diagnosis and treatment.
method Pearson's product-moment correlation coefficient with a linear classifier on generalized Gaussian modeling.
result 100% effectiveness for sensitivity and specificity greater than 83%.
Efficiently combines probabilistic predictions using kernel embeddings.
problem Combining multiple probabilistic predictions to improve forecast accuracy.
method Embed predictions into RKHS, optimizes kernel-based scoring rules, finds efficient implementation.
result Generalised linear pool outperforms traditional linear pool in operational wind speed forecasts.
This paper presents the hierarchical generalized linear model (HGLM) for loss reserving in a non-life insurance company. Because in this case the error of prediction is expressed by a complex analytical formula, the error bootstrap estimator is proposed instead. Moreover, the bootstrap procedure is used to obtain full …
Unified approach for optimizing predictions in linear programming and inverse problems.
problem Optimizing predictions in linear programming and inverse problems.
method Maximum optimality margin approach.
result Unified approach that balances computational efficiency and theoretical properties.
This paper describes the autofeat Python library, which provides scikit-learn style linear regression and classification models with automated feature engineering and selection capabilities. Complex non-linear machine learning models, such as neural networks, are in practice often difficult to train and even harder to …
The paper explores how over-parameterized linear regression models generalize without violating learning theory principles.
problem Understanding how over-parameterized linear regression models generalize without violating learning theory principles.
method The paper uses the predictive normalized maximum likelihood (pNML) learner to investigate the minimum norm solution of over-parameterized linear regression models.
result The model generalizes well when the test sample lies in a subspace spanned by eigenvectors associated with large eigenvalues of the training data.
Dynamic linear models improve travel time prediction for congested freeways.
problem Accurate travel time prediction for congested freeways.
method Dynamic linear models (DLMs) with time-varying parameters.
result Significant improvements in travel time prediction accuracy, especially for short-term predictions.
Complex problems may require sophisticated, non-linear learning methods such as kernel machines or deep neural networks to achieve state of the art prediction accuracies. However, high prediction accuracies are not the only objective to consider when solving problems using machine learning. Instead, particular scientif…
Locally adaptive interpretable regression improves linear regression's predictability.
problem Linear regression's predictability is limited; it lacks adaptability.
method Locally adaptive interpretable regression (LoAIR) uses neural networks to predict percentile of a Gaussian distribution for regression coefficients.
result LoAIR achieves comparable or better predictive performance than state-of-the-art baselines.
DeepKriging uses DNNs to predict spatial data with improved accuracy and scalability.
problem Predicting spatial processes with non-linear and non-Gaussian data.
method Adds an embedding layer of spatial coordinates with basis functions to DNNs.
result DeepKriging provides non-linear predictions with smaller approximation errors and is scalable for large datasets.
Unified framework for robust linear predictions without distributional assumptions.
problem Robust linear predictions in the presence of outliers and model misspecification.
method Unified robust framework for linear prediction problems on Hilbert spaces, using Median of Means (MoM) approach.
result Achieves an error rate of \(O(\max\left\{|\mathcal{O}|^{1/2}n^{-1/2}, |\mathcal{I}|^{1/2}n^{-1}
ight\}+ε)\) for misspecification level \(ε\), matching best-known rates.
Projected random forests improve circular data prediction with adaptive arc length and finite-sample coverage.
problem Regression with circular responses.
method Adapting linear-response models to circular data using projection and random forest out-of-bag mechanism.
result Projected random forest out-of-bag conformal prediction sets are more efficient and shorter than alternative methods.
Paper develops an efficient method for conformal prediction in sparse linear models.
problem Computing conformal prediction sets for sparse linear models is computationally infeasible.
method Numerical continuation techniques to approximate the solution path efficiently.
result The method accurately approximates conformal prediction sets for sparse linear models.
Paper optimizes prediction in semi-functional linear models using kernel methods.
problem Optimizing prediction in semi-functional linear models with functional and nonparametric components.
method Double-penalized least squares method in reproducing kernel Hilbert spaces, with regularization parameter selection via generalized cross validation.
result Achieves minimax optimal rates of convergence for both functional and nonparametric components.
The uncertainties in future Bitcoin price make it difficult to accurately predict the price of Bitcoin. Accurately predicting the price for Bitcoin is therefore important for decision-making process of investors and market players in the cryptocurrency market. Using historical data from 01/01/2012 to 16/08/2019, machin…
New method optimizes PCA for better prediction and variance.
problem Improve PCA for better prediction and variance.
method Jointly optimize prediction error and variance explained.
result Our method outperforms existing approaches in both prediction and variance.
HCBM improves deep learning explainability by non-linear concept aggregation.
problem Lack of explainable and accurate predictions in deep learning for high-stake decisions.
method Introduce Hoeffding Concept Bottleneck Models (HCBM) using Hoeffding functional decomposition of gradient-boosted trees for non-linear and sparse concept aggregation.
result HCBM outperforms standard linear CBM and is robust to interconcept leakage.
Structured prediction is used in areas such as computer vision and natural language processing to predict structured outputs such as segmentations or parse trees. In these settings, prediction is performed by MAP inference or, equivalently, by solving an integer linear program. Because of the complex scoring functions …
While we would like to predict exact values, available incomplete information is rarely sufficient - usually allowing only to predict conditional probability distributions. This article discusses hierarchical correlation reconstruction (HCR) methodology for such prediction on example of usually unavailable bid-ask spre…
Study optimizes prediction error for growing-dimensional PFLM models.
problem Optimizing prediction error for growing-dimensional PFLM models.
method Penalized least-squares approach in RKHS with effective dimension consideration.
result Shows exact upper bound for excess prediction risk in non-asymptotic form.
When predictive models are used to support complex and important decisions, the ability to explain a model's reasoning can increase trust, expose hidden biases, and reduce vulnerability to adversarial attacks. However, attempts at interpreting models are often ad hoc and application-specific, and the concept of interpr…
This paper extends performative prediction to nonlinear cases.
problem Performative prediction's effectiveness is limited by linear assumptions in real-world applications.
method Formulated a maximum margin approach loss function and extended it to nonlinear spaces using kernel methods.
result Derived conditions for performative stability in both linear and nonlinear cases.
Improves local model explanations using GANs and Linear Model Trees.
problem Need for accurate and intuitive explanations of complex machine learning models.
method Generative Adversarial Network (GAN) for synthetic data generation and Linear Model Trees for surrogate model training.
result Significantly improved local model explanations with contextual information.
Study evaluates machine learning for predicting treatment effects in observational studies.
problem Challenges in measuring treatment effects due to confounding bias in observational studies.
method Simulated two scenarios with and without confounding, using linear and non-linear relationships. Used machine learning models (linear regression, lasso regression, random forest) to predict counterfactuals and treatment effects.
result Machine learning models perform well under linearity but poorly under non-linearity, even in the presence of confounding.
Proposes using MLP for predicting optimal penalty in changepoint detection.
problem Predicting optimal penalty for changepoints in sequences.
method Uses a multilayer perceptron (MLP) with ReLU activation function to predict penalty.
result Improves accuracy and F1 score compared to existing models.
Paper introduces fair GLMs with convex penalty for equalizing GLM outcomes.
problem Achieving fairness in GLMs for practical use.
method Two fairness criteria based on GLM outcomes/log-likelihoods, achieved via a convex penalty on linear components.
result The fair GLM estimator is efficient and can handle various response variables.
Optimal machine learning requires interpolating training data in high-dimensional linear regression.
problem Achieving optimal predictive risk in overparameterized linear regression models.
method Analyzing proportional asymptotics of random design and label noise variance.
result Optimal performance in linear regression requires fitting training data to higher accuracy than inherent noise.
This work introduces a new metric to assess the fidelity of surrogate models to the underlying data-generating signal.
problem The limitations of fidelity-based explanations in explainable AI.
method Introduces the linearity score λ(f) to quantify the extent of a regression network's linear decodability. result High-fidelity surrogates can underperform compared to simpler models and even linear baselines trained directly on the data.
Reservoir computers (RCs) and recurrent neural networks (RNNs) can mimic any finite-state automaton in theory, and some workers demonstrated that this can hold in practice. We test the capability of generalized linear models, RCs, and Long Short-Term Memory (LSTM) RNN architectures to predict the stochastic processes g…
LUNO linearizes neural operators to quantify their predictive uncertainty.
problem Quantifying the predictive error of neural operators for high-stakes simulations.
method Model linearization to push weight-space uncertainty forward to predictions.
result LUNO provides a practical and theoretically sound way to apply Bayesian methods to neural operators.
QLA improves Bayesian uncertainty estimation for DNNs without increasing computational cost.
problem Overconfident out-of-distribution predictions from DNNs.
method Proposes Quadratic Laplace Approximation (QLA) to improve Bayesian uncertainty quantification.
result QLA yields modest yet consistent uncertainty estimation improvements over Linearized Laplace Approximation (LLA) on five regression datasets.