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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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48 results for Inherent Interpretation

The study designs inherently interpretable machine learning models for high-risk sectors.

problem The need for transparent and explainable machine learning models in regulated industries.
method Qualitative template based on feature effects and model architecture constraints for assessing inherent interpretability.
result Demonstrates the design and evaluation of an interpretable ReLU DNN model for predicting credit default.

Integrating causal machine learning with inherently interpretable models for decision support.

problem Providing causal insights and decision support through machine learning models.
method Proposing an approach that integrates causal machine learning with inherently interpretable models.
result The proposed approach achieves competitive performance in prediction and what-if analysis while offering transparency on the system structure, causal relationships among variables, and functional forms connecting them.

Federated learning framework improves model generalization and privacy.

problem Communication overhead and statistical heterogeneity in FL.
method Prototypes and lightweight adapters for local model refinement.
result Improves classification accuracy over baseline algorithms.

Shallow trees in ensemble models make models more interpretable and sometimes better.

problem Lack of transparency in high-performing tree ensemble models.
method Developed an interpretation algorithm to convert tree ensembles into functional ANOVA representations. Proposed strategies to enhance interpretability.
result Shallow trees in ensemble models can lead to better generalization performance and improved interpretability.

NAMLSS models provide interpretable neural regression for location, scale, and shape.

problem Lack of interpretability in deep learning models for complex data distributions.
method Combines classical statistical methods with DNNs for distributional regression.
result Achieves visual interpretability and predictive power of deep learning models.

We propose to use boosted regression trees as a way to compute human-interpretable solutions to reinforcement learning problems. Boosting combines several regression trees to improve their accuracy without significantly reducing their inherent interpretability. Prior work has focused independently on reinforcement lear…

2018-09-19abs ↗pdf ↗

Most of the work on interpretable machine learning has focused on designing either inherently interpretable models, which typically trade-off accuracy for interpretability, or post-hoc explanation systems, whose explanation quality can be unpredictable. Our method, ExpO, is a hybridization of these approaches that regu…

2019-02-18abs ↗pdf ↗

Unified approach to learn interpretable concepts from data.

problem Building interpretable machine learning models and highly-performing foundation models.
method Relating causal representation learning and foundation models, defining concepts and proving their recoverability.
result Provable recovery of human-interpretable concepts from diverse data.

This paper explores causal analysis in machine learning for better interpretability.

problem The lack of causality in traditional interpretable machine learning models.
method An overview of causal approaches for interpretable machine learning.
result Causal analysis improves the interpretability of machine learning models.

Paper breaks down risk contribution into inherent and correlation risk components.

problem Understanding the sources of risk in portfolio contributions.
method Leave-one-out decomposition approach to separate inherent and correlation risk contributions.
result The decomposition reveals distinct contributions of position volatility and correlation to portfolio risk.

The paper introduces metrics to objectively evaluate interpretability methods.

problem Lack of objective evaluation metrics for interpretability methods.
method Proposes a set of metrics to evaluate interpretability methods along simplicity and broadness.
result Validated metrics on different benchmark tasks and showed their utility in method selection.

Paper proposes a new method to evaluate AI model interpretability in bond default prediction.

problem Lack of standardized method to assess inherent interpretability of AI models.
method Uses LIME and SHAP to assess feature contributions in bond default prediction.
result Consistent results with intuitive understanding of model interpretability.

SurvFD and SurvSHAP-IQ provide interpretable survival models by analyzing feature interactions.

problem Non-additivity of hazard and survival functions limits standard additive explanation methods.
method SurvFD decomposes higher-order effects into time-dependent and time-independent components, extending Shapley interactions to time-indexed functions.
result SurvFD and SurvSHAP-IQ offer a new perspective on survival explanations, explicitly characterizing feature interactions.

Proposes a deep learning model for probabilistic forecasting that is also interpretable.

problem Inability to explain predictions of neural network-based time series forecasting methods.
method Deep Autoregressive Networks (DANLIP) for locally interpretable probabilistic forecasting.
result DANLIP provides interpretable predictions with comparable performance to state-of-the-art methods.

Enhances tensor regression for interpretability and performance.

problem Interpreting and modeling multidimensional tensor data with structural heterogeneity.
method Generalized Nonnegative Structured Kruskal Tensor Regression (NS-KTR) with hybrid regularization and nonnegativity constraints.
result NS-KTR outperforms conventional methods in synthetic and real hyperspectral datasets.

An intriguing property of deep neural networks is their inherent vulnerability to adversarial inputs, which significantly hinders their application in security-critical domains. Most existing detection methods attempt to use carefully engineered patterns to distinguish adversarial inputs from their genuine counterparts…

2017-12-02abs ↗pdf ↗

Deep generative models have recently yielded encouraging results in producing subjectively realistic samples of complex data. Far less attention has been paid to making these generative models interpretable. In many scenarios, ranging from scientific applications to finance, the observed variables have a natural groupi…

2018-02-17abs ↗pdf ↗

LDA-XGB1 balances fairness and accuracy in lending models.

problem Fair lending practices and model interpretability in binary classification.
method Biobjective optimization using binning and information value, leveraging XGBoost.
result Achieves effective balance between accuracy, fairness, and interpretability.

The workshop focuses on AI principles for structured data.

problem Using AI on structured data for decision-making.
method Addressing principles of privacy, accountability, interpretability, robustness, and reasoning.
result Designing approaches to use structured data for reliable decisions.

We develop a model of issue-specific voting behavior. This model can be used to explore lawmakers' personal voting patterns of voting by issue area, providing an exploratory window into how the language of the law is correlated with political support. We derive approximate posterior inference algorithms based on variat…

2012-09-26abs ↗pdf ↗

Paper introduces a hybrid GPR model for more interpretable RUL prediction in aeroengine.

problem Challenges in interpreting and modeling uncertainty in RUL prediction models.
method Modified Gaussian Process Regression (GPR) with temporal feature extraction.
result Effective prediction of RUL intervals with transparent feature significance.

The paper tackles inconsistency in removal-based explanations and proposes methods to reduce it.

problem Inconsistency in removal-based explanations.
method Established the Impossible Trinity Theorem and proposed two novel algorithms to minimize interpretation error.
result The proposed methods achieve a substantial reduction in interpretation error, up to 31.8 times lower.

Paper proposes PI-DAE for missing data imputation in buildings using physics constraints.

problem Missing data in building energy modeling.
method Physics-informed Denoising Autoencoders (PI-DAE) with multivariate and univariate configurations.
result Enhanced interpretability and robustness to missing data rates.

GAM(L)A model improves interpretability of machine learning models.

problem Interpretable machine learning models for high predictive performance.
method Combines partial linear models with variable selection for accurate prediction and interpretability.
result GAM(L)A outperforms parametric models and is comparable to black-box models like random forest and gradient boosting.

New methods for assessing and visualizing feature groups in machine learning models.

problem Lack of methods for interpreting feature groups in machine learning models.
method Permutation-based, refitting, and Shapley-based techniques for grouped feature importance. Introduced a sequential procedure for identifying stable feature combinations. Developed a combined features effect plot.
result Effective methods for assessing and visualizing the importance and effect of feature groups in machine learning models.

Interpretable AI model boosts investment confidence and profitability.

problem Challenges in financial forecasting and interpretability in decision-making models.
method SHAP-based explainability technique for interpretable AI models.
result Notable enhancement in investor's portfolio value.

We describe the underlying probabilistic interpretation of alpha and beta divergences. We first show that beta divergences are inherently tied to Tweedie distributions, a particular type of exponential family, known as exponential dispersion models. Starting from the variance function of a Tweedie model, we outline how…

2012-09-19abs ↗pdf ↗

Machine learning and especially deep learning have garneredtremendous popularity in recent years due to their increased performanceover other methods. The availability of large amount of data has aidedin the progress of deep learning. Nevertheless, deep learning models areopaque and often seen as black boxes. Thus, the…

2019-09-04abs ↗pdf ↗

Proposes a new method for interpreting feature importance and effects in dependent feature models.

problem Challenges in interpreting feature importance when features are dependent and interactions are present.
method Conditional Subgroup Approach
result Conditional PFI and PDP estimates based on this approach often outperform existing methods.

A new framework evaluates large language models efficiently and accurately.

problem Evaluation of large language models is challenging due to stochasticity and heterogeneity of benchmarks.
method Interpretable and scalable framework based on Item Response Theory (IRT) and majorization-minimization principle.
result Our method achieves superior scalability and interpretability compared to existing approaches.