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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.

168,742 papers · 148 categories

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143287430573 · Jun 202019922001200920172026
48 results for Relevance Prediction

System detects relevant financial news and predictions from unstructured text.

problem Manual extraction of relevant financial information from news is cumbersome and error-prone.
method Topic modeling with LDA, co-reference resolution, multi-paragraph segmentation, and temporal analysis.
result ROUGE-L values for relevant text and predictions/forecasts were 0.662 and 0.982, respectively.

Proposes a new hyperprior and predictive criterion for weakly informative hyperprior in relevance vector machine.

problem Capturing non-homogeneous data structure with limited kernel functions.
method Uses inverse gamma hyperprior with a shape parameter close to zero and a scale parameter not close to zero. Applies multiple kernel method with different widths. Proposes extended predictive information criterion for scale parameter selection.
result Obtains a multiple kernel relevance vector regression model with good predictive accuracy.

InteractionNet models noncovalent protein-ligand interactions with GNNs and explains predictions.

problem Modeling noncovalent protein-ligand interactions with graph neural networks.
method InteractionNet uses a GNN architecture with separated covalent and noncovalent convolution layers and layer-wise relevance propagation for explainability.
result InteractionNet successfully predicts noncovalent protein-ligand interactions with chemical relevance.

Novel metrics improve machine learning models for ICU patient care.

problem Predicting vital sign trajectories for early detection of adverse events.
method Developed novel performance metrics aligned with clinical contexts, validated on simulated and real datasets, and optimized neural networks using these metrics.
result Neural networks trained with these metrics excel in predicting clinically significant events.

A method to assess variable importance in complex predictive models.

problem Assessing the importance of variables in complex predictive models.
method Assigning relevance measures to each variable by comparing predictions with a ghost variable and analyzing joint effects.
result The method provides insights into variable importance and joint effects not available with other methods.

The increasing occurrence of ordinal data, mainly sociodemographic, led to a renewed research interest in ordinal regression, i.e. the prediction of ordered classes. Besides model accuracy, the interpretation of these models itself is of high relevance, and existing approaches therefore enforce e.g. model sparsity. For…

2019-02-20abs ↗pdf ↗

Online purchase decisions in organizations can go through a complex journey with multiple agents involved in the decision making process. Depending on the product being purchased, and the organizational structure, the process may involve employees who first conduct market research, and then influence decision makers wh…

2019-08-29abs ↗pdf ↗

Recently, several methods have been proposed to explain the predictions of recurrent neural networks (RNNs), in particular of LSTMs. The goal of these methods is to understand the network's decisions by assigning to each input variable, e.g., a word, a relevance indicating to which extent it contributed to a particular…

2019-04-26abs ↗pdf ↗

Bayesian neural network improves feature selection and prediction.

problem Improving feature selection and prediction accuracy in neural networks.
method BNN-ARD with l2-norm feature importance measure.
result Improves variable selection and predictive performance on real-world data.

Recently, a technique called Layer-wise Relevance Propagation (LRP) was shown to deliver insightful explanations in the form of input space relevances for understanding feed-forward neural network classification decisions. In the present work, we extend the usage of LRP to recurrent neural networks. We propose a specif…

2017-06-22abs ↗pdf ↗

We introduce a novel latent grouping model for predicting the relevance of a new document to a user. The model assumes a latent group structure for both users and documents. We compared the model against a state-of-the-art method, the User Rating Profile model, where only users have a latent group structure. We estimat…

2012-07-04abs ↗pdf ↗

Layer-wise relevance propagation (LRP) is a recently proposed technique for explaining predictions of complex non-linear classifiers in terms of input variables. In this paper, we apply LRP for the first time to natural language processing (NLP). More precisely, we use it to explain the predictions of a convolutional n…

2016-06-23abs ↗pdf ↗

Acute kidney injury (AKI) commonly occurs in hospitalized patients and can lead to serious medical complications. In order to optimally predict AKI before it develops at any time during a hospital stay, we present a novel framework in which AKI is continually predicted automatically from EHR data over the entire hospit…

2019-02-26abs ↗pdf ↗

Proposes a new SPVM model for RVM with more flexible priors.

problem Improper priors on multiple penalty parameters in RVM lead to improper posteriors.
method Introduces a single penalty approach (SPRVM) and a semi-Bayesian fitting method.
result SPRVM allows for more flexible priors and has proven conditions for posterior propriety.

New measures for prediction validity and consonant plausibility introduced.

problem Challenges in predicting future observations and quantifying prediction uncertainty.
method Introducing Type-2 validity and using consonant plausibility measures and conformal prediction.
result Achieving both Type-1 and Type-2 validity through consonant plausibility measures and conformal prediction.

Feature selection with high-dimensional data and a very small proportion of relevant features poses a severe challenge to standard statistical methods. We have developed a new approach (HARVEST) that is straightforward to apply, albeit somewhat computer-intensive. This algorithm can be used to pre-screen a large number…

2017-09-30abs ↗pdf ↗

Proposes a new stability measure for model fitting on similar feature data sets.

problem Model fitting on data sets with similar features is challenging.
method Tuning hyperparameters in a multi-criteria fashion with predictive accuracy and feature selection stability.
result Our approach achieves similar or better predictive performance than single-criteria and stability selection approaches.

Estimates latent dimensionality for prediction tasks using mutual information.

problem Estimating the latent dimensionality needed for accurate prediction.
method Formulates the problem as an Information Bottleneck question and uses neural mutual information estimators with a hybrid critic to preserve latent geometry.
result The hybrid critic method provides a more accurate estimation of task-relevant dimensionality.

Data coarse graining improves model performance by filtering out less relevant features.

problem Lossy data transformations lose information but can improve model generalization.
method Data coarse graining schemes that systematically discard features based on relevance to the learning task.
result A 'high-pass' scheme helps models generalize better by filtering out less relevant features.

Study proposes explainable analytics for manufacturing process planning.

problem Improving data-driven decision-making in manufacturing.
method Combines process mining, machine learning, and XAI. Uses deep learning for prediction and Shapley values/ICE plots for explanations.
result Enhanced decision-making capabilities through local post-hoc explanations.

New method predicts activity coefficients for binary mixtures without using physical descriptors.

problem Predicting activity coefficients for unexplored binary mixtures.
method Probabilistic matrix factorization model.
result Method outperforms state-of-the-art models requiring less training effort.

Jointly learns feature and sample relevancies for robust sparse recovery.

problem Sparse recovery sensitivity to data contaminants like outliers or misspecified noise.
method Jointly learns feature and sample relevancies via marginal likelihood optimization.
result Consistent sparse and robust prediction models across diverse tasks.

XGBoost fails to accurately identify relevant features, while interpretable methods do.

problem Accurately identifying relevant features in black-box models like XGBoost.
method Comparison of variable importance methods (CART, Optimal Trees, XGBoost, SHAP) across various experiments.
result Interpretable methods outperform black-box models in feature selection accuracy.

The paper introduces a new method for interpreting model predictions by considering both direct and indirect effects.

problem Interpreting model predictions to understand the causes of decisions.
method Proposes a new approach to quantify feature relevance by combining different types of interpretations and measures.
result Integrates various types of interpretations and measures to provide meaningful insights into model predictions.

Machine learning models predict US economic recessions using Treasury term spreads.

problem Predicting US economic recessions using Treasury term spreads.
method Gradient Boosting and Random Forest methods trained with SHapley Additive exPlanations (SHAP) framework.
result 3 month to 6 month Treasury term spread is the most relevant for predicting US economic recession.