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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.

168,695 papers · 148 categories

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82165247329 · Jun 202019922001200920172026
48 results for additive attribution

In predictive process analytics, current and historical process data in event logs is used to predict the future, e.g., to predict the next activity or how long a process will still require to complete. Recurrent neural networks (RNN) and its subclasses have been demonstrated to be well suited for creating prediction m…

2019-04-15abs ↗pdf ↗

SISR improves feature attribution in complex payoff schemes.

problem Distorted feature attributions due to non-additive payoff functions and high-dimensional feature spaces.
method Sparse Isotonic Shapley Regression (SISR) learns a monotonic transformation to restore additivity and enforces L0 sparsity.
result SISR achieves strong support recovery and stable attributions across various payoff schemes.

The paper tackles attributing forecast gaps in complex model suites.

problem Attributing forecast gaps to individual component models in complex model suites.
method Formalized walk analysis, adapted LMDI and Shapley value approaches.
result Developed efficient formulas for gap attribution in practical portfolio-scale examples.

Proposes new attribution methods for trees with regularization.

problem Feature attribution for trees trained with regularization.
method Prediction Decomposition Attribution (PreDecomp) and TreeInner.
result TreeInner shows state-of-the-art feature selection performance.

RoSHAP stabilizes feature attribution in machine learning models.

problem Stochastic variation in feature attribution measures.
method Modeling feature attribution score distribution and estimating it through bootstrap resampling and kernel density estimation.
result RoSHAP provides stable feature rankings and improves model performance.

WGNN learns graph representations from incomplete attribute data.

problem Missing node attributes in graphs.
method WGNN learns node representations from decomposed attribute matrices and uses Wasserstein space for message passing.
result WGNN outperforms existing methods in node classification tasks with missing attribute data.

TaylorPODA uses Taylor expansions to improve feature attributions for opaque models.

problem Lack of systematic framework for quantifying feature contributions in opaque models.
method Taylor expansion framework with postulates (precision, federation, zero-discrepancy, adaptation).
result TaylorPODA achieves competitive results and provides principled explanations.

Note that a newer expanded version of this paper is now available at: arXiv:1802.03888 It is critical in many applications to understand what features are important for a model, and why individual predictions were made. For tree ensemble methods these questions are usually answered by attributing importance values to i…

2017-06-19abs ↗pdf ↗

In-Run Data Shapley offers efficient data attribution for large-scale models.

problem Existing data attribution methods are computationally intensive and cannot target specific models.
method In-Run Data Shapley, which efficiently attributes data contributions to a specific model without re-training.
result In-Run Data Shapley achieves significant efficiency, enabling data attribution for pretraining models.

Study evaluates consistency of feature attribution in deep learning for multi-omics data.

problem Challenges in interpretability of deep learning models in biological research.
method Investigation of Shapley Additive Explanations (SHAP) on multi-view deep learning models applied to multi-omics data.
result SHAP rankings are sensitive to architecture and random initialization, suggesting caution.

Nonparametric method measures influence of training images on diffusion model outputs.

problem Quantifying influence of individual training examples on diffusion model outputs.
method Patch-level similarity between generated and training images, using optimal score function.
result Strong attribution performance, matching gradient-based approaches and outperforming baselines.

Feature attribution methods, which explain an individual prediction made by a model as a sum of attributions for each input feature, are an essential tool for understanding the behavior of complex deep learning models. However, ensuring that models produce meaningful explanations, rather than ones that rely on noise, i…

2019-12-20abs ↗pdf ↗

Personalized models using group attributes reduce performance, study finds.

problem Reducing performance of models using group attributes like race or gender.
method Formal conditions and collective preference guarantees to ensure fair use.
result Models personalized with group attributes reduce performance at a group level.

Interpreting predictions from tree ensemble methods such as gradient boosting machines and random forests is important, yet feature attribution for trees is often heuristic and not individualized for each prediction. Here we show that popular feature attribution methods are inconsistent, meaning they can lower a featur…

2018-02-12abs ↗pdf ↗

This paper examines and proposes several attribution modeling methods that quantify how revenue should be attributed to online advertising inputs. We adopt and further develop relative importance method, which is based on regression models that have been extensively studied and utilized to investigate the relationship …

2017-10-18abs ↗pdf ↗

The chapter improves deep learning models by interpreting and improving their performance.

problem Deep learning models often lack interpretability, leading to poor understanding of their predictions.
method The approach involves attributing importance to features and feature groups, including interactions, to improve model performance.
result The proposed attributions provide insights across various domains and can be used to improve model generalization.

DArtNet predicts time series data using graph structure and dynamic attributes.

problem Predicting time series data using graph structure and dynamic attributes.
method DArtNet learns static and dynamic embeddings for graph nodes and encodes history information using RNN for joint link and attribute prediction.
result Improved time series prediction accuracy on five datasets.

RESHAPE explains financial statement anomalies by aggregating explanations from AENNs.

problem Detecting and explaining accounting anomalies in financial audits is challenging.
method Proposes RESHAPE to explain model output on an aggregated attribute-level.
result RESHAPE provides more comprehensible explanations compared to existing methods.

We propose an optimal transport (OT) framework for generalized zero-shot learning (GZSL), seeking to distinguish samples for both seen and unseen classes, with the assist of auxiliary attributes. The discrepancy between features and attributes is minimized by solving an optimal transport problem. {Specifically, we buil…

2019-10-20abs ↗pdf ↗

In healthcare, making the best possible predictions with complex models (e.g., neural networks, ensembles/stacks of different models) can impact patient welfare. In order to make these complex models explainable, we present DeepSHAP for mixed model types, a framework for layer wise propagation of Shapley values that bu…

2019-11-27abs ↗pdf ↗

Paper defends sensitive attributes in GNNs from inference attacks.

problem Protecting sensitive attributes in GNNs from inference attacks.
method Proposes adversarial training with TV and Wasserstein distance to locally filter sensitive attributes.
result Framework creates strong defense against inference attacks with minimal performance loss.

A new model detects complex network communities using node attributes.

problem Lack of methods integrating node attributes for community detection in attributed networks.
method BCSBM model that integrates betweenness centrality and clustering coefficient of nodes.
result BCSBM model outperforms other methods in detecting various network structures.

We consider the problem of learning linear classifiers when both features and labels are binary. In addition, the features are noisy, i.e., they could be flipped with an unknown probability. In Sy-De attribute noise model, where all features could be noisy together with same probability, we show that 00-11 loss ($l_{…

2019-11-18abs ↗pdf ↗

Medical imaging models may encode demographic attributes without violating fairness, depending on the approach.

problem Discrimination in medical imaging models due to encoding demographic attributes.
method Examined marginal and class-conditional representation invariance, traditional fairness notions, and counterfactual fairness.
result Demographically invariant models may not necessarily be fair, and encoding demographic attributes can be advantageous.

Enhanced visual feature attribution via adaptive baseline weighting.

problem IG's sensitivity to baseline images leads to noisy or unstable explanations.
method Weighted Integrated Gradients (WG) evaluates and weights baselines for improved reliability.
result WG improves over Expected Gradients (EG) by up to 36% across various models.

Proposes fair mapping to prevent bias in model predictions without distorting data.

problem Reduces bias in model predictions without altering the data distribution.
method Uses Wasserstein GAN and AttGAN frameworks to transform data distributions while preserving privacy and interpretability.
result Preserves data interpretability and fairness in subsequent analysis tasks.

Adding attributes for nodes to network embedding helps to improve the ability of the learned joint representation to depict features from topology and attributes simultaneously. Recent research on the joint embedding has exhibited a promising performance on a variety of tasks by jointly embedding the two spaces. Howeve…

2018-04-17abs ↗pdf ↗

Network embedding leverages the node proximity manifested to learn a low-dimensional node vector representation for each node in the network. The learned embeddings could advance various learning tasks such as node classification, network clustering, and link prediction. Most, if not all, of the existing works, are ove…

2017-06-06abs ↗pdf ↗

In this paper, we propose a method that disentangles the effects of multiple input conditions in Generative Adversarial Networks (GANs). In particular, we demonstrate our method in controlling color, texture, and shape of a generated garment image for computer-aided fashion design. To disentangle the effect of input at…

2018-06-20abs ↗pdf ↗

New framework analyzes pre-stock jump trading behaviors using multivariate time series analysis.

problem Understanding micro-trading behaviors before stock price jumps.
method Multivariate time series analysis considering temporal information.
result Identifies highly informative attributes for predicting price jumps.

RNNs solve modular addition tasks using low rank and sparse Fourier structures.

problem Solving modular addition tasks with recurrent neural networks.
method Identified low rank structures and sparse Fourier representations in RNN weights.
result RNNs robust to removing individual frequencies but degrade with more ablation.

Paper creates fair synthetic data ensuring equal predictions across sensitive attributes.

problem Ensuring fair predictions across sensitive attributes in synthetic data.
method Equalizing target probability distributions across sensitive attributes in synthetic data generation.
result Synthetic data provides strong fair predictions, equal across all thresholds.

We present a simple generative framework for learning to predict previously unseen classes, based on estimating class-attribute-gated class-conditional distributions. We model each class-conditional distribution as an exponential family distribution and the parameters of the distribution of each seen/unseen class are d…

2017-07-25abs ↗pdf ↗

New method uses SHapley Additive Explanations to identify anomaly detectors with complementary behaviors.

problem Challenges in unsupervised anomaly detection due to diverse data distributions and lack of labels.
method Characterize anomaly detectors using SHapley Additive Explanations to measure feature importance and similarity.
result Detectors with similar explanations produce correlated anomaly scores, while those with divergent explanations are complementary.

A machine learning approach to record fusion with high accuracy.

problem Aggregating multiple records corresponding to the same entity.
method Constructing feature vectors from attribute-level, record-level, and database-level signals; using a stagewise additive model to learn a classifier.
result Average precision of ~98% with source information and ~94% without source information across diverse datasets.