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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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106211317422 · Jun 202019922001200920172026
48 results for associative importance

DEDACT breaks down feature importance into direct and associative components.

problem Lack of clear distinction between direct and associative feature importance.
method DEDACT framework to decompose direct and associative importance measures.
result Provides insight into sources of prediction-relevant information and feature pathways.

Discovering associations is of central importance in scientific practices. Currently, most researches consider only linear association measured by correlation coefficient, which has its theoretical limitations. In this paper, we propose a new method for discovering association with copula entropy -- a universal applica…

2019-07-29abs ↗pdf ↗

A new method identifies class-specific covariates in multi-class prediction tasks.

problem Identifying covariates specifically associated with one or more outcome classes in multi-class prediction tasks.
method Introducing multi forests (MuFs) with multi-way and binary splits to measure class-associated discriminatory ability.
result The multi-class VIM specifically ranks class-associated covariates highly, unlike conventional VIMs.

Perhaps the most important contribution of gauge theory to general mathematics is to point out the importance of association functors. Emphasizing category theory we characterize association functors by two of their natural properties and use this characterization to establish an equivalence between the category of pri…

2019-07-24abs ↗pdf ↗

The current paper deals with some new classes of Finsler metrics with reversible geodesics. We construct weighted quasi-metrics associated with these metrics. Further, we investigate some important geometric properties of weighted quasi-metric space. Finally, we discuss the embedding of quasi-metric spaces with general…

2018-01-17abs ↗pdf ↗

We characterize and study variable importance (VIMP) and pairwise variable associations in binary regression trees. A key component involves the node mean squared error for a quantity we refer to as a maximal subtree. The theory naturally extends from single trees to ensembles of trees and applies to methods like rando…

2007-11-15abs ↗pdf ↗

Concerns about interpretability, computational resources, and principled inductive priors have motivated efforts to engineer sparse neural models for NLP tasks. If sparsity is important for NLP, might well-trained neural models naturally become roughly sparse? Using the Taxi-Euclidean norm to measure sparsity, we find …

2019-07-22abs ↗pdf ↗

SAGE quantifies feature importance in machine learning models.

problem Understanding the role of individual features in complex models.
method Formalizing predictive power through model-based and universal measures, and introducing SAGE for efficient calculation.
result SAGE assigns more accurate feature importance values than other methods.

XAI methods struggle with identifying true predictors from suppressors in linear datasets.

problem XAI methods misidentify suppressor variables as important features.
method Carefully crafted linear ground-truth dataset to study suppressor variables; evaluated various XAI methods.
result Most XAI methods fail to distinguish true predictors from suppressors in linear settings.

Lie groupoids and their associated algebroids arise naturally in the study of the constitutive properties of continuous media. Thus, Continuum Mechanics and Differential Geometry illuminate each other in a mutual entanglement of theory and applications. Given any material property, such as the elastic energy or an inde…

2017-12-23abs ↗pdf ↗

We aim to predict and explain service failures in supply-chain networks, more precisely among last-mile pickup and delivery services to customers. We analyze a dataset of 500,000 services using (1) supervised classification with Random Forests, and (2) Association Rules. Our classifier reaches an average sensitivity of…

2018-10-20abs ↗pdf ↗

Twisted UU- and twisted U/KU/K-hierarchies are soliton hierarchies introduced by Terng to find higher flows of the generalized sine-Gordon equation. Twisted O(J,J)O(J)×O(J)\frac {O(J,J)}{O(J)\times O(J)}-hierarchies are among the most important classes of twisted hierarchies. In this paper, interesting first and higher flows of twi…

2011-03-31abs ↗pdf ↗

The purpose of this paper is to give a new proof of results of Moscovici and Stanton on the orbital integrals associated with eta invariants on compact locally symmetric spaces. Moscovici and Stanton used methods of harmonic analysis on reductive groups. Here, we combine our approach to orbital integrals using the hypo…

2016-03-16abs ↗pdf ↗

UMFI improves feature importance methods by reducing runtime and enhancing performance.

problem Improving feature importance methods to better explain causal and associative relationships in data.
method Introducing UMFI, which uses dependence removal techniques from AI fairness literature.
result UMFI outperforms MCI, especially in complex data scenarios, and reduces runtime from exponential to super-linear.

Residual finiteness is known to be an important property of groups appearing in combinatorial group theory and low dimensional topology. In a recent work [2] residual finiteness of quandles was introduced, and it was proved that free quandles and knot quandles are residually finite. In this paper, we extend these resul…

2019-02-08abs ↗pdf ↗

In recent years, twisted Alexander polynomial has been playing an important role in low-dimensional topology. For Montesinos links, we develop an efficient method to compute the twisted Alexander polynomial associated to any linear representation. In particular, formulas for multi-variable Alexander polynomials of thes…

2017-09-10abs ↗pdf ↗

A new method for estimating probabilities and risks using Markov processes.

problem Computational difficulties in classical importance sampling for latent Markov models.
method Proposes a new importance sampling framework that minimizes estimator variance.
result Shows logarithmic efficiency of the proposed estimator.

Paper proposes efficient method for estimating risk measures in complex models.

problem Accurately estimating distortion risk measures in computationally expensive models.
method Integrates importance sampling and machine learning for efficient Monte Carlo estimation.
result Demonstrates significant reduction in computational cost for estimating risk measures.

Mining association rules is an important technique for discovering meaningful patterns in transaction databases. Many different measures of interestingness have been proposed for association rules. However, these measures fail to take the probabilistic properties of the mined data into account. In this paper, we start …

2008-03-06abs ↗pdf ↗

Paper tackles non-Markovian control problems with new learning methods.

problem Non-Markovian stochastic control problems with unknown parameters.
method Off-model training and importance sampling for deep neural network approximation.
result Quantitative error bounds for adaptive learning under model uncertainty.

Linearizes Virasoro symmetries for semisimple Frobenius manifolds.

problem Linearizing Virasoro symmetries for semisimple Frobenius manifolds.
method Proving the existence of an infinite family of linearizable Virasoro symmetries under specific conditions.
result The Dubrovin-Zhang hierarchy associated with semisimple Frobenius manifolds has a bihamiltonian structure that can be represented by differential polynomials.

Machine learning explainability limits identifying causal variables.

problem Limiting ability to identify important variables in machine learning models.
method Exploring machine learning explainability techniques and their limitations in identifying causal variables.
result Machine learning algorithms are sensitive to underlying causal structure, leading to misidentification of important variables.

In the framework of fibred cusp operators on a manifold XX associated to a boundary fibration $Φ: \pa X\to Y$, the homotopy groups of the space of invertible smoothing perturbations of the identity are computed in terms of the K-theory of TYT^{*}Y. It is shown that there is a periodicity, namely the odd and the even h…

2004-08-17abs ↗pdf ↗

Study of line congruences for Appell's rank-4 hypergeometric functions.

problem Understanding line congruences for Appell's rank-4 hypergeometric functions.
method Derived original formulae for Laplace transform of rank-4 system, applied to geometry of surfaces defined by these functions.
result Natural line congruences for Laplace transforms of Appell's rank-4 functions form a W-congruence.

Graph network predicts circRNA-disease associations using multi-source similarity features.

problem Identifying circRNA-disease associations is challenging and time-consuming.
method Proposes a graph convolution network framework using multi-source similarity information.
result Framework predicts circRNA-disease associations with promising results and outperforms existing methods.

New method explains time series classification by assessing causal effects.

problem Understanding machine learning model decisions in time series classification.
method Model-agnostic causal attribution method using diffusion models.
result Causal attributions differ from associational ones, highlighting risks.

Finding the biomarkers associated with ASD is helpful for understanding the underlying roots of the disorder and can lead to earlier diagnosis and more targeted treatment. A promising approach to identify biomarkers is using Graph Neural Networks (GNNs), which can be used to analyze graph structured data, i.e. brain ne…

2019-07-02abs ↗pdf ↗

NOFIS uses normalizing flows to estimate rare event probabilities more efficiently.

problem Accurate estimation of rare event probabilities using conventional methods is inefficient and resource-intensive.
method NOFIS learns a sequence of proposal distributions by minimizing KL divergence losses and estimates rare event probability using importance sampling.
result NOFIS outperforms baseline approaches in estimating rare event probabilities across 10 distinct test cases.

MT-HAL learns features and task associations for multiple tasks with a shared sparse structure.

problem Learning features and task associations for multiple tasks with shared structure.
method Fully nonparametric approach that learns features, samples, and task associations with a shared sparse structure.
result MT-HAL achieves a powerful convergence rate and outperforms other methods across various simulation settings.

Generative diffusion models mimic biological memory networks, encoding associative dynamics in deep neural weights.

problem Understanding long-term memory mechanisms in neuroscience and AI.
method Interpreting generative diffusion models as energy-based models and comparing them to Hopfield networks.
result Generative diffusion models can encode associative dynamics of Hopfield networks in deep neural weights.

The paper investigates causal relationships in heart failure prediction using machine learning.

problem Understanding the causal relationships between clinical variables and heart failure.
method Proposes a new computational framework for causal structure discovery (CSD) of mixed-type clinical variables for binary disease outcomes.
result Feature importance from nonlinear classifiers strongly correlates with causal strength of variables, but not differentiating cause and effect.

The aim of this text is to establish some relations between Markov chains in Dirichlet Environments on directed graphs and certain hypergeometric integrals associated with a particular arrangement of hyperplanes. We deduce from these relations and the computation of the connexion obtained by moving one hyperplane of th…

2005-10-11abs ↗pdf ↗