New score-based methods identify causal structures with latent variables.
problem Identifying causal structures involving latent variables.
method Score-based methods with identifiability guarantees.
result Score equivalence and consistency for latent variable causal models.
Proposes a new method using Copula Entropy for variable selection.
problem Variable selection in machine learning and statistics.
method Copula Entropy (CE) based ranks for variable selection, model-free and tuning-free.
result CE based method selects variables more effectively and derives better interpretable results.
The causal discovery of Bayesian networks is an active and important research area, and it is based upon searching the space of causal models for those which can best explain a pattern of probabilistic dependencies shown in the data. However, some of those dependencies are generated by causal structures involving varia…
A new variable importance measure for DRFs detects broader impacts on output distributions.
problem Estimating full conditional distributions of multivariate outputs given inputs.
method Based on the drop and relearn principle and MMD distance.
result Consistent and high-performing variable importance measure for DRFs.
We present a new variable selection method based on model-based gradient boosting and randomly permuted variables. Model-based boosting is a tool to fit a statistical model while performing variable selection at the same time. A drawback of the fitting lies in the need of multiple model fits on slightly altered data (e…
New method models complex dynamics using a base variable.
problem Modeling complex high-frequency dynamics from time series.
method Constructing a joint model with a base variable and a target variable.
result Successfully models chaotic behavior and reconstructs statistical properties.
This article describes the R package varrank. It has a flexible implementation of heuristic approaches which perform variable ranking based on mutual information. The package is particularly suitable for exploring multivariate datasets requiring a holistic analysis. The core functionality is a general implementation of…
This work explores variably scaled kernels to improve non-stationary Gaussian processes.
problem Limited ability of stationary kernels to represent heterogeneous correlation structures.
method Introduces variably scaled kernels to modify correlation structures explicitly.
result Improved reconstruction accuracy and better uncertainty estimates for non-stationary data.
Proposes a new variable grouping approach to improve Bayesian additive regression tree (BART) performance.
problem Improving the predictive performance of BART by reducing nonlinear interactions.
method Variable grouping to identify and separate variables into groups with no nonlinear interactions.
result The proposed GBART method significantly outperforms classical approaches in synthetic and real data experiments.
We propose a technique for increasing the efficiency of gradient-based inference and learning in Bayesian networks with multiple layers of continuous latent vari- ables. We show that, in many cases, it is possible to express such models in an auxiliary form, where continuous latent variables are conditionally determini…
New method identifies latent variables in cognitive models using neural networks.
problem Inference of latent variables in complex cognitive models is limited.
method Recurrent neural networks and simulation-based inference for latent variable sequences.
result Extends neural Bayes estimation to broader classes of cognitive models.
The study examines how market trade randomness influences price and return volatility.
problem The accuracy of predicting market-based volatilities and macroeconomic variables is limited.
method Analyzes time series of trade values and volumes, and develops econometric methodologies for predicting volatilities.
result Current macroeconomic models underestimate the accuracy of predicting market-based volatilities and macroeconomic variables.
The paper shows how neural networks with less decision boundary variability generalize better.
problem Improving neural network generalizability by reducing decision boundary variability.
method Introduces new measures (algorithm DB variability and (ε,η)-data DB variability) to quantify decision boundary variability and proves theoretical bounds on generalizability. result Neural networks with lower decision boundary variability have better generalizability, as shown by extensive experiments and theoretical bounds.
Proposes a gradient-based variable selection method for binary classification in RKHS.
problem Variable selection in high-dimensional data analysis.
method Gradient-based representation of large-margin classifier with group-lasso penalty.
result Selection consistency and risk bound of the estimated classifier.
A new method reduces CI tests for causal structure learning.
problem Exponential CI tests in constraint-based methods.
method Recursive Markov boundary-based approach.
result Significantly reduces CI tests compared to existing methods.
MVRSM optimizes expensive functions with mixed variables, outperforming state-of-the-art methods.
problem Minimizing expensive functions with mixed continuous and integer variables.
method Mixed-Variable ReLU-based Surrogate Modelling (MVRSM) using rectified linear units.
result MVRSM outperforms state-of-the-art methods on synthetic and real-life benchmarks.
RI-based variable ranking and selection outperforms lasso in high-dimensional datasets.
problem Challenges in variable selection and model creation with correlated predictors.
method RI measures for feature ranking and selection, including CRI.Z.
result RI-based methods outperform lasso in high-dimensional datasets, especially with correlated predictors.
Model-based clustering is a popular approach for clustering multivariate data which has seen applications in numerous fields. Nowadays, high-dimensional data are more and more common and the model-based clustering approach has adapted to deal with the increasing dimensionality. In particular, the development of variabl…
In this study, we propose an automatic learning method for variables selection based on Lasso in epidemiology context. One of the aim of this approach is to overcome the pretreatment of experts in medicine and epidemiology on collected data. These pretreatment consist in recoding some variables and to choose some inter…
Clustering is an essential technique for discovering patterns in data. The steady increase in amount and complexity of data over the years led to improvements and development of new clustering algorithms. However, algorithms that can cluster data with mixed variable types (continuous and categorical) remain limited, de…
This paper deals with prediction of anopheles number, the main vector of malaria risk, using environmental and climate variables. The variables selection is based on an automatic machine learning method using regression trees, and random forests combined with stratified two levels cross validation. The minimum threshol…
Variable selection for optimal treatment regime in a clinical trial or an observational study is getting more attention. Most existing variable selection techniques focused on selecting variables that are important for prediction, therefore some variables that are poor in prediction but are critical for decision-making…
Improved Shapley Value method for better model interpretation.
problem Misunderstanding and incorrect interpretation of Shapley Values in machine learning models.
method Identification of null and active coalitions, coalitional Shapley Value computation.
result Correct computation and inference of important variables using Shapley Values.
Hierarchical statistical models are widely employed in information science and data engineering. The models consist of two types of variables: observable variables that represent the given data and latent variables for the unobservable labels. An asymptotic analysis of the models plays an important role in evaluating t…
In this paper, we propose a variable selection method for general nonparametric kernel-based estimation. The proposed method consists of two-stage estimation: (1) construct a consistent estimator of the target function, (2) approximate the estimator using a few variables by l1-type penalized estimation. We see that the…
Unified framework for variable selection in model-based clustering with missing data.
problem Challenges in identifying relevant variables and handling missing data in model-based clustering.
method Unified framework incorporating a data-driven penalty matrix and a mechanism for missingness modeling.
result Achieves both asymptotic consistency and selection consistency in the presence of missing data.
Deep Bayesian neural networks effectively select variables with rigorous uncertainty quantification.
problem High-dimensional variable selection with uncertainty.
method Developed new Bayesian non-parametric theorems for deep BNNs.
result BNNs can learn variable importance effectively in high dimensions and rigorously quantify uncertainty.
SADCBO optimizes contextual variables by balancing relevance and cost.
problem Optimizing contextual variables with varying costs and unknown relevance.
method Adaptive selection of relevant contextual variables using sensitivity analysis and early stopping.
result Consistent improvement in optimization across various examples.
VC-PCR improves prediction by clustering correlated variables.
problem Decreased prediction accuracy due to cluster structure in predictor variables.
method Supervised variable selection and clustering to integrate cluster information into a sparse modeling process.
result VC-PCR achieves better prediction, variable selection, and clustering performance.
ABM automates feature engineering and variable selection for loss-based models.
problem Improving model performance through better feature engineering and variable selection.
method ABM uses group and fused lasso regularization to automatically select cutting points and variables.
result ABM integrates feature engineering, variable selection, and model training.
New method reduces high-dimensional data to key features.
problem Challenges of high-dimensional data analysis and interpretability.
method Randomized search to produce subspaces, ensemble of models for variable selection.
result Outperforms existing methods in prediction and variable selection.
We propose a method that performs anomaly detection and localisation within heterogeneous data using a pairwise undirected mixed graphical model. The data are a mixture of categorical and quantitative variables, and the model is learned over a dataset that is supposed not to contain any anomaly. We then use the model o…
CARMS improves gradient estimation for categorical variables.
problem Accurately backpropagating gradients through categorical variables.
method CARMS combines REINFORCE with antithetic sampling to create unbiased gradient estimators.
result CARMS outperforms competing methods on various tasks.
The mixture models have become widely used in clustering, given its probabilistic framework in which its based, however, for modern databases that are characterized by their large size, these models behave disappointingly in setting out the model, making essential the selection of relevant variables for this type of cl…
Variable selection for Gaussian process models is often done using automatic relevance determination, which uses the inverse length-scale parameter of each input variable as a proxy for variable relevance. This implicitly determined relevance has several drawbacks that prevent the selection of optimal input variables i…
In this paper, we propose multi-variable LSTM capable of accurate forecasting and variable importance interpretation for time series with exogenous variables. Current attention mechanism in recurrent neural networks mostly focuses on the temporal aspect of data and falls short of characterizing variable importance. To …
Develops a new method for decision trees using categorical variable structure.
problem Lack of structure in treating categorical variables as predictors.
method Introduces a mathematical framework to represent categorical structure and generalizes decision trees to utilize this structure.
result Improves prediction accuracy on weather data using the new method.
Random forest hyperparameters affect variable selection in omics studies.
problem Impact of hyperparameters on variable selection in random forests.
method Two simulation studies using theoretical and empirical data.
result Hyperparameters influence variable selection more than the splitting strategy and sample fraction.
Two Bayesian optimization methods tackle dynamic design spaces with mixed variables.
problem Optimizing complex systems with varying numbers and types of variables and constraints.
method Two Bayesian optimization approaches: budget allocation and kernel function.
result Both methods converge faster and more consistently than standard approaches.
CEBMs learn flexible latent mappings from data.
problem Learning flexible latent mappings from data.
method CEBMs decompose joint density into tractable posterior over latent variables.
result CEBMs achieve competitive results in image modeling and latent space predictive power.
Study on NNs for forecasting time series with novel control variable combinations.
problem Forecast future time series with novel combinations of control variables.
method Modular NN architecture with inductive bias for independence of control variables.
result Modular NN architecture improves forecasting of dependent variables up to large horizons.
New gradient estimators for discrete variables improve model training.
problem Training models with discrete latent variables is challenging due to high gradient variance.
method Introduced novel gradient estimators based on importance sampling and statistical couplings, extending to categorical variables.
result Proposed gradient estimators outperform previous methods in systematic experiments.
Proposes SVI for covariate-shift generalization with sparse variable independence.
problem Covariate-shift generalization with limited data and unstable variables.
method Introduces sparsity constraint and combines reweighting and selection in an iterative way.
result Improves covariate-shift generalization performance on synthetic and real-world datasets.
Statistical inference can be computationally prohibitive in ultrahigh-dimensional linear models. Correlation-based variable screening, in which one leverages marginal correlations for removal of irrelevant variables from the model prior to statistical inference, can be used to overcome this challenge. Prior works on co…
SCORE improves tree-based predictions with boosted residual extraTrees.
problem Improving tree-based prediction models with reduced errors.
method Inspired by representation learning, SCORE uses boosting, regularized regression, and variable selection.
result SCORE provides comparable or superior performance compared to other models.
DualIV simplifies non-linear IV regression via dual formulation.
problem Non-linear instrumental variable regression with potential first-stage regression bottleneck.
method Dual formulation of non-linear IV regression as a convex-concave saddle-point problem, leading to a kernel-based algorithm with analytic solution.
result Empirical results show competitive performance compared to existing algorithms.
Proposes a non-convex optimization method for a parsimonious weighted naive Bayes classifier.
problem Improving naïve Bayes classifier performance with a large number of input variables.
method Sparse regularization of model log-likelihood for direct estimation of variable weights.
result Optimization-based weighted naïve Bayes classifiers achieve equivalent performance to averaging-based classifiers.
In this paper, we introduce Adaptive Cluster Lasso(ACL) method for variable selection in high dimensional sparse regression models with strongly correlated variables. To handle correlated variables, the concept of clustering or grouping variables and then pursuing model fitting is widely accepted. When the dimension is…