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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.

169,051 papers · 148 categories

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12.5%25.0%37.5%50.0% · Jan 199419922001200920182026
48 results for basepair-level importance

This research proposes a variable importance cloud to assess variable importance across multiple good models.

problem Current variable importance measures are tied to a single model, limiting understanding of variable importance across different models.
method Introduces a variable importance cloud that maps every variable to its importance for every good predictive model.
result Shows how variable importance can vary significantly across different good models.

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.

New framework quantifies variable importance across all good models and is stable across data distribution.

problem Conflicting variable importance conclusions from different models trained on the same data.
method Proposes a new variable importance framework that considers all good models and is stable across data distribution.
result Framework accurately estimates true variable importance and recovers rankings for complex setups.

A framework for quantifying uncertainty in feature importance values.

problem Stable interpretation of feature importance values in machine learning models.
method A novel method based on pairwise comparisons of feature importance values to produce confidence intervals for feature ranks.
result The method produces simultaneous confidence intervals for feature ranks, enabling selection of top-k important features.

BIF assesses feature importance using Dirichlet distribution and Bayesian inference.

problem Quantitative feature importance assessment in statistical models.
method Utilizes Dirichlet distribution for probabilistic feature importance assessment via approximate Bayesian inference.
result Learned importance provides relative significance and confidence quantification of features.

Combining feature importance estimates improves reliability of machine learning predictions.

problem Lack of consensus on feature importance quantification makes explanations unreliable.
method Proposes a feature importance fusion framework combining multiple quantifiers.
result Feature importance ensembles reduce prediction error by 15%.

In recent years, a large amount of model-agnostic methods to improve the transparency, trustability and interpretability of machine learning models have been developed. We introduce local feature importance as a local version of a recent model-agnostic global feature importance method. Based on local feature importance…

2018-04-18abs ↗pdf ↗

Random Forest variable importance is improved by class balancing techniques.

problem Class imbalance problem in machine learning.
method Proposed a variable selection algorithm using RF variable importance and its confidence interval.
result Our algorithm efficiently selects an optimal feature set, leading to improved prediction performance.

New methods reduce extrapolation errors in feature importance.

problem Flawed feature importance methods using unrestricted permutations lead to extrapolation errors.
method Three new approaches: conditional model reliance, Knockoffs with Gaussian transformation, and restricted ALE plot designs.
result Theoretical and numerical results show our strategies reduce/eliminate extrapolation.

Importance sampling is often used in machine learning when training and testing data come from different distributions. In this paper we propose a new variant of importance sampling that can reduce the variance of importance sampling-based estimates by orders of magnitude when the supports of the training and testing d…

2016-11-10abs ↗pdf ↗

Importance sampling is widely used in machine learning and statistics, but its power is limited by the restriction of using simple proposals for which the importance weights can be tractably calculated. We address this problem by studying black-box importance sampling methods that calculate importance weights for sampl…

2016-10-17abs ↗pdf ↗

Random Forest permutation importance measure is asymptotically unbiased in sparse regression models.

problem Challenges in selecting informative variables in high-dimensional regression problems.
method Theoretical guarantees and asymptotic unbiasedness of permutation importance measure under specific assumptions.
result Permutation importance measure in Random Forest is asymptotically unbiased.

Importance weighting is a general way to adjust Monte Carlo integration to account for draws from the wrong distribution, but the resulting estimate can be highly variable when the importance ratios have a heavy right tail. This routinely occurs when there are aspects of the target distribution that are not well captur…

2015-07-09abs ↗pdf ↗

A new method for measuring conditional feature importance using generative models.

problem Challenges in evaluating feature importance given other feature values.
method Adversarial Random Forest (ARF) for generating on-manifold data points.
result cARFi method yields robust importance scores adaptable for various feature importance notions.

New methods ensure feature importance rankings are correct with high probability.

problem Stability issues in feature importance scores due to random sampling.
method Hypothesis testing-based techniques to assess and verify the stability of top-ranked features.
result Ensures the most important features are correct with high-probability guarantees.

Paper proposes a method to estimate variance reduction in DNN training using importance sampling.

problem Challenges in assessing variance reduction during DNN training using importance sampling.
method Proposes a method for estimating variance reduction using minibatches sampled under importance sampling.
result Demonstrates consistent reduction in variance, improved training efficiency, and enhanced model accuracy.

New method disentangles feature importance scores in machine learning.

problem Misinterpretation of feature importance scores due to interactions and dependencies.
method Derive DIP (Disentangled Importance) decomposition of feature importance scores.
result DIP decomposition uniquely separates standalone contributions from interactions and dependencies.

Develops ACE to automatically identify meaningful concepts from neural network predictions.

problem Challenges in interpreting feature importance scores for machine learning models.
method Proposes concept-based explanation principles and develops ACE algorithm to extract visual concepts.
result Demonstrates ACE discovers human-meaningful, coherent concepts for neural network predictions.

CPI overcomes limitations of permutation importance by providing accurate variable selection.

problem Misidentification of unimportant variables in complex models due to covariate correlations.
method Developed a model agnostic and computationally lean Conditional Permutation Importance (CPI) approach.
result CPI provides accurate type-I error control and more parsimonious variable selection.

New loss function restores importance weighting in overparameterized models.

problem Restoring importance weighting in overparameterized neural networks.
method Introduced polynomially-tailed losses to restore effects of importance weighting.
result Polynomially-tailed losses improve performance in correcting distribution shift.

Proposes a framework to assess feature importance without algorithm constraints.

problem Lack of a general framework for assessing feature importance across different algorithms.
method Develops a nonparametric framework for algorithm-agnostic variable importance assessment.
result Valid confidence intervals and testing strategies for variable importance.

This paper shows feature importance remains valid even in low-performing models.

problem Feature importance validity in low-performing machine learning models for biomedical data.
method Experiments with synthetic and real biomedical datasets to compare feature rank stability under different data reductions.
result Feature importance can be maintained even at low performance levels if data size is adequate.

TRIP detects unreliable feature importance scores in random forests.

problem Unreliable feature importance scores in random forests due to model extrapolation.
method Develops TRIP (Test for Reliable Interpretation via Permutation) to detect unreliable permutation feature importance scores.
result TRIP reliably detects unreliable permutation feature importance scores in high-dimensional settings.

New local MDI variable importances derived from global scores match Shapley values.

problem Local feature relevance in tree-based models.
method Deriving local MDI importance measure from global scores and linking it to Shapley values.
result Local MDI importances have a natural connection with Shapley values.

Improved neural spike inference from calcium imaging data.

problem Neural spike inference from calcium imaging data.
method Importance weighted adversarial variational autoencoders (IWAE) with adversarial training.
result Adversarial IWAE methods outperform VAEs in inferring neural spikes.

The paper improves importance sampling and MCMC methods for complex distributions.

problem Improving sampling efficiency for distributions with atoms or heavy tails.
method Develops minimax optimal trial distributions and importance-tempered MCMC.
result Importance-tempered MCMC can be uniformly ergodic for certain distributions.

Unified framework for analyzing pessimism in off-policy learning with regularized importance sampling.

problem High variance in importance weighting for off-policy learning.
method Unified PAC-Bayesian study of pessimism with regularized importance sampling.
result Derivation of a tractable PAC-Bayesian generalization bound for common importance weight regularizations.

Unified feature importance for machine learning models tackles sufficiency and necessity limitations.

problem Insufficient and incomplete explanations of machine learning models.
method Formalized sufficiency and necessity notions, proposing a unified importance measure.
result Unified importance measure detects features missed by sufficiency and necessity alone.

This study compares feature importance and explainability in quantum vs classical ML models.

problem Lack of transparency in ML models, especially in sensitive fields.
method Comparison of classical ML (SVM, Random Forest) and hybrid quantum ML (VQC, QSVC) models using feature importance and explainability methods.
result Quantum ML models provide insights similar to classical models but with unique quantum features.