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.
Paper introduces MCRP for estimating feature relevance uncertainty in neural networks.
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…
Advances in machine learning technologies have led to increasingly powerful models in particular in the context of big data. Yet, many application scenarios demand for robustly interpretable models rather than optimum model accuracy; as an example, this is the case if potential biomarkers or causal factors should be di…
Identifies features most relevant to concept drift in data.
New method distinguishes feature relevance in non-linear contexts.
The goal of feature selection is to identify important features that are relevant to explain an outcome variable. Most of the work in this domain has focused on identifying globally relevant features, which are features that are related to the outcome using evidence across the entire dataset. We study a more fine-grain…
Feature selection has been proven a powerful preprocessing step for high-dimensional data analysis. However, most state-of-the-art methods tend to overlook the structural correlation information between pairwise samples, which may encapsulate useful information for refining the performance of feature selection. Moreove…
XGBoost fails to accurately identify relevant features, while interpretable methods do.
Sparse GEMINI selects relevant features for clustering without assumptions.
Feature selection, which searches for the most representative features in observed data, is critical for health data analysis. Unlike feature extraction, such as PCA and autoencoder based methods, feature selection preserves interpretability, meaning that the selected features provide direct information about certain h…
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…
This paper explores a new form of the linear bandit problem in which the algorithm receives the usual stochastic rewards as well as stochastic feedback about which features are relevant to the rewards, the latter feedback being the novel aspect. The focus of this paper is the development of new theory and algorithms fo…
There is a long history of using meta learning as representation learning, specifically for determining the relevance of inputs. In this paper, we examine an instance of meta-learning in which feature relevance is learned by adapting step size parameters of stochastic gradient descent---building on a variety of prior w…
It is becoming increasingly important for machine learning methods to make predictions that are interpretable as well as accurate. In many practical applications, it is of interest which features and feature interactions are relevant to the prediction task. We present a novel method, Selective Bayesian Forest Classifie…
We propose a method for finding alternate features missing in the Lasso optimal solution. In ordinary Lasso problem, one global optimum is obtained and the resulting features are interpreted as task-relevant features. However, this can overlook possibly relevant features not selected by the Lasso. With the proposed met…
In machine learning applications for online product offerings and marketing strategies, there are often hundreds or thousands of features available to build such models. Feature selection is one essential method in such applications for multiple objectives: improving the prediction accuracy by eliminating irrelevant fe…
Most existing feature selection methods are insufficient for analytic purposes as soon as high dimensional data or redundant sensor signals are dealt with since features can be selected due to spurious effects or correlations rather than causal effects. To support the finding of causal features in biomedical experiment…
RFFNet scales kernel methods to large datasets by learning kernel relevance.
In this paper, we tackle the problem of explanations in a deep-learning based model for recommendations by leveraging the technique of layer-wise relevance propagation. We use a Deep Convolutional Neural Network to extract relevant features from the input images before identifying similarity between the images in featu…
In many-body physics, renormalization techniques are used to extract aspects of a statistical or quantum state that are relevant at large scale, or for low energy experiments. Recent works have proposed that these features can be formally identified as those perturbations of the states whose distinguishability most res…
We present an Automatic Relevance Determination prior Bayesian Neural Network(BNN-ARD) weight l2-norm measure as a feature importance statistic for the model-x knockoff filter. We show on both simulated data and the Norwegian wind farm dataset that the proposed feature importance statistic yields statistically signific…
Mild Traumatic Brain Injury (mTBI) is a significant public health problem. The most troubling symptoms after mTBI are cognitive complaints. Studies show measurable differences between patients with mTBI and healthy controls with respect to tissue microstructure using diffusion MRI. However, it remains unclear which dif…
A common strategy for sparse linear regression is to introduce regularization, which eliminates irrelevant features by letting the corresponding weights be zeros. However, regularization often shrinks the estimator for relevant features, which leads to incorrect feature selection. Motivated by the above-mentioned issue…
Methodology to measure lag relevance in time series models.
Proposes a few-shot learning method for feature selection without labeled data.
In this work a new way to calculate the multivariate joint entropy is presented. This measure is the basis for a fast information-theoretic based evaluation of gene relevance in a Microarray Gene Expression data context. Its low complexity is based on the reuse of previous computations to calculate current feature rele…
Study how models represent features in naturalistic learning problems.
New local MDI variable importances derived from global scores match Shapley values.
Data coarse graining improves model performance by filtering out less relevant features.
The identification of relevant features, i.e., the driving variables that determine a process or the properties of a system, is an essential part of the analysis of data sets with a large number of variables. A mathematical rigorous approach to quantifying the relevance of these features is mutual information. Mutual i…
Proposes a new stability measure for model fitting on similar feature data sets.
New tree and forest methods use oblique splits for better risk bounds.
A new method scales sparse machine learning to ultra-high dimensional problems.
This paper improves image retrieval accuracy through novel relevance feedback methods.
Jointly learns feature and sample relevancies for robust sparse recovery.
Introduces RFI for assessing feature importance relative to any subset of features.
The detection of interesting patterns in large high-dimensional datasets is difficult because of their dimensionality and pattern complexity. Therefore, analysts require automated support for the extraction of relevant patterns. In this paper, we present FDive, a visual active learning system that helps to create visua…
In recent years, deep learning-based feature representation methods have shown a promising impact in electroencephalography (EEG)-based brain-computer interface (BCI). Nonetheless, owing to high intra- and inter-subject variabilities, many studies on decoding EEG were designed in a subject-specific manner by using cali…
Robust feature-weighted jump models for time-dependent clustering
In many cases, feature selection is often more complicated than identifying a single subset of input variables that would together explain the output. There may be interactions that depend on contextual information, i.e., variables that reveal to be relevant only in some specific circumstances. In this setting, the con…
Novel algorithm reduces feature inclusion in online decision-making.
DSAEE FS selects features for imbalanced data.
Deep neural networks have demonstrated state-of-the-art performance on many classification tasks. However, they have no inherent capability to recognize when their predictions are wrong. There have been several efforts in the recent past to detect natural errors but the suggested mechanisms pose additional energy requi…
Providing accurate predictions is challenging for machine learning algorithms when the number of features is larger than the number of samples in the data. Prior knowledge can improve machine learning models by indicating relevant variables and parameter values. Yet, this prior knowledge is often tacit and only availab…
Classic feature selection techniques remove those features that are either irrelevant or redundant, achieving a subset of relevant features that help to provide a better knowledge extraction. This allows the creation of compact models that are easier to interpret. Most of these techniques work over the whole dataset, b…
Proposes a new feature selection method integrating feature relationships.
ICAM creates interpretable feature attribution maps for brain images.
New causal measures improve feature selection in AI models.