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.
The paper provides risk bounds for learning many response functions using linear regression.
Proposes a new method to explain model predictions for consumer recourse.
We simplify complex regression coefficients using linearization and feature comparison.
Experiments that study neural encoding of stimuli at the level of individual neurons typically choose a small set of features present in the world --- contrast and luminance for vision, pitch and intensity for sound --- and assemble a stimulus set that systematically varies along these dimensions. Subsequent analysis o…
In this paper, some patterns of the Neuron Response of deep Convolutional Neural Networks were observed.
Counterexamples show HSIC feature selection misses critical features.
Nonparametric estimation of the conditional distribution of a response given high-dimensional features is a challenging problem. It is important to allow not only the mean but also the variance and shape of the response density to change flexibly with features, which are massive-dimensional. We propose a multiscale dic…
Motivation: Analysis of relationships of drug structure to biological response is key to understanding off-target and unexpected drug effects, and for developing hypotheses on how to tailor drug thera-pies. New methods are required for integrated analyses of a large number of chemical features of drugs against the corr…
Proposes -table for statistical SHAP explanations in regression models.
The vast majority of current machine learning algorithms are designed to predict single responses or a vector of responses, yet many types of response are more naturally organized as matrices or higher-order tensor objects where characteristics are shared across modes. We present a new machine learning algorithm BaTFLE…
The study uses response theory to understand RNNs processing input signals.
Feature interactions can contribute to a large proportion of variation in many prediction models. In the era of big data, the coexistence of high dimensionality in both responses and covariates poses unprecedented challenges in identifying important interactions. In this paper, we suggest a two-stage interaction identi…
Novel Bayesian model improves EEG-based BCI character selection.
We introduce instancewise feature selection as a methodology for model interpretation. Our method is based on learning a function to extract a subset of features that are most informative for each given example. This feature selector is trained to maximize the mutual information between selected features and the respon…
User response prediction is a crucial component for personalized information retrieval and filtering scenarios, such as recommender system and web search. The data in user response prediction is mostly in a multi-field categorical format and transformed into sparse representations via one-hot encoding. Due to the spars…
Tactile enhanced multimedia is generated by synchronizing traditional multimedia clips, to generate hot and cold air effect, with an electric heater and a fan. This objective is to give viewers a more realistic and immersing feel of the multimedia content. The response to this enhanced multimedia content (mulsemedia) i…
Root-finding methods improve efficiency of conformal prediction sets.
Here, we present a novel approach to solve the problem of reconstructing perceived stimuli from brain responses by combining probabilistic inference with deep learning. Our approach first inverts the linear transformation from latent features to brain responses with maximum a posteriori estimation and then inverts the …
DFR models dynamic distributional data with weighted Fréchet means.
In this paper, we study the price responsiveness of electricity consumption from empirical commercial and industrial load data obtained from Texas. Employing a dynamical system perspective, we show that price responsive demand can be modeled as a hybrid of a Hammerstein model with delay following a price surge, and a l…
New mathematical foundations for stable RKHSs improve system identification.
New measure of feature influence in classification problems considering feature dependencies.
This thesis responds to the challenges of using a large number, such as thousands, of features in regression and classification problems. There are two situations where such high dimensional features arise. One is when high dimensional measurements are available, for example, gene expression data produced by microarray…
In this study we present a kernel based convolution model to characterize neural responses to natural sounds by decoding their time-varying acoustic features. The model allows to decode natural sounds from high-dimensional neural recordings, such as magnetoencephalography (MEG), that track timing and location of human …
New algorithm extracts features from superpositions in machine learning models.
We propose a two-stage hybrid approach with neural networks as the new feature construction algorithms for bankcard response classifications. The hybrid model uses a very simple neural network structure as the new feature construction tool in the first stage, then the newly created features are used as the additional i…
New method selects causal features from diverse data types.
Improves dialogue response model interpretability using attention and regularization.
Traditional set prediction models can struggle with simple datasets due to an issue we call the responsibility problem. We introduce a pooling method for sets of feature vectors based on sorting features across elements of the set. This can be used to construct a permutation-equivariant auto-encoder that avoids this re…
Paper defines feature impact and importance from data, not models.
User response prediction makes a crucial contribution to the rapid development of online advertising system and recommendation system. The importance of learning feature interactions has been emphasized by many works. Many deep models are proposed to automatically learn high-order feature interactions. Since most featu…
The inputs of deep neural network (DNN) from real-world data usually come with uncertainties. Yet, it is challenging to propagate the uncertainty in the input features to the DNN predictions at a low computational cost. This work employs a gradient-based subspace method and response surface technique to accelerate the …
We consider the problem of classifying business process instances based on structural features derived from event logs. The main motivation is to provide machine learning based techniques with quick response times for interactive computer assisted root cause analysis. In particular, we create structural features from p…
FCOC framework improves financial volatility forecasting.
Deep neural networks (DNNs) achieve state-of-the-art results in a variety of domains. Unfortunately, DNNs are notorious for their non-interpretability, and thus limit their applicability in hypothesis-driven domains such as biology and healthcare. Moreover, in the resource-constraint setting, it is critical to design t…
PSMM method optimizes matrix sufficient dimension reduction.
An automated metric to evaluate dialogue quality is vital for optimizing data driven dialogue management. The common approach of relying on explicit user feedback during a conversation is intrusive and sparse. Current models to estimate user satisfaction use limited feature sets and rely on annotation schemes with low …
New algorithms achieve decision calibration without sample complexity dependent on feature dimension.
Demand response is designed to motivate electricity customers to modify their loads at critical time periods. The accurate estimation of impact of demand response signals to customers' consumption is central to any successful program. In practice, learning these response is nontrivial because operators can only send a …
A key goal of computational personalized medicine is to systematically utilize genomic and other molecular features of samples to predict drug responses for a previously unseen sample. Such predictions are valuable for developing hypotheses for selecting therapies tailored for individual patients. This is especially va…
Collaborative Trees model analyzes feature interactions and additive effects.
Monitoring physiological responses to hemodynamic stress can help in determining appropriate treatment and ensuring good patient outcomes. Physicians' intuition suggests that the human body has a number of physiological response patterns to hemorrhage which escalate as blood loss continues, however the exact etiology a…
An automated metric to evaluate dialogue quality is vital for optimizing data driven dialogue management. The common approach of relying on explicit user feedback during a conversation is intrusive and sparse. Current models to estimate user satisfaction use limited feature sets and employ annotation schemes with limit…
ERAPS builds prediction sets for time-series data.
Proposes methods to correct bias and missing data in regression models.
New method selects direct causal parents from large sets of variables.
Combines RFs and GLMs for better accuracy and interpretable feature importance.
The study optimizes sampling in complex systems with probabilistic response distributions.