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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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93185278370 · Jun 202019922001200920172026
48 results for interpretable priors

Word embeddings have demonstrated strong performance on NLP tasks. However, lack of interpretability and the unsupervised nature of word embeddings have limited their use within computational social science and digital humanities. We propose the use of informative priors to create interpretable and domain-informed dime…

2019-09-03abs ↗pdf ↗

We often desire our models to be interpretable as well as accurate. Prior work on optimizing models for interpretability has relied on easy-to-quantify proxies for interpretability, such as sparsity or the number of operations required. In this work, we optimize for interpretability by directly including humans in the …

2018-05-29abs ↗pdf ↗

Bayesian neural networks with Mercer priors for interpretable uncertainty quantification.

problem Uncertainty quantification in neural networks, especially for complex input-to-output mappings.
method Introducing Mercer priors for BNNs, which approximate a specified GP and are scalable.
result BNNs with Mercer priors can approximate the uncertainty of a specified GP, making them interpretable and scalable.

Proposes DSM priors for Bayesian neural networks to improve interpretability and robustness.

problem Bayesian neural networks struggle with interpretability, overconfidence, and adversarial attacks.
method Introduces Dirichlet scale mixture (DSM) priors to address these issues.
result DSM priors lead to sparse networks, robustness against adversarial attacks, and competitive predictive performance.

SNI framework for mixed-type data imputation interprets and explains missing values.

problem Missing data in mixed-type databases skew analysis results.
method SNI couples statistical priors with neural attention to impute and explain missing values.
result SNI provides interpretable feature dependency diagnostics and soft regularization of attention.

In variational autoencoders, the prior on the latent codes zz is often treated as an afterthought, but the prior shapes the kind of latent representation that the model learns. If the goal is to learn a representation that is interpretable and useful, then the prior should reflect the ways in which the high-level fact…

2018-10-16abs ↗pdf ↗

Bayesian deep learning uses function-space priors to improve model uncertainty and robustness.

problem Bayesian deep learning struggles with model-specific weight-space priors that are hard to interpret and specify.
method Apply a Dirichlet prior in predictive space and perform approximate function-space variational inference.
result The approach improves uncertainty quantification, scalability, and adversarial robustness in large-scale image classification.

We propose to use boosted regression trees as a way to compute human-interpretable solutions to reinforcement learning problems. Boosting combines several regression trees to improve their accuracy without significantly reducing their inherent interpretability. Prior work has focused independently on reinforcement lear…

2018-09-19abs ↗pdf ↗

Framework evaluates the impact of prior knowledge in deep learning models.

problem Mitigating data-driven model shortcomings like data dependence and generalization ability.
method Model-agnostic framework inspired by interpretable machine learning, assessing data volume and estimation range effects.
result Complex relationship between data and knowledge, including dependence, synergistic, and substitution effects.

AR-Flow VAE improves blind source separation with flexible autoregressive priors.

problem Unsupervised blind source separation of latent signals from mixtures.
method AR-Flow VAE uses autoregressive flows to model latent sources, enhancing flexibility and capturing complex dependencies.
result AR-Flow VAE effectively separates latent sources, demonstrating improved performance over conventional methods.

AutoElicit uses LLMs to quickly create expert priors for predictive models.

problem Creating accurate priors for predictive models is time-consuming and costly.
method AutoElicit extracts knowledge from LLMs to construct priors for predictive models.
result AutoElicit yields priors that reduce error and save labelling effort.

BaGGLS models biological interactions using Bayesian shrinkage for interpretability.

problem Interpreting complex interactions in high-dimensional biological data.
method Bayesian group global-local shrinkage prior with variational approximation.
result BaGGLS outperforms other methods in interaction detection and scalability.

PRISM-VQ combines financial priors with vector quantization for better stock prediction.

problem Predicting cross-sectional stock returns is hard due to low signal-to-noise ratios and changing market conditions.
method Integrates expert priors, vector-quantized latent factors, and dynamic factor loadings.
result Consistent improvements in cross-sectional return prediction and portfolio performance.

DICCA maps multi-view data into a shared latent space with interpretable components.

problem Learning from multiple related but distinct data views.
method DICCA extends CCA to deep generative networks and uses sparsity-inducing priors for interpretability.
result DICCA effectively disentangles shared and view-specific variations in multi-view data.

The paper reinterprets Bayesian priors and posteriors using Riemannian manifolds.

problem The dependence of maximum a posteriori estimates on parametrization.
method Assuming a Riemannian manifold with Fisher metric, the paper reinterprets priors and posteriors as distributions over probability distributions, making estimates independent of parametrization.
result A maximum a posteriori estimate independent of parametrization is defined.

Periodic activation functions improve neural network reliability and interpretability.

problem Neural networks reinforce hidden biases, making them unreliable and hard to interpret.
method Introduce periodic activation functions in Bayesian neural networks to establish a connection with stationary Gaussian process priors.
result Periodic activation functions, including sinusoidal, triangular, and ReLU, improve model performance and sensitivity to perturbations.

Paper proposes an efficient algorithm for nonnegative binary matrix factorization.

problem Decomposing binary data using matrix factorization.
method Majorization-minimization algorithm with Beta prior for improved performance.
result Proposed algorithm offers excellent trade-off between performance, complexity, and interpretability.

BC-LLM uses LLMs to find concepts without predefined sets, improving interpretability and performance.

problem Finding a balance between interpretability and accuracy in concept extraction models.
method Bayesian approach with LLMs as both concept extractor and prior.
result BC-LLM outperforms interpretable and black-box models across various datasets.

ED-VAE improves VAEs by explicitly including entropy components in ELBO.

problem Limitations of traditional VAEs with ELBO in generating high-quality samples and interpreting latent spaces.
method Introduces ED-VAE, a re-formulation of ELBO that includes entropy and cross-entropy components.
result Significantly enhances model flexibility and improves interpretability and generative performance.

StrADiff separates sources from mixtures without labels, using structured priors.

problem Blind source separation of linear and nonlinear mixtures without labeled data.
method Structured Source-Wise Adaptive Diffusion Framework with Gaussian process priors.
result StrADiff can recover latent source trajectories in an unsupervised manner, especially stable in linear mixtures.

Enhances FAVAR models with autoencoder for better economic forecasting and interpretability.

problem Limitations of linear FAVAR models in forecasting and structural analysis.
method Introduces Grouped Sparse autoencoder with time-varying parameters.
result The Grouped Sparse autoencoder produces more interpretable factors and superior forecasting performance.

Regression Prior Networks improve ensemble performance on regression tasks.

problem Improving ensemble performance on regression tasks.
method Extending Prior Networks and Ensemble Distribution Distillation (EnD2^2) to regression tasks using the Normal-Wishart distribution.
result Regression Prior Networks yield performance competitive with ensemble approaches on regression tasks.

Feature attribution methods, which explain an individual prediction made by a model as a sum of attributions for each input feature, are an essential tool for understanding the behavior of complex deep learning models. However, ensuring that models produce meaningful explanations, rather than ones that rely on noise, i…

2019-12-20abs ↗pdf ↗

Recent work has developed Bayesian methods for the automatic statistical analysis and description of single time series as well as of homogeneous sets of time series data. We extend prior work to create an interpretable kernel embedding for heterogeneous time series. Our method adds practically no computational cost co…

2019-08-24abs ↗pdf ↗

Bayesian neural network (BNN) priors are defined in parameter space, making it hard to encode prior knowledge expressed in function space. We formulate a prior that incorporates functional constraints about what the output can or cannot be in regions of the input space. Output-Constrained BNNs (OC-BNN) represent an int…

2019-05-15abs ↗pdf ↗

Study explores geometric structure and prior for beta-logistic distribution.

problem Understanding the geometric structure and prior distributions of the beta-logistic distribution.
method Exploring dual geometric structure and uncovering α\alpha-parallel prior.
result The beta-logistic distribution admits an α\alpha-parallel prior for any real number α\alpha.

Recently, Mahoney and Orecchia demonstrated that popular diffusion-based procedures to compute a quick \emph{approximation} to the first nontrivial eigenvector of a data graph Laplacian \emph{exactly} solve certain regularized Semi-Definite Programs (SDPs). In this paper, we extend that result by providing a statistica…

2011-10-08abs ↗pdf ↗

Hybrid Bayesian neural networks use function uncertainty for probabilistic inference.

problem Uncertainty in neural network weights is hard to specify and interpret.
method Integrates probabilistic layers with standard deterministic layers for function uncertainty.
result Improves probabilistic inference by encoding function uncertainty.

Novel prior for orthogonal functions improves functional component estimation.

problem Improving orthogonality in functional principal component analysis.
method Sequential adaptive priors for orthogonal functions using hierarchical conditionally normal distributions.
result Proposed prior leads to nearly orthogonal posterior estimates.

Expert-guided model improves seismic compliance monitoring.

problem Classifying seismic data with missingness and expert knowledge.
method Expert-guided class-conditional model with interpretable goodness-of-fit features.
result Interpretable classifier outperforms standard machine learning, especially with small training data.

Bayesian models use hyperparameters to indirectly assign priors, and this work shows how these priors can be derived from maximum entropy principles.

problem Understanding the assumptions and dependencies in Bayesian hierarchical models.
method Demonstrates how canonical distributions and maximum entropy principles can be used to derive marginal priors in hierarchical models.
result Marginal priors in hierarchical models derived from maximum entropy principles have different constraints compared to the original priors.

Machine learning models deployed in real-world applications are often evaluated with precision-based metrics such as F1-score or AUC-PR (Area Under the Curve of Precision Recall). Heavily dependent on the class prior, such metrics make it difficult to interpret the variation of a model's performance over different subp…

2019-09-06abs ↗pdf ↗

Machine Learning benefits from prior information and computational power for better performance and understanding.

problem Improper use of Machine Learning methods leads to lack of understanding and performance issues.
method Employing prior information and computational power to solve learning problems, emphasizing interpretability and performance.
result Combining prior information and computational power can lead to better understanding and performance in Machine Learning.