Research
On-device research index

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.

168,657 papers · 148 categories

Trend · papers per month

97193290386 · Jun 202019922001200920172026
48 results for interpretable regression

Locally adaptive interpretable regression improves linear regression's predictability.

problem Linear regression's predictability is limited; it lacks adaptability.
method Locally adaptive interpretable regression (LoAIR) uses neural networks to predict percentile of a Gaussian distribution for regression coefficients.
result LoAIR achieves comparable or better predictive performance than state-of-the-art baselines.

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 ↗

Examines algorithmic modeling across three cultures.

problem Tackles algorithmic modeling in different cultural contexts.
method Uses parametric regressions, interpretable algorithms, and complex algorithms.
result Extension of Leo Breiman's thesis to include cultural differences.

Enhances tensor regression for interpretability and performance.

problem Interpreting and modeling multidimensional tensor data with structural heterogeneity.
method Generalized Nonnegative Structured Kruskal Tensor Regression (NS-KTR) with hybrid regularization and nonnegativity constraints.
result NS-KTR outperforms conventional methods in synthetic and real hyperspectral datasets.

The nullspace and regularization impact high-dimensional linear regression interpretability.

problem Interpreting high-dimensional linear regression coefficients in complex data.
method Optimization formulation to compare coefficients and physical knowledge.
result Regularization and z-scoring choices affect interpretability and true coefficient closeness.

Unified approach for interpretable regression with flexible modeling.

problem Combining predictive adaptivity with interpretability in heterogeneous data.
method Combining random Fourier features, spectral feature map, principal component analysis, Gaussian mixture model, and cluster-specific generalized additive models.
result Consistently improves upon classical and black-box models across benchmark datasets.

NAMLSS models provide interpretable neural regression for location, scale, and shape.

problem Lack of interpretability in deep learning models for complex data distributions.
method Combines classical statistical methods with DNNs for distributional regression.
result Achieves visual interpretability and predictive power of deep learning models.

A new method reparameterizes ridge regression for faster, more interpretable results.

problem Challenges in selecting hyperparameter α for ridge regression.
method Fractional Ridge Regression (FRR) reparameterizes RR in terms of the ratio γ.
result FRR solutions vary with different γ, avoiding wasted calculations and manual exploration.

Proposes a neural network for contextual regression.

problem Improving model efficiency and interpretability in regression with contextual features.
method Simple contextual neural network (SCtxtNN) that separates context identification from context-specific regression.
result SCtxtNN achieves lower excess mean squared error and more stable performance than feed-forward neural networks.

TRUST improves tree models' accuracy while maintaining interpretability.

problem Piecewise-constant regression trees lack in predictive accuracy compared to black-box models.
method Combines Random Forest accuracy with interpretability of shallow trees and sparsity of linear models, using LLMs for explanations.
result TRUST outperforms other interpretable models in predictive accuracy and matches Random Forest's accuracy.

Interpretation of a machine learning induced models is critical for feature engineering, debugging, and, arguably, compliance. Yet, best of breed machine learning models tend to be very complex. This paper presents a method for model interpretation which has the main benefit that the simple interpretations it provides …

2018-02-26abs ↗pdf ↗

A new neural network model for ordinal regression.

problem Ordinal regression with non-proportional odds.
method Interpretable neural network for both continuous and discrete responses, training a non-linear neural network as a coefficient function.
result N3^3POM preserves interpretability while offering flexibility.

Improved interpretability methods for ML models using local regressions and variable importance.

problem Inability of existing interpretability methods to provide reliable explanations for ML models, especially in high-dimensional problems with irrelevant features and non-linear relationships.
method Introduces VarImp and SupClus methods using local regressions with weighted distance considering variable importance.
result VarImp and SupClus methods yield better explanations than state-of-the-art approaches, especially in high-dimensional problems with irrelevant features and non-linear relationships.

Selective neural network improves credit risk prediction while maintaining interpretability.

problem Improving credit risk prediction accuracy while maintaining interpretability for financial regulators.
method Introducing a neural network with a selective option to distinguish between linear and non-linear datasets.
result For most datasets, logistic regression is sufficient and interpretable, while for specific data portions, a shallow neural network model provides better accuracy.

Meta-learning approach to learn interpretable models from human feedback.

problem Tackling the challenge of making machine learning models interpretable.
method A meta-learning approach where a model of non-trivial proxies of human interpretability is learned from human feedback, then incorporated into the ML training process to optimize for interpretability.
result The approach leads to formulas that are either significantly more or equally accurate while being more interpretable.

Combines MCTM and NF for flexible multivariate density regression with interpretable marginals.

problem Difficult interpretation of flexible NF models and limitations of MCTM in flexibility.
method Hybrid approach combining MCTM for interpretable marginals and NF for complex joint distributions.
result Demonstrates versatility and improved performance compared to MCTM and other NF models.

ParaRNN improves RNN interpretability and parallelizability for time-dependent data.

problem Limited interpretability and slow training of RNNs.
method Parallelized RNN with additive representation and recurrence features.
result ParaRNN achieves comparable performance to vanilla RNNs but with improved interpretability and efficiency.

Proposes SHORE model for efficient MOR with sparsity and scalability.

problem Challenges of interpretability and scalability in MOR with high-dimensional outputs.
method Incorporates sparsity requirements and a two-stage optimization framework for efficient compression.
result Theoretical and empirical validation of the proposed framework's efficiency and accuracy.

SplitWise enhances stepwise regression by adaptively encoding numeric predictors into binary features.

problem Capturing nonlinear relationships in regression models without sacrificing interpretability.
method Adaptive encoding of numeric predictors into binary features using shallow decision trees, assessed by AIC or BIC.
result Consistently produces more parsimonious and generalizable models than traditional techniques.

Improved KernelSHAP via linear regression for ML model interpretation.

problem Efficiently estimating Shapley values in model-agnostic settings.
method Revisiting KernelSHAP via linear regression, developing techniques for convergence and uncertainty.
result Original KernelSHAP incurs negligible bias for significant variance reduction.

Deep neural networks for ordinal outcomes combining image and tabular data.

problem Lack of interpretable models for ordinal outcomes in mixed data types.
method Ordinal Neural Network Transformation Models (ONTRAMs) integrating DL and classical ordinal regression.
result ONTRAMs achieve performance equivalent to standard multi-class DL models but are faster and more interpretable.

We consider the problem of estimating a regression function in the common situation where the number of features is small, where interpretability of the model is a high priority, and where simple linear or additive models fail to provide adequate performance. To address this problem, we present Maximum Variance Total V…

2017-08-06abs ↗pdf ↗

We simplify complex regression coefficients using linearization and feature comparison.

problem Interpreting high-dimensional regression coefficients from nonlinear responses.
method Developed a linearization method to derive feature coefficients and compare them with regression coefficients.
result Shows how regression coefficients relate to linearized feature coefficients and how they change under regularization.

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 ↗

A new method for high-dimensional functional regression reduces multicollinearity and improves interpretability.

problem Multicollinearity, overfitting, and interpretability in high-dimensional functional linear models.
method Partition-based functional ridge regression framework.
result Improved numerical stability and enhanced interpretability without explicit variable selection.

Model predicts higher education dropout risk with interpretable parameters.

problem Predicting and understanding student dropout risk in higher education.
method Sparse interpretable post-clustering logistic regression.
result Model identifies distinct dropout risk subgroups within the student population.

Interpretable machine-learning models can be unstable under multicollinearity, leading to oscillatory weights that do not reflect meaningful contributions.

problem Interpretable machine-learning models can be unstable under multicollinearity.
method Theoretical analysis of eigenmodes of the feature correlation matrix.
result Small-eigenvalue modes associated with multicollinearity amplify fluctuations in the weights and generate oscillatory patterns that do not necessarily reflect meaningful contributions.

Paper introduces a hybrid GPR model for more interpretable RUL prediction in aeroengine.

problem Challenges in interpreting and modeling uncertainty in RUL prediction models.
method Modified Gaussian Process Regression (GPR) with temporal feature extraction.
result Effective prediction of RUL intervals with transparent feature significance.

A new beta-VAE based regression model accelerates oilfield optimization studies.

problem Computational expense of full-physics reservoir simulations.
method beta-VAE for interpretable latent space representation, probabilistic dense layers for uncertainty quantification.
result Interpretable latent representation and quantified uncertainty for optimization decisions.

SDAMI enhances interpretable high-dimensional regression with sparse deep learning and footprint principle.

problem Personalized models for small samples and high-dimensional features with interpretability.
method Sparse Deep Additive Model with Interactions (SDAMI) combining sparsity-driven feature selection and deep subnetworks.
result SDAMI successfully identifies pure interactions with near-zero false positive rates.

Random Planted Forest interprets tree-based models by keeping some splits, leading to more interpretable predictions.

problem Estimating the unknown regression function from lower-order interaction terms.
method Modifying the random forest algorithm by keeping certain leaves instead of deleting them, resulting in non-binary trees called planted trees.
result The random planted forest achieves asymptotically optimal convergence rates up to a logarithmic factor when the interaction bound is low.

New geometric interpretation explains over-parameterized models and adversarial perturbations.

problem Geometric understanding of over-parameterized regression and adversarial perturbations.
method Alternative geometric interpretation of regression in feature space.
result Adversarial perturbations are a natural feature of biased models due to underlying geometry.