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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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115231346461 · Jun 202019922001200920172026
48 results for local/global interpretation

Develops transparent global models consistent with local explanations.

problem Creating globally interpretable models that align with local explanations from black-box models.
method Custom boolean features from sparse local contrastive explanations are used to train a globally transparent model.
result Custom transparent models have higher local consistency compared to other strategies.

Proposes a framework to explain complex global forecasting models.

problem Lack of interpretability in global forecasting models reduces stakeholder trust.
method Trains simpler univariate surrogate models on local forecasts of global models.
result Shows improved local model-agnostic interpretability of global forecasting models.

Model interpretability is an increasingly important component of practical machine learning. Some of the most common forms of interpretability systems are example-based, local, and global explanations. One of the main challenges in interpretability is designing explanation systems that can capture aspects of each of th…

2018-07-09abs ↗pdf ↗

Proposes DR-ME test for interpretable distributional treatment effects.

problem Detects invisible differences in treatment effects on distributional outcomes.
method Semiparametrically efficient finite-location test using kernel witnesses and orthogonal features.
result DR-ME reveals causal-discrepancy coordinates and has noncentral chi-square local power.

The paper introduces closed-form expressions for interpreting Tsetlin Machines.

problem Interpreting complex Tsetlin Machines with a large number of clauses.
method Developed closed-form expressions for local and global interpretability of Tsetlin Machines.
result The expressions enable real-time feature importance assessment and data clustering.

A method interprets black-box models using an ensemble of gradient boosting machines.

problem Local and global interpretation of black-box models.
method An ensemble of gradient boosting machines (GBMs) to form a generalized additive model.
result Efficiency and properties demonstrated on synthetic and real datasets.

Understanding black-box machine learning models is crucial for their widespread adoption. Learning globally interpretable models is one approach, but achieving high performance with them is challenging. An alternative approach is to explain individual predictions using locally interpretable models. For locally interpre…

2019-09-26abs ↗pdf ↗

Improved local explainer aggregation for interpretable machine learning models.

problem Improving the interpretability of black box machine learning models.
method Non-convex optimization and integer optimization framework for local explainer aggregation.
result Our method outperforms existing methods in terms of coverage and fidelity, particularly in multi-class settings.

MaGNet integrates local and global graph information for interpretable results.

problem Lack of interpretability and inability to learn varying-order representations in GNNs.
method Model-agnostic Graph Neural Network (MaGNet) framework integrating estimation and interpretation models.
result MaGNet effectively integrates information of various orders and provides meaningful, interpretable results.

LI-ITR combines flexible ML with interpretable approximations for personalized treatment rules.

problem Combining flexibility and interpretability in personalized treatment rules.
method Uses variational autoencoders and a mixture of interpretable experts.
result Accurately recovers true local coefficients and optimal treatment strategies.

A framework uses preprocessing to improve psychiatric questionnaire predictions while maintaining interpretability.

problem Weak predictive accuracy and limited interpretability of psychiatric questionnaires.
method Two-stage method: stable preprocessing followed by a linear mapping.
result REFINE outperforms other interpretable approaches in psychiatric and non-psychiatric prediction tasks.

We introduce the localized Lasso, which is suited for learning models that are both interpretable and have a high predictive power in problems with high dimensionality dd and small sample size nn. More specifically, we consider a function defined by local sparse models, one at each data point. We introduce sample-wis…

2016-03-22abs ↗pdf ↗

Local MDI+ improves feature importance for tree-based models, enhancing interpretability and performance.

problem Lack of instance-specific feature importance for tree-based models.
method Local MDI+ extends MDI+ framework to provide instance-specific feature importances.
result Local MDI+ outperforms existing baselines, improving predictive performance by 10%.

New method identifies important features and interactions in RF models.

problem Limited theoretical understanding of local feature and interaction importance in RF models.
method Combines global and local analysis to identify frequent feature co-occurrences.
result Proves consistent recovery of true local signal features and interactions.

HALO uses local Lipschitz constants to optimize functions efficiently.

problem Efficiently solving global optimization problems with complex objective functions.
method Hybrid Adaptive Lipschizian Optimization (HALO) algorithm that estimates local Lipschitz constants and balances global and local information.
result HALO outperforms other global optimization algorithms on numerous test functions.

Model-agnostic interpretation methods can mislead if not used carefully.

problem Misinterpretation of machine learning models due to improper use of techniques.
method General pitfalls of model-agnostic interpretation methods.
result Many pitfalls exist when using global interpretation techniques for machine learning models.

Study robustness of global feature effect explanations in machine learning models.

problem Vulnerability of global feature effect explanations to data and model perturbations.
method Theoretical bounds and experimental evaluation of partial dependence plots and accumulated local effects.
result Quantifies the gap between best and worst-case scenarios of misinterpreting machine learning predictions globally.

PerCDL learns personalized dictionaries for physiological signals combining global and local structures.

problem Representing datasets with both global and local structures in human physiological signals.
method Personalized Convolutional Dictionary Learning (PerCDL) that combines a global and personalized local dictionary.
result PerCDL effectively learns interpretable representations for human locomotion data.

We provide a complete solution to the problem of extending a local Lie groupoid to a global Lie groupoid. First, we show that the classical Mal'cev's theorem, which characterizes local Lie groups that can be extended to global Lie groups, also holds in the groupoid setting. Next, we describe a construction that can be …

2018-03-28abs ↗pdf ↗

New methods compare local and global feature importance scores for bioinformatics models.

problem Improving feature importance estimation in tree-based models.
method Comparison of SHAP values and Conditional Feature Contributions (CFCs) for 164 bioinformatics problems.
result SHAP values and CFCs yield similar rankings and interpretations for random forests.

GAMLA learns manifold structures with auto-encoding for global insights.

problem Limited global insight and lack of interpretable analytical descriptions in manifold learning.
method Two-round auto-encoding process to derive character and complementary representations.
result GAMLA provides global and analytical descriptions of smooth manifolds.

Study compares and contrasts various ML explanation methods, highlighting their disagreements and similarities.

problem Understanding and quantifying the differences between various machine learning explanation methods.
method Synthesized and visualized various explanation methods for global and local aspects of ML models.
result There is substantial agreement on the top features but less on specific rankings, and tree interpreter is comparable to SHAP for feature effects.

TopoGeoScore selects robust checkpoints using only source-domain representations.

problem Selecting robust checkpoints without target-domain labels or samples.
method Constructs class-conditional mutual k-nearest-neighbour graphs and extracts three interpretable signals.
result Source representations contain measurable global-local-topological evidence of robustness.

GADGET framework decomposes global feature effects using recursive partitioning.

problem Misleading global feature effects when feature interactions are present.
method Generalized additive decomposition of global effects (GADGET) based on recursive partitioning.
result Minimizes interaction-related heterogeneity of local feature effects.

In an earlier work we identified the types and numbers of static equilibrium points of solids arising from fine, equidistant nn-discretrizations of smooth, convex surfaces. We showed that such discretizations carry equilibrium points on two scales: the local scale corresponds to the discretization, the global scale to…

2014-10-20abs ↗pdf ↗

Pointwise localization allows more precise localization and accurate interpretability, compared to bounding box, in applications where objects are highly unstructured such as in medical domain. In this work, we focus on weakly supervised localization (WSL) where a model is trained to classify an image and localize regi…

2019-07-25abs ↗pdf ↗

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.

Global neural networks improve financial forecasting accuracy with larger, diverse datasets.

problem Mixed empirical performance in financial time series forecasting due to local model estimation.
method Global estimation strategy that pools information across cross-sections of over 10,000 global stocks.
result Forecasting accuracy improves with larger and more heterogeneous training datasets.

The main new result here is the cancellation of global anomalies in the Type I superstring, with and without D-branes. Our argument here depends on a precise interpretation of the 2-form abelian gauge field using KO-theory; then the anomaly cancellation follows from a geometric form of the full Atiyah-Singer index theo…

2000-11-24abs ↗pdf ↗

XDeep is an open-source Python package developed to interpret deep models for both practitioners and researchers. Overall, XDeep takes a trained deep neural network (DNN) as the input, and generates relevant interpretations as the output with the post-hoc manner. From the functionality perspective, XDeep integrates a w…

2019-11-04abs ↗pdf ↗

Study interprets deep learning models for Heston model in finance.

problem Interpreting black-box deep learning models in finance.
method Investigated Heston model using local and global strategies from cooperative game theory.
result Shapley values can effectively explain neural networks and improve model architecture selection.

Interactions such as double negation in sentences and scene interactions in images are common forms of complex dependencies captured by state-of-the-art machine learning models. We propose Mahé, a novel approach to provide Model-agnostic hierarchical éxplanations of how powerful machine learning models, such as deep ne…

2018-12-12abs ↗pdf ↗