Understanding how features interact with each other is of paramount importance in many scientific discoveries and contemporary applications. Yet interaction identification becomes challenging even for a moderate number of covariates. In this paper, we suggest an efficient and flexible procedure, called the interaction …
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48 results for “main effects”
A2D2E designs optimal evaluations for estimating main effects in black-box models.
problem Sensitivity to OOD evaluations and instability under feature correlation in estimating black-box model effects.
method A2D2E uses D-optimal hypercube designs to minimize main effect estimation variance.
result A2D2E outperforms existing methods, especially under high feature correlation.
GAMI-Net improves neural network interpretability while maintaining accuracy.
problem Lack of interpretability in neural network models.
method GAMI-Net is a disentangled feedforward network with multiple additive subnetworks designed for capturing main effects and pairwise interactions, considering sparsity, heredity, and marginal clarity.
result GAMI-Net achieves superior interpretability and competitive prediction accuracy compared to explainable boosting machine and other models.
PliableBVS extends Bayesian lasso for modeling interactions with modifying variables.
problem Modeling interactions between large and small sets of variables, especially in omics studies.
method Bayesian variable selection with spike-and-slab priors and hierarchical structure.
result PliableBVS outperforms pliable lasso in identifying active main and interaction effects.
Intertemporal decision making involves choices among options whose effects occur at different moments. These choices are influenced not only by the effect of rewards value perception at different moments, but also by the time perception effect. One of the main difficulties that affect standard experiments involving int…
Models which estimate main effects of individual variables alongside interaction effects have an identifiability challenge: effects can be freely moved between main effects and interaction effects without changing the model prediction. This is a critical problem for interpretability because it permits "contradictory" m…
The main result is a short effective proof of Tao Li's theorem that a closed non Haken hyperbolic 3-manifold N has at most finitely many irreducible Heegaard splittings.
Proposes a two-stage method for estimating heterogeneous treatment effects using gradient boosting trees.
problem Estimating heterogeneous treatment effects in randomized clinical trials with high-dimensional predictive markers.
method Two-stage statistical learning procedure using gradient boosting trees (XGBoost) to estimate main effects and HTE.
result Improves efficiency in estimating heterogeneous treatment effects through nonparametric function estimation.
Develops monotone tree-based GAMI models using XGBoost.
problem Incorporating monotonicity into GAMI models based on boosted trees.
method Adapting XGBoost algorithm to fit monotone GAMI-Tree models, filtering interactions, and parsing results.
result Fits monotone GAMI-Tree models that are directly interpretable and visualizable.
New method for evaluating and learning in complex decision-making scenarios.
problem Evaluating and learning from policies in contextual combinatorial bandits with high bias and variance.
method Factored action space decomposition and importance sampling-based estimator (OPCB).
result OPCB achieves superior performance in OPE and OPL compared to conventional methods.
The paper uses machine learning to predict the impact of the Ukraine crisis on financial markets.
problem Quantifying the impact of the Ukraine crisis on financial markets.
method Selected economic indexes, created datasets, and used machine learning (Linear Regression) for forecasting.
result The model accurately predicted the effects of the Ukraine crisis on financial markets.
This paper analyzes meta-learners for estimating multi-valued treatment effects.
problem Estimating Conditional Average Treatment Effects (CATE) with multi-valued treatments.
method The paper considers different meta-learners and analyzes their error bounds.
result Meta-learners perform well as the number of treatments increases, improving upon naive extensions.
The paper uses model-based trees to create interpretable surrogate models for complex machine learning models.
problem Interpreting complex machine learning models.
method Using model-based trees to partition feature space and create interpretable models.
result Model-based trees generate optimal surrogate models that balance interpretability and performance.
Many applications of machine learning involve the analysis of large data frames-matrices collecting heterogeneous measurements (binary, numerical, counts, etc.) across samples-with missing values. Low-rank models, as studied by Udell et al. [30], are popular in this framework for tasks such as visualization, clustering…
The paper provides PAC bounds for estimating causal effects using covariate adjustment with a valid set.
problem Estimating causal effects in high-dimensional settings without randomized experiments.
method PAC learning perspective, valid adjustment set, $\eps$-Markov blanket, constraint-based algorithms.
result PAC-bounds the estimation error of covariate adjustment by a term exponential in the size of the adjustment set.
The Kalinin effectivity is studied and applied to compactifications and Hilbert squares.
problem Understanding Kalinin effectivity in compactifications and its applications.
method Definition, construction methods, and analysis of Kalinin effectivity in various compactifications.
result Wonderful compactifications of hyperplane arrangements and configuration spaces are Kalinin effective.
Market Fluctuations: multiplicative and percolation models, size effects and predictionscond-mat.stat-mech
We present a set of models of the main stylized facts of market price fluctuations. These models comprise dynamical evolution with threshold dynamics and Langevin price equation with multiplicative noise, percolation models to describe the interaction between traders and hierarchical cascade models to unravel the possi…
The main result of this paper is an effective count for Apollonian circle packings that are either bounded or contain two parallel lines. We obtain this by proving an effective equidistribution of closed horospheres in the unit tangent bundle of a geometrically finite hyperbolic 3-manifold of infinite volume, whose fun…
A new variational inference method speeds up AMMI model estimation.
problem High-dimensional GxE interaction data in plant breeding.
method Variational inference for AMMI model.
result The new method is 2x faster with similar predictive performance.
Develops a method for causal inference with noisy confounders.
problem Noisy measurements of confounders in treatment effects models.
method Local principal subspace approximation combining K-nearest neighbors matching and PCA.
result Estimators of treatment effects and counterfactual distributions are constructed.
Proposes new methods for inference in GLMs without assuming model correctness.
problem Inference for GLMs assumes model correctness, leading to uncertainty and bias.
method Develops nonparametric estimands and uses influence curves with flexible procedures.
result Inference for GLM parameters is improved without model correctness assumptions.
Despite the major advances taken in causal modeling, causality is still an unfamiliar topic for many statisticians. In this paper, it is demonstrated from the beginning to the end how causal effects can be estimated from observational data assuming that the causal structure is known. To make the problem more challengin…
We consider the general Kähler-Ricci flows which exist for all time. The zeroth order control on the flow metric potential for various infinite time singularities is the focus. The possible semi-amplness for numerically effective classes serves as the main motivation.
Estimates peer influence effects using embeddings for social networks.
problem Estimating peer contagion effects in social networks with unobserved confounders.
method Nonparametrically adjusts for homophily using node embeddings.
result Formalizes causal effect of peer influence in social networks.
Identifies causal effects in LiNGAM models with latent variables.
problem Identifying causal effects in LiNGAM models with latent confounders.
method Complete graphical characterization and efficient algorithms for certification. RICA adaptation for estimation.
result Efficient algorithms and RICA adaptation for estimating causal effects.
Improved estimation of interaction effects in regression models.
problem Estimation of interaction effects in high-dimensional regression models.
method Developed a local shrinkage model linking main effects and interactions.
result Strong improvement in estimation of regression coefficients.
Bayesian Pliable Lasso with Horseshoe Prior for Interaction Effects in GLMs with Missing Responsesstat.ME
Bayesian pliable lasso with horseshoe prior models interactions in GLMs with missing data.
problem Modeling interactions in sparse regression problems with missing responses.
method Bayesian pliable lasso with hierarchical horseshoe prior for sparsity and uncertainty quantification.
result Advantages over existing methods in recovering complex interaction patterns under incomplete data.
Method reweights auxiliary tasks to reduce data need for main task.
problem Limited labeled data for supervised learning.
method Formulates weighted likelihood function as surrogate prior, minimizing divergence to true prior.
result Effective use of limited labeled data with auxiliary tasks, improving performance.
The causal effect of a treatment can vary from person to person based on their individual characteristics and predispositions. Mining for patterns of individual-level effect differences, a problem known as heterogeneous treatment effect estimation, has many important applications, from precision medicine to recommender…
Study bandit problems under censorship, estimating performance loss.
problem Estimating performance loss in bandit problems with censored feedback.
method Introduced a broad class of censorship models and analyzed their effective dimension.
result Effective dimension naturally leads to results analogous to uncensored settings.
New method calibrates MQHawkes model using non-parametric approach, identifying cross-Hawkes and cross-leverage effects.
problem Calibrating complex Hawkes processes with non-parametric methods.
method Non-parametric calibration using General Method of Moments on coarse-grained MQHawkes model.
result Identification of cross-Hawkes and cross-leverage effects in futures markets.
Causal inference concerns the identification of cause-effect relationships between variables. However, often only linear combinations of variables constitute meaningful causal variables. For example, recovering the signal of a cortical source from electroencephalography requires a well-tuned combination of signals reco…
This paper is a follow-up to our joint paper with I. Agol, P. Storm and K. Whyte "Finiteness of arithmetic hyperbolic reflection groups". The main purpose is to investigate the effective side of the method developed there and its possible application to the problem of classification of arithmetic hyperbolic reflection …
This work gives a simultaneous analysis of both the ordinary least squares estimator and the ridge regression estimator in the random design setting under mild assumptions on the covariate/response distributions. In particular, the analysis provides sharp results on the ``out-of-sample'' prediction error, as opposed to…
We extend an approach of Beliakova for computing knot Floer homology and implement it in a publicly available computer program. We review the main programming and optimization methods used. Our program is then used to check that the Floer homology of a prime non-alternating knot with less than 12 crossings has no torsi…
A new tree-based estimator, FastPD, efficiently estimates PD functions for machine learning models.
problem Efficiently estimating Partial Dependence functions for machine learning models.
method Proposes a new tree-based estimator, FastPD, to estimate PD functions.
result FastPD consistently estimates the desired population quantity and improves complexity from quadratic to linear.
Our main task is to study the effect of corporate governance on the market liquidity of listed companies' stocks. We establish a theoretical model that contains the heterogeneity of investors' beliefs to explain the mechanisms by which corporate governance improves liquidity of the corporate stocks. In this process we …
New method interprets deep learning for causal effects, separating prognostic and moderating covariates.
problem Estimating individual causal/treatment effects under confounders.
method Deep counterfactual learning architecture for estimating CATE with interpretable score functions.
result Demonstrated improved interpretability and quantification of uncertainty in CATE estimation.
The seminal paper of Caponnetto and de Vito (2007) provides minimax-optimal rates for kernel ridge regression in a very general setting. Its proof, however, contains an error in its bound on the effective dimensionality. In this note, we explain the mistake, provide a correct bound, and show that the main theorem remai…
SHAFF estimates Shapley effects efficiently even with dependent variables.
problem Challenges in estimating Shapley effects, especially with dependent variables.
method SHAFF uses random forests to estimate Shapley effects efficiently.
result SHAFF provides a fast and accurate estimate of Shapley effects.
We propose a new volatility model based on two stylized facts of the volatility in the stock market: clustering and leverage effect. We calibrate our model parameters, in the leading order, with 77 years Dow Jones Industrial Average data. We find in the short time scale (10 to 50 days) the future volatility is sensitiv…
In this paper, we introduce a new machine learning (ML) model for nonlinear regression called the Boosted Smooth Transition Regression Trees (BooST), which is a combination of boosting algorithms with smooth transition regression trees. The main advantage of the BooST model is the estimation of the derivatives (partial…
The main results of the paper are Proposition 3 and 4 which provide an effective way to construct minimal hypersurfaces in a Euclidean space. We demonstrate our technique by several new examples. This note is English translation of an earlier draft version written (in Russian) in September 1999. The final version of th…
Computation of option greeks under hybrid stochastic volatility models via Malliavin calculusq-fin.PR
This study introduces computation of option sensitivities (Greeks) using the Malliavin calculus under the assumption that the underlying asset and interest rate both evolve from a stochastic volatility model and a stochastic interest rate model, respectively. Therefore, it integrates the recent developments in the Mall…
This is a slightly altered version of the authors thesis from 2014. In the first main part we show that the quotient space of a compact, simply connected and nonnegatively curved Riemannian 4-manifold by an effective, isometric circle-action admits an approximation in Gromov-Hausdorff topology by smooth, positively cur…
A computationally simple genome-wide association study (GWAS) algorithm for estimating the main and epistatic effects of markers or single nucleotide polymorphisms (SNPs) is proposed. It is based on the intuitive assumption that changes of alleles corresponding to important SNPs in a pair of individuals lead to large d…
Rapidly estimating the remaining wall thickness (RWT) is paramount for the non-destructive condition assessment evaluation of large critical metallic pipelines. A robotic vehicle with embedded magnetism-based sensors has been developed to traverse the inside of a pipeline and conduct inspections at the location of a br…
Effective drilling and filling bounds for hyperbolic 3-manifolds.
problem Understanding changes in metrics and geodesics during Dehn fillings of hyperbolic 3-manifolds.
method Combining tools from Kleinian group theory to transfer results from finite-volume to infinite-volume manifolds.
result Effective bilipschitz and complex length bounds quantifying filling theorems.