New method for interpreting non-linear models using forward marginal effects.
problem Interpreting non-linear models' feature effects is challenging.
method Introducing forward marginal effects and partitioning feature space for better interpretation.
result Improved interpretation of non-linear prediction functions.
Matrix completion aims to predict missing elements in a partially observed data matrix which in typical applications, such as collaborative filtering, is large and extremely sparsely observed. A standard solution is matrix factorization, which predicts unobserved entries as linear combinations of latent variables. We g…
Traditional linear methods for forecasting multivariate time series are not able to satisfactorily model the non-linear dependencies that may exist in non-Gaussian series. We build on the theory of learning vector-valued functions in the reproducing kernel Hilbert space and develop a method for learning prediction func…
Paper models non-linear dynamics from time series data.
problem Modeling non-linear dynamical systems from time series data.
method Introduces latent state modeling and a novel alternating minimization algorithm.
result LaNoLem achieves competitive performance in dynamics estimation and prediction.
RNN-HAR model improves VaR forecasting with long-memory and non-linear dynamics.
problem Efficiently forecasting Value at Risk (VaR) with long-memory and non-linear realized volatility.
method Loss-based generalized Bayesian inference with Sequential Monte Carlo for model estimation and prediction.
result RNN-HAR model consistently outperforms other VaR forecasting models.
Complex problems may require sophisticated, non-linear learning methods such as kernel machines or deep neural networks to achieve state of the art prediction accuracies. However, high prediction accuracies are not the only objective to consider when solving problems using machine learning. Instead, particular scientif…
fmeffects package interprets non-linear models in plain language.
problem Interpreting complex non-linear models.
method Forward marginal effects for model-agnostic explanations.
result First software implementation of forward marginal effects.
The goal of a recommendation system is to predict the interest of a user in a given item by exploiting the existing set of ratings as well as certain user/item features. A standard approach to modeling this problem is Inductive Matrix Completion where the predicted rating is modeled as an inner product of the user and …
Method estimates mixture components without discretizing parameters.
problem Learning from mixtures of continuous features with noise.
method Off-the-grid optimization method for continuous parameter space.
result Prediction error bound similar to Lasso predictor.
Layer-wise relevance propagation (LRP) is a recently proposed technique for explaining predictions of complex non-linear classifiers in terms of input variables. In this paper, we apply LRP for the first time to natural language processing (NLP). More precisely, we use it to explain the predictions of a convolutional n…
TaCo prevents non-linear classifiers from detecting sensitive attributes.
problem Ensuring fairness in NLP models by preventing sensitive attribute detection.
method Targeted Concept Erasure (TaCo) removes sensitive information from final latent representations, even against non-linear classifiers.
result TaCo outperforms state-of-the-art methods in reducing sensitive attribute prediction accuracy while preserving overall task performance.
DeepKriging uses DNNs to predict spatial data with improved accuracy and scalability.
problem Predicting spatial processes with non-linear and non-Gaussian data.
method Adds an embedding layer of spatial coordinates with basis functions to DNNs.
result DeepKriging provides non-linear predictions with smaller approximation errors and is scalable for large datasets.
GP-KAN uses Gaussian Processes in KANs for robust, parameter-efficient non-linear modeling.
problem Non-linear modeling with limited parameters and uncertainty estimates.
method Integrates Gaussian Processes into Kolmogorov Arnold Networks (KANs) for robust non-linear modeling.
result GP-KAN achieves 98.5% accuracy on MNIST with 80k parameters compared to 1.5M for state-of-the-art models.
The dynamic emulation of non-linear deterministic computer codes where the output is a time series, possibly multivariate, is examined. Such computer models simulate the evolution of some real-world phenomenon over time, for example models of the climate or the functioning of the human brain. The models we are interest…
We use supervised learning to identify factors that predict the cross-section of returns and maximum drawdown for stocks in the US equity market. Our data run from January 1970 to December 2019 and our analysis includes ordinary least squares, penalized linear regressions, tree-based models, and neural networks. We fin…
Study evaluates machine learning for predicting treatment effects in observational studies.
problem Challenges in measuring treatment effects due to confounding bias in observational studies.
method Simulated two scenarios with and without confounding, using linear and non-linear relationships. Used machine learning models (linear regression, lasso regression, random forest) to predict counterfactuals and treatment effects.
result Machine learning models perform well under linearity but poorly under non-linearity, even in the presence of confounding.
Develops inverse extended Kalman filter for predicting adversarial steps.
problem Predicting adversarial Kalman filter estimates from limited information.
method Proposes inverse extended Kalman filter (I-EKF) for non-linear systems with unknown inputs.
result Derives I-EKF with theoretical stability guarantees and consistency proofs.
Enhances Cox model for survival analysis with symbolic non-linear log-risk functions.
problem Limited interpretability and non-linearity in traditional Cox models.
method Introduces GCPH model using Kolmogorov-Arnold Networks for symbolic non-linear log-risk functions.
result GCPH achieves competitive performance and superior interpretability.
Estimates signals from a continuous dictionary with sparse mixtures using optimization.
problem Estimating signals from a continuous dictionary with unknown mixtures and noise.
method Formulates a regularized optimization problem with data fidelity and (ℓ1,Lp)-penalty. result High probability bounds on prediction error for the Group-Nonlinear-Lasso solution.
FFCP improves FCP's speed without sacrificing accuracy.
problem Inefficient feature transformation in FCP.
method Introduces FFCP using Taylor expansion for faster computation.
result FFCP achieves a 50x speedup with comparable accuracy.
Develops a data-driven smoothing technique for high-dimensional, non-linear panel data.
problem Improving prediction accuracy in high-dimensional, non-linear panel data models.
method Adaptive discrete smoothing with data-driven weights based on individual function similarity.
result Significant improvement in prediction accuracy compared to traditional linear panel data estimators.
Proposes a deep neural network for predicting survival times with cure fractions.
problem Predicting survival times with cure fractions in medical studies.
method Flexible survival models integrated into a deep neural network framework.
result Better predictive performance and realistic covariate effects.
PatternLocal improves XAI for non-linear models by suppressing suppressor variables.
problem Suppressor variables cause false-positive feature attributions in non-linear models.
method PatternLocal uses locally linear surrogate models and transforms weights into a generative representation.
result PatternLocal reduces false-positive attributions and provides more reliable explanations.
Linear autoregressive models serve as basic representations of discrete time stochastic processes. Different attempts have been made to provide non-linear versions of the basic autoregressive process, including different versions based on kernel methods. Motivated by the powerful framework of Hilbert space embeddings o…
Dynamic linear models improve travel time prediction for congested freeways.
problem Accurate travel time prediction for congested freeways.
method Dynamic linear models (DLMs) with time-varying parameters.
result Significant improvements in travel time prediction accuracy, especially for short-term predictions.
Heterosis is the improved or increased function of any biological quality in a hybrid offspring. We have studied yet the largest maize SNP dataset for traits prediction. We develop linear and non-linear models which consider relationships between different hybrids as well as other effect. Specially designed model prove…
Simplifies deep learning scaling analysis without sacrificing accuracy.
problem Interpreting feature learning mechanisms and determining network implicit bias in high-dimensional settings.
method Developed a heuristic approach for predicting data and width scales of feature learning patterns.
result Predictions align with known results and extend to complex architectures.
Modeling dynamical systems is important in many disciplines, e.g., control, robotics, or neurotechnology. Commonly the state of these systems is not directly observed, but only available through noisy and potentially high-dimensional observations. In these cases, system identification, i.e., finding the measurement map…
We present a general framework for solving a large class of learning problems with non-linear functions of classification rates. This includes problems where one wishes to optimize a non-decomposable performance metric such as the F-measure or G-mean, and constrained training problems where the classifier needs to sati…
This paper reviews transfer learning for financial data predictions, highlighting its potential.
problem Accurate stock price prediction in financial time series is challenging due to noise and non-linear relationships.
method Transfer Learning applied to financial market predictions.
result Transfer Learning can improve financial prediction capability.
Paper proposes a novel SVM method for creating survival trees.
problem Creating non-linear survival trees for right-censored data.
method L2-regularized dipole splitting criteria with kernel methods.
result Non-linear splits using polynomial and Gaussian kernels show similar predictive power but often smaller tree sizes.
A new decision tree variant improves linear model performance.
problem Improving decision tree performance on non-linear data.
method Extremely random tree with non-linear data transformation and linear observer.
result Outperforms linear models on benchmark dataset.
This paper describes the autofeat Python library, which provides scikit-learn style linear regression and classification models with automated feature engineering and selection capabilities. Complex non-linear machine learning models, such as neural networks, are in practice often difficult to train and even harder to …
Unified Bayesian framework predicts cryptocurrency market dynamics and volatility.
problem Predicting cryptocurrency market trends and volatility.
method Bayesian framework based on potential field theory and Gaussian Process.
result Attractors and repellers from the potential field are reliable market indicators.
Tree-based machine learning models such as random forests, decision trees, and gradient boosted trees are the most popular non-linear predictive models used in practice today, yet comparatively little attention has been paid to explaining their predictions. Here we significantly improve the interpretability of tree-bas…
Improved disability insurance model with collective health claims.
problem Enhance disability insurance model with collective health claims.
method Expand classic semi-Markov model with collective health claims, solve many-body problem using mean-field approach.
result Mean-field approach simplifies complex model into a transparent pricing method.
Develops inverse EKF for non-linear systems with stability guarantees and learning unknown dynamics.
problem Estimating adversary's Kalman-filtered estimates in highly non-linear systems.
method Proposes inverse extended Kalman filter (I-EKF) for second-order, Gaussian sum, and dithered forward models. Uses reproducing kernel Hilbert space for learning unknown dynamics.
result Derives theoretical stability guarantees for inverse second-order EKF.
Machine learning identifies ESG patterns for better stock selection.
problem Linking ESG behavior to financial performance.
method Machine learning algorithm mapping ESG features to financial outcomes.
result Machine learning strategy outperforms traditional ESG screening.
New approach predicts stock price synchronization using RNNs and LSTMs.
problem Forecasting synchronization of stock prices in the Indian market.
method Utilizing recurrence plots and CRQA for non-linear analysis, RNNs and LSTMs for prediction.
result Accuracy of 0.98 and F1 score of 0.83 in predicting stock price synchronization.
The study models market price movement based on investors' expectations.
problem Understanding the dynamics of investors' expectations and market price movement.
method Developed a non-linear evolutionary equation linking investors' expectations and market asset price movement.
result Model predictions co-integrated with asset time series, suggesting potential for price movement forecasting.
This study compares two neural models for financial forecasting, showing their superiority.
problem Improving financial market trend predictions using neural networks.
method Systematic comparison of N-HiTS and N-BEATS with conventional models.
result N-HiTS and N-BEATS enhance forecast accuracy and robustness in financial time series data.
Model improves mortgage credit risk prediction with spatio-temporal machine learning.
problem Improving accuracy of default probabilities and loan portfolio loss distributions in mortgage credit risk.
method Combines tree-boosting with a latent spatio-temporal Gaussian process model.
result Predictive models outperform conventional methods due to non-linear and spatio-temporal effects.
ParamBoost uses gradient boosting to create interpretable non-linear models with constraints.
problem Creating interpretable non-linear models with expert knowledge constraints.
method Gradient Boosting of cubic polynomials with specified constraints.
result ParamBoost outperforms state-of-the-art GAMs in real-world datasets.
DISTANA predicts and denoises spatial wave dynamics.
problem Identifying causality in spatially distributed, non-linear dynamical processes.
method Generative, recurrent graph convolution neural network architecture (DISTANA).
result DISTANA outperforms alternative approaches in denoising and predicting complex spatial wave propagation.
New method adds all interactions in non-linear models without high computational cost.
problem Missing interactions in interpretable machine learning models.
method Additive higher-order factorization machines using tensor product splines.
result Scalable model with interactions at low computational cost.
High-risk domains require reliable confidence estimates from predictive models. Deep latent variable models provide these, but suffer from the rigid variational distributions used for tractable inference, which err on the side of overconfidence. We propose Stochastic Quantized Activation Distributions (SQUAD), which im…
Bayesian neural networks improve uncertainty quantification in non-linear dimensionality reduction.
problem Current neural network models lack adequate uncertainty quantification.
method Deploy Markov chain Monte Carlo sampling algorithms for Bayesian inference in ANN models with latent variables.
result New research directions are needed due to fundamental challenges in neural networks with latent variables.
Antifreeze proteins (AFPs) are the sub-set of ice binding proteins indispensable for the species living in extreme cold weather. These proteins bind to the ice crystals, hindering their growth into large ice lattice that could cause physical damage. There are variety of AFPs found in numerous organisms and due to the h…