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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.

168,657 papers · 148 categories

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250499749998 · Jun 202019922001200920172026
48 results for performance attribution

Graph structured data provide two-fold information: graph structures and node attributes. Numerous graph-based algorithms rely on both information to achieve success in supervised tasks, such as node classification and link prediction. However, node attributes could be missing or incomplete, which significantly deterio…

2019-07-23abs ↗pdf ↗

Proposes VCLANC for attributed network clustering using node and attribute embeddings.

problem Lack of mutual affinity exploitation between nodes and attributes in graph convolution.
method Dual variational auto-encoders for node and attribute embeddings, Gaussian mixture model priors, mutual distance and clustering assignment hardening losses.
result Demonstrates effectiveness on real-world attributed network datasets.

This work introduces a method to attribute model performance drops to distribution shifts.

problem Attributing performance drops of machine learning models to distribution shifts.
method Formulated as a cooperative game, value of a set of distributions is defined as the change in model performance when only that set of distributions changes. Importance weighting method for computing the value of an arbitrary set of distributions is derived. Quantifying the contribution of each distribution as its Shapley value.
result Demonstrated the effectiveness of the method on various case studies.

The paper optimizes stock portfolios with constraints based on performance attribution.

problem Optimizing stock portfolios with performance attribution constraints.
method Minimizes expected tail loss, constrains asset allocation and selection effect, tests on Dow Jones stocks.
result Imposing constraints on asset allocation and selection effect improves portfolio performance.

Personalized models using group attributes reduce performance, study finds.

problem Reducing performance of models using group attributes like race or gender.
method Formal conditions and collective preference guarantees to ensure fair use.
result Models personalized with group attributes reduce performance at a group level.

Improved scalability and interpretability in training data attribution.

problem Identifying which training data drives specific behaviors, especially unintended ones.
method Leveraging interpretable structures within the model to attribute model behavior to semantic directions, not individual test examples.
result Simple probe-based attribution methods are first-order approximations of Concept Influence that achieve comparable performance while being over an order-of-magnitude faster.

Unified framework for analyzing machine learning model attributions.

problem Lack of a general and theoretical framework for understanding attribution methods.
method Proposes a Taylor attribution framework to unify and analyze seven mainstream attribution methods.
result Established three principles for good attribution and empirically validated the Taylor reformulations.

Imputation with missing-indicators improves machine learning performance, especially for categorical attributes.

problem Missing values in datasets can be lost through imputation, potentially reducing model performance.
method Combines missing-indicator approach with imputation strategies on real datasets.
result Missing-indicators generally increase classification performance, especially for categorical attributes.

Improved 3D ECG feature attributions for clinical interpretation.

problem Lack of interpretability in deep learning models for 12-lead ECG analysis.
method Cross-modal mapping of feature attributions from 12-lead ECG models onto CineECG 3D space.
result Mapped feature attributions yield higher Dice scores than standard 12-lead attributions.

This research compares two encoding methods for categorical attributes in machine learning, affecting model fairness.

problem The impact of encoding protected categorical attributes on fairness in machine learning models.
method Comparison of one-hot encoding and target encoding methods.
result Target encoding can lead to more unfair models compared to one-hot encoding due to induced bias.

Proposes a Taylor framework to unify and analyze attribution methods.

problem Lack of a unified guideline for feature contribution assignment in machine learning models.
method Introduces a Taylor attribution framework to model the attribution problem and reformulates fourteen mainstream methods.
result Empirically validates the Taylor reformulations and reveals a positive correlation between performance and principles followed.

In-Run Data Shapley offers efficient data attribution for large-scale models.

problem Existing data attribution methods are computationally intensive and cannot target specific models.
method In-Run Data Shapley, which efficiently attributes data contributions to a specific model without re-training.
result In-Run Data Shapley achieves significant efficiency, enabling data attribution for pretraining models.

In many graphs such as social networks, nodes have associated attributes representing their behavior. Predicting node attributes in such graphs is an important problem with applications in many domains like recommendation systems, privacy preservation, and targeted advertisement. Attributes values can be predicted by a…

2019-12-27abs ↗pdf ↗

The stochastic block model (SBM) is a probabilistic model for community structure in networks. Typically, only the adjacency matrix is used to perform SBM parameter inference. In this paper, we consider circumstances in which nodes have an associated vector of continuous attributes that are also used to learn the node-…

2018-03-07abs ↗pdf ↗

The paper tackles attributing forecast gaps in complex model suites.

problem Attributing forecast gaps to individual component models in complex model suites.
method Formalized walk analysis, adapted LMDI and Shapley value approaches.
result Developed efficient formulas for gap attribution in practical portfolio-scale examples.

Attributed graph clustering is challenging as it requires joint modelling of graph structures and node attributes. Recent progress on graph convolutional networks has proved that graph convolution is effective in combining structural and content information, and several recent methods based on it have achieved promisin…

2019-06-04abs ↗pdf ↗

Adding attributes for nodes to network embedding helps to improve the ability of the learned joint representation to depict features from topology and attributes simultaneously. Recent research on the joint embedding has exhibited a promising performance on a variety of tasks by jointly embedding the two spaces. Howeve…

2018-04-17abs ↗pdf ↗

Improved graph clustering with modularity and coarsening for attributes and communities.

problem Inaccurate community detection and computational inefficiency in graph clustering.
method Integrates coarsening and modularity maximization, using a loss function with log-determinant, smoothness, and modularity components.
result Superior clustering outcomes, proven consistent under DC-SBM, and efficient algorithm integration with GNNs and VGAEs.

PSI models and infers feature attributions efficiently and accurately.

problem Modeling and inferring feature attributions in flexible predictive models.
method Probabilistic Shapley inference (PSI) framework using latent random variables and a masking-based neural network architecture.
result PSI learns feature attribution distributions centered at Shapley values, revealing meaningful uncertainty.

RoSHAP stabilizes feature attribution in machine learning models.

problem Stochastic variation in feature attribution measures.
method Modeling feature attribution score distribution and estimating it through bootstrap resampling and kernel density estimation.
result RoSHAP provides stable feature rankings and improves model performance.

This paper examines and proposes several attribution modeling methods that quantify how revenue should be attributed to online advertising inputs. We adopt and further develop relative importance method, which is based on regression models that have been extensively studied and utilized to investigate the relationship …

2017-10-18abs ↗pdf ↗

Proposes new attribution methods for trees with regularization.

problem Feature attribution for trees trained with regularization.
method Prediction Decomposition Attribution (PreDecomp) and TreeInner.
result TreeInner shows state-of-the-art feature selection performance.

WCAM assesses neural network reliability by attributing decisions to wavelet scales.

problem Challenges in evaluating neural network reliability and feature robustness.
method Introduces WCAM, a wavelet-based attribution method to assess decision reliability.
result WCAM reveals where and on what scales a model focuses, enabling reliable decision assessment.

Better Hessian approximations improve influence function attributions in deep learning.

problem Influence functions are difficult to compute due to ill-conditioned Hessians, leading to poor data attribution performance.
method Investigated the impact of Hessian approximation quality on influence-function attributions in a controlled setting.
result Better Hessian approximations consistently yield better influence score quality.

New method combines hypergraph structure and node attributes for better community detection.

problem Improving community detection in hypergraphs with node attributes.
method Developed a principled model that learns from data to combine higher-order interactions and node attributes.
result Strong performance in hyperedge prediction and community detection, especially when attributes are informative.

WGNN learns graph representations from incomplete attribute data.

problem Missing node attributes in graphs.
method WGNN learns node representations from decomposed attribute matrices and uses Wasserstein space for message passing.
result WGNN outperforms existing methods in node classification tasks with missing attribute data.

Network embedding leverages the node proximity manifested to learn a low-dimensional node vector representation for each node in the network. The learned embeddings could advance various learning tasks such as node classification, network clustering, and link prediction. Most, if not all, of the existing works, are ove…

2017-06-06abs ↗pdf ↗

Enhances community detection in correlated networks with node attributes.

problem Community detection in multiple networks with correlated node attributes and edges.
method Introduced the correlated Contextual Stochastic Block Model (CSBM), developed a two-step matching procedure.
result Algorithm recovers exact node correspondence, enabling enhanced community detection.

A new method improves semi-supervised learning by handling tasks with different attribute spaces.

problem Existing methods assume tasks share the same attribute space, limiting their applicability.
method Meta-learning approach that embeds labeled and unlabeled data in task-specific spaces using neural networks.
result Improves test performance on tasks with small labeled data using unlabeled and various task data.

The chapter improves deep learning models by interpreting and improving their performance.

problem Deep learning models often lack interpretability, leading to poor understanding of their predictions.
method The approach involves attributing importance to features and feature groups, including interactions, to improve model performance.
result The proposed attributions provide insights across various domains and can be used to improve model generalization.

This work tackles community detection in networks with node attributes, achieving exact recovery.

problem Community detection in networks with correlated node attributes.
method Information-theoretic criterion and iterative clustering algorithm maximizing joint likelihood.
result Exact recovery of community labels under a general model for network and node attributes.

Deep neural networks obtain state-of-the-art performance on a series of tasks. However, they are easily fooled by adding a small adversarial perturbation to input. The perturbation is often human imperceptible on image data. We observe a significant difference in feature attributions of adversarially crafted examples f…

2019-06-08abs ↗pdf ↗