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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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179359538717 · Jun 202019922001200920172026
48 results for predictive importance

SAGE quantifies feature importance in machine learning models.

problem Understanding the role of individual features in complex models.
method Formalizing predictive power through model-based and universal measures, and introducing SAGE for efficient calculation.
result SAGE assigns more accurate feature importance values than other methods.

DEDACT breaks down feature importance into direct and associative components.

problem Lack of clear distinction between direct and associative feature importance.
method DEDACT framework to decompose direct and associative importance measures.
result Provides insight into sources of prediction-relevant information and feature pathways.

A new method uses asymmetric Shapley values to assess gene importance in clinical prediction models.

problem Clinical prediction models struggle with assessing the importance of high-dimensional features like genomics.
method Derive efficient algorithms to compute local and global asymmetric Shapley values for a mixed-dimensional prediction model.
result Asymmetric Shapley values provide a more suitable alternative to quantify feature importance in clinical prediction models.

Paper uses Shapley values to explain how clusters of training data affect predictions.

problem Explaining how training data clusters impact predictions from black-box models.
method Extends Shapley values to cluster importance, using coalitional game theory.
result Shows how different clusters of training data contribute to model predictions.

Study predicts academic achievement using students' support networks.

problem Predicting academic achievement in college students.
method Decision tree and random forest algorithms applied to Ties data.
result Different types of support are important for different demographics and genders.

Proposes a framework to assess feature importance without algorithm constraints.

problem Lack of a general framework for assessing feature importance across different algorithms.
method Develops a nonparametric framework for algorithm-agnostic variable importance assessment.
result Valid confidence intervals and testing strategies for variable importance.

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…

2016-11-22abs ↗pdf ↗

Given a model ff that predicts a target yy from a vector of input features x=x1,x2,,xM\pmb{x} = x_1, x_2, \ldots, x_M, we seek to measure the importance of each feature with respect to the model's ability to make a good prediction. To this end, we consider how (on average) some measure of goodness or badness of prediction (wh…

2019-10-01abs ↗pdf ↗

New model improves prediction accuracy and interpretability for network-connected data.

problem Reduced effective sample size and poor prediction performance in network-connected data.
method Network-assisted Random Forest+ (RF+) with interpretable feature importance measures.
result Highly competitive prediction accuracy and interpretable feature importance.

The paper investigates causal relationships in heart failure prediction using machine learning.

problem Understanding the causal relationships between clinical variables and heart failure.
method Proposes a new computational framework for causal structure discovery (CSD) of mixed-type clinical variables for binary disease outcomes.
result Feature importance from nonlinear classifiers strongly correlates with causal strength of variables, but not differentiating cause and effect.

Combining feature importance estimates improves reliability of machine learning predictions.

problem Lack of consensus on feature importance quantification makes explanations unreliable.
method Proposes a feature importance fusion framework combining multiple quantifiers.
result Feature importance ensembles reduce prediction error by 15%.

Researchers develop a new method to assess variable importance in spatial machine learning models for air pollution exposure prediction.

problem Understanding the mechanism captured by machine learning models in air pollution studies, especially with spatial correlation.
method Leave-one-out approach for variable importance measure applicable to models with separable mean and covariance components.
result The new method highlights differences in model mechanisms even for similar prediction accuracies.

For nonlinear supervised learning models, assessing the importance of predictor variables or their interactions is not straightforward because it can vary in the domain of the variables. Importance can be assessed locally with sensitivity analysis using general methods that rely on the model's predictions or their deri…

2019-10-17abs ↗pdf ↗

The paper emphasizes the importance of joint predictions over marginal predictions for decision-making.

problem The need for accurate joint predictions in decision-making problems.
method The paper analyzes combinatorial decision problems, sequential predictions, and multi-armed bandits, introducing an approximate Thompson sampling algorithm and new regret bounds.
result Accurate joint predictions are essential for good performance in decision-making problems.

Efficiently estimates variable importance in prediction tasks using Shapley values.

problem Valid statistical inference on the importance of variables in prediction tasks.
method Randomly sampling feature subsets to estimate Shapley Population Variable Importance Measure (SPVIM) efficiently.
result The proposed estimator converges at an asymptotically optimal rate and can construct valid confidence intervals and hypothesis tests.

Hierarchical-CPI improves variable importance measurement for medical data.

problem Limited interpretability of complex medical models.
method Hierarchical-CPI measures conditional variable importance with statistical control, handling correlated data.
result Hierarchical-CPI outperforms existing methods in medical datasets.

Tree ensemble methods such as random forests [Breiman, 2001] are very popular to handle high-dimensional tabular data sets, notably because of their good predictive accuracy. However, when machine learning is used for decision-making problems, settling for the best predictive procedures may not be reasonable since enli…

2020-01-13abs ↗pdf ↗

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.

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%.

Develops method to assess feature importance in black-box models for unconditional distribution.

problem Lack of methods to analyze feature importance in black-box models for unconditional distribution.
method Approximation method to compute feature importance curves for unconditional distribution.
result Produces sparse and faithful results, computationally efficient.

Algorithm calibrates predictions for covariate shift using domain adaptation.

problem Uncertainty estimates overestimate certainty when real-world data differs from training data.
method Uses importance weighting and learns a feature map to equalize distributions.
result Outperforms existing approaches in calibrated prediction when covariate shift occurs.

New method disentangles feature importance scores in machine learning.

problem Misinterpretation of feature importance scores due to interactions and dependencies.
method Derive DIP (Disentangled Importance) decomposition of feature importance scores.
result DIP decomposition uniquely separates standalone contributions from interactions and dependencies.

The paper extends explainability methods to uncertainty-aware models, revealing feature impacts on predictive entropy and likelihood.

problem Understanding the factors contributing to uncertainty in probabilistic models.
method Adapting permutation feature importance, partial dependence plots, and individual conditional expectation plots to measure feature impacts on predictive entropy and likelihood.
result Novel insights into model behaviour and feature impacts on uncertainty are obtained.

Introduces joint Shapley values to measure feature importance in models.

problem Measuring the importance of feature sets in machine learning models.
method Extends Shapley's axioms to measure a set of features' average contribution to a model's prediction.
result Joint Shapley values provide unique insights and are more consistent with local intuitions.

Proposes new methods for interpreting document classification models.

problem Interpretation fragility of attention-based neural networks.
method Corpus-level and concept-based explanation methods using attention weights.
result Extracts semantically meaningful keywords and concepts for model predictions.

Importance sampling (IS) is a common reweighting strategy for off-policy prediction in reinforcement learning. While it is consistent and unbiased, it can result in high variance updates to the weights for the value function. In this work, we explore a resampling strategy as an alternative to reweighting. We propose Im…

2019-06-11abs ↗pdf ↗

Study examines challenges in variable importance ranking due to feature correlation.

problem Challenges in variable importance ranking under correlation.
method Simulation study and theoretical analysis of feature knockoffs and conditional predictive impact (CPI).
result Highly correlated features increase the correlation of knockoff variables, posing a limitation for CPI.

FIT evaluates time series model feature importance quantifying distributional shift.

problem Lack of explanations for time series models in high-stakes applications.
method FIT framework quantifies feature importance based on distributional shift using KL-divergence.
result FIT identifies important time points and observations superiorly compared to baselines.

Study uses deep learning to predict mycotoxin levels in Irish oats.

problem Predicting mycotoxin contamination in Irish oats to improve crop quality and safety.
method Investigated neural networks and transfer learning models for multi-response prediction.
result Transfer learning model TabPFN provided the best performance.

Global Sensitivity Analysis improves feature importance ranking in Random Forests.

problem Improving feature importance ranking in Random Forests.
method Applying Global Sensitivity Analysis to Random Forests for feature ranking.
result Our method provides a novel way to rank features based on their importance.