Related papers: Model Interpretation: A Unified Derivative-based F…
Quantile regression is a powerful tool for detecting exposure-outcome associations given covariates across different parts of the outcome's distribution, but has two major limitations when the aim is to infer the effect of an exposure.…
General regression and classification models are constructed as linear combinations of simple rules derived from the data. Each rule consists of a conjunction of a small number of simple statements concerning the values of individual input…
In this paper, we study the estimation of the derivative of a regression function in a standard univariate regression model. The estimators are defined either by derivating nonparametric least-squares estimators of the regression function…
Neural fields offer continuous, learnable representations that extend beyond traditional discrete formats in visual computing. We study the problem of learning neural representations of repeated antiderivatives directly from a function, a…
We propose a unified methodology to input non-linear views from any number of users in fully general non-normal markets, and perform, among others, stress-testing, scenario analysis, and ranking allocation. We walk the reader through the…
Neural networks are powerful tools for cognitive modeling due to their flexibility and emergent properties. However, interpreting their learned representations remains challenging due to their sub-symbolic semantics. In this work, we…
Interpretation and explanation of deep models is critical towards wide adoption of systems that rely on them. In this paper, we propose a novel scheme for both interpretation as well as explanation in which, given a pretrained model, we…
The existing result on the cooperative output regulation problem for unknown linear multi-agent systems using a data-driven distributed internal model approach is limited to the case where each follower is a single-input and single-output…
In this paper, we present a novel approach to combine data-driven non-parametric representations with model-based representations of dynamical systems. Based on a data-driven form of linear fractional transformations, we introduce a…
Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its…
Single-parameter summaries of variable effects in regression settings are desirable for ease of interpretation. However (partially) linear models for example, which would deliver these, may fit poorly to the data. On the other hand, an…
Additive regression models have a long history in multivariate nonparametric regression. They provide a model in which each regression function depends only on a single explanatory variable allowing to obtain estimators at the optimal…
Semi-structured networks (SSNs) merge the structures familiar from additive models with deep neural networks, allowing the modeling of interpretable partial feature effects while capturing higher-order non-linearities at the same time. A…
Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with…
While regression models capture the relationship between predictors and the response variable, they often lack intuitive accompanying methods to understand the influence of predictors on the outcome. To address this, we introduce an…
As an emerging interpretable technique, Generalized Additive Models (GAMs) adopt neural networks to individually learn non-linear functions for each feature, which are then combined through a linear model for final predictions. Although…
Unsupervised learning allows us to leverage unlabelled data, which has become abundantly available, and to create embeddings that are usable on a variety of downstream tasks. However, the typical lack of interpretability of unsupervised…
In this paper, we consider the problem of treating linear regression equation coefficients in the case of correlated predictors. It is shown that in general there are no natural ways of interpreting these coefficients similar to the case of…
Classifying images with an interpretable decision-making process is a long-standing problem in computer vision. In recent years, Prototypical Part Networks has gained traction as an approach for self-explainable neural networks, due to…
In predictive modeling with simulation or machine learning, it is critical to accurately assess the quality of estimated values through output analysis. In recent decades output analysis has become enriched with methods that quantify the…