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Explaining the predictions of opaque machine learning algorithms is an important and challenging task, especially as complex models are increasingly used to assist in high-stakes decisions such as those arising in healthcare and finance.…

Machine Learning · Computer Science 2022-06-29 David S. Watson

A large number of algorithms in machine learning, from principal component analysis (PCA), and its non-linear (kernel) extensions, to more recent spectral embedding and support estimation methods, rely on estimating a linear subspace from…

Machine Learning · Statistics 2014-08-22 Alessandro Rudi , Guille D. Canas , Lorenzo Rosasco

With wide application of Artificial Intelligence (AI), it has become particularly important to make decisions of AI systems explainable and transparent. In this paper, we proposed a new Explainable Artificial Intelligence (XAI) method…

Artificial Intelligence · Computer Science 2025-04-01 Chi Zhao , Jing Liu , Elena Parilina

Principal components analysis (PCA) is a well-known technique for approximating a tabular data set by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data sets consisting of numerical, Boolean, categorical, ordinal,…

Machine Learning · Statistics 2015-05-06 Madeleine Udell , Corinne Horn , Reza Zadeh , Stephen Boyd

Principal component analysis (PCA) is a standard tool for dimensional reduction of a set of $n$ observations (samples), each with $p$ variables. In this paper, using a matrix perturbation approach, we study the nonasymptotic relation…

Statistics Theory · Mathematics 2009-01-22 Boaz Nadler

Researchers in explainable artificial intelligence have developed numerous methods for helping users understand the predictions of complex supervised learning models. By contrast, explaining the $\textit{uncertainty}$ of model outputs has…

Machine Learning · Statistics 2023-11-01 David S. Watson , Joshua O'Hara , Niek Tax , Richard Mudd , Ido Guy

We discuss promising recent contributions on quantifying feature relevance using Shapley values, where we observed some confusion on which probability distribution is the right one for dropped features. We argue that the confusion is based…

Machine Learning · Statistics 2019-11-28 Dominik Janzing , Lenon Minorics , Patrick Blöbaum

Principal component regression (PCR) is a two-stage procedure: the first stage performs principal component analysis (PCA) and the second stage constructs a regression model whose explanatory variables are replaced by principal components…

Machine Learning · Statistics 2021-11-22 Shuichi Kawano

This paper uses network packet capture data to demonstrate how Robust Principal Component Analysis (RPCA) can be used in a new way to detect anomalies which serve as cyber-network attack indicators. The approach requires only a few…

Cryptography and Security · Computer Science 2018-01-08 Randy Paffenroth , Kathleen Kay , Les Servi

Cyber security threats have been growing significantly in both volume and sophistication over the past decade. This poses great challenges to malware detection without considerable automation. In this paper, we have proposed a novel…

Cryptography and Security · Computer Science 2019-02-12 Jason Zhang

Principal component analysis (PCA) is one of the most widely used dimension reduction and multivariate statistical techniques. From a probabilistic perspective, PCA seeks a low-dimensional representation of data in the presence of…

Machine Learning · Computer Science 2021-01-06 Chihao Zhang , Kuo Gai , Shihua Zhang

Analyzing multi-featured time series data is critical for space missions making efficient event detection, potentially onboard, essential for automatic analysis. However, limited onboard computational resources and data downlink constraints…

Machine Learning · Computer Science 2025-10-24 Jonah Ekelund , Savvas Raptis , Vicki Toy-Edens , Wenli Mo , Drew L. Turner , Ian J. Cohen , Stefano Markidis

Change point detection (CPD) and anomaly detection (AD) are essential techniques in various fields to identify abrupt changes or abnormal data instances. However, existing methods are often constrained to univariate data, face scalability…

As Artificial Intelligence (AI) is having more influence on our everyday lives, it becomes important that AI-based decisions are transparent and explainable. As a consequence, the field of eXplainable AI (or XAI) has become popular in…

Artificial Intelligence · Computer Science 2024-04-18 Nils Ole Breuer , Andreas Sauter , Majid Mohammadi , Erman Acar

There is much interest lately in explainability in statistics and machine learning. One aspect of explainability is to quantify the importance of various features (or covariates). Two popular methods for defining variable importance are…

Methodology · Statistics 2023-03-13 Isabella Verdinelli , Larry Wasserman

Classical methods such as Principal Component Analysis (PCA) and Canonical Correlation Analysis (CCA) are ubiquitous in statistics. However, these techniques are only able to reveal linear relationships in data. Although nonlinear variants…

Machine Learning · Statistics 2014-05-14 David Lopez-Paz , Suvrit Sra , Alex Smola , Zoubin Ghahramani , Bernhard Schölkopf

Real-time or near real-time hyperspectral detection and identification are extremely useful and needed in many fields. These data sets can be quite large, and the algorithms can require numerous computations that slow the process down. A…

Image and Video Processing · Electrical Eng. & Systems 2023-11-27 Abigail Basener , Meagan Herald

Singular Value Decomposition (and Principal Component Analysis) is one of the most widely used techniques for dimensionality reduction: successful and efficiently computable, it is nevertheless plagued by a well-known, well-documented…

Machine Learning · Computer Science 2011-01-04 Huan Xu , Constantine Caramanis , Sujay Sanghavi

Data analysis often requires methods that are invariant with respect to specific transformations, such as rotations in case of images or shifts in case of images and time series. While principal component analysis (PCA) is a widely-used…

Machine Learning · Statistics 2024-01-30 Florian Heinrichs

This work addresses a procedure to estimate fundamental stellar parameters such as T eff , logg, [Fe/H], and v sin i using a dimensionality reduction technique called Principal Component Analysis (PCA), applied to a large database of…

Solar and Stellar Astrophysics · Physics 2015-08-18 W. Farah , M. Gebran , F. Paletou , R. Blomme