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Quantile Factor Models (QFM) represent a new class of factor models for high-dimensional panel data. Unlike Approximate Factor Models (AFM), where only location-shifting factors can be extracted, QFM also allow to recover unobserved factors…

Econometrics · Economics 2020-09-24 Liang Chen , Juan Jose Dolado , Jesus Gonzalo

Factorization Machines (FM), a general predictor that can efficiently model feature interactions in linear time, was primarily proposed for collaborative recommendation and have been broadly used for regression, classification and ranking…

Machine Learning · Computer Science 2021-08-18 Yu Geng , Liang Lan

Practitioners deploying time series forecasting models face a dilemma: exhaustively validating dozens of models is computationally prohibitive, yet choosing the wrong model risks poor performance. We show that spectral…

Machine Learning · Computer Science 2025-11-13 Oliver Wang , Pengrui Quan , Kang Yang , Mani Srivastava

A phenomenon known as ''Neural Collapse (NC)'' in deep classification tasks, in which the penultimate-layer features and the final classifiers exhibit an extremely simple geometric structure, has recently attracted considerable attention,…

Machine Learning · Computer Science 2025-11-05 Chuang Ma , Tomoyuki Obuchi , Toshiyuki Tanaka

Many predictive tasks of web applications need to model categorical variables, such as user IDs and demographics like genders and occupations. To apply standard machine learning techniques, these categorical predictors are always converted…

Machine Learning · Computer Science 2017-08-18 Xiangnan He , Tat-Seng Chua

Factorization machines (FMs) are a powerful tool for regression and classification in the context of sparse observations, that has been successfully applied to collaborative filtering, especially when side information over users or items is…

Machine Learning · Computer Science 2022-12-21 Jill-Jênn Vie , Tomas Rigaux , Hisashi Kashima

In the realm of stock prediction, machine learning models encounter considerable obstacles due to the inherent low signal-to-noise ratio and the nonstationary nature of financial markets. These challenges often result in spurious…

Portfolio Management · Quantitative Finance 2025-03-28 Songci Xu , Qiangqiang Cheng , Chi-Guhn Lee

Ordinal Patterns are a time-series data analysis tool used as a preliminary step to construct the Permutation Entropy which itself allows the same characterization of dynamics as chaotic or regular as more theoretical constructs such as the…

Adaptation and Self-Organizing Systems · Physics 2021-02-24 I. Gunther , Arjendu K. Pattanayak , Andrés Aragoneses

Estimating causal quantities traditionally relies on bespoke estimators tailored to specific assumptions. Recently proposed Causal Foundation Models (CFMs) promise a more unified approach by amortising causal discovery and inference in a…

This paper is dedicated to a robust ordinal method for learning the preferences of a decision maker between subsets. The decision model, derived from Fishburn and LaValle (1996) and whose parameters we learn, is general enough to be…

Artificial Intelligence · Computer Science 2023-08-08 Hugo Gilbert , Mohamed Ouaguenouni , Meltem Ozturk , Olivier Spanjaard

Ordinal regression (OR, also called ordinal classification) is classification of ordinal data, in which the underlying target variable is categorical and considered to have a natural ordinal relation for the underlying explanatory variable.…

Machine Learning · Computer Science 2025-10-02 Ryoya Yamasaki

Explainable AI (XAI) methods identify which features are relevant to a model's predictions but often fail to clarify why certain decisions are made. In this work, we present a novel method that integrates causality with argument-based…

Artificial Intelligence · Computer Science 2026-05-22 Henry Salgado , Meagan R. Kendall , Martine Ceberio

We address prediction problems on tabular categorical data, where each instance is defined by multiple categorical attributes, each taking values from a finite set. These attributes are often referred to as fields, and their categorical…

Collaborative filtering is one of the most popular techniques in designing recommendation systems, and its most representative model, matrix factorization, has been wildly used by researchers and the industry. However, this model suffers…

Information Retrieval · Computer Science 2019-12-17 Yixin Su , Sarah Monazam Erfani , Rui Zhang

Explainable AI has brought transparency into complex ML blackboxes, enabling, in particular, to identify which features these models use for their predictions. So far, the question of explaining predictive uncertainty, i.e. why a model…

Machine Learning · Computer Science 2024-11-19 Florian Bley , Sebastian Lapuschkin , Wojciech Samek , Grégoire Montavon

In this study, we address causal inference when only observational data and a valid causal ordering from the causal graph are available. We introduce a set of flow models that can recover component-wise, invertible transformation of…

Machine Learning · Computer Science 2024-12-16 Minh Khoa Le , Kien Do , Truyen Tran

Model explainability is crucial for human users to be able to interpret how a proposed classifier assigns labels to data based on its feature values. We study generalized linear models constructed using sets of feature value rules, which…

Machine Learning · Statistics 2023-11-06 Sanjeeb Dash , Soumyadip Ghosh , Joao Goncalves , Mark S. Squillante

The purpose of order-of-addition (OofA) experiments is to identify the best order in a sequence of m components in a system or treatment. Such experiments may be analysed by various regression models, the most popular ones being based on…

Methodology · Statistics 2021-01-27 Hans-Peter Piepho , Emlyn R. Williams

The goal of Ordinal Regression is to find a rule that ranks items from a given set. Several learning algorithms to solve this prediction problem build an ensemble of binary classifiers. Ranking by Projecting uses interdependent binary…

Machine Learning · Computer Science 2019-11-27 Ruy Luiz Milidiú , Rafael Henrique Santos Rocha

We consider the problem of learning predictive models from longitudinal data, consisting of irregularly repeated, sparse observations from a set of individuals over time. Such data often exhibit {\em longitudinal correlation} (LC)…

Machine Learning · Statistics 2019-11-25 Junjie Liang , Dongkuan Xu , Yiwei Sun , Vasant Honavar