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Distributional Random Forest (DRF) is a flexible forest-based method to estimate the full conditional distribution of a multivariate output of interest given input variables. In this article, we introduce a variable importance algorithm for…

Machine Learning · Statistics 2024-02-15 Clément Bénard , Jeffrey Näf , Julie Josse

We introduce a novel interpretable tree based algorithm for prediction in a regression setting. Our motivation is to estimate the unknown regression function from a functional decomposition perspective in which the functional components…

Machine Learning · Statistics 2023-08-04 Munir Hiabu , Enno Mammen , Joseph T. Meyer

Variational inference approximates the posterior distribution of a probabilistic model with a parameterized density by maximizing a lower bound for the model evidence. Modern solutions fit a flexible approximation with stochastic gradient…

Machine Learning · Statistics 2017-07-13 Joseph Sakaya , Arto Klami

Dealing with datasets of very high dimension is a major challenge in machine learning. In this paper, we consider the problem of feature selection in applications where the memory is not large enough to contain all features. In this…

Machine Learning · Statistics 2017-09-07 Antonio Sutera , Célia Châtel , Gilles Louppe , Louis Wehenkel , Pierre Geurts

A major limitation of clustering approaches is their lack of explainability: methods rarely provide insight into which features drive the grouping of similar observations. To address this limitation, we propose an ensemble-based clustering…

Machine Learning · Statistics 2026-03-23 Federico Maria Quetti , Elena Ballante , Silvia Figini , Paolo Giudici

The oblique random survival forest (RSF) is an ensemble supervised learning method for right-censored outcomes. Trees in the oblique RSF are grown using linear combinations of predictors to create branches, whereas in the standard RSF, a…

We consider the problem of estimating an expected outcome from a stochastic simulation model. Our goal is to develop a theoretical framework on importance sampling for such estimation. By investigating the variance of an importance sampling…

Methodology · Statistics 2019-09-27 Yen-Chi Chen , Youngjun Choe

For machine learning models trained with limited labeled training data, validation stands to become the main bottleneck to reducing overall annotation costs. We propose a statistical validation algorithm that accurately estimates the…

Computer Vision and Pattern Recognition · Computer Science 2021-09-14 Fait Poms , Vishnu Sarukkai , Ravi Teja Mullapudi , Nimit S. Sohoni , William R. Mark , Deva Ramanan , Kayvon Fatahalian

Efficient solving of an unseen optimization problem is related to appropriate selection of an optimization algorithm and its hyper-parameters. For this purpose, automated algorithm performance prediction should be performed that in most…

Neural and Evolutionary Computing · Computer Science 2021-10-25 Risto Trajanov , Stefan Dimeski , Martin Popovski , Peter Korošec , Tome Eftimov

Random forest is a popular prediction approach for handling high dimensional covariates. However, it often becomes infeasible to interpret the obtained high dimensional and non-parametric model. Aiming for obtaining an interpretable…

Methodology · Statistics 2020-05-12 Jasper Velthoen , Juan-Juan Cai , Geurt Jongbloed

Data selection is essential for training deep learning models. An effective data sampler assigns proper sampling probability for training data and helps the model converge to a good local minimum with high performance. Previous studies in…

Machine Learning · Computer Science 2024-10-10 Jiawei Yao , Chuming Li , Canran Xiao

Feature selection is a critical step in the analysis of high-dimensional data, where the number of features often vastly exceeds the number of samples. Effective feature selection not only improves model performance and interpretability but…

Machine Learning · Computer Science 2025-01-27 Raquel Espinosa , Gracia Sánchez , José Palma , Fernando Jiménez

Along with accurate prediction, understanding the contribution of each feature to the making of the prediction, i.e., the importance of the feature, is a desirable and arguably necessary component of a machine learning model. For a complex…

Machine Learning · Computer Science 2025-07-11 Aaron Foote , Danny Krizanc

Large language models (LLMs) often struggle to objectively identify latent characteristics in large datasets due to their reliance on pre-trained knowledge rather than actual data patterns. To address this data grounding issue, we propose…

Machine Learning · Computer Science 2025-02-19 Hyowon Cho , Soonwon Ka , Daechul Park , Jaewook Kang , Minjoon Seo , Bokyung Son

The high feature dimensionality is a challenge in music emotion recognition. There is no common consensus on a relation between audio features and emotion. The MER system uses all available features to recognize emotion; however, this is…

Sound · Computer Science 2022-12-29 Le Cai , Sam Ferguson , Haiyan Lu , Gengfa Fang

Scientists frequently prioritize learning from data rather than training the best possible model; however, research in machine learning often prioritizes the latter. Marginal contribution feature importance (MCI) was developed to break this…

Machine Learning · Statistics 2024-11-12 Joseph Janssen , Vincent Guan , Elina Robeva

In this paper, we consider a perturbation-based metric of predictive faithfulness of feature rankings (or attributions) that we call PGI squared. When applied to decision tree-based regression models, the metric can be computed accurately…

Machine Learning · Computer Science 2025-02-26 Mateusz Gajewski , Adam Karczmarz , Mateusz Rapicki , Piotr Sankowski

In classification problems, the purpose of feature selection is to identify a small, highly discriminative subset of the original feature set. In many applications, the dataset may have thousands of features and only a few dozens of samples…

Machine Learning · Computer Science 2020-08-28 Ludmila I. Kuncheva , Clare E. Matthews , Álvar Arnaiz-González , Juan J. Rodríguez

We propose a symbolic representation for support vector machines (SVMs) by means of abstract interpretation, a well-known and successful technique for designing and implementing static program analyses. We leverage this abstraction in two…

Machine Learning · Computer Science 2022-10-25 Abhinandan Pal , Francesco Ranzato , Caterina Urban , Marco Zanella

Feature selection is playing an increasingly significant role with respect to many computer vision applications spanning from object recognition to visual object tracking. However, most of the recent solutions in feature selection are not…

Computer Vision and Pattern Recognition · Computer Science 2017-07-25 Giorgio Roffo , Simone Melzi , Umberto Castellani , Alessandro Vinciarelli