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Generalized additive models (GAMs) have become a leading modelclass for interpretable machine learning. However, there are many algorithms for training GAMs, and these can learn different or even contradictory models, while being equally…

Machine Learning · Computer Science 2021-06-08 Chun-Hao Chang , Sarah Tan , Ben Lengerich , Anna Goldenberg , Rich Caruana

We present a novel Bayesian framework to decompose the posterior predictive variance in a fitted Generalized Additive Mixed Model (GAMM) into explained and unexplained components. This decomposition enables a rigorous definition of Bayesian…

Methodology · Statistics 2024-10-21 Abdollah Jalilian , Aki Vehtari , Luigi Sedda

Deployment of machine learning models in real high-risk settings (e.g. healthcare) often depends not only on the model's accuracy but also on its fairness, robustness, and interpretability. Generalized Additive Models (GAMs) are a class of…

Machine Learning · Computer Science 2022-03-17 Chun-Hao Chang , Rich Caruana , Anna Goldenberg

Regression models that incorporate smooth functions of predictor variables to explain the relationships with a response variable have gained widespread usage and proved successful in various applications. By incorporating smooth functions…

Computation · Statistics 2024-03-19 Natalya Pya Arnqvist

Generalized Additive Models (GAMs) are widely used explainable-by-design models in various applications. GAMs assume that the output can be represented as a sum of univariate functions, referred to as components. However, this assumption…

Machine Learning · Computer Science 2023-09-22 Vasilis Gkolemis , Anargiros Tzerefos , Theodore Dalamagas , Eirini Ntoutsi , Christos Diou

We propose efficient computational methods to fit multivariate Gaussian additive models, where the mean vector and the covariance matrix are allowed to vary with covariates, in an empirical Bayes framework. To guarantee the…

Computation · Statistics 2025-04-07 Vincenzo Gioia , Matteo Fasiolo , Ruggero Bellio , Simon N. Wood

As with the advancement of geographical information systems, non-Gaussian spatial data sets are getting larger and more diverse. This study develops a general framework for fast and flexible non-Gaussian regression, especially for…

Methodology · Statistics 2021-06-23 Daisuke Murakami , Mami Kajita , Seiji Kajita , Tomoko Matsui

Linear mixed models are able to handle an extraordinary range of complications in regression-type analyses. Their most common use is to account for within-subject correlation in longitudinal data analysis. They are also the standard vehicle…

Statistics Theory · Mathematics 2007-06-13 Y. Zhao , J. Staudenmayer , B. A. Coull , M. P. Wand

Standard autoregressive seq2seq models are easily trained by max-likelihood, but tend to show poor results under small-data conditions. We introduce a class of seq2seq models, GAMs (Global Autoregressive Models), which combine an…

Machine Learning · Computer Science 2019-09-23 Tetiana Parshakova , Jean-Marc Andreoli , Marc Dymetman

Many important datasets contain samples that are missing one or more feature values. Maintaining the interpretability of machine learning models in the presence of such missing data is challenging. Singly or multiply imputing missing values…

Machine Learning · Computer Science 2026-02-10 Hayden McTavish , Jon Donnelly , Margo Seltzer , Cynthia Rudin

It is known that the estimating equations for quantile regression (QR) can be solved using an EM algorithm in which the M-step is computed via weighted least squares, with weights computed at the E-step as the expectation of independent…

Methodology · Statistics 2021-08-26 Haim Bar , James Booth , Martin T. Wells

Latent Gaussian models (LGMs) are perhaps the most commonly used class of models in statistical applications. Nevertheless, in areas ranging from longitudinal studies in biostatistics to geostatistics, it is easy to find datasets that…

Methodology · Statistics 2022-11-22 Rafael Cabral , David Bolin , Håvard Rue

Logistic regression (LR) is widely used in clinical prediction because it is simple to deploy and easy to interpret. Nevertheless, being a linear model, LR has limited expressive capability and often has unsatisfactory performance.…

Machine Learning · Computer Science 2019-07-31 Zhicheng Cui , Bradley A Fritz , Christopher R King , Michael S Avidan , Yixin Chen

Existing computationally efficient methods for penalized likelihood GAM fitting employ iterative smoothness selection on working linear models (or working mixed models). Such schemes fail to converge for a non-negligible proportion of…

Methodology · Statistics 2015-11-13 Simon N. Wood

We propose a comprehensive framework for additive regression models for non-Gaussian functional responses, allowing for multiple (partially) nested or crossed functional random effects with flexible correlation structures for, e.g.,…

Methodology · Statistics 2016-05-09 Fabian Scheipl , Jan Gertheiss , Sonja Greven

In the low-dimensional case, the generalized additive coefficient model (GACM) proposed by Xue and Yang [Statist. Sinica 16 (2006) 1423-1446] has been demonstrated to be a powerful tool for studying nonlinear interaction effects of…

Statistics Theory · Mathematics 2015-10-15 Shujie Ma , Raymond J. Carroll , Hua Liang , Shizhong Xu

This is a hands-on introduction to Generalised Additive Mixed Models (GAMMs) in the context of linguistics with a particular focus on dynamic speech analysis (e.g. formant contours, pitch tracks, diachronic change, etc.). The main goal is…

Applications · Statistics 2017-03-17 Márton Sóskuthy

Neural networks have become a popular tool in predictive modelling, more commonly associated with machine learning and artificial intelligence than with statistics. Generalised Additive Models (GAMs) are flexible non-linear statistical…

Machine Learning · Statistics 2026-01-06 Jessica Doohan , Lucas Kook , Kevin Burke

Regression models are popular tools in empirical sciences to infer the influence of a set of variables onto a dependent variable given an experimental dataset. In neuroscience and cognitive psychology, Generalized Linear Models (GLMs)…

Applications · Statistics 2020-02-04 Vincent Adam , Alexandre Hyafil

Generalized additive models (GAMs) are a well-established statistical tool for modeling complex nonlinear relationships between covariates and a response assumed to have a conditional distribution in the exponential family. In this article,…

Methodology · Statistics 2021-03-02 Oswaldo Gressani , Philippe Lambert