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The interpretation of feature importance in machine learning models is challenging when features are dependent. Permutation feature importance (PFI) ignores such dependencies, which can cause misleading interpretations due to extrapolation.…

Machine Learning · Statistics 2023-11-09 Christoph Molnar , Gunnar König , Bernd Bischl , Giuseppe Casalicchio

We present a novel approach for adaptive, differentiable parameterization of large-scale random fields. If the approach is coupled with any gradient-based optimization algorithm, it can be applied to a variety of optimization problems,…

Machine Learning · Computer Science 2020-06-09 Maksim Elizarev , Andrei Mukhin , Aleksey Khlyupin

Cellular Automata are discrete dynamical systems that evolve following simple and local rules. Despite of its local simplicity, knowledge discovery in CA is a NP problem. This is the main motivation for using data mining techniques for CA…

Discrete Mathematics · Computer Science 2007-05-23 Gilson A. Giraldi , Antonio A. F. Oliveira , Leonardo Carvalho

Functional principal component analysis (FPCA) is a key tool in the study of functional data, driving both exploratory analyses and feature construction for use in formal modeling and testing procedures. However, existing methods for FPCA…

Methodology · Statistics 2026-03-24 Caitrin Murphy , Eric Laber , Rhonda Merwin , Brian Reich , Jake Koerner

Principal component analysis (PCA) algorithms use neural networks to extract the eigenvectors of the correlation matrix from the data. However, if the process is non-Gaussian, PCA algorithms or their higher order generalisations provide…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Joaquim A. Dente , R. Vilela Mendes

Principal Component Analysis (PCA) is a commonly used tool for dimension reduction in analyzing high dimensional data; Multilinear Principal Component Analysis (MPCA) has the potential to serve the similar function for analyzing tensor…

Statistics Theory · Mathematics 2011-04-29 Hung Hung , Pei-Shien Wu , I-Ping Tu , Su-Yun Huang

There has been a large number of studies in interpretable and explainable ML for cybersecurity, in particular, for intrusion detection. Many of these studies have significant amount of overlapping and repeated evaluations and analysis. At…

Cryptography and Security · Computer Science 2024-07-08 Omer Subasi , Johnathan Cree , Joseph Manzano , Elena Peterson

The principal component analysis (PCA), a mathematical tool commonly used in statistics, has recently been employed to interpret the $p_T$-dependent fluctuations of harmonic flow $v_n$ in terms of leading and subleading flow modes in heavy…

Nuclear Experiment · Physics 2020-08-26 Ziming Liu , Arabinda Behera , Huichao Song , Jiangyong Jia

This work aims at performing Functional Principal Components Analysis (FPCA) with Horvitz-Thompson estimators when the observations are curves collected with survey sampling techniques. One important motivation for this study is that FPCA…

Statistics Theory · Mathematics 2009-12-19 Hervé Cardot , Mohamed Chaouch , Camelia Goga , Catherine Labruère

Predictive maintenance in complex systems is often complicated by the heterogeneity and redundancy of monitored variables,which can obscure fault-relevant information and reduce model interpretability. This work proposes a semantic feature…

Artificial Intelligence · Computer Science 2026-05-15 Emilio Mastriani , Alessandro Costa , Federico Incardona , Kevin Munari , Sebastiano Spinello

Feature selection of high-dimensional labeled data with limited observations is critical for making powerful predictive modeling accessible, scalable, and interpretable for domain experts. Spectroscopy data, which records the interaction…

Machine Learning · Computer Science 2022-02-10 Frantishek Akulich , Hadis Anahideh , Manaf Sheyyab , Dhananjay Ambre

Functional data analysis on nonlinear manifolds has drawn recent interest. Sphere-valued functional data, which are encountered for example as movement trajectories on the surface of the earth, are an important special case. We consider an…

Statistics Theory · Mathematics 2017-10-25 Xiongtao Dai , Hans-Georg Müller

Principal component analysis (PCA) is by far the most widespread tool for unsupervised learning with high-dimensional data sets. Its application is popularly studied for the purpose of exploratory data analysis and online process…

Applications · Statistics 2019-02-12 Stefania Russo , Guangyu Li , Kris Villez

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

We introduce a class of copulas that we call Principal Component Copulas (PCCs). This class combines the strong points of copula-based techniques with principal component analysis (PCA), which results in flexibility when modelling tail…

Risk Management · Quantitative Finance 2025-09-09 K. B. Gubbels , J. Y. Ypma , C. W. Oosterlee

Modern applications of atomic physics, including the determination of frequency standards, and the analysis of astrophysical spectra, require prediction of atomic properties with exquisite accuracy. For complex atomic systems,…

Atomic Physics · Physics 2024-08-02 Pavlo Bilous , Charles Cheung , Marianna Safronova

In this paper, we address the problem of dimension reduction for time series of functional data $(X_t\colon t\in\mathbb{Z})$. Such {\it functional time series} frequently arise, e.g., when a continuous-time process is segmented into some…

Statistics Theory · Mathematics 2015-06-03 Siegfried Hörmann , Łukasz Kidziński , Marc Hallin

Functional principal component analysis (FPCA) is a fundamental tool and has attracted increasing attention in recent decades, while existing methods are restricted to data with a single or finite number of random functions (much smaller…

Methodology · Statistics 2021-01-22 Xiaoyu Hu , Fang Yao

When measurements fall below or above a detection threshold, the resulting data are missing not at random (MNAR), posing challenges for statistical analysis. For example, in longitudinal biomarker studies, observations may be subject to…

Methodology · Statistics 2025-10-21 Haiyan Liu , Jeanine Houwing-Duistermaat

When machine learning supports decision-making in safety-critical systems, it is important to verify and understand the reasons why a particular output is produced. Although feature importance calculation approaches assist in…

Machine Learning · Statistics 2020-09-14 Divish Rengasamy , Benjamin Rothwell , Grazziela Figueredo