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Related papers: Feature Selection by a Mechanism Design

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How should we evaluate the effect of a policy on the likelihood of an undesirable event, such as conflict? The significance test has three limitations. First, relying on statistical significance misses the fact that uncertainty is a…

Methodology · Statistics 2022-05-03 Akisato Suzuki

This paper considers linear model selection when the response is vector-valued and the predictors are randomly observed. We propose a new approach that decouples statistical inference from the selection step in a "post-inference model…

Methodology · Statistics 2016-06-07 David Puelz , P. Richard Hahn , Carlos Carvalho

Feature importance (FI) measures are widely used to assess the contributions of predictors to an outcome, but they may target different notions of relevance. When predictors are correlated, traditional statistical FI methods are often…

Machine Learning · Statistics 2026-03-17 Jin-Hong Du , Kathryn Roeder , Larry Wasserman

The latest developments in AI focus on agentic systems where artificial and human agents cooperate to realize global goals. An example is collaborative learning, which aims to train a global model based on data from individual agents. A…

Computer Science and Game Theory · Computer Science 2025-08-20 Björn Filter , Ralf Möller , Özgür Lütfü Özçep

Feature selection is a pattern recognition approach to choose important variables according to some criteria to distinguish or explain certain phenomena. There are many genomic and proteomic applications which rely on feature selection to…

Computer Vision and Pattern Recognition · Computer Science 2011-06-13 Fabricio Martins Lopes , David Correa Martins-Jr , Roberto M. Cesar-Jr

Feature selection (FS) is assumed to improve predictive performance and identify meaningful features in high-dimensional datasets. Surprisingly, small random subsets of features (0.02-1%) match or outperform the predictive performance of…

Machine Learning · Computer Science 2025-09-22 Bhavesh Neekhra , Debayan Gupta , Partha Pratim Chakrabarti

Machine learning relies on the assumption that unseen test instances of a classification problem follow the same distribution as observed training data. However, this principle can break down when machine learning is used to make important…

Machine Learning · Computer Science 2015-11-24 Moritz Hardt , Nimrod Megiddo , Christos Papadimitriou , Mary Wootters

We propose and study a framework for quantifying the importance of the choices of parameter values to the result of a query over a database. These parameters occur as constants in logical queries, such as conjunctive queries. In our…

Databases · Computer Science 2024-11-19 Amir Gilad , Martin Grohe , Benny Kimelfeld , Peter Lindner , Christoph Standke

Mechanism design is addressed in the context of fair allocations of indivisible goods with monetary compensation. Motivated by a real-world social choice problem, mechanisms with verification are considered in a setting where (i) agents'…

Computer Science and Game Theory · Computer Science 2012-09-18 Gianluigi Greco , Francesco Scarcello

We introduce an algorithm which, in the context of nonlinear regression on vector-valued explanatory variables, chooses those combinations of vector components that provide best prediction. The algorithm devotes particular attention to…

Methodology · Statistics 2014-02-03 Frédéric Ferraty , Peter Hall

In a world where Machine Learning (ML) is increasingly deployed to support decision-making in critical domains, providing decision-makers with explainable, stable, and relevant inputs becomes fundamental. Understanding how machine learning…

Machine Learning · Computer Science 2024-08-07 Karol Capała , Paulina Tworek , Jose Sousa

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

Game-theoretic formulations of feature importance have become popular as a way to "explain" machine learning models. These methods define a cooperative game between the features of a model and distribute influence among these input elements…

Artificial Intelligence · Computer Science 2020-07-01 I. Elizabeth Kumar , Suresh Venkatasubramanian , Carlos Scheidegger , Sorelle Friedler

In the econometrics of financial time series, it is customary to take some parametric model for the data, and then estimate the parameters from historical data. This approach suffers from several problems. Firstly, how is estimation error…

Computational Finance · Quantitative Finance 2014-01-23 M. Duembgen , L. C. G. Rogers

The performance of penalized likelihood approaches depends profoundly on the selection of the tuning parameter; however, there is no commonly agreed-upon criterion for choosing the tuning parameter. Moreover, penalized likelihood estimation…

Methodology · Statistics 2018-05-09 Yang Liu , Peng Wang

In this paper we introduce the $\Gamma$ value, a new value for cooperative games with transferable utility. We also provide an axiomatic characterization of the $\Gamma$ value based on a property concerning the so-called necessary players.…

Computer Science and Game Theory · Computer Science 2024-01-31 J. C. Gonçalves-Dosantos , I. García-Jurado , J. Costa , J. M. Alonso-Meijide

Feature selection methods are usually evaluated by wrapping specific classifiers and datasets in the evaluation process, resulting very often in unfair comparisons between methods. In this work, we develop a theoretical framework that…

Machine Learning · Statistics 2016-10-11 Cláudia Pascoal , M. Rosário Oliveira , António Pacheco , Rui Valadas

A network model based on players' aspirations is proposed and analyzed theoretically and numerically within the framework of evolutionary game theory. In this model, players decide whether to cooperate or defect by comparing their payoffs…

Physics and Society · Physics 2025-02-06 M. Aguilar-Janita , N. Khalil , I. Leyva , I. Sendiña-Nadal

Understanding how cooperation emerges in public goods games is crucial for addressing societal challenges. While optional participation can establish cooperation without identifying cooperators, it relies on specific assumptions -- that…

In this paper, we introduce a model that adds a non-linearity to discounting: the discounting factor may depend on the notional (i.e., discounted values are no longer linear in the notional). In the first part of the paper, we provide a…

Mathematical Finance · Quantitative Finance 2021-10-26 Christian P. Fries