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The goal of this paper is to extend the nonparametric estimation of Impulse Response Functions (IRF) by means of local projections in the nonlinear dynamic framework. We discuss the existence of a nonlinear autoregressive representation for…

Econometrics · Economics 2025-08-26 Christian Gourieroux , Quinlan Lee

While reinforcement learning algorithms provide automated acquisition of optimal policies, practical application of such methods requires a number of design decisions, such as manually designing reward functions that not only define the…

Machine Learning · Computer Science 2022-12-29 Tim G. J. Rudner , Vitchyr H. Pong , Rowan McAllister , Yarin Gal , Sergey Levine

Artificial intelligence, particularly through recent advancements in deep learning, has achieved exceptional performances in many tasks in fields such as natural language processing and computer vision. In addition to desirable evaluation…

Machine Learning · Computer Science 2024-03-04 Sean Xie , Soroush Vosoughi , Saeed Hassanpour

Although the Music Sight Reading process has been studied from the cognitive psychology view points, but the computational learning methods like the Reinforcement Learning have not yet been used to modeling of such processes. In this paper,…

Artificial Intelligence · Computer Science 2013-07-16 Keyvan Yahya , Pouyan Rafiei Fard

While functional regression models have received increasing attention recently, most existing approaches assume both a linear relationship and a scalar response variable. We suggest a new method, "Functional Response Additive Model…

Applications · Statistics 2015-02-04 Yingying Fan , Natasha Foutz , Gareth M. James , Wolfgang Jank

The main purpose is to estimate the regression function of a real random variable with functional explanatory variable by using a recursive nonparametric kernel approach. The mean square error and the almost sure convergence of a family of…

Statistics Theory · Mathematics 2013-08-07 Aboubacar Amiri , Christophe Crambes , Baba Thiam

Additive models play an essential role in studying non-linear relationships. Despite many recent advances in estimation, there is a lack of methods and theories for inference in high-dimensional additive models, including confidence…

Statistics Theory · Mathematics 2022-02-18 Zijian Guo , Wei Yuan , Cun-Hui Zhang

This paper presents a novel RL algorithm, S-REINFORCE, which is designed to generate interpretable policies for dynamic decision-making tasks. The proposed algorithm leverages two types of function approximators, namely Neural Network (NN)…

Machine Learning · Computer Science 2023-05-15 Rajdeep Dutta , Qincheng Wang , Ankur Singh , Dhruv Kumarjiguda , Li Xiaoli , Senthilnath Jayavelu

Reinforcement learning (RL) has recently shown promise in predicting Alzheimer's disease (AD) progression due to its unique ability to model domain knowledge. However, it is not clear which RL algorithms are well-suited for this task.…

Deep learning has achieved remarkable success across many domains, but it has also created a growing demand for interpretability in model predictions. Although many explainable machine learning methods have been proposed, post-hoc…

Machine Learning · Computer Science 2026-01-28 Shijian Xu , Marcello Massimo Negri , Volker Roth

As with classic statistics, functional regression models are invaluable in the analysis of functional data. While there are now extensive tools with accompanying theory available for linear models, there is still a great deal of work to be…

Statistics Theory · Mathematics 2018-06-25 Matthew Reimherr , Bharath Sriperumbudur , Bahaeddine Taoufik

We introduce a neuro-symbolic natural logic framework based on reinforcement learning with introspective revision. The model samples and rewards specific reasoning paths through policy gradient, in which the introspective revision algorithm…

Computation and Language · Computer Science 2022-06-08 Yufei Feng , Xiaoyu Yang , Xiaodan Zhu , Michael Greenspan

Most work in causal inference considers deterministic interventions that set each unit's treatment to some fixed value. However, under positivity violations these interventions can lead to non-identification, inefficiency, and effects with…

Methodology · Statistics 2018-06-20 Edward H. Kennedy

We propose a novel reinforcement learning-based approach for adaptive and iterative feature selection. Given a masked vector of input features, a reinforcement learning agent iteratively selects certain features to be unmasked, and uses…

Machine Learning · Computer Science 2020-05-26 Uri Shaham , Tom Zahavy , Cesar Caraballo , Shiwani Mahajan , Daisy Massey , Harlan Krumholz

Neural networks are proven to be remarkably successful for classification and diagnosis in medical applications. However, the ambiguity in the decision-making process and the interpretability of the learned features is a matter of concern.…

Computer Vision and Pattern Recognition · Computer Science 2019-08-20 Ashkan Khakzar , Shadi Albarqouni , Nassir Navab

The propensity score is widely used for causal inference in observational studies, but common parametric estimators can produce biased and inefficient effect estimates when model assumptions are violated. Nonparametric approaches reduce…

Methodology · Statistics 2026-04-09 Maosen Peng , Yan Li , Chong Wu , Liang Li

Real-world applications of reinforcement learning for recommendation and experimentation faces a practical challenge: the relative reward of different bandit arms can evolve over the lifetime of the learning agent. To deal with these…

Machine Learning · Computer Science 2022-06-29 Srivas Chennu , Andrew Maher , Jamie Martin , Subash Prabanantham

Recommendation is a prevalent application of machine learning that affects many users; therefore, it is important for recommender models to be accurate and interpretable. In this work, we propose a method to both interpret and augment the…

Machine Learning · Statistics 2020-06-22 Michael Tsang , Dehua Cheng , Hanpeng Liu , Xue Feng , Eric Zhou , Yan Liu

Instrumental variable (IV) methods are widely used to infer treatment effects in the presence of unmeasured confounding. In this paper, we study nonparametric inference with an IV under a separable binary treatment choice model, which…

Methodology · Statistics 2026-02-03 Chan Park , Eric Tchetgen Tchetgen

The paper proposes representation functionals in a dual paradigm where learning jointly concerns both linear convolutional weights and parametric forms of nonlinear activation functions. The nonlinear forms proposed for performing the…

Information Retrieval · Computer Science 2021-02-08 Abdourrahmane Mahamane Atto , Sylvie Galichet , Dominique Pastor , Nicolas Méger