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Random forest is a popular machine learning approach for the analysis of high-dimensional data because it is flexible and provides variable importance measures for the selection of relevant features. However, the complex relationships…

Machine Learning · Computer Science 2023-08-07 Lucas F. Voges , Lukas C. Jarren , Stephan Seifert

Global sensitivity analysis (GSA) can provide rich information for controlling output uncertainty. In practical applications, segmented models are commonly used to describe an abrupt model change. For segmented models, the complicated…

Applications · Statistics 2025-06-12 Shi-Shun Chen , Xiao-Yang Li

We propose a new statistical estimation framework for a large family of global sensitivity analysis indices. Our approach is based on rank statistics and uses an empirical correlation coefficient recently introduced by Chatterjee [9]. We…

Methodology · Statistics 2026-05-25 Fabrice Gamboa , Pierre Gremaud , Thierry Klein , Agnès Lagnoux

We show how to apply Sobol's method of global sensitivity analysis to measure the influence exerted by a set of nodes' evidence on a quantity of interest expressed by a Bayesian network. Our method exploits the network structure so as to…

Machine Learning · Statistics 2021-10-11 Rafael Ballester-Ripoll , Manuele Leonelli

The optimization of high dimensional functions is a key issue in engineering problems but it frequently comes at a cost that is not acceptable since it usually involves a complex and expensive computer code. Engineers often overcome this…

Machine Learning · Statistics 2019-06-18 Adrien Spagnol , Rodolphe Le Riche , Sebastien Da Veiga

Over the past decade, random forest models have become widely used as a robust method for high-dimensional data regression tasks. In part, the popularity of these models arises from the fact that they require little hyperparameter tuning…

Machine Learning · Computer Science 2020-03-18 Shipra Malhotra , John Karanicolas

Besides serving as prediction models, classification trees are useful for finding important predictor variables and identifying interesting subgroups in the data. These functions can be compromised by weak split selection algorithms that…

Applications · Statistics 2010-11-03 Wei-Yin Loh

Excluding irrelevant features in a pattern recognition task plays an important role in maintaining a simpler machine learning model and optimizing the computational efficiency. Nowadays with the rise of large scale datasets, feature…

Machine Learning · Computer Science 2018-04-17 Saman Sadeghyan

Machine learning algorithms find frequent application in spatial prediction of biotic and abiotic environmental variables. However, the characteristics of spatial data, especially spatial autocorrelation, are widely ignored. We hypothesize…

Applications · Statistics 2019-12-11 Hanna Meyer , Christoph Reudenbach , Stephan Wöllauer , Thomas Nauss

We present a new approach to the global fairness verification of tree-based classifiers. Given a tree-based classifier and a set of sensitive features potentially leading to discrimination, our analysis synthesizes sufficient conditions for…

Machine Learning · Computer Science 2022-09-28 Stefano Calzavara , Lorenzo Cazzaro , Claudio Lucchese , Federico Marcuzzi

Recent deep-learning models have achieved impressive predictive performance by learning complex functions of many variables, often at the cost of interpretability. This chapter covers recent work aiming to interpret models by attributing…

Machine Learning · Statistics 2021-08-20 Chandan Singh , Wooseok Ha , Bin Yu

This study explores how different types of supervised models perform in the task of predicting and selecting relevant variables in high-dimensional contexts, especially when the data is very noisy. We analyzed three approaches: regularized…

Other Statistics · Statistics 2025-09-03 Luciano Ribeiro Galvão , Rafael de Andrade Mora

A learned generative model often produces biased statistics relative to the underlying data distribution. A standard technique to correct this bias is importance sampling, where samples from the model are weighted by the likelihood ratio…

Machine Learning · Statistics 2019-11-05 Aditya Grover , Jiaming Song , Alekh Agarwal , Kenneth Tran , Ashish Kapoor , Eric Horvitz , Stefano Ermon

Gradients can be employed for sensitivity analysis. Here, we leverage the advantages of the Loss Landscape to comprehend which independent variables impact the dependent variable. We seek to grasp the loss landscape by utilizing first,…

Machine Learning · Computer Science 2024-03-06 Salman Faroz

Fairness and interpretability play an important role in the adoption of decision-making algorithms across many application domains. These requirements are intended to avoid undesirable group differences and to alleviate concerns related to…

Econometrics · Economics 2025-09-16 Nora Bearth , Michael Lechner , Jana Mareckova , Fabian Muny

Due to the steadily increasing relevance of machine learning for practical applications, many of which are coming with safety requirements, the notion of uncertainty has received increasing attention in machine learning research in the last…

Machine Learning · Computer Science 2020-01-06 Mohammad Hossein Shaker , Eyke Hüllermeier

As Artificial Intelligence (AI) is used in more applications, the need to consider and mitigate biases from the learned models has followed. Most works in developing fair learning algorithms focus on the offline setting. However, in many…

Machine Learning · Computer Science 2021-08-24 Wenbin Zhang , Albert Bifet , Xiangliang Zhang , Jeremy C. Weiss , Wolfgang Nejdl

Data mining methods have been widely applied in financial markets, with the purpose of providing suitable tools for prices forecasting and automatic trading. Particularly, learning methods aim to identify patterns in time series and, based…

Machine Learning · Statistics 2013-01-22 Marcelo S. Lauretto , Barbara B. C. Silva , Pablo M. Andrade

Machine Learning is transforming medical research by improving diagnostic accuracy and personalizing treatments. General ML models trained on large datasets identify broad patterns across populations, but their effectiveness is often…

Machine Learning · Computer Science 2024-12-24 Gideon Vos , Liza van Eijk , Zoltan Sarnyai , Mostafa Rahimi Azghadi

Understanding output variance is critical in modeling nonlinear dynamic systems, as it reflects the system's sensitivity to input variations and feature interactions. This work presents a methodology for dynamically determining relevance…

Machine Learning · Computer Science 2024-12-31 Vahid MohammadZadeh Eivaghi , Mahdi Aliyari Shoorehdeli