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Variational Autoencoders (VAEs) have become a popular approach for dimensionality reduction. However, despite their ability to identify latent low-dimensional structures embedded within high-dimensional data, these latent representations…

Machine Learning · Statistics 2020-08-27 Kaspar Märtens , Christopher Yau

In this paper we propose a method for the approximation of high-dimensional functions over finite intervals with respect to complete orthonormal systems of polynomials. An important tool for this is the multivariate classical analysis of…

Numerical Analysis · Mathematics 2022-01-31 Daniel Potts , Michael Schmischke

Analysis of variance (ANOVA) is an extremely important method in exploratory and confirmatory data analysis. Unfortunately, in complex problems (e.g., split-plot designs), it is not always easy to set up an appropriate ANOVA. We propose a…

Statistics Theory · Mathematics 2007-06-13 Andrew Gelman

We propose two algorithms for boosting random Fourier feature models for approximating high-dimensional functions. These methods utilize the classical and generalized analysis of variance (ANOVA) decomposition to learn low-order functions,…

Machine Learning · Computer Science 2025-06-25 Daniel Potts , Laura Weidensager

Interpretability for machine learning models is becoming more and more important as machine learning models become more complex. The functional ANOVA model, which decomposes a high-dimensional function into a sum of lower dimensional…

Machine Learning · Statistics 2025-08-01 Seokhun Park , Insung Kong , Yongchan Choi , Chanmoo Park , Yongdai Kim

Functional ANOVA offers a principled framework for interpretability by decomposing a model's prediction into main effects and higher-order interactions. For independent features, this decomposition is well-defined, strongly linked with SHAP…

Machine Learning · Statistics 2026-03-04 Baptiste Ferrere , Nicolas Bousquet , Fabrice Gamboa , Jean-Michel Loubes , Joseph Muré

We discuss some aspects of approximating functions on high-dimensional data sets with additive functions or ANOVA decompositions, that is, sums of functions depending on fewer variables each. It is seen that under appropriate smoothness…

Data Structures and Algorithms · Computer Science 2009-11-17 Markus Hegland , Vladimir Pestov

In this paper we apply the previously introduced approximation method based on the ANOVA (analysis of variance) decomposition and Grouped Transformations to synthetic and real data. The advantage of this method is the interpretability of…

Machine Learning · Statistics 2022-01-31 Daniel Potts , Michael Schmischke

ANOVA decompositions are a standard method for describing and estimating heterogeneity among the means of a response variable across levels of multiple categorical factors. In such a decomposition, the complete set of main effects and…

Methodology · Statistics 2014-04-15 Alexander Volfovsky , Peter D. Hoff

The functional ANOVA, or Hoeffding decomposition, provides a principled framework for interpretability by decomposing a model prediction into main effects and higher-order interactions. For independent inputs, this classical decomposition…

Machine Learning · Statistics 2026-05-19 Baptiste Ferrere , Nicolas Bousquet , Fabrice Gamboa , Jean-Michel Loubes

For multivariate nonparametric regression, functional analysis-of-variance (ANOVA) modeling aims to capture the relationship between a response and covariates by decomposing the unknown function into various components, representing main…

Methodology · Statistics 2019-06-20 Ting Yang , Zhiqiang Tan

We propose a modularization method that decomposes a deep neural network (DNN) into small modules from a functionality perspective and recomposes them into a new model for some other task. Decomposed modules are expected to have the…

Machine Learning · Computer Science 2021-12-28 Hiroaki Kingetsu , Kenichi Kobayashi , Taiji Suzuki

Models which estimate main effects of individual variables alongside interaction effects have an identifiability challenge: effects can be freely moved between main effects and interaction effects without changing the model prediction. This…

Machine Learning · Statistics 2020-05-05 Benjamin Lengerich , Sarah Tan , Chun-Hao Chang , Giles Hooker , Rich Caruana

In traditional software programs, it is easy to trace program logic from variables back to input, apply assertion statements to block erroneous behavior, and compose programs together. Although deep learning programs have demonstrated…

Machine Learning · Computer Science 2021-10-27 Mike Wu , Noah Goodman , Stefano Ermon

Can we take a recurrent neural network (RNN) trained to translate between languages and augment it to support a new natural language without retraining the model from scratch? Can we fix the faulty behavior of the RNN by replacing portions…

Software Engineering · Computer Science 2023-02-10 Sayem Mohammad Imtiaz , Fraol Batole , Astha Singh , Rangeet Pan , Breno Dantas Cruz , Hridesh Rajan

With the increasing demand for interpretability in machine learning, functional ANOVA decomposition has gained renewed attention as a principled tool for breaking down high-dimensional function into low-dimensional components that reveal…

Machine Learning · Statistics 2026-02-23 Seokhun Park , Choeun Kim , Jihu Lee , Yunseop Shin , Insung Kong , Yongdai Kim

Investigating relationships between variables in multi-dimensional data sets is a common task for data analysts and engineers. More specifically, it is often valuable to understand which ranges of which input variables lead to particular…

Machine Learning · Computer Science 2020-09-14 Johannes Knittel , Andres Lalama , Steffen Koch , Thomas Ertl

We study the semiparametric efficient estimation of a class of linear functionals in settings where a complete multivariate dataset is supplemented by additional datasets recording subsets of the variables of interest. These datasets are…

Statistics Theory · Mathematics 2025-06-19 Thomas B. Berrett

A novel neural network (NN) approach is proposed for constrained optimization. The proposed method uses a specially designed NN architecture and training/optimization procedure called Neural Optimization Machine (NOM). The objective…

Machine Learning · Statistics 2022-08-10 Jie Chen , Yongming Liu

We establish sensitivity analysis on the sphere. We present formulas that allow us to decompose a function $f\colon \mathbb S^d\rightarrow \mathbb R$ into a sum of terms $f_{\boldsymbol u,\boldsymbol \xi}$. The index $\boldsymbol u$ is a…

Numerical Analysis · Mathematics 2026-05-15 Laura Weidensager
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