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Related papers: Dual Interpretation of Machine Learning Forecasts

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In this paper, we consider the problem of treating linear regression equation coefficients in the case of correlated predictors. It is shown that in general there are no natural ways of interpreting these coefficients similar to the case of…

Statistics Theory · Mathematics 2012-05-14 A. N. Varaksin , V. G. Panov

Accurate forecasting of multivariate time series data is important in many engineering and scientific applications. Recent state-of-the-art works ignore the inter-relations between variates, using their model on each variate independently.…

Machine Learning · Computer Science 2025-03-18 Liran Nochumsohn , Hedi Zisling , Omri Azencot

Projection predictive inference is a decision theoretic Bayesian approach that decouples model estimation from decision making. Given a reference model previously built including all variables present in the data, projection predictive…

Methodology · Statistics 2020-10-15 Alejandro Catalina , Paul-Christian Bürkner , Aki Vehtari

There is a need of ensuring machine learning models that are interpretable. Higher interpretability of the model means easier comprehension and explanation of future predictions for end-users. Further, interpretable machine learning models…

Machine Learning · Computer Science 2020-08-17 Gregor Stiglic , Primoz Kocbek , Nino Fijacko , Marinka Zitnik , Katrien Verbert , Leona Cilar

Machine learning models can represent climate processes that are nonlocal in horizontal space, height, and time, often by combining information across these dimensions in highly nonlinear ways. While this can improve predictive skill, it…

Machine Learning · Computer Science 2026-05-14 Savannah L. Ferretti , Jerry Lin , Sara Shamekh , Jane W. Baldwin , Michael S. Pritchard , Tom Beucler

We propose to interpret machine learning functions as physical observables, opening up the possibility to apply "standard" statistical-mechanical methods to outputs from neural networks. This includes histogram reweighting and finite-size…

High Energy Physics - Lattice · Physics 2021-09-20 Gert Aarts , Dimitrios Bachtis , Biagio Lucini

Model trees provide an appealing way to perform interpretable machine learning for both classification and regression problems. In contrast to ``classic'' decision trees with constant values in their leaves, model trees can use linear…

Machine Learning · Computer Science 2026-03-11 Sabino Francesco Roselli , Eibe Frank

We introduce twin neural network (TNN) regression. This method predicts differences between the target values of two different data points rather than the targets themselves. The solution of a traditional regression problem is then obtained…

Machine Learning · Computer Science 2022-12-14 Sebastian J. Wetzel , Kevin Ryczko , Roger G. Melko , Isaac Tamblyn

This report first provides a brief overview of a number of supervised learning algorithms for regression tasks. Among those are neural networks, regression trees, and the recently introduced Nexting. Nexting has been presented in the…

Machine Learning · Computer Science 2019-03-19 Michael Koller , Johannes Feldmaier , Klaus Diepold

Usually standard algorithms employ a loss where each error is the mere absolute difference between the true value and the prediction, in case of a regression task. In the present, we introduce several error weighting schemes that are a…

Machine Learning · Computer Science 2023-02-24 Filippo Portera

In the rapidly growing literature on explanation algorithms, it often remains unclear what precisely these algorithms are for and how they should be used. In this position paper, we argue for a novel and pragmatic perspective: Explainable…

Machine Learning · Computer Science 2025-06-17 Sebastian Bordt , Eric Raidl , Ulrike von Luxburg

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

Nowadays new technologies, and especially artificial intelligence, are more and more established in our society. Big data analysis and machine learning, two sub-fields of artificial intelligence, are at the core of many recent breakthroughs…

Machine Learning · Statistics 2021-06-22 Antonio Sutera

Combining additive models and neural networks allows to broaden the scope of statistical regression and extend deep learning-based approaches by interpretable structured additive predictors at the same time. Existing attempts uniting the…

Machine Learning · Statistics 2022-07-12 David Rügamer , Chris Kolb , Nadja Klein

Despite their popularity, machine learning predictions are sensitive to potential unobserved predictors. This paper proposes a general algorithm that assesses how the omission of an unobserved variable with high explanatory power could…

Machine Learning (ML) models are often complex and difficult to interpret due to their 'black-box' characteristics. Interpretability of a ML model is usually defined as the degree to which a human can understand the cause of decisions…

Methodology · Statistics 2020-06-25 Simon Kocbek , Primoz Kocbek , Leona Cilar , Gregor Stiglic

Fitting linear regression models can be computationally very expensive in large-scale data analysis tasks if the sample size and the number of variables are very large. Random projections are extensively used as a dimension reduction tool…

Statistics Theory · Mathematics 2017-01-20 Gian-Andrea Thanei , Christina Heinze , Nicolai Meinshausen

Feedforward neural networks (FNNs) are typically viewed as pure prediction algorithms, and their strong predictive performance has led to their use in many machine-learning applications. However, their flexibility comes with an…

Methodology · Statistics 2023-11-15 Andrew McInerney , Kevin Burke

An important issue when using Machine Learning algorithms in recent research is the lack of interpretability. Although these algorithms provide accurate point predictions for various learning problems, uncertainty estimates connected with…

Machine Learning · Statistics 2021-03-11 Burim Ramosaj

The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…

Machine Learning · Computer Science 2022-12-06 Michael Dinitz , Sungjin Im , Thomas Lavastida , Benjamin Moseley , Sergei Vassilvitskii