Related papers: Interpretable additive model for analyzing high-di…
Panel data allows for the modeling of unobserved heterogeneity, significantly raising the number of nuisance parameters and making high dimensionality a practical issue. Meanwhile, temporal and cross-sectional dependence in panel data…
A new ensemble framework for interpretable model called Linear Iterative Feature Embedding (LIFE) has been developed to achieve high prediction accuracy, easy interpretation and efficient computation simultaneously. The LIFE algorithm is…
An interpretable model or method has several appealing features, such as reliability to adversarial examples, transparency of decision-making, and communication facilitator. However, interpretability is a subjective concept, and even its…
We propose a flexible regression framework to model the conditional distribution of multilevel generalized multivariate functional data of potentially mixed type, e.g. binary and continuous data. We make pointwise parametric distributional…
In the complex landscape of multivariate time series forecasting, achieving both accuracy and interpretability remains a significant challenge. This paper introduces the Fuzzy Transformer (Fuzzformer), a novel recurrent neural network…
Machine learning is permeating every conceivable domain to promote data-driven decision support. The focus is often on advanced black-box models due to their assumed performance advantages, whereas interpretable models are often associated…
This work presents a deep learning surrogate model for the fast simulation of high-dimensional frequency selective surfaces. We consider unit-cells which are built as multiple concatenated stacks of screens and their design requires the…
Real-world temporal data often consists of multiple signal types recorded at irregular, asynchronous intervals. For instance, in the medical domain, different types of blood tests can be measured at different times and frequencies,…
As time evolves, data within specific domains exhibit predictability that motivates time series forecasting to predict future trends from historical data. However, current deep forecasting methods can achieve promising performance but…
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…
Time series analysis finds wide applications in fields such as weather forecasting, anomaly detection, and behavior recognition. Previous methods attempted to model temporal variations directly using 1D time series. However, this has been…
Our understanding of a variety of phenomena in physics, biology and economics crucially depends on the analysis of multivariate time series. While a wide range of tools and techniques for time series analysis already exist, the increasing…
In high stakes applications such as healthcare and finance analytics, the interpretability of predictive models is required and necessary for domain practitioners to trust the predictions. Traditional machine learning models, e.g., logistic…
In this work, we present a new approach for constructing models for correlation matrices with a user-defined graphical structure. The graphical structure makes correlation matrices interpretable and avoids the quadratic increase of…
Networks of modern industrial systems are increasingly monitored by distributed sensors, where each system comprises multiple subsystems generating high dimensional time series data. These subsystems are often interdependent, making it…
Complex black-box predictive models may have high performance, but lack of interpretability causes problems like lack of trust, lack of stability, sensitivity to concept drift. On the other hand, achieving satisfactory accuracy of…
In many scientific problems such as video surveillance, modern genomics, and finance, data are often collected from diverse measurements across time that exhibit time-dependent heterogeneous properties. Thus, it is important to not only…
A statistical predictive model in which a high-dimensional time-series regenerates at the end of each day is used to model road traffic. Due to the regeneration, prediction is based on a daily modeling using a vector autoregressive model…
Learning to solve long horizon temporally extended tasks with reinforcement learning has been a challenge for several years now. We believe that it is important to leverage both the hierarchical structure of complex tasks and to use expert…
Data-driven model interpretability is a requirement to gain the acceptance of process engineers to rely on the prediction of a data-driven model to regulate industrial processes in the ironmaking industry. In the research presented in this…