English
Related papers

Related papers: Symbolic Quantile Regression for the Interpretable…

200 papers

Due to the dynamic nature of financial markets, maintaining models that produce precise predictions over time is difficult. Often the goal isn't just point prediction but determining uncertainty. Quantifying uncertainty, especially the…

Machine Learning · Statistics 2024-08-06 Mingshu Li , Bhaskarjit Sarmah , Dhruv Desai , Joshua Rosaler , Snigdha Bhagat , Philip Sommer , Dhagash Mehta

Unconditional quantile regression (UQR) attracts attention in various fields to investigate the impacts of explanatory variables on quantiles of the marginal distribution of an explained variable. This study attempts to introduce spatial…

Methodology · Statistics 2018-12-19 Daisuke Murakami , Hajime Seya

Quantile regression is an effective technique to quantify uncertainty, fit challenging underlying distributions, and often provide full probabilistic predictions through joint learnings over multiple quantile levels. A common drawback of…

Machine Learning · Computer Science 2022-02-24 Youngsuk Park , Danielle Maddix , François-Xavier Aubet , Kelvin Kan , Jan Gasthaus , Yuyang Wang

Symbolic Regression (SR) allows for the discovery of scientific equations from data. To limit the large search space of possible equations, prior knowledge has been expressed in terms of formal grammars that characterize subsets of…

Machine Learning · Computer Science 2024-06-11 Tim Schneider , Amin Totounferoush , Wolfgang Nowak , Steffen Staab

Regression models that go beyond the mean, alongside coherent risk measures, have been important tools in modern data analysis. This paper introduces the innovative concept of Average Quantile Regression (AQR), which is smooth at the…

Statistics Theory · Mathematics 2025-07-01 Rong Jiang , M. C. Jones , Keming Yu , Jiangfeng Wang

Quantum Kernels are projected to provide early-stage usefulness for quantum machine learning. However, highly sophisticated classical models are hard to surpass without losing interpretability, particularly when vast datasets can be…

Risk Management · Quantitative Finance 2024-04-04 Javier Mancilla , André Sequeira , Tomas Tagliani , Francisco Llaneza , Claudio Beiza

Symbolic Regression (SR) is a regression method that aims to discover mathematical expressions that describe the relationship between variables, and it is often implemented through Genetic Programming, a metaphor for the process of…

Neural and Evolutionary Computing · Computer Science 2025-12-02 Guilherme Seidyo Imai Aldeia

This article presents the Sorting Composite Quantile Regression Neural Network (SCQRNN), an advanced quantile regression model designed to prevent quantile crossing and enhance computational efficiency. Integrating ad hoc sorting in…

Machine Learning · Computer Science 2024-06-04 Jens Decke , Arne Jenß , Bernhard Sick , Christian Gruhl

Interpretability is crucial for machine learning in many scenarios such as quantitative finance, banking, healthcare, etc. Symbolic regression (SR) is a classic interpretable machine learning method by bridging X and Y using mathematical…

Methodology · Statistics 2020-01-17 Ying Jin , Weilin Fu , Jian Kang , Jiadong Guo , Jian Guo

Data-driven modeling is an imperative tool in various industrial applications, including many applications in the sectors of aeronautics and commercial aviation. These models are in charge of providing key insights, such as which parameters…

Machine Learning · Computer Science 2022-03-28 Marios Kefalas , Juan de Santiago Rojo , Asteris Apostolidis , Dirk van den Herik , Bas van Stein , Thomas Bäck

The Symbolic Regression (SR) problem, where the goal is to find a regression function that does not have a pre-specified form but is any function that can be composed of a list of operators, is a hard problem in machine learning, both…

Machine Learning · Computer Science 2020-06-15 Vernon Austel , Cristina Cornelio , Sanjeeb Dash , Joao Goncalves , Lior Horesh , Tyler Josephson , Nimrod Megiddo

Spatial dependent data frequently occur in many fields such as spatial econometrics and epidemiology. To deal with the dependence of variables and estimate quantile-specific effects by covariates, spatial quantile autoregressive models…

Methodology · Statistics 2021-11-16 Ping Dong , Jiawei Hou , Yunquan Song

Soil Organic Carbon (SOC) estimation is crucial to manage both natural and anthropic ecosystems and has recently been put under the magnifying glass after the Paris agreement 2016 due to its relationship with greenhouse gas. Statistical…

Applications · Statistics 2017-08-15 Luigi Lombardo , Sergio Saia , Calogero Schillaci , P. Martin Mai , Raphaël Huser

Functional data such as curves and surfaces have become more and more common with modern technological advancements. The use of functional predictors remains challenging due to its inherent infinite-dimensionality. The common practice is to…

Statistics Theory · Mathematics 2023-01-31 Dengdeng Yu , Matthew Pietrosanu , Ivan Mizera , Bei Jiang , Linglong Kong , Wei Tu

Symbolic Regression (SR) is a machine learning approach that explores the space of mathematical expressions to identify those that best fit a given dataset, balancing both accuracy and simplicity. We apply SR to the study of Gray-Body…

Cosmology and Nongalactic Astrophysics · Physics 2025-09-15 Guan-Wen Yuan , Marco Calzà , Davide Pedrotti

We demonstrate the efficacy of symbolic regression (SR) to probe models of particle physics Beyond the Standard Model (BSM), by considering the so-called Constrained Minimal Supersymmetric Standard Model (CMSSM). Like many incarnations of…

High Energy Physics - Phenomenology · Physics 2025-10-24 Shehu AbdusSalam , Steven Abel , Deaglan Bartlett , Miguel Crispim Romão

Quantile regression (QR) is becoming increasingly popular due to its relevance in many scientific investigations. There is a great amount of work about linear and nonlinear QR models. Specifically, nonparametric estimation of the…

Methodology · Statistics 2020-01-13 Eliana Christou

This paper investigates Support Vector Regression (SVR) within the framework of the Risk Quadrangle (RQ) theory. Every RQ includes four stochastic functionals -- error, regret, risk, and \emph{deviation}, bound together by a so-called…

Machine Learning · Statistics 2024-12-04 Anton Malandii , Stan Uryasev

A crucial and problematical feature of quantum mechanics (QM) is nonobjectivity of properties. The ESR model restores objectivity reinterpreting quantum probabilities as conditional on detection and embodying the mathematical formalism of…

Quantum Physics · Physics 2015-03-13 Claudio Garola , Sandro Sozzo

The development of next-generation molecular simulation models requires moving beyond pre-defined functional forms toward machine learning (ML) techniques that directly capture multiscale physics. Here, we demonstrate such an approach using…