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In this paper, we present the Difference- Based Causality Learner (DBCL), an algorithm for learning a class of discrete-time dynamic models that represents all causation across time by means of difference equations driving change in a…

Artificial Intelligence · Computer Science 2012-03-19 Mark Voortman , Denver Dash , Marek J. Druzdzel

We consider the problem of function estimation in the case where the data distribution may shift between training and test time, and additional information about it may be available at test time. This relates to popular scenarios such as…

Machine Learning · Statistics 2013-06-05 Bernhard Schölkopf , Dominik Janzing , Jonas Peters , Kun Zhang

We are in the middle of a remarkable rise in the use and capability of artificial intelligence. Much of this growth has been fueled by the success of deep learning architectures: models that map from observables to outputs via multiple…

Applications · Statistics 2017-01-02 Jason Hartford , Greg Lewis , Kevin Leyton-Brown , Matt Taddy

Machine learning (ML) provides powerful tools for predictive modeling. ML's popularity stems from the promise of sample-level prediction with applications across a variety of fields from physics and marketing to healthcare. However, if not…

We study U.S. Treasury yield curve forecasting under distributional uncertainty and recast forecasting as an operations research and managerial decision problem. Rather than minimizing average forecast error, the forecaster selects a…

Mathematical Finance · Quantitative Finance 2026-01-09 Jinjun Liu , Ming-Yen Cheng

We present a machine learning (ML)-assisted framework bridging manifold learning, neural networks, Gaussian processes, and Equation-Free multiscale modeling, for (a) detecting tipping points in the emergent behavior of complex systems, and…

Thanks to the high potential for profit, trading has become increasingly attractive to investors as the cryptocurrency and stock markets rapidly expand. However, because financial markets are intricate and dynamic, accurately predicting…

Although existing machine learning-based methods for traffic accident analysis can provide good quality results to downstream tasks, they lack interpretability which is crucial for this critical problem. This paper proposes an interpretable…

Machine Learning · Computer Science 2023-10-11 Tong Yuan , Jian Yang , Zeyi Wen

Supervised machine learning (ML) and deep learning (DL) algorithms excel at predictive tasks, but it is commonly assumed that they often do so by exploiting non-causal correlations, which may limit both interpretability and…

Machine Learning · Statistics 2023-06-21 Maximilian Pichler , Florian Hartig

Machine Learning (ML) models are susceptible to evasion attacks. Evasion accuracy is typically assessed using aggregate evasion rate, and it is an open question whether aggregate evasion rate enables feature-level diagnosis on the effect of…

Cryptography and Security · Computer Science 2021-07-01 Abderrahmen Amich , Birhanu Eshete

Machine maintenance is a challenging operational problem, where the goal is to plan sufficient preventive maintenance to avoid machine failures and overhauls. Maintenance is often imperfect in reality and does not make the asset as good as…

General Economics · Economics 2022-06-06 Toon Vanderschueren , Robert Boute , Tim Verdonck , Bart Baesens , Wouter Verbeke

Of late, in order to have better acceptability among various domain, researchers have argued that machine intelligence algorithms must be able to provide explanations that humans can understand causally. This aspect, also known as…

Machine Learning · Computer Science 2022-08-24 Satyam Kumar , Vadlamani Ravi

The importance of predicting stock market prices cannot be overstated. It is a pivotal task for investors and financial institutions as it enables them to make informed investment decisions, manage risks, and ensure the stability of the…

Statistical Finance · Quantitative Finance 2024-09-02 Aayush Shah , Mann Doshi , Meet Parekh , Nirmit Deliwala , Pramila M. Chawan

Causal inference is a critical research topic across many domains, such as statistics, computer science, education, public policy and economics, for decades. Nowadays, estimating causal effect from observational data has become an appealing…

Methodology · Statistics 2020-02-10 Liuyi Yao , Zhixuan Chu , Sheng Li , Yaliang Li , Jing Gao , Aidong Zhang

Interpretability provides a toolset for understanding how and why neural networks behave in certain ways. However, there is little unity in the field: most studies employ ad-hoc evaluations and do not share theoretical foundations, making…

The problem of classifying turbulent environments from partial observation is key for some theoretical and applied fields, from engineering to earth observation and astrophysics, e.g. to precondition searching of optimal control policies in…

Fluid Dynamics · Physics 2022-10-19 Michele Buzzicotti , Fabio Bonaccorso

When quantitative models are used to support decision-making on complex and important topics, understanding a model's ``reasoning'' can increase trust in its predictions, expose hidden biases, or reduce vulnerability to adversarial attacks.…

Machine Learning · Computer Science 2019-07-09 Dimitris Bertsimas , Arthur Delarue , Patrick Jaillet , Sebastien Martin

Machine learning (ML) models are increasingly being used in metrology applications. However, for ML models to be credible in a metrology context they should be accompanied by principled uncertainty quantification. This paper addresses the…

Machine Learning · Computer Science 2024-05-09 Andrew Thompson

Linear approximations to the decision boundary of a complex model have become one of the most popular tools for interpreting predictions. In this paper, we study such linear explanations produced either post-hoc by a few recent methods or…

Machine Learning · Computer Science 2018-01-31 Maruan Al-Shedivat , Avinava Dubey , Eric P. Xing

This paper proposes an approach to analyze an event log of a business process in order to generate case-level recommendations of treatments that maximize the probability of a given outcome. Users classify the attributes in the event log…

Machine Learning · Computer Science 2020-09-04 Zahra Dasht Bozorgi , Irene Teinemaa , Marlon Dumas , Marcello La Rosa , Artem Polyvyanyy