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This paper presents an open-source Python toolbox called Ensemble Feature Importance (EFI) to provide machine learning (ML) researchers, domain experts, and decision makers with robust and accurate feature importance quantification and more…
In Machine Learning, feature selection entails selecting a subset of the available features in a dataset to use for model development. There are many motivations for feature selection, it may result in better models, it may provide insight…
We propose a dynamic multiplicative factor model for process data, which arise from complex problem-solving items, an emerging testing mode in large-scale educational assessment. The proposed model can be viewed as an extension of the…
Factor analysis refers to a statistical model in which observed variables are conditionally independent given fewer hidden variables, known as factors, and all the random variables follow a multivariate normal distribution. The parameter…
Feature engineering is a crucial step in the process of predictive modeling. It involves the transformation of given feature space, typically using mathematical functions, with the objective of reducing the modeling error for a given…
Machine learning (ML) research and application often involve time-consuming steps such as model architecture prototyping, feature selection, and dataset preparation. To support these tasks, we introduce the Deep Fast Machine Learning Utils…
This paper introduces Sparklen, a statistical learning toolkit for Hawkes processes in Python, designed to bring together efficiency and ease of use. The purpose of this package is to provide the Python community with a complete suite of…
This article is an introduction to machine learning for financial forecasting, planning and analysis (FP\&A). Machine learning appears well suited to support FP\&A with the highly automated extraction of information from large amounts of…
Automated Feature Engineering (AFE) refers to automatically generate and select optimal feature sets for downstream tasks, which has achieved great success in real-world applications. Current AFE methods mainly focus on improving the…
Local governments, as part of 'smart city' initiatives and to promote interoperability, are increasingly incorporating open-source software into their data management, analysis, and visualisation workflows. Python, with its concise and…
Developers often refactor source code to improve its quality during software development. A challenge in refactoring is to determine if it can be applied or not. To help with this decision-making process, we aim to search for past…
We introduce the Salesforce CausalAI Library, an open-source library for causal analysis using observational data. It supports causal discovery and causal inference for tabular and time series data, of discrete, continuous and heterogeneous…
With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer a proven way of modeling non-linearities in time series,…
Rational-function simplification is key bottlenecks in integration-by-parts (IBP) reduction of Feynman integrals. We study denominator factorization patterns appearing in IBP coefficients and develop practical algorithms for extracting and…
Factorization machines (FMs) are a powerful tool for regression and classification in the context of sparse observations, that has been successfully applied to collaborative filtering, especially when side information over users or items is…
Even todays most advanced machine learning models are easily fooled by almost imperceptible perturbations of their inputs. Foolbox is a new Python package to generate such adversarial perturbations and to quantify and compare the robustness…
We introduce a new software toolbox for agent-based simulation. Facilitating rapid prototyping by offering a user-friendly Python API, its core rests on an efficient C++ implementation to support simulation of large-scale multi-agent…
The recomputability and reproducibility of results from scientific software requires access to both the source code and all associated input and output data. However, the full collection of these resources often does not accompany the key…
Numerical stability is a crucial requirement of reliable scientific computing. However, despite the pervasiveness of Python in data science, analyzing large Python programs remains challenging due to the lack of scalable numerical analysis…
Large collections of time series data are commonly organized into structures with different levels of aggregation; examples include product and geographical groupings. It is often important to ensure that the forecasts are coherent so that…