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Financial institutions and insurance companies that analyze the evolution and sources of profits and losses often look at risk factors only at discrete reporting dates, ignoring the detailed paths. Continuous-time decompositions avoid this…

Mathematical Finance · Quantitative Finance 2024-12-20 Gero Junike , Hauke Stier , Marcus C. Christiansen

We present a neural network framework for learning a survival model to predict a time-to-event outcome while simultaneously learning a topic model that reveals feature relationships. In particular, we model each subject as a distribution…

Machine Learning · Computer Science 2024-06-06 George H. Chen , Linhong Li , Ren Zuo , Amanda Coston , Jeremy C. Weiss

Machine learning models achieve state-of-the-art performance across domains, yet their lack of interpretability limits safe deployment in high-stakes settings. Counterfactual explanations are widely used to provide actionable "what-if"…

Machine Learning · Computer Science 2025-11-18 Nawid Keshtmand , Roussel Desmond Nzoyem , Jeffrey Nicholas Clark

Explainable artificial intelligence promises to yield insights into relevant features, thereby enabling humans to examine and scrutinize machine learning models or even facilitating scientific discovery. Considering the widespread technique…

Machine Learning · Computer Science 2026-03-30 Jörg Martin , Stefan Haufe

Survival analysis is a widely known method for predicting the likelihood of an event over time. The challenge of dealing with censored samples still remains. Traditional methods, such as the Cox Proportional Hazards (CPH) model, hinge on…

Machine Learning · Computer Science 2025-01-10 Chanon Puttanawarut , Panu Looareesuwan , Romen Samuel Wabina , Prut Saowaprut

Feature construction can contribute to comprehensibility and performance of machine learning models. Unfortunately, it usually requires exhaustive search in the attribute space or time-consuming human involvement to generate meaningful…

Machine Learning · Computer Science 2023-01-24 Boštjan Vouk , Matej Guid , Marko Robnik-Šikonja

In the analysis of High-Energy Physics data, it is frequently desired to separate resonant signals from a smooth, non-resonant background. This paper introduces a new technique - functional decomposition (FD) - to accomplish this task. It…

Data Analysis, Statistics and Probability · Physics 2018-05-15 Ryan Edgar , Dante Amidei , Christopher Grud , Karishma Sekhon

Molecular-level understanding of the interactions between the constituents of an atomic structure is essential for designing novel materials in various applications. This need goes beyond the basic knowledge of the number and types of…

The Shapley Additive Global Importance (SAGE) value is a theoretically appealing interpretability method that fairly attributes global importance to a model's features. However, its exact calculation requires the computation of the…

Machine Learning · Statistics 2023-04-07 Christoph Luther , Gunnar König , Moritz Grosse-Wentrup

Survival analysis provides a powerful statistical framework for modeling time-to-event outcomes in the presence of censoring. However, selecting an appropriate estimator from the many specialized survival approaches often requires…

Machine Learning · Computer Science 2026-05-18 Shi-ang Qi , Vahid Balazadeh , Michael Cooper , Russell Greiner , Rahul G. Krishnan

Dynamical systems across the sciences, from electrical circuits to ecological networks, undergo qualitative and often catastrophic changes in behavior, called bifurcations, when their underlying parameters cross a threshold. Existing…

Machine Learning · Computer Science 2024-03-22 Noa Moriel , Matthew Ricci , Mor Nitzan

The mean residual life function is a key functional for a survival distribution. It has a practically useful interpretation as the expected remaining lifetime given survival up to a particular time point, and it also characterizes the…

Methodology · Statistics 2018-10-11 Valerie Poynor , Athanasios Kottas

We consider $N$-way data arrays and low-rank tensor factorizations where the time mode is coded as a sparse linear combination of temporal elements from an over-complete library. Our method, Shape Constrained Tensor Decomposition (SCTD) is…

Machine Learning · Statistics 2016-08-17 Bethany Lusch , Eric C. Chi , J. Nathan Kutz

The influx of deep learning (DL) techniques into the field of survival analysis in recent years has led to substantial methodological progress; for instance, learning from unstructured or high-dimensional data such as images, text or omics…

Machine Learning · Statistics 2024-02-23 Simon Wiegrebe , Philipp Kopper , Raphael Sonabend , Bernd Bischl , Andreas Bender

Feature engineering is required to obtain better results for time series forecasting, and decomposition is a crucial one. One decomposition approach often cannot be used for numerous forecasting tasks since the standard time series…

Machine Learning · Computer Science 2022-10-10 Liwang Zhou , Jing Gao

Multivariate time-series models achieve strong predictive performance in healthcare, industry, energy, and finance, but how they combine cross-variable interactions with temporal dynamics remains unclear. SHapley Additive exPlanations…

Machine Learning · Computer Science 2026-01-13 Jinwoong Kim , Sangjin Park

Machine learning models can automatically learn complex relationships, such as non-linear and interaction effects. Interpretable machine learning methods such as partial dependence plots visualize marginal feature effects but may lead to…

Machine Learning · Statistics 2022-02-16 Julia Herbinger , Bernd Bischl , Giuseppe Casalicchio

The field of explainable AI has recently seen an explosion in the number of explanation methods for highly non-linear deep neural networks. The extent to which such methods -- that are often proposed and tested in the domain of computer…

Computation and Language · Computer Science 2021-04-27 Tom Kersten , Hugh Mee Wong , Jaap Jumelet , Dieuwke Hupkes

Hyperparameter optimization (HPO) is a crucial step in achieving strong predictive performance. Yet, the impact of individual hyperparameters on model generalization is highly context-dependent, prohibiting a one-size-fits-all solution and…

Machine Learning · Computer Science 2025-11-11 Marcel Wever , Maximilian Muschalik , Fabian Fumagalli , Marius Lindauer

Value decomposition (VD) has become one of the most prominent solutions in cooperative multi-agent reinforcement learning. Most existing methods generally explore how to factorize the joint value and minimize the discrepancies between agent…

Multiagent Systems · Computer Science 2025-02-06 Siying Wang , Yang Zhou , Zhitong Zhao , Ruoning Zhang , Jinliang Shao , Wenyu Chen , Yuhua Cheng