Related papers: Generalized Functional ANOVA in Closed-Form: A Uni…
Functional ANOVA offers a principled framework for interpretability by decomposing a model's prediction into main effects and higher-order interactions. For independent features, this decomposition is well-defined, strongly linked with SHAP…
Performing an additive decomposition of arbitrary functions of random elements is paramount for global sensitivity analysis and, therefore, the interpretation of black-box models. The well-known seminal work of Hoeffding characterized the…
Fourier analysis on the Boolean hypercube is fundamentally defined as the orthogonal decomposition of the space of pseudo-Boolean functions with respect to the uniform probability measure. In this work, we propose an ANOVA-based…
In this paper we propose a method for the approximation of high-dimensional functions over finite intervals with respect to complete orthonormal systems of polynomials. An important tool for this is the multivariate classical analysis of…
The analysis of variance (ANOVA) decomposition offers a systematic method to understand the interaction effects that contribute to a specific decision output. In this paper we introduce Neural-ANOVA, an approach to decompose neural networks…
This article explores the generalized analysis-of-variance or ANOVA dimensional decomposition (ADD) for multivariate functions of dependent random variables. Two notable properties, stemming from weakened annihilating conditions, reveal…
We establish sensitivity analysis on the sphere. We present formulas that allow us to decompose a function $f\colon \mathbb S^d\rightarrow \mathbb R$ into a sum of terms $f_{\boldsymbol u,\boldsymbol \xi}$. The index $\boldsymbol u$ is a…
ANOVA decomposition of function with random input variables provides ANOVA functionals (AFs), which contain information about the contributions of the input variables on the output variable(s). By embedding AFs into an appropriate…
We present a functional data analysis (FDA) framework based on explicit orthonormal basis expansion for modeling and denoising complex biomedical signals. Observed functional data are represented as smooth functions in a Hilbert space, and…
The FANOVA (or "Sobol'-Hoeffding") decomposition of multivariate functions has been used for high-dimensional model representation and global sensitivity analysis. When the objective function f has no simple analytic form and is costly to…
Models which estimate main effects of individual variables alongside interaction effects have an identifiability challenge: effects can be freely moved between main effects and interaction effects without changing the model prediction. This…
We discuss some aspects of approximating functions on high-dimensional data sets with additive functions or ANOVA decompositions, that is, sums of functions depending on fewer variables each. It is seen that under appropriate smoothness…
We point out that a proper use of the Hoeffding--ANOVA decomposition for symmetric statistics of finite urn sequences, previously introduced by the author, yields a decomposition of the space of square-integrable functionals of a…
A new functional ANOVA test, with a graphical interpretation of the result, is presented. The test is an extension of the global envelope test introduced by Myllymaki et al. (2017, Global envelope tests for spatial processes, J. R. Statist.…
In this paper we apply the previously introduced approximation method based on the ANOVA (analysis of variance) decomposition and Grouped Transformations to synthetic and real data. The advantage of this method is the interpretability of…
For multivariate nonparametric regression, functional analysis-of-variance (ANOVA) modeling aims to capture the relationship between a response and covariates by decomposing the unknown function into various components, representing main…
We present a description of the function space and the smoothness class associated with a convolutional network using the machinery of reproducing kernel Hilbert spaces. We show that the mapping associated with a convolutional network…
Feature-based explanations, using perturbations or gradients, are a prevalent tool to understand decisions of black box machine learning models. Yet, differences between these methods still remain mostly unknown, which limits their…
Monadic decomposibility --- the ability to determine whether a formula in a given logical theory can be decomposed into a boolean combination of monadic formulas --- is a powerful tool for devising a decision procedure for a given logical…
Functional decomposition is the process of breaking down a function $f$ into a composition $f=g(f_1,\dots,f_k)$ of simpler functions $f_1,\dots,f_k$ belonging to some class $\mathcal{F}$. This fundamental notion can be used to model…