相关论文: Shapley Values of Reconstruction Errors of PCA for…

Principal component analysis (PCA) is a fundamental tool for analyzing multivariate data. Here the focus is on dimension reduction to the principal subspace, characterized by its projection matrix. The classical principal subspace can be…

One of the outstanding analytical problems in X-ray single particle imaging (SPI) is the classification of structural heterogeneity, which is especially difficult given the low signal-to-noise ratios of individual patterns and that even…

Understanding the inverse equivalent width - luminosity relationship (Baldwin Effect), the topic of this meeting, requires extracting information on continuum and emission line parameters from samples of AGN. We wish to discover whether,…

Sparse principal component analysis (PCA) is a well-established dimensionality reduction technique that is often used for unsupervised feature selection (UFS). However, determining the regularization parameters is rather challenging, and…

The Shapley value is one of the most widely used measures of feature importance partly as it measures a feature's average effect on a model's prediction. We introduce joint Shapley values, which directly extend Shapley's axioms and…

This is a tutorial and survey paper on factor analysis, probabilistic Principal Component Analysis (PCA), variational inference, and Variational Autoencoder (VAE). These methods, which are tightly related, are dimensionality reduction and…

We propose a spectral clustering method based on local principal components analysis (PCA). After performing local PCA in selected neighborhoods, the algorithm builds a nearest neighbor graph weighted according to a discrepancy between the…

In this on-going work, I explore certain theoretical and empirical implications of data transformations under the PCA. In particular, I state and prove three theorems about PCA, which I paraphrase as follows: 1). PCA without discarding…

Shapley values are model-agnostic methods for explaining model predictions. Many commonly used methods of computing Shapley values, known as off-manifold methods, rely on model evaluations on out-of-distribution input samples. Consequently,…

Principal component analysis (PCA) is routinely used in population genetics to assess genetic structure. With chromosomal reference genomes and population-scale whole genome-sequencing becoming increasingly accessible, contemporary studies…

Principal Component Analysis (PCA) is the most common nonparametric method for estimating the volatility structure of Gaussian interest rate models. One major difficulty in the estimation of these models is the fact that forward rate curves…

Shapley values are widely used for model-agnostic data valuation and feature attribution, yet they implicitly assume contributors are interchangeable. This can be problematic when contributors are dependent (e.g., reused/augmented data or…

We study instancewise feature importance scoring as a method for model interpretation. Any such method yields, for each predicted instance, a vector of importance scores associated with the feature vector. Methods based on the Shapley score…

Principal components analysis (PCA) is the optimal linear auto-encoder of data, and it is often used to construct features. Enforcing sparsity on the principal components can promote better generalization, while improving the…

We develop asymptotic theory for principal component analysis (PCA) of a high-dimensional factor model in which the working dimension $R$ is fixed and only required to satisfy $R \ge r$, where $r$ is the true number of factors. Building on…

Principal component analysis (PCA) is widely used for dimensionality reduction, with well-documented merits in various applications involving high-dimensional data, including computer vision, preference measurement, and bioinformatics. In…

In spite of increased attention on explainable machine learning models, explaining multi-output predictions has not yet been extensively addressed. Methods that use Shapley values to attribute feature contributions to the decision making…

Principal component analysis (PCA) is a key tool in the field of data dimensionality reduction that is useful for various data science problems. However, many applications involve heterogeneous data that varies in quality due to noise…

Principal component analysis (PCA) is by far the most widespread tool for unsupervised learning with high-dimensional data sets. Its application is popularly studied for the purpose of exploratory data analysis and online process…

Principal Component Analysis (PCA) is a commonly used tool for dimension reduction in analyzing high dimensional data; Multilinear Principal Component Analysis (MPCA) has the potential to serve the similar function for analyzing tensor…