相关论文: Using a Local Surrogate Model to Interpret Tempora…

Replicating causal estimates across different cohorts is crucial for increasing the integrity of epidemiological studies. However, strong assumptions regarding unmeasured confounding and effect modification often hinder this goal. By…

The problem of explaining deep learning models, and model predictions generally, has attracted intensive interest recently. Many successful approaches forgo global approximations in order to provide more faithful local interpretations of…

The problem of estimating trend and seasonal variation in time-series data has been studied over several decades, although mostly using single time series. This paper studies the problem of estimating these components from functional data,…

The ability to understand and solve high-dimensional inference problems is essential for modern data science. This article examines high-dimensional inference problems through the lens of information theory and focuses on the standard…

When it comes to complex machine learning models, commonly referred to as black boxes, understanding the underlying decision making process is crucial for domains such as healthcare and financial services, and also when it is used in…

We consider the general problem of modeling temporal data with long-range dependencies, wherein new observations are fully or partially predictable based on temporally-distant, past observations. A sufficiently powerful temporal model…

Time series forecasting is critical across multiple domains, where time series data exhibit both local patterns and global dependencies. While Transformer-based methods effectively capture global dependencies, they often overlook short-term…

The use of deep neural networks to make high risk decisions creates a need for global and local explanations so that users and experts have confidence in the modeling algorithms. We introduce a novel technique to find global and local…

Nowadays, deep neural networks are being used in many domains because of their high accuracy results. However, they are considered as "black box", means that they are not explainable for humans. On the other hand, in some tasks such as…

Time is deeply woven into how people perceive, and communicate about the world. Almost unconsciously, we provide our language utterances with temporal cues, like verb tenses, and we can hardly produce sentences without such cues. Extracting…

Causal effect estimation from observational data is a challenging problem, especially with high dimensional data and in the presence of unobserved variables. The available data-driven methods for tackling the problem either provide an…

Temporal concept drift refers to the problem of data changing over time. In NLP, that would entail that language (e.g. new expressions, meaning shifts) and factual knowledge (e.g. new concepts, updated facts) evolve over time. Focusing on…

With the ever-increasing use of complex machine learning models in critical applications within the finance domain, explaining the decisions of the model has become a necessity. With applications spanning from credit scoring to credit…

Generating time series data is a promising approach to address data deficiency problems. However, it is also challenging due to the complex temporal properties of time series data, including local correlations as well as global…

Recent technological advances have made it easier to collect large and complex networks of time-stamped relational events connecting two or more entities. Relational hyper-event models (RHEMs) aim to explain the dynamics of these events by…

While tabular machine learning has achieved remarkable success, temporal distribution shifts pose significant challenges in real-world deployment, as the relationships between features and labels continuously evolve. Static models assume…

We explore the applicability of the causal analysis based on temporally shifted (lagged) Pearson correlation applied to diverse time series of different natures in context of the problem of financial market prediction. Theoretical…

Temporal data distribution shift is prevalent in the financial text. How can a financial sentiment analysis system be trained in a volatile market environment that can accurately infer sentiment and be robust to temporal data distribution…

Despite Large Language Models' remarkable capabilities, understanding their internal representations remains challenging. Mechanistic interpretability tools such as sparse autoencoders (SAEs) were developed to extract interpretable features…

Machine learning has shown much promise in helping improve the quality of medical, legal, and financial decision-making. In these applications, machine learning models must satisfy two important criteria: (i) they must be causal, since the…