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stat.ML2026
Autorelevance function and other feature relevance measures for univariate time series
Julian Cardenas, Jamie Arjona, Pedro Delicado
We propose a model agnostic methodology to measure lag relevance in machine learning forecasting models applied to univariate time series. Particularly, we are working in the conte…
stat.ML2024
Functional relevance based on the continuous Shapley value
Pedro Delicado, Cristian Pachón-García
The presence of artificial intelligence (AI) in our society is increasing, which brings with it the need to understand the behavior of AI mechanisms, including machine learning pre…
stat.ML2019
Understanding complex predictive models with Ghost Variables
Pedro Delicado, Daniel Peña
We propose a procedure for assigning a relevance measure to each explanatory variable in a complex predictive model. We assume that we have a training set to fit the model and a te…