468 citations · 517 across the 13 of their papers we have counts for
3 papers · 1 filter
Sparse-group boosting -- Unbiased group and variable selection
Fabian Obster, Christian Heumann
In the presence of grouped covariates, we propose a framework for boosting that allows to enforce sparsity within and between groups. By using component-wise and group-wise gradien…
Forecasting foreign exchange rates with regression networks tuned by Bayesian optimization
Linwei Li, Paul-Amaury Matt, Christian Heumann
The article is concerned with the problem of multi-step financial time series forecasting of Foreign Exchange (FX) rates. To address this problem, we introduce a regression network…
Marginal Effects for Non-Linear Prediction Functions
Christian A. Scholbeck, Giuseppe Casalicchio, Christoph Molnar +2
Beta coefficients for linear regression models represent the ideal form of an interpretable feature effect. However, for non-linear models and especially generalized linear models,…