3 papers
econ.EM2020
Deep Dynamic Factor Models
Paolo Andreini, Cosimo Izzo, Giovanni Ricco
A novel deep neural network framework -- that we refer to as Deep Dynamic Factor Model (DFM) --, is able to encode the information available, from hundreds of macroeconomic and…
cs.LG2020
A Baseline for Shapley Values in MLPs: from Missingness to Neutrality
Cosimo Izzo, Aldo Lipani, Ramin Okhrati +1
Deep neural networks have gained momentum based on their accuracy, but their interpretability is often criticised. As a result, they are labelled as black boxes. In response, sever…
cs.LG2019
Explaining a prediction in some nonlinear models
Cosimo Izzo
In this article we will analyse how to compute the contribution of each input value to its aggregate output in some nonlinear models. Regression and classification applications, to…