ENBIS-21 Online Conference

Session

Modelling 5

PS64_C15

15 Sept 2021, 12:00

Online

Conveners

Modelling 5

• Chair: Rossella Berni

8. Explainable AI in preprocessing

Ms Golnoosh Babaei

15/09/2021, 12:00

Finance

The use of eXplainable Artificial Intelligence (XAI) in many fields, especially in finance has been an important issue not only for researchers but also for regulators and beneficiaries. In this paper, despite recent researches in which XAI methods are utilized for improving the explainability and interpretability of opaque machine learning models, we consider two mostly used model-agnostic...

18. Calibrating Prediction Intervals for Gaussian Processes using Cross-Validation method

ACHARKI Naoufal

15/09/2021, 12:20

Modelling

Gaussian Processes are considered as one of the most important Bayesian Machine Learning methods (Rasmussen and Williams [1], 2006). They typically use the Maximum Likelihood Estimation or Cross-Validation to fit parameters. Unfortunately, these methods may give advantage to the solutions that fit observations in average (F. Bachoc [2], 2013), but they do not pay attention to the coverage and...

24. The numerical statistical fan and model selection

Dr Arkadius Kalka (Dortmund University of Applied Sciences and Arts)

15/09/2021, 12:40

Modelling

Identifiability of polynomial models is a key requirement for multiple
regression. We consider an analogue of the so-called statistical fan, the set of
all maximal identifiable hierarchical models, for cases of noisy design of experiments or measured covariate vectors with a given tolerance vector. This
gives rise to the definition of the numerical statistical fan. It includes all
maximal...