Deep Conditional Transformation Models

نویسندگان

چکیده

Learning the cumulative distribution function (CDF) of an outcome variable conditional on a set features remains challenging, especially in high-dimensional settings. Conditional transformation models provide semi-parametric approach that allows to model large class CDFs without explicit parametric assumption and with only few parameters. Existing estimation approaches within this are, however, either limited their complexity applicability unstructured data sources such as images or text, lack interpretability, are restricted certain types outcomes. We close gap by introducing deep which unifies existing learn both interpretable (non-)linear terms more complex neural network predictors one holistic framework. To end we propose novel architecture, details different definitions derive suitable constraints well regularization terms. demonstrate efficacy our through numerical experiments applications.

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ژورنال

عنوان ژورنال: Lecture Notes in Computer Science

سال: 2021

ISSN: ['1611-3349', '0302-9743']

DOI: https://doi.org/10.1007/978-3-030-86523-8_1