How Inverse Conditional Flows Can Serve as a Substitute for Distributional Regression

Fuente: arXiv
Saved in:
Bibliographic Details
Main Authors: Kook, Lucas, Kolb, Chris, Schiele, Philipp, Dold, Daniel, Arpogaus, Marcel, Fritz, Cornelius, Baumann, Philipp F., Kopper, Philipp, Pielok, Tobias, Dorigatti, Emilio, Rügamer, David
Format: Preprint
Published: 2024
Subjects:
Online Access:
Tags: Add Tag
No Tags, Be the first to tag this record!
_version_ 1866914863992799232
author Kook, Lucas
Kolb, Chris
Schiele, Philipp
Dold, Daniel
Arpogaus, Marcel
Fritz, Cornelius
Baumann, Philipp F.
Kopper, Philipp
Pielok, Tobias
Dorigatti, Emilio
Rügamer, David
author_facet Kook, Lucas
Kolb, Chris
Schiele, Philipp
Dold, Daniel
Arpogaus, Marcel
Fritz, Cornelius
Baumann, Philipp F.
Kopper, Philipp
Pielok, Tobias
Dorigatti, Emilio
Rügamer, David
contents Neural network representations of simple models, such as linear regression, are being studied increasingly to better understand the underlying principles of deep learning algorithms. However, neural representations of distributional regression models, such as the Cox model, have received little attention so far. We close this gap by proposing a framework for distributional regression using inverse flow transformations (DRIFT), which includes neural representations of the aforementioned models. We empirically demonstrate that the neural representations of models in DRIFT can serve as a substitute for their classical statistical counterparts in several applications involving continuous, ordered, time-series, and survival outcomes. We confirm that models in DRIFT empirically match the performance of several statistical methods in terms of estimation of partial effects, prediction, and aleatoric uncertainty quantification. DRIFT covers both interpretable statistical models and flexible neural networks opening up new avenues in both statistical modeling and deep learning.
format Preprint
id arxiv_https___arxiv_org_abs_2405_05429
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle How Inverse Conditional Flows Can Serve as a Substitute for Distributional Regression
Kook, Lucas
Kolb, Chris
Schiele, Philipp
Dold, Daniel
Arpogaus, Marcel
Fritz, Cornelius
Baumann, Philipp F.
Kopper, Philipp
Pielok, Tobias
Dorigatti, Emilio
Rügamer, David
Machine Learning
Artificial Intelligence
Computation
Neural network representations of simple models, such as linear regression, are being studied increasingly to better understand the underlying principles of deep learning algorithms. However, neural representations of distributional regression models, such as the Cox model, have received little attention so far. We close this gap by proposing a framework for distributional regression using inverse flow transformations (DRIFT), which includes neural representations of the aforementioned models. We empirically demonstrate that the neural representations of models in DRIFT can serve as a substitute for their classical statistical counterparts in several applications involving continuous, ordered, time-series, and survival outcomes. We confirm that models in DRIFT empirically match the performance of several statistical methods in terms of estimation of partial effects, prediction, and aleatoric uncertainty quantification. DRIFT covers both interpretable statistical models and flexible neural networks opening up new avenues in both statistical modeling and deep learning.
title How Inverse Conditional Flows Can Serve as a Substitute for Distributional Regression
topic Machine Learning
Artificial Intelligence
Computation
url https://arxiv.org/abs/2405.05429