Regression
A Linguistic Analysis of Spontaneous Thoughts: Investigating Experiences of Déjà Vu, Unexpected Thoughts, and Involuntary Autobiographical Memories
Venkatesha, Videep, Poulos, Mary Cati, Steadman, Christopher, Mills, Caitlin, Cleary, Anne M., Blanchard, Nathaniel
The onset of spontaneous thoughts are reflective of dynamic interactions between cognition, emotion, and attention. Typically, these experiences are studied through subjective appraisals that focus on their triggers, phenomenology, and emotional salience. In this work, we use linguistic signatures to investigate D ej ` a Vu, Involuntary Autobiographical Memories, and Unexpected Thoughts. Specifically, we analyze the inherent characteristics of the linguistic patterns in participant generated descriptions of these thought types. We show how, by positioning language as a window into spontaneous cognition, existing theories on these attentional states can be updated and reaffirmed. Our findings align with prior research, reinforcing that D ej ` a Vu is a metacognitive experience characterized by abstract and spatial language, Involuntary Autobiographical Memories are rich in personal and emotionally significant detail, and Unexpected Thoughts are marked by unpredictability and cognitive disruption. This work is demonstrative of languages' potential to reveal deeper insights into how internal spontaneous cognitive states manifest through expression.
TayFCS: Towards Light Feature Combination Selection for Deep Recommender Systems
Wang, Xianquan, Du, Zhaocheng, Zhu, Jieming, Wu, Chuhan, Jia, Qinglin, Dong, Zhenhua
Feature interaction modeling is crucial for deep recommendation models. A common and effective approach is to construct explicit feature combinations to enhance model performance. However, in practice, only a small fraction of these combinations are truly informative. Thus it is essential to select useful feature combinations to reduce noise and manage memory consumption. While feature selection methods have been extensively studied, they are typically limited to selecting individual features. Extending these methods for high-order feature combination selection presents a significant challenge due to the exponential growth in time complexity when evaluating feature combinations one by one. In this paper, we propose $\textbf{TayFCS}$, a lightweight feature combination selection method that significantly improves model performance. Specifically, we propose the Taylor Expansion Scorer (TayScorer) module for field-wise Taylor expansion on the base model. Instead of evaluating all potential feature combinations' importance by repeatedly running experiments with feature adding and removal, this scorer only needs to approximate the importance based on their sub-components' gradients. This can be simply computed with one backward pass based on a trained recommendation model. To further reduce information redundancy among feature combinations and their sub-components, we introduce Logistic Regression Elimination (LRE), which estimates the corresponding information gain based on the model prediction performance. Experimental results on three benchmark datasets validate both the effectiveness and efficiency of our approach. Furthermore, online A/B test results demonstrate its practical applicability and commercial value.
The Gauss-Markov Adjunction: Categorical Semantics of Residuals in Supervised Learning
Enhancing the intelligibility and interpretability of machine learning is a crucial task in responding to the demand for Explicability as an AI principle, and in promoting the better social implementation of AI. The aim of our research is to contribute to this improvement by reformulating machine learning models through the lens of category theory, thereby developing a semantic framework for structuring and understanding AI systems. Our categorical modeling in this paper clarifies and formalizes the structural interplay between residuals and parameters in supervised learning. The present paper focuses on the multiple linear regression model, which represents the most basic form of supervised learning. By defining two concrete categories corresponding to parameters and data, along with an adjoint pair of functors between them, we introduce our categorical formulation of supervised learning. We show that the essential structure of this framework is captured by what we call the Gauss-Markov Adjunction. Within this setting, the dual flow of information can be explicitly described as a correspondence between variations in parameters and residuals. The ordinary least squares estimator for the parameters and the minimum residual are related via the preservation of limits by the right adjoint functor. Furthermore, we position this formulation as an instance of extended denotational semantics for supervised learning, and propose applying a semantic perspective developed in theoretical computer science as a formal foundation for Explicability in AI.
Ordinality in Discrete-level Question Difficulty Estimation: Introducing Balanced DRPS and OrderedLogitNN
Thuy, Arthur, Loginova, Ekaterina, Benoit, Dries F.
Recent years have seen growing interest in Question Difficulty Estimation (QDE) using natural language processing techniques. Question difficulty is often represented using discrete levels, framing the task as ordinal regression due to the inherent ordering from easiest to hardest. However, the literature has neglected the ordinal nature of the task, relying on classification or discretized regression models, with specialized ordinal regression methods remaining unexplored. Furthermore, evaluation metrics are tightly coupled to the modeling paradigm, hindering cross-study comparability. While some metrics fail to account for the ordinal structure of difficulty levels, none adequately address class imbalance, resulting in biased performance assessments. This study addresses these limitations by benchmarking three types of model outputs -- discretized regression, classification, and ordinal regression -- using the balanced Discrete Ranked Probability Score (DRPS), a novel metric that jointly captures ordinality and class imbalance. In addition to using popular ordinal regression methods, we propose OrderedLogitNN, extending the ordered logit model from econometrics to neural networks. We fine-tune BERT on the RACE++ and ARC datasets and find that OrderedLogitNN performs considerably better on complex tasks. The balanced DRPS offers a robust and fair evaluation metric for discrete-level QDE, providing a principled foundation for future research.
Semi-supervised learning for linear extremile regression
Jiang, Rong, Yu, Keming, Wang, Jiangfeng
Extremile regression, as a least squares analog of quantile regression, is potentially useful tool for modeling and understanding the extreme tails of a distribution. However, existing extremile regression methods, as nonparametric approaches, may face challenges in high-dimensional settings due to data sparsity, computational inefficiency, and the risk of overfitting. While linear regression serves as the foundation for many other statistical and machine learning models due to its simplicity, interpretability, and relatively easy implementation, particularly in high-dimensional settings, this paper introduces a novel definition of linear extremile regression along with an accompanying estimation methodology. The regression coefficient estimators of this method achieve $\sqrt{n}$-consistency, which nonparametric extremile regression may not provide. In particular, while semi-supervised learning can leverage unlabeled data to make more accurate predictions and avoid overfitting to small labeled datasets in high-dimensional spaces, we propose a semi-supervised learning approach to enhance estimation efficiency, even when the specified linear extremile regression model may be misspecified. Both simulation studies and real data analyses demonstrate the finite-sample performance of our proposed methods.
Targeted tuning of random forests for quantile estimation and prediction intervals
Berkowitz, Matthew, Altman, Rachel MacKay, Loughin, Thomas M.
We present a novel tuning procedure for random forests (RFs) that improves the accuracy of estimated quantiles and produces valid, relatively narrow prediction intervals. While RFs are typically used to estimate mean responses (conditional on covariates), they can also be used to estimate quantiles by estimating the full distribution of the response. However, standard approaches for building RFs often result in excessively biased quantile estimates. To reduce this bias, our proposed tuning procedure minimizes "quantile coverage loss" (QCL), which we define as the estimated bias of the marginal quantile coverage probability estimate based on the out-of-bag sample. We adapt QCL tuning to handle censored data and demonstrate its use with random survival forests. We show that QCL tuning results in quantile estimates with more accurate coverage probabilities than those achieved using default parameter values or traditional tuning (using MSPE for uncensored data and C-index for censored data), while also reducing the estimated MSE of these coverage probabilities. We discuss how the superior performance of QCL tuning is linked to its alignment with the estimation goal. Finally, we explore the validity and width of prediction intervals created using this method.
Disentangled Feature Importance
Du, Jin-Hong, Roeder, Kathryn, Wasserman, Larry
Feature importance quantification faces a fundamental challenge: when predictors are correlated, standard methods systematically underestimate their contributions. We prove that major existing approaches target identical population functionals under squared-error loss, revealing why they share this correlation-induced bias. To address this limitation, we introduce \emph{Disentangled Feature Importance (DFI)}, a nonparametric generalization of the classical $R^2$ decomposition via optimal transport. DFI transforms correlated features into independent latent variables using a transport map, eliminating correlation distortion. Importance is computed in this disentangled space and attributed back through the transport map's sensitivity. DFI provides a principled decomposition of importance scores that sum to the total predictive variability for latent additive models and to interaction-weighted functional ANOVA variances more generally, under arbitrary feature dependencies. We develop a comprehensive semiparametric theory for DFI. For general transport maps, we establish root-$n$ consistency and asymptotic normality of importance estimators in the latent space, which extends to the original feature space for the Bures-Wasserstein map. Notably, our estimators achieve second-order estimation error, which vanishes if both regression function and transport map estimation errors are $o_{\mathbb{P}}(n^{-1/4})$. By design, DFI avoids the computational burden of repeated submodel refitting and the challenges of conditional covariate distribution estimation, thereby achieving computational efficiency.
Deciding When Not to Decide: Indeterminacy-Aware Intrusion Detection with NeutroSENSE
This paper presents NeutroSENSE, a neutrosophic-enhanced ensemble framework for interpretable intrusion detection in IoT environments. By integrating Random Forest, XGBoost, and Logistic Regression with neutrosophic logic, the system decomposes prediction confidence into truth (T), falsity (F), and indeterminacy (I) components, enabling uncertainty quantification and abstention. Predictions with high indeterminacy are flagged for review using both global and adaptive, class-specific thresholds. Evaluated on the IoT-CAD dataset, NeutroSENSE achieved 97% accuracy, while demonstrating that misclassified samples exhibit significantly higher indeterminacy (I = 0.62) than correct ones (I = 0.24). The use of indeterminacy as a proxy for uncertainty enables informed abstention and targeted review-particularly valuable in edge deployments. Figures and tables validate the correlation between I-scores and error likelihood, supporting more trustworthy, human-in-the-loop AI decisions. This work shows that neutrosophic logic enhances both accuracy and explainability, providing a practical foundation for trust-aware AI in edge and fog-based IoT security systems.
Density, asymmetry and citation dynamics in scientific literature
Imel, Nathaniel, Hafen, Zachary
Scientific behavior is often characterized by a tension between building upon established knowledge and introducing novel ideas. Here, we investigate whether this tension is reflected in the relationship between the similarity of a scientific paper to previous research and its eventual citation rate. To operationalize similarity to previous research, we introduce two complementary metrics to characterize the local geometry of a publication's semantic neighborhood: (1) \emph{density} ($ρ$), defined as the ratio between a fixed number of previously-published papers and the minimum distance enclosing those papers in a semantic embedding space, and (2) asymmetry ($α$), defined as the average directional difference between a paper and its nearest neighbors. We tested the predictive relationship between these two metrics and its subsequent citation rate using a Bayesian hierarchical regression approach, surveying $\sim 53,000$ publications across nine academic disciplines and five different document embeddings. While the individual effects of $ρ$ on citation count are small and variable, incorporating density-based predictors consistently improves out-of-sample prediction when added to baseline models. These results suggest that the density of a paper's surrounding scientific literature may carry modest but informative signals about its eventual impact. Meanwhile, we find no evidence that publication asymmetry improves model predictions of citation rates. Our work provides a scalable framework for linking document embeddings to scientometric outcomes and highlights new questions regarding the role that semantic similarity plays in shaping the dynamics of scientific reward.
GL-LowPopArt: A Nearly Instance-Wise Minimax-Optimal Estimator for Generalized Low-Rank Trace Regression
Lee, Junghyun, Jang, Kyoungseok, Jun, Kwang-Sung, Vojnović, Milan, Yun, Se-Young
We present `GL-LowPopArt`, a novel Catoni-style estimator for generalized low-rank trace regression. Building on `LowPopArt` (Jang et al., 2024), it employs a two-stage approach: nuclear norm regularization followed by matrix Catoni estimation. We establish state-of-the-art estimation error bounds, surpassing existing guarantees (Fan et al., 2019; Kang et al., 2022), and reveal a novel experimental design objective, $\mathrm{GL}(π)$. The key technical challenge is controlling bias from the nonlinear inverse link function, which we address by our two-stage approach. We prove a *local* minimax lower bound, showing that our `GL-LowPopArt` enjoys instance-wise optimality up to the condition number of the ground-truth Hessian. Applications include generalized linear matrix completion, where `GL-LowPopArt` achieves a state-of-the-art Frobenius error guarantee, and **bilinear dueling bandits**, a novel setting inspired by general preference learning (Zhang et al., 2024). Our analysis of a `GL-LowPopArt`-based explore-then-commit algorithm reveals a new, potentially interesting problem-dependent quantity, along with improved Borda regret bound than vectorization (Wu et al., 2024).