Interpretable approximation of high-dimensional data
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Analysis of variance and covariance (ANOVA) (62J10) Numerical methods for trigonometric approximation and interpolation (65T40) Multidimensional problems (41A63) Approximate quadratures (41A55) Algorithms for approximation of functions (65D15) Fourier series and coefficients in several variables (42B05) Numerical methods for discrete and fast Fourier transforms (65T50)
Abstract: In this paper we apply the previously introduced approximation method based on the ANOVA (analysis of variance) decomposition and Grouped Transformations to synthetic and real data. The advantage of this method is the interpretability of the approximation, i.e., the ability to rank the importance of the attribute interactions or the variable couplings. Moreover, we are able to generate an attribute ranking to identify unimportant variables and reduce the dimensionality of the problem. We compare the method to other approaches on publicly available benchmark datasets.
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Cites work
- scientific article; zbMATH DE number 2034576 (Why is no real title available?)
- scientific article; zbMATH DE number 7370625 (Why is no real title available?)
- 10.1162/153244303322753616
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Cited in
(11)- Integrative exploration of large high-dimensional datasets
- Variable transformations in combination with wavelets and ANOVA for high-dimensional approximation
- ANOVA approximation with mixed tensor product basis on scattered points
- Fast and interpretable support vector classification based on the truncated ANOVA decomposition
- Fast hyperbolic wavelet regression meets ANOVA
- HARFE: hard-ridge random feature expansion
- MARS via lasso
- Grouped transformations and regularization in high-dimensional explainable ANOVA approximation
- Interpretable linear dimensionality reduction based on bias-variance analysis
- High-dimensional approximate r-nets
- On the approximability and curse of dimensionality of certain classes of high-dimensional functions
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