Search Results for author: Ryan Thompson

Found 5 papers, 3 papers with code

Contextual Directed Acyclic Graphs

1 code implementation24 Oct 2023 Ryan Thompson, Edwin V. Bonilla, Robert Kohn

Estimating the structure of directed acyclic graphs (DAGs) from observational data remains a significant challenge in machine learning.

The Contextual Lasso: Sparse Linear Models via Deep Neural Networks

no code implementations NeurIPS 2023 Ryan Thompson, Amir Dezfouli, Robert Kohn

With this capability gap in mind, we study a not-uncommon situation where the input features dichotomize into two groups: explanatory features, which are candidates for inclusion as variables in an interpretable model, and contextual features, which select from the candidate variables and determine their effects.

Decision Making Interpretable Machine Learning

Flexible global forecast combinations

1 code implementation15 Jul 2022 Ryan Thompson, Yilin Qian, Andrey L. Vasnev

To date, research on economic forecasting has concentrated on local combination methods, which handle separate but related forecasting tasks in isolation.

Group selection and shrinkage: Structured sparsity for semiparametric additive models

no code implementations25 May 2021 Ryan Thompson, Farshid Vahid

Sparse regression and classification estimators that respect group structures have application to an assortment of statistical and machine learning problems, from multitask learning to sparse additive modeling to hierarchical selection.

Additive models regression

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