Searcharxiv⌕ Search
Home/Archive/arXiv

arXiv · 2109.11871

Understanding Spending Behavior: Recurrent Neural Network Explanation and Interpretation

Charl Maree·Christian W. Omlin
View original source ↗Read source document ↗Export metadata ↓

Abstract

Micro-segmentation of customers in the finance sector is a non-trivial task and has been an atypical omission from recent scientific literature. Where traditional segmentation classifies customers based on coarse features such as demographics, micro-segmentation depicts more nuanced differences between individuals, bringing forth several advantages including the potential for improved personalization in financial services. AI and representation learning offer a unique opportunity to solve the problem of micro-segmentation. Although ubiquitous in many industries, the proliferation of AI in sensitive industries such as finance has become contingent on the explainability of deep models. We had previously solved the micro-segmentation problem by extracting temporal features from the state space of a recurrent neural network (RNN). However, due to the inherent opacity of RNNs our solution lacked an explanation. In this study, we address this issue by extracting a symbolic explanation for our model and providing an interpretation of our temporal features. For the explanation, we use a linear regression model to reconstruct the features in the state space with high fidelity. We show that our linear regression coefficients have not only learned the rules used to recreate the features, but have also learned the relationships that were not directly evident in the raw data. Finally, we propose a novel method to interpret the dynamics of the state space by using the principles of inverse regression and dynamical systems to locate and label a set of attractors.

Explore related subjects

cs.LGcs.AI

Keep this discovery

BibTeXRIS

Charl Maree, Christian W. Omlin. 2021-09-24. Understanding Spending Behavior: Recurrent Neural Network Explanation and Interpretation. https://arxiv.org/abs/2109.11871

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

AUC Maximization from Biased Positive-unlabeled Data with Confidence

Maximizing the area under the receiver operating characteristic curve (AUC) is a standard approach to imbalanced binary classification. Although positive and negative data are required for maximizing the AUC, negative data are often difficult to collect in some real-world applications due to privacy concerns or the need for specialized expertise to annotate them. Thus, AUC maximization from positive and unlabeled (PU) data has been attracting attention. Existing methods assume that labeled positive data are unbiased samples from the true positive distribution. However, this ideal assumption is often violated in practice. In this paper, we propose a method to maximize the AUC from biased PU data. To address the bias, our key idea is to exploit {\it confidence}, i.e., the probability that an instance is positive, associated with the small number of labeled positive data. We derive an estimator of the AUC risk using biased PU data with confidence, enabling AUC maximization under such bias. We further show that the rewritten AUC risk induces a Bayes-optimal AUC ranking even when the available confidence is any strictly increasing transformation of the true posterior probability. We experimentally show the effectiveness of our method on eight real-world datasets.

cs.LG↗
arXiv2026

Measuring the Value of World-Model Updates: A Counterfactual Utility Protocol for Continual Adaptation

Continual world models must decide whether new data justify changing the model. Fixed replay schedules and prediction-error triggers specify when to update, but neither reveals the value of an individual update: one deployment run cannot show how the same model would have performed at that moment had it held its parameters. We introduce the fork ledger, which branches a deployment stream at pre-registered decision points into matched update and hold continuations under common random numbers. It evaluates both continuations on the same episodes and records $\Delta R = R_{\mathrm{update}} - R_{\mathrm{hold}}$. Always applying one fixed update mechanism lowers return on all three simulated control tasks: CartPole ($-144.0$; checkpoint-bootstrap $95\%$ CI $[-185.4,-116.1]$, against a converged return near $650$), Walker ($-82.8$; $[-101.1,-61.7]$) and Cheetah ($-18.6$; $[-29.0,-6.6]$). Divergence is an outcome of applying the update, so the estimand counts every attempted fork; restricted to the $693$ of $720$ that did not collapse, CartPole and Walker are unchanged in sign ($-113.4$ and $-82.1$) and Cheetah becomes unresolved ($-3.9$; $[-17.5,+13.0]$). The task is the unit of inference: each contributes $240$ attempted forks over five pretrained checkpoints crossed with two drift directions. The ledger makes counterfactual utility observable for a fixed mechanism, allowing triggers to be judged by the updates they select rather than by surprise detection alone.

cs.LG↗
arXiv2026

When More Is Not Better: Component Anti-Synergy in a P300 Speller

P300 brain-computer interface (BCI) spellers can provide hands-free communication for people with severe motor impairments. Modern pipelines combine multiple individually promising components, often assuming that 'more-is-better'. We tested this assumption using a four-component full-factorial experiment varying the inclusion of Euclidean Alignment (EA), xDAWN spatial filtering, subject calibration, and language model priors on a public P300 dataset. Performance was evaluated using accuracy, repetitions, and information transfer rate (ITR) with mixed-effects models. Results show that the value of components is conditional rather than additive. Calibration was the strongest singular contributor, while EA compensated for its absence in zero-calibration settings. Adding independently useful components could also reduce performance, revealing component anti-synergy. Contrary to conventional wisdom, LM support was not universally beneficial: its effect depends strongly on the strength of the underlying EEG pipeline, while results from a larger LM showed a similar pattern. Together, these findings challenge maximal 'all-on' pipeline design and highlight the value of selecting spatial and language-support components according to the quality of available EEG evidence.

cs.LG↗