arXiv subjects

Christian Oliva

Publications and source records attributed to Christian Oliva.

7 recordsLinked to original sources

arXiv2026

A Human-Centered Validation of the Explainability-Performance Coefficient

The rapid adoption of deep learning models in high-risk domains has intensified the need for trustworthy Explainable Artificial Intelligence (XAI). However, objectively evaluating explanation fidelity and aligning XAI metrics with human-centered understanding remain critical open challenges. In this work, we propose a model-agnostic metric, the EPC score, which is an extension of the Explainability-Performance Coefficient (EPC), that quantifies explanation quality by explicitly balancing the trade-off between feature selection sparsity and preserved model performance. Through an empirical validation across tabular, text, and image modalities, we show that the EPC score effectively uncovers operational dependencies among network activations, data dimensionality, and explainer performance. Furthermore, we validate the EPC score against independent human-based explanations, proving that higher EPC scores strongly align with human lexical sentiment judgments and spatial visual annotations.

cs.LG↗

arXiv2026

Explainability of Recurrent Neural Networks for Enhancing P300-based Brain-Computer Interfaces

Brain-Computer Interfaces (BCIs) based on P300 event-related potentials offer promising applications in health, education, and assistive technologies. However, challenges related to inter- and intra-subject variability and the explainability of Deep Learning (DL) models limit their practical deployment. In this work, we present the Post-Recurrent Module (PRM), an additional layer designed to improve both performance and transparency, incorporated into a Recurrent Neural Network (RNN) architecture for classifying P300 signals from EEG data. Our approach enables a dual analysis of spatio-temporal signals through both global and local explainability techniques, allowing us not only to identify the most relevant brain regions and critical time intervals involved in classification, but also to interpret model decisions in terms of spatio-temporal EEG patterns consistent with well-stablished neurophysiological descriptions of the P300. Experimental results show a 9\% improvement in performance over state of the art, while also revealing the importance of inter- and intra-subject variability, in alignment with established neuroscience literature. By making model decisions transparent and efficient, we present a framework for explainable EEG-based models. This framework is not limited to more efficient P300 detection, but can be generalized to a wide range of EEG-based tasks. Its ability to identify key spatial and temporal features makes it suitable for applications such as motor imagery, steady-state visual evoked potentials, and even cognitive workload assessment.

cs.LG↗

arXiv2025

Modeling Market States with Clustering and State Machines

This work introduces a new framework for modeling financial markets through an interpretable probabilistic state machine. By clustering historical returns based on momentum and risk features across multiple time horizons, we identify distinct market states that capture underlying regimes, such as expansion phase, contraction, crisis, or recovery. From a transition matrix representing the dynamics between these states, we construct a probabilistic state machine that models the temporal evolution of the market. This state machine enables the generation of a custom distribution of returns based on a mixture of Gaussian components weighted by state frequencies. We show that the proposed benchmark significantly outperforms the traditional approach in capturing key statistical properties of asset returns, including skewness and kurtosis, and our experiments across random assets and time periods confirm its robustness.

cs.CE↗

arXiv2025

Multi-objective Portfolio Optimization Via Gradient Descent

Traditional approaches to portfolio optimization, often rooted in Modern Portfolio Theory and solved via quadratic programming or evolutionary algorithms, struggle with scalability or flexibility, especially in scenarios involving complex constraints, large datasets and/or multiple conflicting objectives. To address these challenges, we introduce a benchmark framework for multi-objective portfolio optimization (MPO) using gradient descent with automatic differentiation. Our method supports any optimization objective, such as minimizing risk measures (e.g., CVaR) or maximizing Sharpe ratio, along with realistic constraints, such as tracking error limits, UCITS regulations, or asset group restrictions. We have evaluated our framework across six experimental scenarios, from single-objective setups to complex multi-objective cases, and have compared its performance against standard solvers like CVXPY and SKFOLIO. Our results show that our method achieves competitive performance while offering enhanced flexibility for modeling multiple objectives and constraints. We aim to provide a practical and extensible tool for researchers and practitioners exploring advanced portfolio optimization problems in real-world conditions.

cs.CE↗

arXiv2021

The Importance of the Current Input in Sequence Modeling

The last advances in sequence modeling are mainly based on deep learning approaches. The current state of the art involves the use of variations of the standard LSTM architecture, combined with several tricks that improve the final prediction rates of the trained neural networks. However, in some cases, these adaptations might be too much tuned to the particular problems being addressed. In this article, we show that a very simple idea, to add a direct connection between the input and the output, skipping the recurrent module, leads to an increase of the prediction accuracy in sequence modeling problems related to natural language processing. Experiments carried out on different problems show that the addition of this kind of connection to a recurrent network always improves the results, regardless of the architecture and training-specific details. When this idea is introduced into the models that lead the field, the resulting networks achieve a new state-of-the-art perplexity in language modeling problems.

cs.CL↗

arXiv2020

Stability of Internal States in Recurrent Neural Networks Trained on Regular Languages

We provide an empirical study of the stability of recurrent neural networks trained to recognize regular languages. When a small amount of noise is introduced into the activation function, the neurons in the recurrent layer tend to saturate in order to compensate the variability. In this saturated regime, analysis of the network activation shows a set of clusters that resemble discrete states in a finite state machine. We show that transitions between these states in response to input symbols are deterministic and stable. The networks display a stable behavior for arbitrarily long strings, and when random perturbations are applied to any of the states, they are able to recover and their evolution converges to the original clusters. This observation reinforces the interpretation of the networks as finite automata, with neurons or groups of neurons coding specific and meaningful input patterns.

cs.LG↗

arXiv2020

Separation of Memory and Processing in Dual Recurrent Neural Networks

We explore a neural network architecture that stacks a recurrent layer and a feedforward layer that is also connected to the input, and compare it to standard Elman and LSTM architectures in terms of accuracy and interpretability. When noise is introduced into the activation function of the recurrent units, these neurons are forced into a binary activation regime that makes the networks behave much as finite automata. The resulting models are simpler, easier to interpret and get higher accuracy on different sample problems, including the recognition of regular languages, the computation of additions in different bases and the generation of arithmetic expressions.

cs.NE↗