arXiv subjects

Marvin N. Wright

Publications and source records attributed to Marvin N. Wright.

At least 19 recordsLinked to original sources

arXiv2026

LiD-GLM: Lipschitz-constrained Deep Generalized Linear Models

The combination of traditional statistical models and neural network (NN) components into semi-structured hybrid models is an intriguing approach to construct models that, ideally, combine traditional interpretability with the unprecedented flexibility of NNs. In order to preserve interpretability, it is usually necessary to restrict the NN components to prevent them from dominating the model. However, existing methods that enforce structural constraints on their NN components severely limit their models' flexibility; in contrast, methods that only enforce weak, indirect constraints lose meaningful interpretability. The method we propose therefore leverages invertible residual neural networks (i-ResNets) to equip generalized linear models with both nonlinear parameter estimation and a flexible correction of their distributional assumptions while always retaining stochastic monotonicity of the modeled distribution in the (formerly linear) predictor. The i-ResNets correspond to a controlled deviation from identity and by constraining their Lipschitz constant one can rigorously limit and quantify how far the hybrid model deviates from its traditional counterpart. This enables a user-specifiable compromise between flexibility and interpretability without limiting the structure of nonlinear and interaction effects that can be learned. Furthermore, we develop specific inherent interpretation techniques for our model and enforce model identifiability through an adapted post-hoc orthogonalization.

stat.ML↗

arXiv2026

A Hilbert-Valued Functional Decomposition Framework for Explaining Time-Dependent Outputs

Feature-based explanations quantify features' influence on model predictions, but are primarily designed for scalar outputs. In many applications, however, outputs are functional or multivariate, such as time-dependent trajectories in demand forecasting. Consequently, existing approaches typically explain each output location independently, ignoring dependencies across the output components. We address this limitation by developing a unified framework for feature-based explanations of time-dependent outputs. Specifically, we generalize functional decomposition to Hilbert-valued prediction functions and extend an existing feature-based explanation framework to this setting. Our framework introduces kernel-based output representations that enable time-dependency-aware explanations at multiple levels of temporal granularity, including time-specific, time-resolved, and time-aggregated, while providing a unified view in which existing methods arise as special cases. We validate our framework on synthetic and real-world data, including intraday financial market volatility prediction and energy demand forecasting.

stat.ML↗

arXiv2026

xMICD: Explainable Representation of Multiple ICD Codes

Electronic Health Records (EHRs) are widely used for clinical risk prediction using machine learning. International Classification of Diseases (ICD) codes provide structured information about patient diagnoses, but representing them effectively remains challenging. Existing approaches often face a trade-off between predictive performance and interpretability: grouping-based representations are interpretable but may lose information, while embedding-based representations achieve strong predictive performance but are difficult to interpret. We propose Explainable Representation of Multiple ICD Codes (xMICD), a method for constructing low-dimensional patient representations from sets of ICD codes. xMICD combines clinically meaningful diagnostic groupings with similarity in a pre-trained ICD embedding space. Instead of using binary group membership, the method assigns codes to groups via similarity-based relative assignments, yielding features that reflect how closely a patient's diagnoses align with each clinical group. Experiments on large-scale EHR datasets demonstrate that xMICD achieves predictive performance comparable to embedding-based representations such as ICD2Vec across multiple clinical prediction tasks. At the same time, the resulting features remain clinically interpretable because each dimension corresponds to a recognizable diagnostic group. xMICD therefore provides a practical way to integrate embedding-based semantic relationships into interpretable clinical feature spaces for machine learning models.

cs.LG↗

arXiv2026

Can synthetic data reproduce real-world findings in epidemiology? A replication study using adversarial random forests

Synthetic data holds substantial potential to address practical challenges in epidemiology due to restricted data access and privacy concerns. However, many current methods suffer from limited quality, high computational demands, and complexity for non-experts. Furthermore, common evaluation strategies for synthetic data often fail to directly reflect statistical utility and measure privacy risks sufficiently. Against this background, a critical underexplored question is whether synthetic data can reliably reproduce key findings from epidemiological research while preserving privacy. We propose adversarial random forests (ARF) as an efficient and convenient method for synthesizing tabular epidemiological data. To evaluate its performance, we replicated statistical analyses from six epidemiological publications covering blood pressure, anthropometry, myocardial infarction, accelerometry, loneliness, and diabetes, from the German National Cohort (NAKO Gesundheitsstudie), the Bremen STEMI Registry U45 Study, and the Guelph Family Health Study. We further assessed how dataset dimensionality and variable complexity affect the quality of synthetic data, and contextualized ARF's performance by comparison with commonly used tabular data synthesizers in terms of utility, privacy, generalisation, and runtime. Across all replicated studies, results on ARF-generated synthetic data consistently aligned with original findings. Even for datasets with relatively low sample size-to-dimensionality ratios, replication outcomes closely matched the original results across descriptive and inferential analyses. Reduced dimensionality and variable complexity further enhanced synthesis quality. ARF demonstrated favourable performance regarding utility, privacy preservation, and generalisation relative to other synthesizers and superior computational efficiency.

q-bio.QM↗

arXiv2026

Multimodal synthesis of MRI and tabular data with diffusion in a joint latent space via cross-attention

We propose a multimodal latent diffusion model that jointly synthesizes volumetric magnetic resonance imaging (MRI) and tabular clinical data within a shared latent space via cross-attention. This approach enables coherent joint representation learning of MRI and tabular modalities for generative modeling. Our model utilizes a variational autoencoder to fuse the two modalities before diffusion-based synthesis, allowing modality-appropriate reconstruction with separate decoders for MRI and tabular data. We evaluated the framework on data from the German National Cohort (NAKO Gesundheitsstudie), comprising over 10,000 participants with MRI scans and clinical tabular features such as age, sex, body measurements, and ethnicity. The generated MRI volumes exhibited anatomical plausibility and body composition consistent with the synthesized tabular attributes. Quantitative evaluation using Fréchet distance and precision-recall metrics confirmed high-fidelity image generation. In the tabular modality, our model outperformed CTGAN across standard evaluation metrics and achieved results comparable to TVAE, demonstrating competitive performance relative to established unimodal baselines. This work is, to our knowledge, the first to demonstrate the feasibility of jointly modeling MRI and mixed-type tabular data in a single latent diffusion framework, offering a proof-of-concept for generating coherent synthetic multimodal patient data and aligning with the broader goal of developing digital twins in healthcare.

eess.IV↗

arXiv2026

Improving post-operative discharge destination prediction of geriatric patients with generative data augmentation

Data scarcity challenges the development and implementation of innovative healthcare solutions. In geriatrics, fall-related injuries are a major cause of hospitalization, functional decline, and mortality in older adults. Optimizing post-operative discharge planning can mitigate these outcomes, but limited data hinders predictive model development. Here, we explored generative machine learning approaches to augment data from the SURGE-Ahead project (Supporting SURgery with Geriatric Co-Management and AI), an initiative addressing geriatric perioperative care. Data from the German geriatric trauma register (AltersTraumaZentrum; ATZ) were incorporated using two strategies: (i) combining SURGE-Ahead and ATZ register data with imputation (ComImp) and (ii) generating synthetic data from SURGE-Ahead alone or combined SURGE-Ahead and the ATZ register datasets with Adversarial random forests (ARF). Predictive models, including multinomial logistic regression, random forest, and a prior-fitted transformer (TabPFN), were trained and evaluated using standard performance metrics: accuracy, area under the receiver operating characteristic curve (ROC AUC), Brier score, and the logistic loss. Random forest and TabPFN performed well (accuracy around 0.84 and AUC around 0.94) and were largely unaffected by augmentation. Logistic regression benefited from augmented data, with predictive performance improving from 0.70 to 0.81 for accuracy and 0.85 to 0.92 for AUC. These results highlight generative data augmentation as a viable approach to enhance simpler predictive models in geriatric care and emphasize the importance of method selection when addressing data scarcity in heterogeneous clinical populations.

stat.AP↗

arXiv2026

xplainfi: Feature Importance and Statistical Inference for Machine Learning in R

We introduce xplainfi, an R package built on top of the mlr3 ecosystem for global, loss-based feature importance methods for machine learning models. Various feature importance methods exist in R, but significant gaps remain, particularly regarding conditional importance methods and associated statistical inference procedures. The package implements permutation feature importance, conditional feature importance, relative feature importance, leave-one-covariate-out, and generalizations thereof, and both marginal and conditional Shapley additive global importance methods. It provides a modular conditional sampling architecture based on Gaussian distributions, adversarial random forests, conditional inference trees, and knockoff-based samplers, which enable conditional importance analysis for continuous and mixed data. Statistical inference is available through multiple approaches, including variance-corrected confidence intervals and the conditional predictive impact framework. We demonstrate that xplainfi produces importance scores consistent with existing implementations across multiple simulation settings and learner types, while offering competitive runtime performance. The package is available on CRAN and provides researchers and practitioners with a comprehensive toolkit for feature importance analysis and model interpretation in R.

cs.LG↗

arXiv2026

A Large-Scale Neutral Comparison Study of Survival Models on Low-Dimensional Data

This work presents the first large-scale neutral benchmark experiment focused on single-event, right-censored, low-dimensional survival data. Benchmark experiments are essential in methodological research to scientifically compare new and existing model classes through proper empirical evaluation. Existing benchmarks in the survival literature are smaller in scale regarding the number of used datasets and extent of empirical evaluation. They often lack appropriate tuning or evaluation procedures, while other comparison studies focus on qualitative reviews rather than quantitative comparisons. This comprehensive study aims to fill the gap by neutrally evaluating a broad range of methods and providing generalizable guidelines for practitioners. We benchmark 19 models, ranging from classical statistical approaches to many common machine learning methods, on 34 publicly available datasets. The benchmark tunes models using both a discrimination measure (Harrell's C-index) and a scoring rule (Integrated Survival Brier Score), and evaluates them across six metrics covering discrimination, calibration, and overall predictive performance. Despite superior average ranks in overall predictive performance from individual learners like oblique random survival forests and likelihood-based boosting, and better discrimination rankings from multiple boosting- and tree-based methods as well as parametric survival models, no method significantly outperforms the commonly used Cox proportional hazards model for either tuning measure. We conclude that for predictive purposes in the standard survival analysis setting of low-dimensional, right-censored data, the Cox Proportional Hazards model remains a simple and robust method, sufficient for most practitioners. All code, data, and results are publicly available on GitHub https://github.com/slds-lmu/paper_2023_survival_benchmark

stat.ML↗

arXiv2026

Functional Decomposition and Shapley Interactions for Interpreting Survival Models

Hazard and survival functions are natural, interpretable targets in time-to-event prediction, but their inherent non-additivity fundamentally limits standard additive explanation methods. We introduce Survival Functional Decomposition (SurvFD), a principled approach for analyzing feature interactions in machine learning survival models. By decomposing higher-order effects into time-dependent and time-independent components, SurvFD offers a previously unrecognized perspective on survival explanations, explicitly characterizing when and why additive explanations fail. Building on this theoretical decomposition, we propose SurvSHAP-IQ, which extends Shapley interactions to time-indexed functions, providing a practical estimator for higher-order, time-dependent interactions. Together, SurvFD and SurvSHAP-IQ establish an interaction- and time-aware interpretability approach for survival modeling, with broad applicability across time-to-event prediction tasks.

stat.ML↗

arXiv2026

Machine Learning in Epidemiology

In the age of digital epidemiology, epidemiologists are faced by an increasing amount of data of growing complexity and dimensionality. Machine learning is a set of powerful tools that can help to analyze such enormous amounts of data. This chapter lays the methodological foundations for successfully applying machine learning in epidemiology. It covers the principles of supervised and unsupervised learning and discusses the most important machine learning methods. Strategies for model evaluation and hyperparameter optimization are developed and interpretable machine learning is introduced. All these theoretical parts are accompanied by code examples in R, where an example dataset on heart disease is used throughout the chapter.

stat.ML↗

arXiv2026

GRANITE: A Generalized Regional Framework for Identifying Agreement in Feature-Based Explanations

Feature-based explanation methods aim to quantify how features influence the model's behavior, either locally or globally, but different methods often disagree, producing conflicting explanations. This disagreement arises primarily from two sources: how feature interactions are handled and how feature dependencies are incorporated. We propose GRANITE, a generalized regional explanation framework that partitions the feature space into regions where interaction and distribution influences are minimized. This approach aligns different explanation methods, yielding more consistent and interpretable explanations. GRANITE unifies existing regional approaches, extends them to feature groups, and introduces a recursive partitioning algorithm to estimate such regions. We demonstrate its effectiveness on real-world datasets, providing a practical tool for consistent and interpretable feature explanations.

stat.ML↗

arXiv2025

Imputation Uncertainty in Interpretable Machine Learning Methods

In real data, missing values occur frequently, which affects the interpretation with interpretable machine learning (IML) methods. Recent work considers bias and shows that model explanations may differ between imputation methods, while ignoring additional imputation uncertainty and its influence on variance and confidence intervals. We therefore compare the effects of different imputation methods on the confidence interval coverage probabilities of the IML methods permutation feature importance, partial dependence plots and Shapley values. We show that single imputation leads to underestimation of variance and that, in most cases, only multiple imputation is close to nominal coverage.

stat.ML↗

arXiv2025

Missing value imputation with adversarial random forests -- MissARF

Handling missing values is a common challenge in biostatistical analyses, typically addressed by imputation methods. We propose a novel, fast, and easy-to-use imputation method called missing value imputation with adversarial random forests (MissARF), based on generative machine learning, that provides both single and multiple imputation. MissARF employs adversarial random forest (ARF) for density estimation and data synthesis. To impute a missing value of an observation, we condition on the non-missing values and sample from the estimated conditional distribution generated by ARF. Our experiments demonstrate that MissARF performs comparably to state-of-the-art single and multiple imputation methods in terms of imputation quality and fast runtime with no additional costs for multiple imputation.

stat.ML↗

arXiv2025

Fast Estimation of Partial Dependence Functions using Trees

Many existing interpretation methods are based on Partial Dependence (PD) functions that, for a pre-trained machine learning model, capture how a subset of the features affects the predictions by averaging over the remaining features. Notable methods include Shapley additive explanations (SHAP) which computes feature contributions based on a game theoretical interpretation and PD plots (i.e., 1-dim PD functions) that capture average marginal main effects. Recent work has connected these approaches using a functional decomposition and argues that SHAP values can be misleading since they merge main and interaction effects into a single local effect. However, a major advantage of SHAP compared to other PD-based interpretations has been the availability of fast estimation techniques, such as \texttt{TreeSHAP}. In this paper, we propose a new tree-based estimator, \texttt{FastPD}, which efficiently estimates arbitrary PD functions. We show that \texttt{FastPD} consistently estimates the desired population quantity -- in contrast to path-dependent \texttt{TreeSHAP} which is inconsistent when features are correlated. For moderately deep trees, \texttt{FastPD} improves the complexity of existing methods from quadratic to linear in the number of observations. By estimating PD functions for arbitrary feature subsets, \texttt{FastPD} can be used to extract PD-based interpretations such as SHAP, PD plots and higher-order interaction effects.

cs.LG↗

arXiv2025

Gradient-based Explanations for Deep Learning Survival Models

Deep learning survival models often outperform classical methods in time-to-event predictions, particularly in personalized medicine, but their "black box" nature hinders broader adoption. We propose a framework for gradient-based explanation methods tailored to survival neural networks, extending their use beyond regression and classification. We analyze the implications of their theoretical assumptions for time-dependent explanations in the survival setting and propose effective visualizations incorporating the temporal dimension. Experiments on synthetic data show that gradient-based methods capture the magnitude and direction of local and global feature effects, including time dependencies. We introduce GradSHAP(t), a gradient-based counterpart to SurvSHAP(t), which outperforms SurvSHAP(t) and SurvLIME in a computational speed vs. accuracy trade-off. Finally, we apply these methods to medical data with multi-modal inputs, revealing relevant tabular features and visual patterns, as well as their temporal dynamics.

stat.ML↗

arXiv2025

Conditional Feature Importance with Generative Modeling Using Adversarial Random Forests

This paper proposes a method for measuring conditional feature importance via generative modeling. In explainable artificial intelligence (XAI), conditional feature importance assesses the impact of a feature on a prediction model's performance given the information of other features. Model-agnostic post hoc methods to do so typically evaluate changes in the predictive performance under on-manifold feature value manipulations. Such procedures require creating feature values that respect conditional feature distributions, which can be challenging in practice. Recent advancements in generative modeling can facilitate this. For tabular data, which may consist of both categorical and continuous features, the adversarial random forest (ARF) stands out as a generative model that can generate on-manifold data points without requiring intensive tuning efforts or computational resources, making it a promising candidate model for subroutines in XAI methods. This paper proposes cARFi (conditional ARF feature importance), a method for measuring conditional feature importance through feature values sampled from ARF-estimated conditional distributions. cARFi requires only little tuning to yield robust importance scores that can flexibly adapt for conditional or marginal notions of feature importance, including straightforward extensions to condition on feature subsets and allows for inferring the significance of feature importances through statistical tests.

stat.ML↗

arXiv2024

Decomposing Global Feature Effects Based on Feature Interactions

Global feature effect methods, such as partial dependence plots, provide an intelligible visualization of the expected marginal feature effect. However, such global feature effect methods can be misleading, as they do not represent local feature effects of single observations well when feature interactions are present. We formally introduce generalized additive decomposition of global effects (GADGET), which is a new framework based on recursive partitioning to find interpretable regions in the feature space such that the interaction-related heterogeneity of local feature effects is minimized. We provide a mathematical foundation of the framework and show that it is applicable to the most popular methods to visualize marginal feature effects, namely partial dependence, accumulated local effects, and Shapley additive explanations (SHAP) dependence. Furthermore, we introduce and validate a new permutation-based interaction detection procedure that is applicable to any feature effect method that fits into our proposed framework. We empirically evaluate the theoretical characteristics of the proposed methods based on various feature effect methods in different experimental settings. Moreover, we apply our introduced methodology to three real-world examples to showcase their usefulness.

stat.ML↗

arXiv2024

Interpretable Machine Learning for Survival Analysis

With the spread and rapid advancement of black box machine learning models, the field of interpretable machine learning (IML) or explainable artificial intelligence (XAI) has become increasingly important over the last decade. This is particularly relevant for survival analysis, where the adoption of IML techniques promotes transparency, accountability and fairness in sensitive areas, such as clinical decision making processes, the development of targeted therapies, interventions or in other medical or healthcare related contexts. More specifically, explainability can uncover a survival model's potential biases and limitations and provide more mathematically sound ways to understand how and which features are influential for prediction or constitute risk factors. However, the lack of readily available IML methods may have deterred medical practitioners and policy makers in public health from leveraging the full potential of machine learning for predicting time-to-event data. We present a comprehensive review of the limited existing amount of work on IML methods for survival analysis within the context of the general IML taxonomy. In addition, we formally detail how commonly used IML methods, such as such as individual conditional expectation (ICE), partial dependence plots (PDP), accumulated local effects (ALE), different feature importance measures or Friedman's H-interaction statistics can be adapted to survival outcomes. An application of several IML methods to real data on data on under-5 year mortality of Ghanaian children from the Demographic and Health Surveys (DHS) Program serves as a tutorial or guide for researchers, on how to utilize the techniques in practice to facilitate understanding of model decisions or predictions.

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