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arXiv 2508.08080cs.LGcs.NEstat.AP

符号量化回归用于条件量化可解释性预测

Symbolic Quantile Regression for the Interpretable Prediction of Conditional Quantiles

Independent researcher(独立研究者);Vrije Universiteit Amsterdam(阿姆斯特丹自由大学)

Cas Oude Hoekstra, Floris den Hengst

AI总结:

本文提出了一种符号量化回归方法,用于预测条件量化并解释预测变量对结果的影响,通过在航空燃料使用案例中比较预测极值和中央结果的模型,展示了SQR在高风险应用中的有效性。

摘要:

符号回归(SR)是一种生成可解释或白盒预测模型的已知框架。尽管SR已被成功应用于创建结果平均值的可解释估计,但目前尚不清楚如何利用SR来估计目标变量分布其他点处变量之间的关系。例如,中位数或极值的估计提供了预测变量如何影响结果的更全面图景,并在高风险、安全关键应用领域是必要的。本文介绍了符号量化回归(SQR),一种利用SR预测条件量化的做法。在广泛的评估中,我们发现SQR在透明模型上表现优于,并且在不牺牲透明性的情况下与强大的黑盒基线模型表现相当。我们还展示了如何利用SQR通过比较预测极值和中央结果的模型来解释目标分布的差异。我们得出结论,SQR适用于预测条件量化并理解不同分位数下的有趣特征影响。

英文摘要:

Symbolic Regression (SR) is a well-established framework for generating interpretable or white-box predictive models. Although SR has been successfully applied to create interpretable estimates of the average of the outcome, it is currently not well understood how it can be used to estimate the relationship between variables at other points in the distribution of the target variable. Such estimates of e.g. the median or an extreme value provide a fuller picture of how predictive variables affect the outcome and are necessary in high-stakes, safety-critical application domains. This study introduces Symbolic Quantile Regression (SQR), an approach to predict conditional quantiles with SR. In an extensive evaluation, we find that SQR outperforms transparent models and performs comparably to a strong black-box baseline without compromising transparency. We also show how SQR can be used to explain differences in the target distribution by comparing models that predict extreme and central outcomes in an airline fuel usage case study. We conclude that SQR is suitable for predicting conditional quantiles and understanding interesting feature influences at varying quantiles.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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