Authors
David Rügamer, Chris Kolb, Cornelius Fritz, Florian Pfisterer, Philipp Kopper, Bernd Bischl, Ruolin Shen, Christina Bukas, Dominik Thalmeier, Philipp Baumann, Lucas Kook, Nadja Klein, Christian L Müller
Publication date
2021/4/6
Journal
arXiv preprint arXiv:2104.02705
Description
In this paper we describe the implementation of semi-structured deep distributional regression, a flexible framework to learn conditional distributions based on the combination of additive regression models and deep networks. Our implementation encompasses (1) a modular neural network building system based on the deep learning library \pkg{TensorFlow} for the fusion of various statistical and deep learning approaches, (2) an orthogonalization cell to allow for an interpretable combination of different subnetworks, as well as (3) pre-processing steps necessary to set up such models. The software package allows to define models in a user-friendly manner via a formula interface that is inspired by classical statistical model frameworks such as \pkg{mgcv}. The packages' modular design and functionality provides a unique resource for both scalable estimation of complex statistical models and the combination of approaches from deep learning and statistics. This allows for state-of-the-art predictive performance while simultaneously retaining the indispensable interpretability of classical statistical models.
Total citations
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Scholar articles
D Rügamer, C Kolb, C Fritz, F Pfisterer, P Kopper… - arXiv preprint arXiv:2104.02705, 2021