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How Inverse Conditional Flows Can Serve as a Substitute for Distributional Regression

2024/05/08 by Lucas Kook, Chris Kolb, Kook, Lucas +19 · 1 citation
Computer Science · #Artificial Intelligence (cs.AI) #Computation (stat.CO) #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Statistical and Computational Modeling

paper · pdf · doi:10.48550/arxiv.2405.05429

openalex publication_date 2024/05/08 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/01

Abstract

Neural network representations of simple models, such as linear regression, are being studied increasingly to better understand the underlying principles of deep learning algorithms. However, neural representations of distributional regression models, such as the Cox model, have received little attention so far. We close this gap by proposing a framework for distributional regression using inverse flow transformations (DRIFT), which includes neural representations of the aforementioned models. We empirically demonstrate that the neural representations of models in DRIFT can serve as a substitute for their classical statistical counterparts in several applications involving continuous, ordered, time-series, and survival outcomes. We confirm that models in DRIFT empirically match the performance of several statistical methods in terms of estimation of partial effects, prediction, and aleatoric uncertainty quantification. DRIFT covers both interpretable statistical models and flexible neural networks opening up new avenues in both statistical modeling and deep learning.

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