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Estimating Conditional Distributions with Neural Networks using R package deeptrafo

  • Contemporary empirical applications frequently require flexible regression models for complex response types and large tabular or non-tabular, including image or text, data. Classical regression models either break down under the computational load of processing such data or require additional manual feature extraction to make these problems tractable. Here, we present deeptrafo, a package for fitting flexible regression models for conditional distributions using a tensorflow backend with numerous additional processors, such as neural networks, penalties, and smoothing splines. Package deeptrafo implements deep conditional transformation models (DCTMs) for binary, ordinal, count, survival, continuous, and time series responses, potentially with uninformative censoring. Unlike other available methods, DCTMs do not assume a parametric family of distributions for the response. Further, the data analyst may trade off interpretability and flexibility by supplying custom neural network architectures and smoothers for each term in an intuitive formula interface. We demonstrate how to set up, fit, and work with DCTMs for several response types. We further showcase how to construct ensembles of these models, evaluate models using inbuilt cross-validation, and use other convenience functions for DCTMs in several applications. Lastly, we discuss DCTMs in light of other approaches to regression with non-tabular data.

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Author:Lucas KookORCiD, Philipp F. M. Baumann, Oliver DürrORCiDGND, Beate SickORCiDGND, David Rügamer
Document Type:Preprint
Year of Publication:2023
Release Date:2023/09/13
Tag:Deep learning; Distributional regression; Neural networks; Transformation models
Edition:Version 2
Page Number:30
Open Access?:Ja
Licence (German):License LogoCreative Commons - CC BY - Namensnennung 4.0 International