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

arxiv.org/abs/2609.11295

quality89

Updated 3 h ago · first seen 11 Sept 2026

paper_01M294FQTFGXCSF2Q3290XD0JZ

Published
11 Sept 2026
T1 · 3 h ago
arXiv
2609.11295
T1 · 3 h ago
Category
stat.ML
T1 · 3 h ago

Abstract

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.

Authors 4

Sophie Hanna Langbein, Niklas Koenen, Marvin N. Wright, Julia Herbinger

Specification

Official page

Source:arXiv (Atom API + RSS)T1observed 3 h agohigh

Arxiv announce type
cross

Source:arXiv (Atom API + RSS)T1observed 3 h agohigh

arXiv id
2609.11295

Source:arXiv (Atom API + RSS)T1observed 3 h agohigh

Categories
stat.ML, cs.LG

Source:arXiv (Atom API + RSS)T1observed 3 h agohigh

PDF

Source:arXiv (Atom API + RSS)T1observed 3 h agohigh

Primary category
stat.ML

Source:arXiv (Atom API + RSS)T1observed 3 h agohigh

Published
11 Sept 2026

Source:arXiv (Atom API + RSS)T1observed 3 h agohigh

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Provenance

Attributed facts

9

Source tiers

T19

Freshest observation

3 h ago

Conflicts

None