Author

Niklas Koenen

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#machine learning Preprint Sep 2026

A Hierarchy of Entropy-Shapley Games for Multivariate Predictive Uncertainty

A hierarchy of three entropy-based Shapley games makes this output-side choice explicit for any ordered multivariate outcome, ranging from per-component marginal entropy to fully joint entropy, and establishes a chain-rule decomposition of the joint attribution and characterize the cross-component term through conditio...

Niklas Koenen, Claudia Battistin, Jeriek Van den Abeele et al. · 0 citations

Scalable Random Survival Forests via Risk Set Sampling

Across all settings, RSF models trained on approximately 25 − 40% of each risk set achieve concordance index value that are very similar from those obtained using full risk sets, while reducing training time by more than half.

Justine B. Nasejje, Niklas Koenen, Marvin N. Wright et al. · 0 citations

#machine learning Preprint Sep 2026

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

This 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.

S. Langbein, Niklas Koenen, Marvin N. Wright et al. · 0 citations

#machine learning Preprint Aug 2026

LiD-GLM: Lipschitz-constrained Deep Generalized Linear Models

The method proposed leverages invertible residual neural networks (i-ResNets) to equip generalized linear models with both nonlinear parameter estimation and a flexible correction of their distributional assumptions while always retaining stochastic monotonicity of the modeled distribution in the (formerly linear) pred...

Tom A. Splittgerber, Niklas Koenen, Marvin N. Wright et al. · 0 citations