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Record W4321105135 · doi:10.3390/a16020121

Interpretation for Variational Autoencoder Used to Generate Financial Synthetic Tabular Data

2023· article· en· W4321105135 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.
fundA Canadian funder is recorded on the work.

Bibliographic record

VenueAlgorithms · 2023
Typearticle
Languageen
FieldBusiness, Management and Accounting
TopicFinTech, Crowdfunding, Digital Finance
Canadian institutionsUniversity of WaterlooRoyal Bank of CanadaUniversity of Toronto
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsAutoencoderComputer scienceSynthetic dataDomain (mathematical analysis)Interpretation (philosophy)Artificial intelligenceBlack boxSensitivity (control systems)Data miningDeep learningMachine learningMathematics

Abstract

fetched live from OpenAlex

Synthetic data, artificially generated by computer programs, has become more widely used in the financial domain to mitigate privacy concerns. Variational Autoencoder (VAE) is one of the most popular deep-learning models for generating synthetic data. However, VAE is often considered a “black box” due to its opaqueness. Although some studies have been conducted to provide explanatory insights into VAE, research focusing on explaining how the input data could influence VAE to create synthetic data, especially for tabular data, is still lacking. However, in the financial industry, most data are stored in a tabular format. This paper proposes a sensitivity-based method to assess the impact of inputted tabular data on how VAE synthesizes data. This sensitivity-based method can provide both global and local interpretations efficiently and intuitively. To test this method, a simulated dataset and three Kaggle banking tabular datasets were employed. The results confirmed the applicability of this proposed method.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.001
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesInsufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: none
GenreCandidate signal: Methods · Consensus signal: none
Teacher disagreement score0.909
Threshold uncertainty score0.999

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.001
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.001
Science and technology studies0.0000.000
Scholarly communication0.0000.001
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.001

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.059
GPT teacher head0.284
Teacher spread0.225 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it