pith:ESGERUKY
Generalized Functional ANOVA in Closed-Form: A Unified View of Additive Explanations
Hilbert space methods yield an explicit Riesz basis for generalized functional ANOVA on continuous dependent inputs
arxiv:2605.18422 v1 · 2026-05-18 · stat.ML · cs.LG · math.ST · stat.TH
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Claims
By combining Hilbert space methods with the generalized functional ANOVA, we build an explicit decomposition Riesz Basis allowing to easily compute the decomposition. Our formulation recovers the classical independent case and its associated orthogonal decomposition.
The construction assumes that the input variables are continuous and that a suitable Riesz basis exists in the underlying Hilbert space so that the decomposition remains both explicit and estimable from finite samples.
Introduces a Riesz basis for explicit generalized functional ANOVA decomposition under input dependence and an associated data-driven estimation procedure.
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| First computed | 2026-05-20T00:06:00.022543Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
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