Measuring Learned Monotone Temporal Aggregation at Matched Admissibility

arXiv:2610.05196 · cs.LG, q-fin.RM, stat.ML · Submitted 2026-10-04 · Read on arXiv

cs.LG, q-fin.RM, stat.ML

Submitted: 2026-10-04

Updated: 2026-10-08

Comments: 55 pages. Companion to arXiv:2610.08869

License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/

Terminology

• Admissibility — 1× in this paper · explained in 2 episodes
• Aggregation — 1× in this paper

Sources

• InterpretML: A Unified Framework for Machine Learning Interpretability
• Learned Monotone Recurrent Features in Governed Credit Scoring: The Price of the Frame and the Necessity of Macro Conditioning

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