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Channel-wise Influence: Estimating Data Influence for Multivariate Time Series

Channel-wise Influence: Estimating Data Influence for Multivariate Time Series

The influence function, a technique from robust statistics, measures the impact on model parameters or related functions when training data is removed or modified. This effective and valuable post-hoc method allows for studying the interpretability of machine learning models without requiring costly model retraining. It would provide extensions like increasing …