SelectPFN: Amortized Bayesian Variable Selection for Sparse Nonlinear Regression with Prior-Data Fitted Networks
arXiv:2610.21950v1 Announce Type: new Abstract: Tabular foundation models based on prior-data fitted networks (PFNs) predict on a new data set in a single forward pass, but they cannot report which inputs their predictions depend on. We propose SelectPFN, a PFN that performs Bayesian variable selec…
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- 2026-10-16 04:00 · arXiv stat.ML
SelectPFN: Amortized Bayesian Variable Selection for Sparse Nonlinear Regression with Prior-Data Fitted Networks