A supervised variational autoencoder framework for dimensionality reduction and predictive modeling in high-dimensional socioeconomic data

We introduce an estimation framework utilizing a Supervised Variational Autoencoder (SVAE) to address challenges posed by high-dimensional socioeconomic data. Unlike classical linear dimensionality reduction methods, such as PCA and Lasso regression, the proposed SVAE effectively captures complex no...

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Vydáno v:	Journal of Economy and Technology Ročník 4; s. 9 - 19
Hlavní autoři:	Xue, Pei, Li, Tianshun
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Elsevier B.V 2026 KeAi Communications Co., Ltd
Témata:	Dimensionality reduction High-dimensional data Nonlinear representation learning Predictive modeling Socioeconomic forecasting Supervised variational autoencoder Dimensionality reduction High-dimensional data Socioeconomic forecasting Predictive modeling Nonlinear representation learning Supervised variational autoencoder
ISSN:	2949-9488, 2949-9488
On-line přístup:	Získat plný text
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Popis
Shrnutí:	We introduce an estimation framework utilizing a Supervised Variational Autoencoder (SVAE) to address challenges posed by high-dimensional socioeconomic data. Unlike classical linear dimensionality reduction methods, such as PCA and Lasso regression, the proposed SVAE effectively captures complex nonlinear interactions through supervised latent representation learning. Empirical analyses using comprehensive cross-country data from the World Bank (196 countries, 1997–2023) demonstrate the SVAE framework’s superior predictive accuracy, interpretability, and robustness in forecasting GDP growth, highlighting its potential for policy evaluation and macroeconomic forecasting.
ISSN:	2949-9488 2949-9488
DOI:	10.1016/j.ject.2025.06.001