Related papers: Lasso type classifiers with a reject option

Class imbalance poses a significant challenge to supervised classification, particularly in critical domains like medical diagnostics and anomaly detection where minority class instances are rare. While numerous studies have explored…

The partially linear binary choice model can be used for estimating structural equations where nonlinearity may appear due to diminishing marginal returns, different life cycle regimes, or hectic physical phenomena. The inference procedure…

Many evaluation methods exist, each for a particular prediction task, and there are a number of prediction tasks commonly performed including classification and regression. In binarised regression, binary decisions are generated from a…

We build penalized least-squares estimators using the slope heuristic and resampling penalties. We prove oracle inequalities for the selected estimator with leading constant asymptotically equal to 1. We compare the practical performances…

Classification with abstention has gained a lot of attention in recent years as it allows to incorporate human decision-makers in the process. Yet, abstention can potentially amplify disparities and lead to discriminatory predictions. The…

In the causal adjustment setting, variable selection techniques based on one of either the outcome or treatment allocation model can result in the omission of confounders, which leads to bias, or the inclusion of spurious variables, which…

In this note, we consider the problem of aggregation of estimators in order to denoise a signal. The main contribution is a short proof of the fact that the exponentially weighted aggregate satisfies a sharp oracle inequality. While this…

We study a set of regularization methods for high-dimensional linear regression models. These penalized estimators have the square root of the residual sum of squared errors as loss function, and any weakly decomposable norm as penalty…

Binary classifiers trained on a certain proportion of positive items introduce a bias when applied to data sets with different proportions of positive items. Most solutions for dealing with this issue assume that some information on the…

This paper studies estimation and inference of heterogeneous peer effects featuring group fixed effects and slope heterogeneity under latent structure. We adapt the Classifier-Lasso algorithm to consistently discover latent structures and…

In this paper, we propose a novel method to select significant variables and estimate the corresponding coefficients in multiple-index models with a group structure. All existing approaches for single-index models cannot be extended…

This paper proposes the use of causal modeling to detect and mitigate algorithmic bias that is nonlinear in the protected attribute. We provide a general overview of our approach. We use the German Credit data set, which is available for…

Recent work has unveiled a theory for reasoning about the decisions made by binary classifiers: a classifier describes a Boolean function, and the reasons behind an instance being classified as positive are the prime-implicants of the…

We consider the problem of adaptation to the margin in binary classification. We suggest a penalized empirical risk minimization classifier that adaptively attains, up to a logarithmic factor, fast optimal rates of convergence for the…

We consider a standard binary classification problem. The performance of any binary classifier based on the training data is characterized by the excess risk. We study Bahadur's type exponential bounds on the minimax accuracy confidence…

Assessing the fairness of a decision making system with respect to a protected class, such as gender or race, is challenging when class membership labels are unavailable. Probabilistic models for predicting the protected class based on…

We present a systematic approach for achieving fairness in a binary classification setting. While we focus on two well-known quantitative definitions of fairness, our approach encompasses many other previously studied definitions as special…

We consider the nonparametric regression and the classification problems for $\psi$-weakly dependent processes. This weak dependence structure is more general than conditions such as, mixing, association, $\ldots$. A penalized estimation…

The Lasso has been widely used as a method for variable selection, valued for its simplicity and empirical performance. However, Lasso's selection stability deteriorates in the presence of correlated predictors. Several approaches have been…

How can one meaningfully make a measurement, if the meter does not conform to any standard and its scale expands or shrinks depending on what is measured? In the present work it is argued that current evaluation practices for…