Related papers: Risk Bounds for CART Classifiers under a Margin Co…
The MDL two-part coding $ \textit{index of resolvability} $ provides a finite-sample upper bound on the statistical risk of penalized likelihood estimators over countable models. However, the bound does not apply to unpenalized maximum…
Neural networks offer a computationally efficient approximation of model predictive control, but they lack guarantees on the resulting controlled system's properties. Formal certification of neural networks is crucial for ensuring safety,…
In this paper, we consider the problem of binary classification with a class of general deep convolutional neural networks, which includes fully-connected neural networks and fully convolutional neural networks as special cases. We…
We provide (high probability) bounds on the condition number of random feature matrices. In particular, we show that if the complexity ratio $\frac{N}{m}$ where $N$ is the number of neurons and $m$ is the number of data samples scales like…
Bayesian Additive Regression Trees (BART) is a nonparametric Bayesian regression technique of rising fame. It is a sum-of-decision-trees model, and is in some sense the Bayesian version of boosting. In the limit of infinite trees, it…
Causal classification models are adopted across a variety of operational business processes to predict the effect of a treatment on a categorical business outcome of interest depending on the process instance characteristics. This allows…
In classification with a reject option, the classifier is allowed in uncertain cases to abstain from prediction. The classical cost-based model of a reject option classifier requires the cost of rejection to be defined explicitly. An…
Decision trees and their ensembles are endowed with a rich set of diagnostic tools for ranking and screening variables in a predictive model. Despite the widespread use of tree based variable importance measures, pinning down their…
For the discovery of regression relationships between Y and a large set of p potential predictors x 1 , . . . , x p , the flexible nonparametric nature of BART (Bayesian Additive Regression Trees) allows for a much richer set of…
Based on decision trees, many fields have arguably made tremendous progress in recent years. In simple words, decision trees use the strategy of "divide-and-conquer" to divide the complex problem on the dependency between input features and…
Machine learning classification methods usually assume that all possible classes are sufficiently present within the training set. Due to their inherent rarities, extreme events are always under-represented and classifiers tailored for…
In humans and other animals, category learning enhances discrimination between stimuli close to the category boundary. This phenomenon, called categorical perception, was also empirically observed in artificial neural networks trained on…
Due to myriads of classes, designing accurate and efficient classifiers becomes very challenging for multi-class classification. Recent research has shown that class structure learning can greatly facilitate multi-class learning. In this…
Accuracy and interpretability of a (non-life) insurance pricing model are essential qualities to ensure fair and transparent premiums for policy-holders, that reflect their risk. In recent years, the classification and regression trees…
Existing guarantees in terms of rigorous upper bounds on the generalization error for the original random forest algorithm, one of the most frequently used machine learning methods, are unsatisfying. We discuss and evaluate various…
Random Forests (RF) and Extreme Gradient Boosting (XGBoost) are two of the most widely used and highly performing classification and regression models. They aggregate equally weighted CART trees, generated randomly in RF or sequentially in…
Estimation of individual treatment effects is commonly used as the basis for contextual decision making in fields such as healthcare, education, and economics. However, it is often sufficient for the decision maker to have estimates of…
We present a novel prior for tree topology within Bayesian Additive Regression Trees (BART) models. This approach quantifies the hypothetical loss in information and the loss due to complexity associated with choosing the wrong tree…
Current implementations of Bayesian Additive Regression Trees (BART) are based on axis-aligned decision rules that recursively partition the feature space using a single feature at a time. Several authors have demonstrated that oblique…
A general class of Bayesian lower bounds when the underlying loss function is a Bregman divergence is demonstrated. This class can be considered as an extension of the Weinstein--Weiss family of bounds for the mean squared error and relies…