Related papers: Threshold Choice Methods: the Missing Link
In many practical parameter estimation problems, such as coefficient estimation of polynomial regression, the true model is unknown and thus, a model selection step is performed prior to estimation. The data-based model selection step…
Binary classification involves predicting the label of an instance based on whether the model score for the positive class exceeds a threshold chosen based on the application requirements (e.g., maximizing recall for a precision bound).…
In data mining, when binary prediction rules are used to predict a binary outcome, many performance measures are used in a vast array of literature for the purposes of evaluation and comparison. Some examples include classification…
Modern foundation models rely heavily on using scaling laws to guide crucial training decisions. Researchers often extrapolate the optimal architecture and hyper parameters settings from smaller training runs by describing the relationship…
Score matching is a vital tool for learning the distribution of data with applications across many areas including diffusion processes, energy based modelling, and graphical model estimation. Despite all these applications, little work…
In the classification of a class imbalance dataset, the performance measure used for the model selection and comparison to competing methods is a major issue. In order to overcome this problem several performance measures are defined and…
Many real-world optimization problems contain parameters that are unknown before deployment time, either due to stochasticity or to lack of information (e.g., demand or travel times in delivery problems). A common strategy in such cases is…
Prediction models are often employed in estimating parameters of optimization models. Despite the fact that in an end-to-end view, the real goal is to achieve good optimization performance, the prediction performance is measured on its own.…
Despite continued efforts to improve classification accuracy, it has been reported that offline accuracy is a poor indicator of the usability of pattern recognition-based myoelectric control. One potential source of this disparity is the…
There exist a wide range of single number metrics for assessing performance of classification algorithms, including AUC and the F1-score (Wikipedia lists 17 such metrics, with 27 different names). In this article, I propose a new metric to…
Due to the well-known computational showstopper of the exact Maximum Likelihood Estimation (MLE) for large geospatial observations, a variety of approximation methods have been proposed in the literature, which usually require tuning…
Prediction algorithms that quantify the expected benefit of a given treatment conditional on patient characteristics can critically inform medical decisions. Quantifying the performance of treatment benefit prediction algorithms is an…
Schema matching is a core data integration task, focusing on identifying correspondences among attributes of multiple schemata. Numerous algorithmic approaches were suggested for schema matching over the years, aiming at solving the task…
Real-world scenarios frequently involve multi-objective data-driven optimization problems, characterized by unknown problem coefficients and multiple conflicting objectives. Traditional two-stage methods independently apply a machine…
Motivated by the desire to understand stochastic algorithms for nonconvex optimization that are robust to their hyperparameter choices, we analyze a mini-batched prox-linear iterative algorithm for the problem of recovering an unknown…
In policy learning, the goal is typically to optimize a primary performance metric, but other subsidiary metrics often also warrant attention. This paper presents two strategies for evaluating these subsidiary metrics under a policy that is…
Recently, several authors have advocated the use of rule learning algorithms to model multi-label data, as rules are interpretable and can be comprehended, analyzed, or qualitatively evaluated by domain experts. Many rule learning…
Learning systems match predicted scores to observations over some domain. Often, it is critical to produce accurate predictions in some subset (or region) of the domain, yet less important to accurately predict in other regions. We…
We present a framework and analysis of consistent binary classification for complex and non-decomposable performance metrics such as the F-measure and the Jaccard measure. The proposed framework is general, as it applies to both batch and…
A key trait of stochastic optimizers is that multiple runs of the same optimizer in attempting to solve the same problem can produce different results. As a result, their performance is evaluated over several repeats, or runs, on the…