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Logistic regression with unknown sizes has many important applications in biological and medical sciences. All models about this problem in the literature are parametric ones. A semiparametric regression model is proposed. This model…

Statistics Theory · Mathematics 2007-06-13 Wei Zhang

Financial institutions obtain enormous amounts of data about user transactions and money transfers, which can be considered as a large graph dynamically changing in time. In this work, we focus on the task of predicting new interactions in…

Machine Learning · Statistics 2020-01-24 Valentina Shumovskaia , Kirill Fedyanin , Ivan Sukharev , Dmitry Berestnev , Maxim Panov

Binary classification is highly used in credit scoring in the estimation of probability of default. The validation of such predictive models is based both on rank ability, and also on calibration (i.e. how accurately the probabilities…

Econometrics · Economics 2017-10-25 Pedro G. Fonseca , Hugo D. Lopes

Transfer learning is an emerging and popular paradigm for utilizing existing knowledge from previous learning tasks to improve the performance of new ones. In this paper, we propose a novel concept of transfer risk and and analyze its…

Mathematical Finance · Quantitative Finance 2023-11-07 Haoyang Cao , Haotian Gu , Xin Guo , Mathieu Rosenbaum

Modern systems (e.g., deep neural networks, big data analytics, and compilers) are highly configurable, which means they expose different performance behavior under different configurations. The fundamental challenge is that one cannot…

Artificial Intelligence · Computer Science 2019-02-27 Mohammad Ali Javidian , Pooyan Jamshidi , Marco Valtorta

Financial sentiment analysis allows financial institutions like Banks and Insurance Companies to better manage the credit scoring of their customers in a better way. Financial domain uses specialized mechanisms which makes sentiment…

Computation and Language · Computer Science 2024-05-06 Tohida Rehman , Raghubir Bose , Samiran Chattopadhyay , Debarshi Kumar Sanyal

Data-driven methods -- such as machine learning and time series forecasting -- are widely used for sales forecasting in the food retail domain. However, for newly introduced products insufficient training data is available to train accurate…

Machine Learning · Computer Science 2020-05-15 Tristan Karb , Niklas Kühl , Robin Hirt , Varvara Glivici-Cotruta

Classification, a heavily-studied data-driven machine learning task, drives an increasing number of prediction systems involving critical human decisions such as loan approval and criminal risk assessment. However, classifiers often…

Machine Learning · Computer Science 2022-04-12 Maliha Tashfia Islam , Anna Fariha , Alexandra Meliou , Babak Salimi

In a standard regression problem, we have a set of explanatory variables whose effect on some response vector is modeled. For wide binary data, such as genetic marker data, we often have two limitations. First, we have more parameters than…

Methodology · Statistics 2021-09-20 Katharina Parry , Leo N. Geppert , Alexander Munteanu , Katja Ickstadt

We propose a transfer learning method that utilizes data representations in a semiparametric regression model. Our aim is to perform statistical inference on the parameter of primary interest in the target model while accounting for…

Methodology · Statistics 2024-06-21 Baihua He , Huihang Liu , Xinyu Zhang , Jian Huang

Machine Learning techniques have become pervasive across a range of different applications, and are now widely used in areas as disparate as recidivism prediction, consumer credit-risk analysis and insurance pricing. The prevalence of…

Machine Learning · Computer Science 2020-01-14 Michael Varley , Vaishak Belle

Logistic regression is widely used in many areas of knowledge. Several works compare the performance of lasso and maximum likelihood estimation in logistic regression. However, part of these works do not perform simulation studies and the…

Methodology · Statistics 2024-04-29 Gilberto P. Alcântara Junior , Gustavo H. A. Pereira

Data-driven decision support tools play an increasingly central role in decision-making across various domains. In this work, we focus on binary classification models for predicting positive-outcome scores and deciding on resource…

Machine Learning · Computer Science 2025-04-30 Simon De Vos , Jente Van Belle , Andres Algaba , Wouter Verbeke , Sam Verboven

It is of high interest for a company to identify customers expected to bring the largest profit in the upcoming period. Knowing as much as possible about each customer is crucial for such predictions. However, their demographic data,…

Machine Learning · Computer Science 2018-03-30 Jelena Stojanovic , Djordje Gligorijevic , Zoran Obradovic

Graded labels are ubiquitous in real-world learning-to-rank applications, especially in human rated relevance data. Traditional learning-to-rank techniques aim to optimize the ranked order of documents. They typically, however, ignore…

Information Retrieval · Computer Science 2023-06-21 Le Yan , Zhen Qin , Gil Shamir , Dong Lin , Xuanhui Wang , Mike Bendersky

Training models on highly unbalanced data is admitted to be a challenging task for machine learning algorithms. Current studies on deep learning mainly focus on data sets with balanced class labels or unbalanced data, but with massive…

Machine Learning · Computer Science 2020-02-27 Louis Marceau , Lingling Qiu , Nick Vandewiele , Eric Charton

Logistic regression models are a popular and effective method to predict the probability of categorical response data. However inference for these models can become computationally prohibitive for large datasets. Here we adapt ideas from…

Methodology · Statistics 2020-08-25 Tom Whitaker , Boris Beranger , Scott A. Sisson

Ordered categorical data frequently arise in the analysis of biomedical, agricultural, and social sciences data. The logistic regression model is attractive in analyzing ordered categorical data because of its use in interpretation of a…

Applications · Statistics 2016-01-08 Ali Reza Fotouhi , Theresa Mulder

If our models are used in new or unexpected cases, do we know if they will make fair predictions? Previously, researchers developed ways to debias a model for a single problem domain. However, this is often not how models are trained and…

Machine Learning · Computer Science 2019-11-18 Candice Schumann , Xuezhi Wang , Alex Beutel , Jilin Chen , Hai Qian , Ed H. Chi

Posterior drift refers to changes in the relationship between responses and covariates while the distributions of the covariates remain unchanged. In this work, we explore functional linear regression under posterior drift with transfer…

Methodology · Statistics 2024-12-20 Xiaoyu Hu , Zhenhua Lin