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Learning under one-sided feedback (i.e., where we only observe the labels for examples we predicted positively on) is a fundamental problem in machine learning -- applications include lending and recommendation systems. Despite this, there…

Machine Learning · Computer Science 2020-10-14 Heinrich Jiang , Qijia Jiang , Aldo Pacchiano

Reference classes in healthcare establish healthy norms, such as pediatric growth charts of height and weight, and are used to chart deviations from these norms which represent potential clinical risk. How the demographics of the reference…

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…

Numerical Analysis · Mathematics 2016-02-17 Philipp Hennig , Michael A Osborne , Mark Girolami

Accurate software cost and schedule estimation are essential for software project success. Often it referred to as the "black art" because of its complexity and uncertainty, software estimation is not as difficult or puzzling as people…

Software Engineering · Computer Science 2012-01-16 Kardile Vilas Vasantrao

This paper addresses the challenge of model uncertainty in quantitative finance, where decisions in portfolio allocation, derivative pricing, and risk management rely on estimating stochastic models from limited data. In practice, the…

Computational Finance · Quantitative Finance 2025-06-10 Hans Buehler , Blanka Horvath , Yannick Limmer , Thorsten Schmidt

Modeling the purposeful behavior of imperfect agents from a small number of observations is a challenging task. When restricted to the single-agent decision-theoretic setting, inverse optimal control techniques assume that observed behavior…

Computer Science and Game Theory · Computer Science 2015-03-19 Kevin Waugh , Brian D. Ziebart , J. Andrew Bagnell

The difference between a model forecast and actual observations is called forecast bias. This bias is due to either incomplete model assumptions and/or poorly known parameter values and initial/boundary conditions. In this paper we discuss…

Computational Engineering, Finance, and Science · Computer Science 2010-11-09 Sean Crowell , S. Lakshmivarahan

Risk scores are simple classification models that let users make quick risk predictions by adding and subtracting a few small numbers. These models are widely used in medicine and criminal justice, but are difficult to learn from data…

Machine Learning · Statistics 2020-10-21 Berk Ustun , Cynthia Rudin

In many areas of engineering and sciences, decision rules and control strategies are usually designed based on nominal values of relevant system parameters. To ensure that a control strategy or decision rule will work properly when the…

Probability · Mathematics 2020-06-16 Xinjia Chen

Despite the power of deep neural networks for a wide range of tasks, an overconfident prediction issue has limited their practical use in many safety-critical applications. Many recent works have been proposed to mitigate this issue, but…

Machine Learning · Computer Science 2020-08-14 Jooyoung Moon , Jihyo Kim , Younghak Shin , Sangheum Hwang

When data are right-censored, i.e. some outcomes are missing due to a limited period of observation, survival analysis can compute the "time to event". Multiple classes of outcomes lead to a classification variant: predicting the most…

Artificial Intelligence · Computer Science 2024-06-21 Julie Alberge , Vincent Maladière , Olivier Grisel , Judith Abécassis , Gaël Varoquaux

\noindent Randomized nomination sampling (RNS) is a rank-based sampling technique which has been shown to be effective in several nonparametric studies involving environmental and ecological applications. In this paper, we investigate…

Methodology · Statistics 2015-12-18 Mohammad Nourmohammadi , Mohammad Jafari Jozani , Brad Johnson

Link prediction is a popular research area with important applications in a variety of disciplines, including biology, social science, security, and medicine. The fundamental requirement of link prediction is the accurate and effective…

Information Retrieval · Computer Science 2015-05-18 Yang Yang , Ryan N. Lichtenwalter , Nitesh V. Chawla

Some risks have extremely high stakes. For example, a worldwide pandemic or asteroid impact could potentially kill more than a billion people. Comfortingly, scientific calculations often put very low probabilities on the occurrence of such…

Physics and Society · Physics 2008-10-31 Toby Ord , Rafaela Hillerbrand , Anders Sandberg

We consider a patient risk models which has access to patient features such as vital signs, lab values, and prior history but does not have access to a patient's diagnosis. For example, this occurs in a model deployed at intake time for…

Artificial Intelligence · Computer Science 2023-07-03 Alexander Peysakhovich , Rich Caruana , Yin Aphinyanaphongs

Many policies allocate harms or benefits that are uncertain in nature: they produce distributions over the population in which individuals have different probabilities of incurring harm or benefit. Comparing different policies thus involves…

Computers and Society · Computer Science 2021-03-11 Hoda Heidari , Solon Barocas , Jon Kleinberg , Karen Levy

Although neural networks are powerful function approximators, the underlying modelling assumptions ultimately define the likelihood and thus the hypothesis class they are parameterizing. In classification, these assumptions are minimal as…

Machine Learning · Computer Science 2021-11-24 Maria R. Cervera , Rafael Dätwyler , Francesco D'Angelo , Hamza Keurti , Benjamin F. Grewe , Christian Henning

Robust decision making involves making decisions in the presence of uncertainty and is often used in critical domains such as healthcare, supply chains, and finance. Causality plays a crucial role in decision-making as it predicts the…

Methodology · Statistics 2025-07-23 Saideep Nannapaneni , Joseph Sakaya , Kyle Caron , Pedro HM Albuquerque , Zaid Tashman

Many real-world classification problems are significantly class-imbalanced to detriment of the class of interest. The standard set of proper evaluation metrics is well-known but the usual assumption is that the test dataset imbalance equals…

Machine Learning · Computer Science 2020-04-16 Jan Brabec , Tomáš Komárek , Vojtěch Franc , Lukáš Machlica

Evaluation often aims to reduce the correctness or error characteristics of a system down to a single number, but that always involves trade-offs. Another way of dealing with this is to quote two numbers, such as Recall and Precision, or…

Machine Learning · Computer Science 2020-09-03 David M. W. Powers