Related papers: Test cost and misclassification cost trade-off usi…
We consider the problem of robust and adaptive model predictive control (MPC) of a linear system, with unknown parameters that are learned along the way (adaptive), in a critical setting where failures must be prevented (robust). This…
Positive--Unlabeled (PU) learning considers settings in which only positive and unlabeled data are available, while negatives are missing or left unlabeled. This situation is common in real applications where annotating reliable negatives…
In imbalanced multi-class classification problems, the misclassification rate as an error measure may not be a relevant choice. Several methods have been developed where the performance measure retained richer information than the mere…
We consider the problem of Cost-Aware Learning, where sampling different component functions of a finite-sum objective incurs different costs. The objective is to reach a target error while minimizing the total cost. First, we propose the…
Risk prediction models are a crucial tool in healthcare. Risk prediction models with a binary outcome (i.e., binary classification models) are often constructed using methodology which assumes the costs of different classification errors…
Abstaining classifiers have been widely used in cost-sensitive applications to avoid ambiguous classification and reduce the cost of misclassification. Previous abstaining classification models rely on cost information, such as a cost…
We investigate the parameter estimation of regression models with fixed group effects, when the group variable is missing while group related variables are available. This problem involves clustering to infer the missing group variable…
Feature importance inference is critical for the interpretability and reliability of machine learning models. There has been increasing interest in developing model-agnostic approaches to interpret any predictive model, often in the form of…
As machine learning models are increasingly being employed to make consequential decisions in real-world settings, it becomes critical to ensure that individuals who are adversely impacted (e.g., loan denied) by the predictions of these…
In binary classification framework, we are interested in making cost sensitive label predictions in the presence of uniform/symmetric label noise. We first observe that $0$-$1$ Bayes classifiers are not (uniform) noise robust in cost…
Statistical power estimation for studies with multiple model parameters is inherently a multivariate problem. Power for individual parameters of interest cannot be reliably estimated univariately since correlation and variance explained…
Acquiring and training on large-scale labeled data can be impractical due to cost constraints. Additionally, the use of small training datasets can result in considerable variability in model outcomes, overfitting, and learning of spurious…
Most existing classification methods aim to minimize the overall misclassification error rate. However, in applications such as loan default prediction, different types of errors can have varying consequences. To address this asymmetry…
Selective classification (or classification with a reject option) pairs a classifier with a selection function to determine whether or not a prediction should be accepted. This framework trades off coverage (probability of accepting a…
We introduce a framework for automatically choosing data structures to support efficient computation of analytical workloads. Our contributions are twofold. First, we introduce a novel low-level intermediate language that can express the…
Efficient probabilistic inference by variable elimination in graphical models requires an optimal elimination order. However, finding an optimal order is a challenging combinatorial optimisation problem for models with a large number of…
We consider the problem of selecting a subset of points from a dataset of $n$ unlabeled examples for labeling, with the goal of training a multiclass classifier. To address this, we build upon the regret minimization framework introduced by…
Most machine learning techniques are based upon statistical learning theory, often simplified for the sake of computing speed. This paper is focused on the uncertainty aspect of mathematical modeling in machine learning. Regression analysis…
Integrating the outputs of multiple classifiers via combiners or meta-learners has led to substantial improvements in several difficult pattern recognition problems. In the typical setting investigated till now, each classifier is trained…
We present an iterative inverse reinforcement learning algorithm to infer optimal cost functions in continuous spaces. Based on a popular maximum entropy criteria, our approach iteratively finds a weight improvement step and proposes a…