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Scoring rules measure the deviation between a probabilistic forecast and reality. Strictly proper scoring rules have the property that for any forecast, the mathematical expectation of the score of a forecast p by the lights of p is…

Probability · Mathematics 2022-09-28 Alexander R. Pruss

We provide self-contained proof of a theorem relating probabilistic coherence of forecasts to their non-domination by rival forecasts with respect to any proper scoring rule. The theorem appears to be new but is closely related to results…

Machine Learning · Statistics 2016-11-15 Joel Predd , Robert Seiringer , Elliott H. Lieb , Daniel Osherson , Vincent Poor , Sanjeev Kulkarni

Predictive benchmarking, the evaluation of machine learning models based on predictive performance and competitive ranking, is a central epistemic practice in machine learning research and an increasingly prominent method for scientific…

Machine Learning · Computer Science 2025-10-28 Timo Freiesleben , Sebastian Zezulka

Scoring rules are an established way of comparing predictive performances across model classes. In the context of survival analysis, they require adaptation in order to accommodate censoring. This work investigates using scoring rules for…

Machine Learning · Computer Science 2024-11-14 Philipp Kopper , David Rügamer , Raphael Sonabend , Bernd Bischl , Andreas Bender

We construct a model of expert prediction where predictions can influence the state of the world. Under this model, we show through theoretical and numerical results that proper scoring rules can incentivize experts to manipulate the world…

Machine Learning · Computer Science 2022-07-08 Alan Chan

Rule-based explanations provide simple reasons explaining the behavior of machine learning classifiers at given points in the feature space. Several recent methods (Anchors, LORE, etc.) purport to generate rule-based explanations for…

Machine Learning · Computer Science 2023-01-24 Brett Mullins

What does it mean to say that, for example, the probability for rain tomorrow is between 20% and 30%? The theory for the evaluation of precise probabilistic forecasts is well-developed and is grounded in the key concepts of proper scoring…

Machine Learning · Computer Science 2024-10-31 Christian Fröhlich , Robert C. Williamson

Considering voting rules based on evaluation inputs rather than preference rankings modifies the paradigm of probabilistic studies of voting procedures. This article proposes several simulation models for generating evaluation-based voting…

Applications · Statistics 2024-03-18 Antoine Rolland , Jean-Baptiste Aubin , Irène Gannaz , Samuela Leoni

Probability forecasts of events are routinely used in climate predictions, in forecasting default probabilities on bank loans or in estimating the probability of a patient's positive response to treatment. Scoring rules have long been used…

Statistics Theory · Mathematics 2012-02-24 Tze Leung Lai , Shulamith T. Gross , David Bo Shen

Prediction-powered inference is a framework for performing valid statistical inference when an experimental dataset is supplemented with predictions from a machine-learning system. The framework yields simple algorithms for computing…

Machine Learning · Statistics 2023-11-10 Anastasios N. Angelopoulos , Stephen Bates , Clara Fannjiang , Michael I. Jordan , Tijana Zrnic

Though athletics statistics are abundant, it is a difficult task to quantitatively compare performances from different events of track, field, and road running in a meaningful way. There are several commonly-used methods, but each has its…

Applications · Statistics 2014-08-27 Brian Godsey

In the face of uncertainty, the need for probabilistic assessments has long been recognized in the literature on forecasting. In classification, however, comparative evaluation of classifiers often focuses on predictions specifying a single…

Methodology · Statistics 2023-05-31 Johannes Resin

Statistical learning theory provides the theoretical basis for many of today's machine learning algorithms. In this article we attempt to give a gentle, non-technical overview over the key ideas and insights of statistical learning theory.…

Machine Learning · Statistics 2008-10-28 Ulrike von Luxburg , Bernhard Schoelkopf

There is a growing need for investigating how machine learning models operate. With this work, we aim to understand trained machine learning models by questioning their data preferences. We propose a mathematical framework that allows us to…

Machine Learning · Computer Science 2025-12-22 Eren Mehmet Kıral , Nurşen Aydın , Ş. İlker Birbil

This paper discusses an approach with machine-learning probability models to evaluate the difference between good and bad data quality in a dataset. A decision tree algorithm is used to predict data quality based on no domain knowledge of…

Machine Learning · Computer Science 2020-09-16 Allen ONeill

As machine learning is increasingly used in essential systems, it is important to reduce or eliminate the incidence of serious bugs. A growing body of research has developed machine learning algorithms with formal guarantees about…

Machine Learning · Computer Science 2020-07-15 Jean-Baptiste Tristan , Joseph Tassarotti , Koundinya Vajjha , Michael L. Wick , Anindya Banerjee

Two indicators are classically used to evaluate the quality of rule-based classification systems: predictive accuracy, i.e. the system's ability to successfully reproduce learning data and coverage, i.e. the proportion of possible cases for…

Artificial Intelligence · Computer Science 2020-04-07 Nassim Dehouche

Statistical modeling plays a fundamental role in understanding the underlying mechanism of massive data (statistical inference) and predicting the future (statistical prediction). Although all models are wrong, researchers try their best to…

Methodology · Statistics 2020-06-17 Hangjin Jiang

Context: Software engineering has a problem in that when we empirically evaluate competing prediction systems we obtain conflicting results. Objective: To reduce the inconsistency amongst validation study results and provide a more formal…

Software Engineering · Computer Science 2021-01-15 Martin Shepperd , Stephen G. MacDonell

Incomplete data are common in practical applications. Most predictive machine learning models do not handle missing values so they require some preprocessing. Although many algorithms are used for data imputation, we do not understand the…

Machine Learning · Statistics 2020-07-07 Katarzyna Woźnica , Przemysław Biecek