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In many classification settings, the class of primary interest is underrepresented, leading to imbalanced data problems that arise in applications such as rare disease detection and fraud identification. In these contexts, identifying a…
Credit scoring is vital in the financial industry, assessing the risk of lending to credit card applicants. Traditional credit scoring methods face challenges with large datasets and data imbalance between creditworthy and non-creditworthy…
Training large-scale mixture of experts models efficiently on modern hardware requires assigning datapoints in a batch to different experts, each with a limited capacity. Recently proposed assignment procedures lack a probabilistic…
Bayesian Additive Regression Trees(BART) is a Bayesian nonparametric approach which has been shown to be competitive with the best modern predictive methods such as random forest and Gradient Boosting Decision Tree.The sum of trees…
Training on class-imbalanced data usually results in biased models that tend to predict samples into the majority classes, which is a common and notorious problem. From the perspective of energy-based model, we demonstrate that the free…
Deep neural network models have demonstrated their effectiveness in classifying multi-label data from various domains. Typically, they employ a training mode that combines mini-batches with optimizers, where each sample is randomly selected…
One prominent method of evaluating machine learning model trustworthiness is the notion of calibration. In the binary outcome setting, a probabilistic predictor is calibrated if outcomes are realized according to a model's distributional…
Survival analysis is an important problem in healthcare because it models the relationship between an individual's covariates and the onset time of an event of interest (e.g., death). It is important for survival models to be…
In contemporary economic society, credit scores are crucial for every participant. A robust credit evaluation system is essential for the profitability of core businesses such as credit cards, loans, and investments for commercial banks and…
A central problem in business concerns the optimal allocation of limited resources to a set of available tasks, where the payoff of these tasks is inherently uncertain. In credit card fraud detection, for instance, a bank can only assign a…
The problem of class imbalance along with class-overlapping has become a major issue in the domain of supervised learning. Most supervised learning algorithms assume equal cardinality of the classes under consideration while optimizing the…
Class imbalance presents a major hurdle in the application of data mining methods. A common practice to deal with it is to create ensembles of classifiers that learn from resampled balanced data. For example, bagged decision trees combined…
Gradient Boosting Machines (GBM) are hugely popular for solving tabular data problems. However, practitioners are not only interested in point predictions, but also in probabilistic predictions in order to quantify the uncertainty of the…
Boosting as gradient descent algorithms is one popular method in machine learning. In this paper a novel Boosting-type algorithm is proposed based on restricted gradient descent with structural sparsity control whose underlying dynamics are…
Supervised learning from training data with imbalanced class sizes, a commonly encountered scenario in real applications such as anomaly/fraud detection, has long been considered a significant challenge in machine learning. Motivated by…
In this paper, we propose a movie genre recommendation system based on imbalanced survey data and unequal classification costs for small and medium-sized enterprises (SMEs) who need a data-based and analytical approach to stock favored…
Tabular data is hard to acquire and is subject to missing values. This paper introduces a novel approach for generating and imputing mixed-type (continuous and categorical) tabular data utilizing score-based diffusion and conditional flow…
Imbalance in the proportion of training samples belonging to different classes often poses performance degradation of conventional classifiers. This is primarily due to the tendency of the classifier to be biased towards the majority…
Decision Trees (DTs) are commonly used for many machine learning tasks due to their high degree of interpretability. However, learning a DT from data is a difficult optimization problem, as it is non-convex and non-differentiable.…
Gradient-boosted regression trees (GBRTs) are hugely popular for solving tabular regression problems, but provide no estimate of uncertainty. We propose Instance-Based Uncertainty estimation for Gradient-boosted regression trees (IBUG), a…