Related papers: Information gain ratio correction: Improving predi…
We introduce a new family of techniques to post-process ("wrap") a black-box classifier in order to reduce its bias. Our technique builds on the recent analysis of improper loss functions whose optimization can correct any twist in…
Gradient boosting machines (GBMs) based on decision trees consistently demonstrate state-of-the-art results on regression and classification tasks with tabular data, often outperforming deep neural networks. However, these models do not…
This paper is concerned with the analysis of the kernel-based algorithm for gain function approximation in the feedback particle filter. The exact gain function is the solution of a Poisson equation involving a probability-weighted…
Recent work has shown that reinforcement learning agents can develop policies that exploit spurious correlations between rewards and observations. This phenomenon, known as policy confounding, arises because the agent's policy influences…
There is a growing desire in the field of reinforcement learning (and machine learning in general) to move from black-box models toward more "interpretable AI." We improve interpretability of reinforcement learning by increasing the utility…
Computer vision datasets frequently contain spurious correlations between task-relevant labels and (easy to learn) latent task-irrelevant attributes (e.g. context). Models trained on such datasets learn "shortcuts" and underperform on…
Increasing utilization of machine learning based decision support systems emphasizes the need for resulting predictions to be both accurate and fair to all stakeholders. In this work we present a novel approach to increase a Neural Network…
We consider the use of decision trees for decision-making problems under the predict-then-optimize framework. That is, we would like to first use a decision tree to predict unknown input parameters of an optimization problem, and then make…
Decision trees are widely used due to their interpretability and efficiency, but they struggle in regression tasks that require reliable extrapolation and well-calibrated uncertainty. Piecewise-constant leaf predictions are bounded by the…
We study the effectiveness of subagging, or subsample aggregating, on regression trees, a popular non-parametric method in machine learning. First, we give sufficient conditions for pointwise consistency of trees. We formalize that (i) the…
Training data used for developing machine learning classifiers can exhibit biases against specific protected attributes. Such biases typically originate from historical discrimination or certain underlying patterns that disproportionately…
Decision trees are a popular family of models due to their attractive properties such as interpretability and ability to handle heterogeneous data. Concurrently, missing data is a prevalent occurrence that hinders performance of machine…
We present a new approach to classification that combines data and knowledge. In this approach, data mining is used to derive association rules (possibly with negations) from data. Those rules are leveraged to increase the predictive…
Boosting algorithms are frequently used in applied data science and in research. To date, the distinction between boosting with either gradient descent or second-order Newton updates is often not made in both applied and methodological…
A classical decision tree is completely based on splitting measures, which utilize the occurrence of random events in correspondence to its class labels in order to optimally segregate datasets. However, the splitting measures are based on…
Natural gradient has been recently introduced to the field of boosting to enable the generic probabilistic predication capability. Natural gradient boosting shows promising performance improvements on small datasets due to better training…
Tree-based ensemble methods, as Random Forests and Gradient Boosted Trees, have been successfully used for regression in many applications and research studies. Furthermore, these methods have been extended in order to deal with uncertainty…
We introduce a novel computational unit for neural networks that features multiple biases, challenging the traditional perceptron structure. This unit emphasizes the importance of preserving uncorrupted information as it is passed from one…
Sparse decision trees are one of the most common forms of interpretable models. While recent advances have produced algorithms that fully optimize sparse decision trees for prediction, that work does not address policy design, because the…
Gradient boosting of regression trees is a competitive procedure for learning predictive models of continuous data that fits the data with an additive non-parametric model. The classic version of gradient boosting assumes that the data is…