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Quantifying out-of-sample discrimination performance for time-to-event outcomes is a fundamental step for model evaluation and selection in the context of predictive modelling. The concordance index, or C-index, is a widely used metric for…

Machine Learning · Statistics 2025-08-21 Begoña B. Sierra , Colin McLean , Peter S. Hall , Catalina A. Vallejos

Models notoriously suffer from dataset biases which are detrimental to robustness and generalization. The identify-emphasize paradigm shows a promising effect in dealing with unknown biases. However, we find that it is still plagued by two…

Machine Learning · Computer Science 2022-11-29 Bowen Zhao , Chen Chen , Qian-Wei Wang , Anfeng He , Shu-Tao Xia

We consider sequential or active ranking of a set of n items based on noisy pairwise comparisons. Items are ranked according to the probability that a given item beats a randomly chosen item, and ranking refers to partitioning the items…

Machine Learning · Computer Science 2016-09-26 Reinhard Heckel , Nihar B. Shah , Kannan Ramchandran , Martin J. Wainwright

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

In a modern recommender system, it is important to understand how products relate to each other. For example, while a user is looking for mobile phones, it might make sense to recommend other phones, but once they buy a phone, we might…

Social and Information Networks · Computer Science 2015-07-01 Julian McAuley , Rahul Pandey , Jure Leskovec

This work proposes the application of independent component analysis to the problem of ranking different alternatives by considering criteria that are not necessarily statistically independent. In this case, the observed data (the criteria…

Signal Processing · Electrical Eng. & Systems 2020-12-09 Guilherme D. Pelegrina , Leonardo T. Duarte , João M. T. Romano

The algorithm for finding the optimal consistent approximation of an inconsistent pairwise comparisons matrix is based on a logarithmic transformation of a pairwise comparisons matrix into a vector space with the Euclidean metric.…

Other Computer Science · Computer Science 2015-05-11 W. W. Koczkodaj , M. Orlowski

Matrix completion is a class of machine learning methods that concerns the prediction of missing entries in a partially observed matrix. This paper studies matrix completion for mixed data, i.e., data involving mixed types of variables…

Machine Learning · Statistics 2022-11-18 Yunxiao Chen , Xiaoou Li

Selecting from or ranking a set of candidates variables in terms of their capacity for predicting an outcome of interest is an important task in many scientific fields. A variety of methods for variable selection and ranking have been…

Methodology · Statistics 2023-08-23 Zhou Tang , Ted Westling

Pairwise ranking models have been widely used to address recommendation problems. The basic idea is to learn the rank of users' preferred items through separating items into \emph{positive} samples if user-item interactions exist, and…

Information Retrieval · Computer Science 2020-09-09 Lu Yu , Shichao Pei , Chuxu Zhang , Shangsong Liang , Xiao Bai , Nitesh Chawla , Xiangliang Zhang

In order to find a way of measuring the degree of incompleteness of an incomplete financial market, the rank of the vector price process of the traded assets and the dimension of the associated acceptance set are introduced. We show that…

Mathematical Finance · Quantitative Finance 2018-11-20 Abdelkarem Berkaoui

The problem of low-rank matrix completion with heterogeneous and sub-exponential (as opposed to homogeneous and Gaussian) noise is particularly relevant to a number of applications in modern commerce. Examples include panel sales data and…

Machine Learning · Statistics 2021-10-26 Vivek F. Farias , Andrew A. Li , Tianyi Peng

We investigate the rank of random (symmetric) sparse matrices. Our main finding is that with high probability, any dependency that occurs in such a matrix is formed by a set of few rows that contains an overwhelming number of zeros. This…

Probability · Mathematics 2007-11-20 Kevin P. Costello , Van Vu

In the present note we consider the problem of constructing honest and adaptive confidence sets for the matrix completion problem. For the Bernoulli model with known variance of the noise we provide a realizable method for constructing…

Statistics Theory · Mathematics 2017-04-11 Alexandra Carpentier , Olga Klopp , Matthias Löffler

Matrix completion aims to estimate missing entries in a data matrix, using the assumption of a low-complexity structure (e.g., low rank) so that imputation is possible. While many effective estimation algorithms exist in the literature,…

Methodology · Statistics 2023-10-24 Yu Gui , Rina Foygel Barber , Cong Ma

Ranking algorithms are deployed widely to order a set of items in applications such as search engines, news feeds, and recommendation systems. Recent studies, however, have shown that, left unchecked, the output of ranking algorithms can…

Data Structures and Algorithms · Computer Science 2018-07-31 L. Elisa Celis , Damian Straszak , Nisheeth K. Vishnoi

Comparison and contrast are the basic means to unveil causation and learn which treatments work. To build good comparison groups, randomized experimentation is key, yet often infeasible. In such non-experimental settings, we illustrate and…

Methodology · Statistics 2024-01-30 Ambarish Chattopadhyay , Jose R. Zubizarreta

Competition between a complex system's constituents and a corresponding reward mechanism based on it have profound influence on the functioning, stability, and evolution of the system. But determining the dominance hierarchy or ranking…

Physics and Society · Physics 2016-03-25 Juyong Park , Soon-Hyung Yook

Matrix completion is a classical problem in data science wherein one attempts to reconstruct a low-rank matrix while only observing some subset of the entries. Previous authors have phrased this problem as a nuclear norm minimization…

Machine Learning · Computer Science 2019-04-19 Christian Parkinson , Kevin Huynh , Deanna Needell

A method is given for quantitatively rating the social acceptance of different options which are the matter of a preferential vote. In contrast to a previous article, here the individual votes are allowed to be incomplete, that is, they…

Optimization and Control · Mathematics 2012-03-09 Rosa Camps , Xavier Mora , Laia Saumell
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