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Striking an optimal balance between predictive performance and fairness continues to be a fundamental challenge in machine learning. In this work, we propose a post-processing framework that facilitates fairness-aware prediction by…
Process Outcome Prediction entails predicting a discrete property of an unfinished process instance from its partial trace. High-capacity outcome predictors discovered with ensemble and deep learning methods have been shown to achieve top…
Statistical postprocessing is used to translate ensembles of raw numerical weather forecasts into reliable probabilistic forecast distributions. In this study, we examine the use of permutation-invariant neural networks for this task. In…
Graphs are a common model for complex relational data such as social networks and protein interactions, and such data can evolve over time (e.g., new friendships) and be noisy (e.g., unmeasured interactions). Link prediction aims to predict…
Ordinal user-provided ratings across multiple items are frequently encountered in both scientific and commercial applications. Whilst recommender systems are known to do well on these type of data from a predictive point of view, their…
We propose a new Bayesian model for flexible nonlinear regression and classification using tree ensembles. The model is based on the RuleFit approach in Friedman and Popescu (2008) where rules from decision trees and linear terms are used…
We investigate ensemble methods for prediction in an online setting. Unlike all the literature in ensembling, for the first time, we introduce a new approach using a meta learner that effectively combines the base model predictions via…
Statistical post-processing techniques are now widely used to correct systematic biases and errors in calibration of ensemble forecasts obtained from multiple runs of numerical weather prediction models. A standard approach is the ensemble…
This work proposes a unified framework for portfolio allocation, covering both asset selection and optimization, based on a multiple-hypothesis predict-then-optimize approach. The portfolio is modeled as a structured ensemble, where each…
Objective: Social-environmental data obtained from the U.S. Census is an important resource for understanding health disparities, but rarely is the full dataset utilized for analysis. A barrier to incorporating the full data is a lack of…
Decision tree learning is increasingly being used for pointwise inference. Important applications include causal heterogenous treatment effects and dynamic policy decisions, as well as conditional quantile regression and design of…
Heterogeneous ensembles built from the predictions of a wide variety and large number of diverse base predictors represent a potent approach to building predictive models for problems where the ideal base/individual predictor may not be…
Probabilistic forecasts in the form of probability distributions over future events have become popular in several fields including meteorology, hydrology, economics, and demography. In typical applications, many alternative statistical…
Ensemble forecasting is a technique devised to palliate sensitivity to initial conditions in nonlinear dynamical systems. The basic idea to avoid this sensitivity is to run the model many times under several slightly-different initial…
Neural Networks and Decision Trees: two popular techniques for supervised learning that are seemingly disconnected in their formulation and optimization method, have recently been combined in a single construct. The connection pivots on…
Predictive inference is a fundamental task in statistics, traditionally addressed using parametric assumptions about the data distribution and detailed analyses of how models learn from data. In recent years, conformal prediction has…
In recent years, machine learning has been extensively applied to data prediction during process ramp-up, with a particular focus on transistor characteristics for circuit design and manufacture. However, capturing the nonlinear current…
Artificial Neural Networks form the basis of very powerful learning methods. It has been observed that a naive application of fully connected neural networks to data with many irrelevant variables often leads to overfitting. In an attempt…
Decision trees have been a very popular class of predictive models for decades due to their interpretability and good performance on categorical features. However, they are not always robust and tend to overfit the data. Additionally, if…
Ensemble weather predictions require statistical post-processing of systematic errors to obtain reliable and accurate probabilistic forecasts. Traditionally, this is accomplished with distributional regression models in which the parameters…