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We provide a comprehensive theory of conducting in-sample statistical inference about receiver operating characteristic (ROC) curves that are based on predicted values from a first stage model with estimated parameters (such as a logit…

Econometrics · Economics 2021-12-06 Yu-Chin Hsu , Robert P. Lieli

A set of probabilistic predictions is well calibrated if the events that are predicted to occur with probability p do in fact occur about p fraction of the time. Well calibrated predictions are particularly important when machine learning…

Machine Learning · Statistics 2014-01-14 Mahdi Pakdaman Naeini , Gregory F. Cooper , Milos Hauskrecht

Learning curves model a classifier's test error as a function of the number of training samples. Prior works show that learning curves can be used to select model parameters and extrapolate performance. We investigate how to use learning…

Machine Learning · Computer Science 2021-04-06 Derek Hoiem , Tanmay Gupta , Zhizhong Li , Michal M. Shlapentokh-Rothman

We study a variant of Collaborative PAC Learning, in which we aim to learn an accurate classifier for each of the $n$ data distributions, while minimizing the number of samples drawn from them in total. Unlike in the usual collaborative…

Machine Learning · Computer Science 2024-05-24 Yuyang Deng , Mingda Qiao

The Receiver Operating Characteristic (ROC) curve is a useful tool that measures the discriminating power of a continuous variable or the accuracy of a pharmaceutical or medical test to distinguish between two conditions or classes. In…

Methodology · Statistics 2022-07-26 Ana M. Bianco , Graciela Boente , Wenceslao Gonzalez-Manteiga

Consider a binary decision making process where a single machine learning classifier replaces a multitude of humans. We raise questions about the resulting loss of diversity in the decision making process. We study the potential benefits of…

Machine Learning · Statistics 2017-07-03 Nina Grgić-Hlača , Muhammad Bilal Zafar , Krishna P. Gummadi , Adrian Weller

In this paper we suggest two statistical hypothesis tests for the regression function of binary classification based on conditional kernel mean embeddings. The regression function is a fundamental object in classification as it determines…

Machine Learning · Statistics 2022-06-22 Ambrus Tamás , Balázs Csanád Csáji

Multi-class classification is one of the most important tasks in machine learning. In this paper we consider two online multi-class classification problems: classification by a linear model and by a kernelized model. The quality of…

Machine Learning · Computer Science 2010-01-07 Fedor Zhdanov , Yuri Kalnishkan

In modern machine learning applications, frequent encounters of covariate shift and label scarcity have posed challenges to robust model training and evaluation. Numerous transfer learning methods have been developed to robustly adapt the…

Methodology · Statistics 2022-11-22 Linshanshan Wang , Xuan Wang , Katherine P. Liao , Tianxi Cai

This paper provides both an introduction to and a detailed overview of the principles and practice of classifier calibration. A well-calibrated classifier correctly quantifies the level of uncertainty or confidence associated with its…

Machine Learning · Computer Science 2023-06-16 Telmo Silva Filho , Hao Song , Miquel Perello-Nieto , Raul Santos-Rodriguez , Meelis Kull , Peter Flach

Non-linear performance measures are widely used for the evaluation of learning algorithms. For example, $F$-measure is a commonly used performance measure for classification problems in machine learning and information retrieval community.…

Machine Learning · Computer Science 2018-01-03 Shameem A Puthiya Parambath , Nicolas Usunier , Yves Grandvalet

The ROC curve is the major tool for assessing not only the performance but also the fairness properties of a similarity scoring function. In order to draw reliable conclusions based on empirical ROC analysis, accurately evaluating the…

Computer Vision and Pattern Recognition · Computer Science 2024-02-22 Jean-Rémy Conti , Stéphan Clémençon

Efficient online learning with pairwise loss functions is a crucial component in building large-scale learning system that maximizes the area under the Receiver Operator Characteristic (ROC) curve. In this paper we investigate the…

Machine Learning · Statistics 2013-01-24 Yuyang Wang , Roni Khardon , Dmitry Pechyony , Rosie Jones

The ultimate performance of machine learning algorithms for classification tasks is usually measured in terms of the empirical error probability (or accuracy) based on a testing dataset. Whereas, these algorithms are optimized through the…

Machine Learning · Computer Science 2021-12-13 Matias Vera , Leonardo Rey Vega , Pablo Piantanida

The goal of two-sample tests is to assess whether two samples, $S_P \sim P^n$ and $S_Q \sim Q^m$, are drawn from the same distribution. Perhaps intriguingly, one relatively unexplored method to build two-sample tests is the use of binary…

Machine Learning · Statistics 2018-03-14 David Lopez-Paz , Maxime Oquab

Gathering training data is a key step of any supervised learning task, and it is both critical and expensive. Critical, because the quantity and quality of the training data has a high impact on the performance of the learned function.…

Data Structures and Algorithms · Computer Science 2021-10-28 Quentin Lutz , Élie de Panafieu , Alex Scott , Maya Stein

In binary classification tasks, accurate representation of probabilistic predictions is essential for various real-world applications such as predicting payment defaults or assessing medical risks. The model must then be well-calibrated to…

Machine Learning · Computer Science 2024-08-08 Agathe Fernandes Machado , Arthur Charpentier , Emmanuel Flachaire , Ewen Gallic , François Hu

We consider a problem of learning a binary classifier only from positive data and unlabeled data (PU learning) and estimating the class-prior in unlabeled data under the case-control scenario. Most of the recent methods of PU learning…

Machine Learning · Computer Science 2018-09-18 Masahiro Kato , Liyuan Xu , Gang Niu , Masashi Sugiyama

The paper is about developing a solver for maximizing a real-valued function of binary variables. The solver relies on an algorithm that estimates the optimal objective-function value of instances from the underlying distribution of…

Machine Learning · Computer Science 2025-11-05 Nimrod Megiddo , Segev Wasserkrug , Orit Davidovich , Shimrit Shtern

Machine learning-based decision support systems are increasingly deployed in clinical settings, where probabilistic scoring functions are used to inform and prioritize patient management decisions. However, widely used scoring rules, such…

Machine Learning · Computer Science 2025-07-01 Gerardo A. Flores , Alyssa H. Smith , Julia A. Fukuyama , Ashia C. Wilson