Related papers: Roughness Penalty for liquid Scorecards

While robust divergence such as density power divergence and $\gamma$-divergence is helpful for robust statistical inference in the presence of outliers, the tuning parameter that controls the degree of robustness is chosen in a…

Real-life applications of deep neural networks are hindered by their unsteady predictions when faced with noisy inputs and adversarial attacks. The certified radius in this context is a crucial indicator of the robustness of models. However…

Reinforcement learning (RL) policies are prone to high-frequency oscillations, especially undesirable when deploying to hardware in the real-world. In this paper, we identify, categorize, and compare methods from the literature that aim to…

Proposed in Hyv\"arinen (2005), score matching is a parameter estimation procedure that does not require computation of distributional normalizing constants. In this work we utilize the geometric median of means to develop a robust score…

Penalized smoothing is a standard tool in regression analysis. Classical approaches often rely on basis or kernel expansions, which constrain the estimator to a fixed span and impose smoothness assumptions that may be restrictive for…

Continuous phase estimation is known to be superior in accuracy as compared to static estimation. The estimation process is, however, desired to be made robust to uncertainties in the underlying parameters. Here, homodyne phase estimation…

Curriculum learning--ordering training examples in a sequence to aid machine learning--takes inspiration from human learning, but has not gained widespread acceptance. Static strategies for scoring item difficulty rely on indirect proxy…

PD curve calibration refers to the transformation of a set of rating grade level probabilities of default (PDs) to another average PD level that is determined by a change of the underlying portfolio-wide PD. This paper presents a framework…

The penalized profile sampler for semiparametric inference is an extension of the profile sampler method (Lee, Kosorok and Fine, 2005) obtained by profiling a penalized log-likelihood. The idea is to base inference on the posterior…

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…

Label smoothing is widely used in deep neural networks for multi-class classification. While it enhances model generalization and reduces overconfidence by aiming to lower the probability for the predicted class, it distorts the predicted…

In many learning tasks, certain requirements on the processing of individual data samples should arguably be formalized as strict constraints in the underlying optimization problem, rather than by means of arbitrary penalties. We show that,…

The credit scoring industry has a long tradition of using statistical tools for loan default probability prediction and domain specific standards have been established long before the hype of machine learning. Although several commercial…

There is great interest in "saliency methods" (also called "attribution methods"), which give "explanations" for a deep net's decision, by assigning a "score" to each feature/pixel in the input. Their design usually involves…

To aid in prediction of turbulent boundary layer flows over rough surfaces, a new model is proposed to estimate hydrodynamic roughness based solely on geometric surface information. The model is based on a fluid-mechanics motivated…

Typical learning curves for Soft Margin Classifiers (SMCs) learning both realizable and unrealizable tasks are determined using the tools of Statistical Mechanics. We derive the analytical behaviour of the learning curves in the regimes of…

The Huber's criterion is a useful method for robust regression. The adaptive least absolute shrinkage and selection operator (lasso) is a popular technique for simultaneous estimation and variable selection. In the case of small sample size…

This paper approximates simulation models by B-splines with a penalty on high-order finite differences of the coefficients of adjacent B-splines. The penalty prevents overfitting. The simulation output is assumed to be nonnegative. The…

We consider model selection and estimation for partial spline models and propose a new regularization method in the context of smoothing splines. The regularization method has a simple yet elegant form, consisting of roughness penalty on…

We consider a convex optimization problem with many linear inequality constraints. To deal with a large number of constraints, we provide a penalty reformulation of the problem, where the penalty is a variant of the one-sided Huber loss…