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Machine learning has demonstrated remarkable performance over finite datasets, yet whether the scores over the fixed benchmarks can sufficiently indicate the model's performance in the real world is still in discussion. In reality, an ideal…

Computer Vision and Pattern Recognition · Computer Science 2024-05-17 Peiyan Zhang , Haoyang Liu , Chaozhuo Li , Xing Xie , Sunghun Kim , Haohan Wang

When dealing with control systems, it is useful and even necessary to assess the performance of underlying transfer functions. The functions may or may not be linear, may or may not be even monotonic. In addition, they may have structural…

Statistics Theory · Mathematics 2018-06-28 Nadezhda Gribkova , Ričardas Zitikis

Conventional meta analysis of model performance conducted using datasources from different underlying populations often result in estimates that cannot be interpreted in the context of a well defined target population. In this manuscript we…

Methodology · Statistics 2024-09-23 Jon A. Steingrimsson , Lan Wen , Sarah Voter , Issa J. Dahabreh

We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

Nowadays, in many scientific and industrial fields there is an increasing need for estimating treatment effects and answering causal questions. The key for addressing these problems is the wealth of observational data and the processes for…

Machine Learning · Statistics 2022-05-24 Niki Kiriakidou , Christos Diou

Given a collection of computational models that all estimate values of the same natural process, we compare the performance of the average of the collection to the individual member whose estimates are nearest a given set of observations.…

Statistics Theory · Mathematics 2008-07-10 C. L. Winter , D. Nychka

This paper describes a metric for measuring the success of a complex system composed of agents performing autonomous behaviours. Because of the difficulty in evaluating such systems, this metric will help to give an initial indication as to…

Multiagent Systems · Computer Science 2014-03-05 Kieran Greer

We propose a method to detect model misspecifications in nonlinear causal additive and potentially heteroscedastic noise models. We aim to identify predictor variables for which we can infer the causal effect even in cases of such…

Methodology · Statistics 2024-03-28 Christoph Schultheiss , Peter Bühlmann

A new class of general exponential ranking models is introduced which we label angle-based models for ranking data. A consensus score vector is assumed, which assigns scores to a set of items, where the scores reflect a consensus view of…

Methodology · Statistics 2017-12-27 Hang Xu , Mayer Alvo , Philip L. H. Yu

Economic model predictive control and tracking model predictive control are two popular advanced process control strategies used in various of fields. Nevertheless, which one should be chosen to achieve better performance in the presence of…

Systems and Control · Electrical Eng. & Systems 2022-01-07 Jiangbang Liu , Song Bo , Benjamin Decardi-Nelson , Jinfeng Liu , Jingtao Hu , Tao Zou

We present a prediction framework for ordinal models: we introduce optimal predictions using loss functions and give the explicit form of the Least-Absolute-Deviation prediction for these models. Then, we reformulate an ordinal model with…

Machine Learning · Computer Science 2025-06-24 Simón Weinberger , Jairo Cugliari , Aurélie Le Cain

Causal models are notoriously difficult to validate because they make untestable assumptions regarding confounding. New scientific experiments offer the possibility of evaluating causal models using prediction performance. Prediction…

Machine Learning · Statistics 2021-10-27 James P. Long , Min Jin Ha

This paper develops a class of potential outcomes models characterized by three main features: (i) Unobserved heterogeneity can be represented by a vector of potential outcomes and a type describing the manner in which an instrument…

Econometrics · Economics 2023-10-10 Manu Navjeevan , Rodrigo Pinto , Andres Santos

We introduce instancewise feature selection as a methodology for model interpretation. Our method is based on learning a function to extract a subset of features that are most informative for each given example. This feature selector is…

Machine Learning · Computer Science 2018-06-15 Jianbo Chen , Le Song , Martin J. Wainwright , Michael I. Jordan

Predictions about people, such as their expected educational achievement or their credit risk, can be performative and shape the outcome that they aim to predict. Understanding the causal effect of these predictions on the eventual outcomes…

Machine Learning · Statistics 2022-10-19 Celestine Mendler-Dünner , Frances Ding , Yixin Wang

Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…

Machine Learning · Computer Science 2021-08-31 Vitor Cerqueira , Luis Torgo , Igor Mozetic

We study the model selection problem in conditional average treatment effect (CATE) prediction. Unlike previous works on this topic, we focus on preserving the rank order of the performance of candidate CATE predictors to enable accurate…

Machine Learning · Statistics 2020-07-20 Yuta Saito , Shota Yasui

Performance models are well-known instruments to understand the scaling behavior of parallel applications. They express how performance changes as key execution parameters, such as the number of processes or the size of the input problem,…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-01-01 Marcin Copik , Alexandru Calotoiu , Tobias Grosser , Nicolas Wicki , Felix Wolf , Torsten Hoefler

When eliciting judgements from humans for an unknown quantity, one often has the choice of making direct-scoring (cardinal) or comparative (ordinal) measurements. In this paper we study the relative merits of either choice, providing…

Should prediction models always deliver a prediction? In the pursuit of maximum predictive performance, critical considerations of reliability and fairness are often overshadowed, particularly when it comes to the role of uncertainty.…

Machine Learning · Computer Science 2024-10-29 Anna Sokol , Nuno Moniz , Nitesh Chawla