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This study conducts a benchmarking study, comparing 23 different statistical and machine learning methods in a credit scoring application. In order to do so, the models' performance is evaluated over four different data sets in combination…

Econometrics · Economics 2019-07-31 Anna Stelzer

To build robust, fair, and safe AI systems, we would like our classifiers to say ``I don't know'' when facing test examples that are difficult or fall outside of the training classes.The ubiquitous strategy to predict under uncertainty is…

Machine Learning · Statistics 2024-01-22 Kamalika Chaudhuri , David Lopez-Paz

When machine learning systems meet real world applications, accuracy is only one of several requirements. In this paper, we assay a complementary perspective originating from the increasing availability of pre-trained and regularly…

Selective classification allows models to abstain from making predictions (e.g., say "I don't know") when in doubt in order to obtain better effective accuracy. While typical selective models can be effective at producing more accurate…

Machine Learning · Computer Science 2024-06-24 Adam Fisch , Tommi Jaakkola , Regina Barzilay

Bayesian model comparison (BMC) offers a principled probabilistic approach to study and rank competing models. In standard BMC, we construct a discrete probability distribution over the set of possible models, conditional on the observed…

Machine Learning · Statistics 2023-02-22 Marvin Schmitt , Stefan T. Radev , Paul-Christian Bürkner

We provide a general theoretical analysis of expected out-of-sample utility, also referred to as decision-theoretic classification, for non-decomposable binary classification metrics such as F-measure and Jaccard coefficient. Our key result…

Machine Learning · Computer Science 2015-05-08 Nagarajan Natarajan , Oluwasanmi Koyejo , Pradeep Ravikumar , Inderjit S. Dhillon

Selective classification is a powerful tool for automated decision-making in high-risk scenarios, allowing classifiers to act only when confident and abstain when uncertainty is high. Given a target accuracy, our goal is to minimize…

Statistics Theory · Mathematics 2025-10-28 Mohamed Ndaoud , Peter Radchenko , Bradley Rava

Practitioners building classifiers often start with a smaller pilot dataset and plan to grow to larger data in the near future. Such projects need a toolkit for extrapolating how much classifier accuracy may improve from a 2x, 10x, or 50x…

Machine Learning · Computer Science 2023-12-01 Ethan Harvey , Wansu Chen , David M. Kent , Michael C. Hughes

Most of the methods that produce space weather forecasts are based on deterministic models. In order to generate a probabilistic forecast, a model needs to be run several times sampling the input parameter space, in order to generate an…

Space Physics · Physics 2019-05-01 Enrico Camporeale , Xiangning Chu , Oleksiy Agapitov , Jacob Bortnik

Vibration-based quality monitoring of manufactured components often employs pattern recognition methods. Albeit developing several classification methods, they usually provide high accuracy for specific types of datasets, but not for…

Computer Vision and Pattern Recognition · Computer Science 2020-11-24 Vahid Yaghoubi , Liangliang Cheng , Wim Van Paepegem , Mathias Kersemans

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…

Machine Learning · Computer Science 2024-07-19 Francesco Folino , Luigi Pontieri , Pietro Sabatino

Methods for unsupervised anomaly detection suffer from the fact that the data is unlabeled, making it difficult to assess the optimality of detection algorithms. Ensemble learning has shown exceptional results in classification and…

Machine Learning · Statistics 2016-10-26 Edward Yu , Parth Parekh

In this paper I propose a generative model of supervised learning that unifies two approaches to supervised learning, using a concept of a correct loss function. Addressing two measurability problems, which have been ignored in statistical…

Statistics Theory · Mathematics 2025-04-29 Hông Vân Lê

Generative classifiers are constructed on the basis of a joint probability distribution and are typically learned using closed-form procedures that rely on data statistics and maximize scores related to data fitting. However, these scores…

Machine Learning · Computer Science 2025-03-31 Aritz Pérez , Carlos Echegoyen , Guzmán Santafé

Probabilistic inference problems arise naturally in distributed systems such as sensor networks and teams of mobile robots. Inference algorithms that use message passing are a natural fit for distributed systems, but they must be robust to…

Artificial Intelligence · Computer Science 2012-07-19 Mark Paskin , Carlos E. Guestrin

Traditional learning approaches for classification implicitly assume that each mistake has the same cost. In many real-world problems though, the utility of a decision depends on the underlying context $x$ and decision $y$. However,…

Machine Learning · Computer Science 2021-04-20 Kush Bhatia , Peter L. Bartlett , Anca D. Dragan , Jacob Steinhardt

We introduce the Prediction Advantage (PA), a novel performance measure for prediction functions under any loss function (e.g., classification or regression). The PA is defined as the performance advantage relative to the Bayesian risk…

Machine Learning · Computer Science 2017-05-30 Ran El-Yaniv , Yonatan Geifman , Yair Wiener

We study several questions in the reliable agnostic learning framework of Kalai et al. (2009), which captures learning tasks in which one type of error is costlier than others. A positive reliable classifier is one that makes no false…

Machine Learning · Computer Science 2014-02-25 Varun Kanade , Justin Thaler

Rigorous statistical methods, including parameter estimation with accompanying uncertainties, underpin the validity of scientific discovery, especially in the natural sciences. With increasingly complex data models such as deep learning…

Machine Learning · Computer Science 2026-02-18 Aurora Grefsrud , Nello Blaser , Trygve Buanes

Generative models, particularly Generative Adversarial Networks (GANs), often suffer from a lack of output diversity, frequently generating similar samples rather than a wide range of variations. This paper introduces a novel generalization…

Machine Learning · Computer Science 2026-03-20 Muhammad Mubashar , Fabio Cuzzolin