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Selecting an appropriate evaluation metric for classifiers is crucial for model comparison, parameter optimization, and deployment decisions, yet there is no consensus on a broadly accepted evaluation paradigm explicitly aligned with Total…
Many evaluation methods exist, each for a particular prediction task, and there are a number of prediction tasks commonly performed including classification and regression. In binarised regression, binary decisions are generated from a…
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…
Many Bayesian model selection problems, such as variable selection or cluster analysis, start by setting prior model probabilities on a structured model space. Based on a chosen loss function between models, model selection is often…
Uncertainty quantification is a central challenge in reliable and trustworthy machine learning. Naive measures such as last-layer scores are well-known to yield overconfident estimates in the context of overparametrized neural networks.…
The vast majority of statistical theory on binary classification characterizes performance in terms of accuracy. However, accuracy is known in many cases to poorly reflect the practical consequences of classification error, most famously in…
Uncertainty estimation is critical for cost-sensitive deep-learning applications (i.e. disease diagnosis). It is very challenging partly due to the inaccessibility of uncertainty groundtruth in most datasets. Previous works proposed to…
Building a machine learning solution in real-life applications often involves the decomposition of the problem into multiple models of various complexity. This has advantages in terms of overall performance, better interpretability of the…
Approving and assessing new drugs is complex because multiple criteria must be considered simultaneously. A common approach is benefit-risk analysis, often conducted within a Bayesian framework to account for uncertainty and combine data…
Probabilistic classifiers output a probability distribution on target classes rather than just a class prediction. Besides providing a clear separation of prediction and decision making, the main advantage of probabilistic models is their…
Imbalanced data with a skewed class distribution are common in many real-world applications. Deep Belief Network (DBN) is a machine learning technique that is effective in classification tasks. However, conventional DBN does not work well…
The willingness to trust predictions formulated by automatic algorithms is key in a vast number of domains. However, a vast number of deep architectures are only able to formulate predictions without an associated uncertainty. In this…
Tuberculosis (TB) remains a global health threat, ranking among the leading causes of mortality worldwide. In this context, machine learning (ML) has emerged as a transformative force, providing innovative solutions to the complexities…
Estimated uncertainty by approximate posteriors in Bayesian neural networks are prone to miscalibration, which leads to overconfident predictions in critical tasks that have a clear asymmetric cost or significant losses. Here, we extend the…
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…
While the performance of machine learning systems has experienced significant improvement in recent years, relatively little attention has been paid to the fundamental question: to what extent can we improve our models? This paper provides…
We develop an empirical Bayes procedure for estimating the cell means in an unbalanced, two-way additive model with fixed effects. We employ a hierarchical model, which reflects exchangeability of the effects within treatment and within…
Binary classification rules based on covariates typically depend on simple loss functions such as zero-one misclassification. Some cases may require more complex loss functions. For example, individual-level monitoring of HIV-infected…
Machine learning is increasingly used to select which individuals receive limited-resource interventions in domains such as human services, education, development, and more. However, it is often not apparent what the right quantity is for…
This paper proposes a new metric to measure the calibration error of probabilistic binary classifiers, called test-based calibration error (TCE). TCE incorporates a novel loss function based on a statistical test to examine the extent to…