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This paper demonstrates how to apply machine learning algorithms to distinguish good stocks from the bad stocks. To this end, we construct 244 technical and fundamental features to characterize each stock, and label stocks according to…
In myriad statistical applications, data are collected from related but heterogeneous sources. These sources share some commonalities while containing idiosyncratic characteristics. One of the most fundamental challenges in such scenarios…
We propose a novel algorithm for optimizing multivariate linear threshold functions as split functions of decision trees to create improved Random Forest classifiers. Standard tree induction methods resort to sampling and exhaustive search…
Many different machine learning algorithms exist; taking into account each algorithm's hyperparameters, there is a staggeringly large number of possible alternatives overall. We consider the problem of simultaneously selecting a learning…
We design a new algorithm on the best subset selection model in reduced rank regression.
Multiple lines of evidence suggest that predictive models may benefit from algorithmic triage. Under algorithmic triage, a predictive model does not predict all instances but instead defers some of them to human experts. However, the…
Designing an incentive compatible auction that maximizes expected revenue is an intricate task. The single-item case was resolved in a seminal piece of work by Myerson in 1981, but more than 40 years later a full analytical understanding of…
The robustification of pattern recognition techniques has been the subject of intense research in recent years. Despite the multiplicity of papers on the subject, very few articles have deeply explored the topic of robust classification in…
Decision tree algorithms have been among the most popular algorithms for interpretable (transparent) machine learning since the early 1980's. The problem that has plagued decision tree algorithms since their inception is their lack of…
This paper is devoted to one theory of hypergraph connectivity and presents the proof of the polynomial algorithm for finding an optimal spanning hyperforest(hypertree) for any given weighed q-uniform hypergraph.
Automated model selection is often proposed to users to choose which machine learning model (or method) to apply to a given regression task. In this paper, we show that combining different regression models can yield better results than…
Random forests are decision tree ensembles that can be used to solve a variety of machine learning problems. However, as the number of trees and their individual size can be large, their decision making process is often incomprehensible. In…
We study the effectiveness of non-uniform randomized feature selection in decision tree classification. We experimentally evaluate two feature selection methodologies, based on information extracted from the provided dataset: $(i)$…
In recent years, significant progress has been made on algorithms for learning optimal decision trees, primarily in the context of binary features. Extending these methods to continuous features remains substantially more challenging due to…
Combining machine learning with econometric analysis is becoming increasingly prevalent in both research and practice. A common empirical strategy involves the application of predictive modeling techniques to 'mine' variables of interest…
To reduce human error and prejudice, many high-stakes decisions have been turned over to machine algorithms. However, recent research suggests that this does not remove discrimination, and can perpetuate harmful stereotypes. While…
Both neural networks and decision trees are popular machine learning methods and are widely used to solve problems from diverse domains. These two classifiers are commonly used base classifiers in an ensemble framework. In this paper, we…
Decision tree is an important method for both induction research and data mining, which is mainly used for model classification and prediction. ID3 algorithm is the most widely used algorithm in the decision tree so far. In this paper, the…
This paper surveys the recent attempts, both from the machine learning and operations research communities, at leveraging machine learning to solve combinatorial optimization problems. Given the hard nature of these problems,…
We consider the problem of constructing optimal decision trees: given a collection of tests which can disambiguate between a set of $m$ possible diseases, each test having a cost, and the a-priori likelihood of the patient having any…