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Cyber networks are fundamental to many organization's infrastructure, and the size of cyber networks is increasing rapidly. Risk measurement of the entities/endpoints that make up the network via available knowledge about possible threats…
The Gini score is a popular tool in statistical modeling and machine learning for model validation and model selection. It is a purely rank based score that allows one to assess risk rankings. The Gini score for statistical modeling has…
Utilizing established risk factors and prognostic models can often improve the construction of a newer risk model that uses novel biomarkers in a smaller, internal study. However, directly borrowing information from an established…
Machine learning is increasingly being used to generate prediction models for use in a number of real-world settings, from credit risk assessment to clinical decision support. Recent discussions have highlighted potential problems in the…
Classification is an important statistical learning tool. In real application, besides high prediction accuracy, it is often desirable to estimate class conditional probabilities for new observations. For traditional problems where the…
The Adjusted Rand Index ($ARI$) is arguably one of the most popular measures for cluster comparison. The adjustment of the $ARI$ is based on a hypergeometric distribution assumption which is unsatisfying from a modeling perspective as (i)…
A central question for active learning (AL) is: "what is the optimal selection?" Defining optimality by classifier loss produces a new characterisation of optimal AL behaviour, by treating expected loss reduction as a statistical target for…
As data shift or new data become available, updating clinical machine learning models may be necessary to maintain or improve performance over time. However, updating a model can introduce compatibility issues when the behavior of the…
Plasticity Loss is an increasingly important phenomenon that refers to the empirical observation that as a neural network is continually trained on a sequence of changing tasks, its ability to adapt to a new task diminishes over time. We…
Currently, women are referred for BRCA1/2 mutation-testing only if their family-history of breast/ovarian cancer implies that their risk of carrying a mutation exceeds 10\%. However, as mutation-testing costs fall, prominent voices have…
The Net Promoter Score (NPS) is a novel summary statistic used by thousands of companies as a key performance indicator of customer loyalty. While adoption of the statistic has grown rapidly over the last decade, there has been little…
Policy-gradient methods are widely used in reinforcement learning, yet training often becomes unstable or slows down as learning progresses. We study this phenomenon through the noise-to-signal ratio (NSR) of a policy-gradient estimator,…
Recidivism prediction instruments (RPI's) provide decision makers with an assessment of the likelihood that a criminal defendant will reoffend at a future point in time. While such instruments are gaining increasing popularity across the…
Binary classification involves predicting the label of an instance based on whether the model score for the positive class exceeds a threshold chosen based on the application requirements (e.g., maximizing recall for a precision bound).…
The nuclear norm (NN) has been widely explored in matrix recovery problems, such as Robust PCA and matrix completion, leveraging the inherent global low-rank structure of the data. In this study, we introduce a new modified nuclear norm…
We propose a policy improvement algorithm for Reinforcement Learning (RL) which is called Rerouted Behavior Improvement (RBI). RBI is designed to take into account the evaluation errors of the Q-function. Such errors are common in RL when…
The estimation of mutual information (MI) or conditional mutual information (CMI) from a set of samples is a long-standing problem. A recent line of work in this area has leveraged the approximation power of artificial neural networks and…
Nature language inference (NLI) task is a predictive task of determining the inference relationship of a pair of natural language sentences. With the increasing popularity of NLI, many state-of-the-art predictive models have been proposed…
Recurrent Neural Networks (RNNs) yield attractive properties for constructing Intrusion Detection Systems (IDSs) for network data. With the rise of ubiquitous Machine Learning (ML) systems, malicious actors have been catching up quickly to…
Network structure is growing popular for capturing the intrinsic relationship between large-scale variables. In the paper we propose to improve the estimation accuracy for large-dimensional factor model when a network structure between…