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The optimization of algorithm (hyper-)parameters is crucial for achieving peak performance across a wide range of domains, ranging from deep neural networks to solvers for hard combinatorial problems. The resulting algorithm configuration…
Statistical performance bounds for reinforcement learning (RL) algorithms can be critical for high-stakes applications like healthcare. This paper introduces a new framework for theoretically measuring the performance of such algorithms…
We propose a novel classifier accuracy metric: the Bayesian Area Under the Receiver Operating Characteristic Curve (CBAUC). The method estimates the area under the ROC curve and is related to the recently proposed Bayesian Error Estimator.…
In this paper, we study stochastic optimization of areas under precision-recall curves (AUPRC), which is widely used for combating imbalanced classification tasks. Although a few methods have been proposed for maximizing AUPRC, stochastic…
Learning to improve AUC performance is an important topic in machine learning. However, AUC maximization algorithms may decrease generalization performance due to the noisy data. Self-paced learning is an effective method for handling noisy…
This paper considers the problem of fair probabilistic binary classification with binary protected groups. The classifier assigns scores, and a practitioner predicts labels using a certain cut-off threshold based on the desired trade-off…
The ROC curve is the gold standard for measuring the performance of a test/scoring statistic regarding its capacity to discriminate between two statistical populations in a wide variety of applications, ranging from anomaly detection in…
Algorithmic bias continues to be a key concern of learning analytics. We study the statistical properties of the Absolute Between-ROC Area (ABROCA) metric. This fairness measure quantifies group-level differences in classifier performance…
Multiple binary responses arise in many modern data-analytic problems. Although fitting separate logistic regressions for each response is computationally attractive, it ignores shared structure and can be statistically inefficient,…
We formulate the local ranking problem in the framework of bipartite ranking where the goal is to focus on the best instances. We propose a methodology based on the construction of real-valued scoring functions. We study empirical risk…
Fairness metrics utilizing the area under the receiver operator characteristic curve (AUC) have gained increasing attention in high-stakes domains such as healthcare, finance, and criminal justice. In these domains, fairness is often…
Algorithmic bias is a pressing concern in educational data mining (EDM), as it risks amplifying inequities in learning outcomes. The Area Between ROC Curves (ABROCA) metric is frequently used to measure discrepancies in model performance…
AUC is an important performance measure and many algorithms have been devoted to AUC optimization, mostly by minimizing a surrogate convex loss on a training data set. In this work, we focus on one-pass AUC optimization that requires only…
We consider the task of optimizing treatment assignment based on individual treatment effect prediction. This task is found in many applications such as personalized medicine or targeted advertising and has gained a surge of interest in…
Several efforts have been done to bring ROC analysis beyond (binary) classification, especially in regression. However, the mapping and possibilities of these proposals do not correspond to what we expect from the analysis of operating…
Solving optimization problems with unknown parameters often requires learning a predictive model to predict the values of the unknown parameters and then solving the problem using these values. Recent work has shown that including the…
In the context of a binary classification problem, the optimal linear combination of continuous predictors can be estimated by maximizing an empirical estimate of the area under the receiver operating characteristic (ROC) curve (AUC). For…
Confusion matrices and derived metrics provide a comprehensive framework for the evaluation of model performance in machine learning. These are well-known and extensively employed in the supervised learning domain, particularly…
We develop and apply a novel shape optimization exemplified for a two-blade rotor with respect to the figure of merit ($FM$). This topologically assisted optimization (TAO) contains two steps. First a global evolutionary optimization is…
AC Optimal Power Flow (ACOPF) and Security-Constrained Unit Commitment (SCUC) are fundamental optimization problems in power system operations. ACOPF serves as the physical backbone of grid simulation and real-time operation, enforcing…