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Binary classification is highly used in credit scoring in the estimation of probability of default. The validation of such predictive models is based both on rank ability, and also on calibration (i.e. how accurately the probabilities…

Econometrics · Economics 2017-10-25 Pedro G. Fonseca , Hugo D. Lopes

The rapid development of machine learning (ML) and artificial intelligence (AI) applications requires the training of large numbers of models. This growing demand highlights the importance of training models without human supervision, while…

Machine Learning · Computer Science 2025-05-26 Alexey Boldyrev , Fedor Ratnikov , Andrey Shevelev

The reliability of a learning model is key to the successful deployment of machine learning in various applications. However, it is difficult to describe the phenomenon due to the complicated nature of the problems in machine learning. It…

Machine Learning · Computer Science 2025-05-27 Ramin Barati , Reza Safabakhsh , Mohammad Rahmati

In financial credit scoring, loan applications may be approved or rejected. We can only observe default/non-default labels for approved samples but have no observations for rejected samples, which leads to missing-not-at-random selection…

Machine Learning · Computer Science 2022-06-02 Qiang Liu , Yingtao Luo , Shu Wu , Zhen Zhang , Xiangnan Yue , Hong Jin , Liang Wang

Modern technologies are producing datasets with complex intrinsic structures, and they can be naturally represented as matrices instead of vectors. To preserve the latent data structures during processing, modern regression approaches…

Machine Learning · Computer Science 2016-11-16 Hang Zhang , Fengyuan Zhu , Shixin Li

Automated Machine Learning has grown very successful in automating the time-consuming, iterative tasks of machine learning model development. However, current methods struggle when the data is imbalanced. Since many real-world datasets are…

Machine Learning · Computer Science 2022-11-02 Prabhant Singh , Joaquin Vanschoren

In this paper, we solve the problem of finding a certified control policy that drives a robot from any given initial state and under any bounded disturbance to the desired reference trajectory, with guarantees on the convergence or bounds…

Robotics · Computer Science 2020-11-26 Dawei Sun , Susmit Jha , Chuchu Fan

As machine learning increasingly influences critical domains such as credit underwriting, public policy, and talent acquisition, ensuring compliance with fairness constraints is both a legal and ethical imperative. This paper introduces a…

Machine Learning · Computer Science 2025-04-24 Léandre Eberhard , Nirek Sharma , Filipp Shelobolin , Aalok Ganesh Shanbhag

Arbitrary, inconsistent, or faulty decision-making raises serious concerns, and preventing unfair models is an increasingly important challenge in Machine Learning. Data often reflect past discriminatory behavior, and models trained on such…

Machine Learning · Computer Science 2023-06-29 I. Oliveira e Silva , C. Soares , I. Sousa , R. Ghani

We demonstrate the use of Adaptive Stress Testing to detect and address potential vulnerabilities in a financial environment. We develop a simplified model for credit card fraud detection that utilizes a linear regression classifier based…

Artificial Intelligence · Computer Science 2021-07-09 Khalid El-Awady

Model-based Reinforcement Learning and Control have demonstrated great potential in various sequential decision making problem domains, including in robotics settings. However, real-world robotics systems often present challenges that limit…

Machine Learning · Computer Science 2023-10-24 Achkan Salehi , Steffen Rühl , Stephane Doncieux

Although numerous methods to reduce the overfitting of convolutional neural networks (CNNs) exist, it is still not clear how to confidently measure the degree of overfitting. A metric reflecting the overfitting level might be, however,…

Machine Learning · Computer Science 2022-09-28 Svetlana Pavlitskaya , Joël Oswald , J. Marius Zöllner

State of the art algorithms for many pattern recognition problems rely on deep network models. Training these models requires a large labeled dataset and considerable computational resources. Also, it is difficult to understand the working…

Artificial Intelligence · Computer Science 2019-09-25 Heather Riley , Mohan Sridharan

Machine learning (ML) is increasingly applied across industries to automate decision-making, but concerns about ethical and legal compliance remain due to limited transparency, fairness, and accountability. Monitoring through logging a…

Software Engineering · Computer Science 2025-08-26 Patrick Loic Foalem , Leuson Da Silva , Foutse Khomh , Heng Li , Ettore Merlo

Dynamic learning systems subject to selective labeling exhibit censoring, i.e. persistent negative predictions assigned to one or more subgroups of points. In applications like consumer finance, this results in groups of applicants that are…

Machine Learning · Computer Science 2023-06-30 Jennifer Chien , Margaret Roberts , Berk Ustun

The development of data-informed predictive models for dynamical systems is of widespread interest in many disciplines. We present a unifying framework for blending mechanistic and machine-learning approaches to identify dynamical systems…

Dynamical Systems · Mathematics 2022-08-18 Matthew E. Levine , Andrew M. Stuart

We present a theoretically grounded approach to train deep neural networks, including recurrent networks, subject to class-dependent label noise. We propose two procedures for loss correction that are agnostic to both application domain and…

Machine Learning · Statistics 2017-03-23 Giorgio Patrini , Alessandro Rozza , Aditya Menon , Richard Nock , Lizhen Qu

Neural networks have demonstrated significant accuracy across various domains, yet their vulnerability to subtle input alterations remains a persistent challenge. Conventional methods like data augmentation, while effective to some extent,…

Machine Learning · Computer Science 2023-11-20 Shashank Kotyan , Danilo Vasconcellos Vargas

An important challenge in robust machine learning is when training data is provided by strategic sources who may intentionally report erroneous data for their own benefit. A line of work at the intersection of machine learning and mechanism…

Computer Science and Game Theory · Computer Science 2024-12-24 Eric Balkanski , Cherlin Zhu

While machine learning is traditionally a resource intensive task, embedded systems, autonomous navigation and the vision of the Internet-of-Things fuel the interest in resource efficient approaches. These approaches require a carefully…