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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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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,…
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…
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…
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…
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…
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…
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,…
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…
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…