Related papers: Extending F1 metric, probabilistic approach
We introduce an informative probabilistic association matrix to measure a proportional local-to-global association of categories of one variable with another categorical variable. Towards a probability based proportional prediction, the…
Consider the problem of distributed binary hypothesis testing with two terminals, where the decision is made at one of them (the "receiver"). We study the exponent of the error probability of the second type. Previously, an achievable…
Propensity scores are often used for stratification of treatment and control groups of subjects in observational data to remove confounding bias when estimating of causal effect of the treatment on an outcome in so-called potential outcome…
Neural network binarization accelerates deep models by quantizing their weights and activations into 1-bit. However, there is still a huge performance gap between Binary Neural Networks (BNNs) and their full-precision (FP) counterparts. As…
In this work we propose a novel concept of a hierarchical confusion matrix, opening the door for popular confusion matrix based (flat) evaluation measures from binary classification problems, while considering the peculiarities of…
Multi-class classification methods that produce sets of probabilistic classifiers, such as ensemble learning methods, are able to model aleatoric and epistemic uncertainty. Aleatoric uncertainty is then typically quantified via the Bayes…
Machine learning-supported decisions, such as ordering diagnostic tests or determining preventive custody, often require converting probabilistic forecasts into binary classifications. We adopt a consequentialist perspective from decision…
The many metrics employed for the evaluation of search engine results have not themselves been conclusively evaluated. We propose a new measure for a metric's ability to identify user preference of result lists. Using this measure, we…
The penalized profile sampler for semiparametric inference is an extension of the profile sampler method (Lee, Kosorok and Fine, 2005) obtained by profiling a penalized log-likelihood. The idea is to base inference on the posterior…
Conformal prediction constructs a set of labels instead of a single point prediction, while providing a probabilistic coverage guarantee. Beyond the coverage guarantee, adaptiveness to example difficulty is an important property. It means…
Propensity score matching is commonly used to draw causal inference from observational survival data. However, its asymptotic properties have yet to be established, and variance estimation is still open to debate. We derive the statistical…
Conformal testing is a way of testing the IID assumption based on conformal prediction. The topic of this note is computational evaluation of the performance of conformal testing in a model situation in which IID binary observations…
Complex performance measures, beyond the popular measure of accuracy, are increasingly being used in the context of binary classification. These complex performance measures are typically not even decomposable, that is, the loss evaluated…
Non-linear performance measures are widely used for the evaluation of learning algorithms. For example, $F$-measure is a commonly used performance measure for classification problems in machine learning and information retrieval community.…
In machine learning, metric elicitation refers to the selection of performance metrics that best reflect an individual's implicit preferences for a given application. Currently, metric elicitation methods only consider metrics that depend…
Imbalanced classification tasks are widespread in many real-world applications. For such classification tasks, in comparison with the accuracy rate, it is usually much more appropriate to use non-decomposable performance measures such as…
We examine the supervised learning problem in its continuous setting and give a general optimality condition through techniques of functional analysis and the calculus of variations. This enables us to solve the optimality condition for the…
As the frontiers of applied statistics progress through increasingly complex experiments we must exploit increasingly sophisticated inferential models to analyze the observations we make. In order to avoid misleading or outright erroneous…
We present some new results on the dynamic regressor extension and mixing parameter estimators for linear regression models recently proposed in the literature. This technique has proven instrumental in the solution of several open problems…
We present a simple theoretical framework, and corresponding practical procedures, for comparing probabilistic models on real data in a traditional machine learning setting. This framework is based on the theory of proper scoring rules, but…