Related papers: Distributionally Robust Survival Analysis: A Novel…
We consider training machine learning models that are fair in the sense that their performance is invariant under certain sensitive perturbations to the inputs. For example, the performance of a resume screening system should be invariant…
Algorithmic fairness is an increasingly important field concerned with detecting and mitigating biases in machine learning models. There has been a wealth of literature for algorithmic fairness in regression and classification however there…
Current deep learning solutions are well known for not informing whether they can reliably classify an example during inference. One of the most effective ways to build more reliable deep learning solutions is to improve their performance…
Distributionally Robust Optimization (DRO) provides a framework for decision-making under distributional uncertainty, yet its effectiveness can be compromised by outliers in the training data. This paper introduces a principled approach to…
Decision trees are popular in survival analysis for their interpretability and ability to model complex relationships. Survival trees, which predict the timing of singular events using censored historical data, are typically built through…
This paper studies Cox's regression hazard model with an unobservable random frailty where no specific distribution is postulated for the frailty variable, and the marginal lifetime distribution allows both parametric and non-parametric…
We give a method for proactively identifying small, plausible shifts in distribution which lead to large differences in model performance. These shifts are defined via parametric changes in the causal mechanisms of observed variables, where…
The Robust Satisficing (RS) model is an emerging approach to robust optimization, offering streamlined procedures and robust generalization across various applications. However, the statistical theory of RS remains unexplored in the…
The use of algorithmic (learning-based) decision making in scenarios that affect human lives has motivated a number of recent studies to investigate such decision making systems for potential unfairness, such as discrimination against…
Current approaches to group fairness in federated learning assume the existence of predefined and labeled sensitive groups during training. However, due to factors ranging from emerging regulations to dynamics and location-dependency of…
Survival analysis often relies on Cox models, assuming both linearity and proportional hazards (PH). This study evaluates machine and deep learning methods that relax these constraints, comparing their performance with penalized Cox models…
This monograph develops a comprehensive statistical learning framework that is robust to (distributional) perturbations in the data using Distributionally Robust Optimization (DRO) under the Wasserstein metric. Beginning with fundamental…
Survival analysis holds a crucial role across diverse disciplines, such as economics, engineering and healthcare. It empowers researchers to analyze both time-invariant and time-varying data, encompassing phenomena like customer churn,…
Credit scoring has been catalogued by the European Commission and the Executive Office of the US President as a high-risk classification task, a key concern being the potential harms of making loan approval decisions based on models that…
We propose a novel method for semi-supervised learning (SSL) based on data-driven distributionally robust optimization (DRO) using optimal transport metrics. Our proposed method enhances generalization error by using the unlabeled data to…
While there are many well-developed data science methods for classification and regression, there are relatively few methods for working with right-censored data. Here, we present "survival stacking": a method for casting survival analysis…
Distributionally robust optimization (DRO) problems are increasingly seen as a viable method to train machine learning models for improved model generalization. These min-max formulations, however, are more difficult to solve. We therefore…
Presence of bias (in datasets or tasks) is inarguably one of the most critical challenges in machine learning applications that has alluded to pivotal debates in recent years. Such challenges range from spurious associations between…
In this paper, we explore a method for treating survival analysis as a classification problem. The method uses a "stacking" idea that collects the features and outcomes of the survival data in a large data frame, and then treats it as a…
Fairness is becoming a rising concern w.r.t. machine learning model performance. Especially for sensitive fields such as criminal justice and loan decision, eliminating the prediction discrimination towards a certain group of population…