Related papers: Superior Scoring Rules for Probabilistic Evaluatio…
Stochastic optimization algorithms have been successfully applied in several domains to find optimal solutions. Because of the ever-growing complexity of the integrated systems, novel stochastic algorithms are being proposed, which makes…
Several studies point out different causes of performance degradation in supervised machine learning. Problems such as class imbalance, overlapping, small-disjuncts, noisy labels, and sparseness limit accuracy in classification algorithms.…
The "LLM-as-a-Judge" paradigm, using Large Language Models (LLMs) as automated evaluators, is pivotal to LLM development, offering scalable feedback for complex tasks. However, the reliability of these judges is compromised by various…
Reinforcement learning (RL) has become a predominant technique to align language models (LMs) with human preferences or promote outputs which are deemed to be desirable by a given reward function. Standard RL approaches optimize average…
Scoring rules measure the deviation between a probabilistic forecast and reality. Strictly proper scoring rules have the property that for any forecast, the mathematical expectation of the score of a forecast p by the lights of p is…
All proper scoring rules incentivize an expert to predict \emph{accurately} (report their true estimate), but not all proper scoring rules equally incentivize \emph{precision}. Rather than treating the expert's belief as exogenously given,…
In observational studies, propensity scores are commonly estimated by maxi- mum likelihood but may fail to balance high-dimensional pre-treatment covariates even after specification search. We introduce a general framework that unifies and…
Increasing utilization of machine learning based decision support systems emphasizes the need for resulting predictions to be both accurate and fair to all stakeholders. In this work we present a novel approach to increase a Neural Network…
Partial least squares (PLS) regression combines dimensionality reduction and prediction using a latent variable model. Since partial least squares regression (PLS-R) does not require matrix inversion or diagonalization, it can be applied to…
Set classification aims to classify a set of observations as a whole, as opposed to classifying individual observations separately. To formally understand the unfamiliar concept of binary set classification, we first investigate the optimal…
We offer a novel perspective on reward modeling by formulating it as a policy discriminator, which quantifies the difference between two policies to generate a reward signal, guiding the training policy towards a target policy with desired…
Rule set learning has recently been frequently revisited because of its interpretability. Existing methods have several shortcomings though. First, most existing methods impose orders among rules, either explicitly or implicitly, which…
Proper scoring rules are an essential tool to assess the predictive performance of probabilistic forecasts. However, propriety alone does not ensure an informative characterization of predictive performance and it is recommended to compare…
We introduce a new rule-based optimization method for classification with constraints. The proposed method leverages column generation for linear programming, and hence, is scalable to large datasets. The resulting pricing subproblem is…
Machine Learning models are increasingly used for decision making, in particular in high-stakes applications such as credit scoring, medicine or recidivism prediction. However, there are growing concerns about these models with respect to…
Propensity score methods are widely used for estimating treatment effects from observational studies. A popular approach is to estimate propensity scores by maximum likelihood based on logistic regression, and then apply inverse probability…
In many practical parameter estimation problems, prescreening and parameter selection are performed prior to estimation. In this paper, we consider the problem of estimating a preselected unknown deterministic parameter chosen from a…
We introduce PPL Bench, a new benchmark for evaluating Probabilistic Programming Languages (PPLs) on a variety of statistical models. The benchmark includes data generation and evaluation code for a number of models as well as…
Binary classification involves predicting the label of an instance based on whether the model score for the positive class exceeds a threshold chosen based on the application requirements (e.g., maximizing recall for a precision bound).…
Tabular foundation models such as TabPFN and TabICL already produce full predictive distributions, yet the benchmarks used to evaluate them (TabArena, TALENT, and others) still rely almost exclusively on point-estimate metrics (RMSE,…