English
Related papers

Related papers: Superior Scoring Rules for Probabilistic Evaluatio…

200 papers

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…

Artificial Intelligence · Computer Science 2024-06-04 Sowmya Chandrasekaran , Thomas Bartz-Beielstein

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.…

Machine Learning · Computer Science 2020-04-17 Gustavo A. Valencia-Zapata , Carolina Gonzalez-Canas , Michael G. Zentner , Okan Ersoy , Gerhard Klimeck

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…

Computation and Language · Computer Science 2026-05-22 Qingquan Li , Shaoyu Dou , Kailai Shao , Chao Chen , Haixiang Hu

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…

Machine Learning · Computer Science 2025-10-27 Stephen Zhao , Aidan Li , Rob Brekelmans , Roger Grosse

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…

Probability · Mathematics 2022-09-28 Alexander R. Pruss

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,…

Computer Science and Game Theory · Computer Science 2021-06-01 Eric Neyman , Georgy Noarov , S. Matthew Weinberg

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…

Methodology · Statistics 2017-03-22 Qingyuan Zhao

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…

Machine Learning · Computer Science 2021-11-08 Bhanu Jain , Manfred Huber , Ramez Elmasri

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…

Methodology · Statistics 2014-08-05 Tzu-Yu Liu , Laura Trinchera , Arthur Tenenhaus , Dennis Wei , Alfred O. Hero

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…

Machine Learning · Statistics 2020-06-29 Zhao Ren , Sungkyu Jung , Xingye Qiao

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…

Machine Learning · Computer Science 2024-01-19 Lincen Yang , Matthijs van Leeuwen

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…

Methodology · Statistics 2025-03-14 Romain Pic , Clément Dombry , Philippe Naveau , Maxime Taillardat

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 · Computer Science 2025-02-07 Tabea E. Röber , Adia C. Lumadjeng , M. Hakan Akyüz , Ş. İlker Birbil

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…

Machine Learning · Computer Science 2023-04-12 Julien Rouzot , Julien Ferry , Marie-José Huguet

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…

Methodology · Statistics 2017-10-24 Zhiqiang Tan

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…

Information Theory · Computer Science 2016-09-21 Tirza Routtenberg , Lang Tong

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).…

Machine Learning · Computer Science 2023-11-21 Gundeep Arora , Srujana Merugu , Anoop Saladi , Rajeev Rastogi

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,…

Machine Learning · Computer Science 2026-03-31 Jonas Landsgesell , Pascal Knoll