Related papers: A Consequentialist Critique of Binary Classificati…
Many evaluation methods exist, each for a particular prediction task, and there are a number of prediction tasks commonly performed including classification and regression. In binarised regression, binary decisions are generated from a…
The relevance of determinacy coefficients as indicators for the validity of factor score predictors has regularly been emphasized. Previous simulation studies revealed biased determinacy coefficients for factor score predictors based on…
Many performance metrics have been introduced for the evaluation of classification performance, with different origins and niches of application: accuracy, macro-accuracy, area under the ROC curve, the ROC convex hull, the absolute error,…
For the binary prevalence quantification problem under prior probability shift, we determine the asymptotic variance of the maximum likelihood estimator. We find that it is a function of the Brier score for the regression of the class label…
Proper scoring rules have been a subject of growing interest in recent years, not only as tools for evaluation of probabilistic forecasts but also as methods for estimating probability distributions. In this article, we review the…
Shortcut learning, in which models make use of easy-to-represent but unstable associations, is a major failure mode for robust machine learning. We study a flexible, causally-motivated approach to training robust predictors by discouraging…
When predicting future events, it is common to issue forecasts that are probabilistic, in the form of probability distributions over the range of possible outcomes. Such forecasts can be evaluated using proper scoring rules. Proper scoring…
Accurate and reliable probability predictions are essential for multi-class supervised learning tasks, where well-calibrated models enable rational decision-making. While isotonic regression has proven effective for binary calibration, its…
Making binary decisions is a common data analytical task in scientific research and industrial applications. In data sciences, there are two related but distinct strategies: hypothesis testing and binary classification. In practice, how to…
Neural Posterior Estimation methods for simulation-based inference can be ill-suited for dealing with posterior distributions obtained by conditioning on multiple observations, as they tend to require a large number of simulator calls to…
In recent years, machine learning has begun automating decision making in fields as varied as college admissions, credit lending, and criminal sentencing. The socially sensitive nature of some of these applications together with increasing…
Eliciting relevance judgments for ranking evaluation is labor-intensive and costly, motivating careful selection of which documents to judge. Unlike traditional approaches that make this selection deterministically, probabilistic sampling…
Machine learning classification tasks often benefit from predicting a set of possible labels with confidence scores to capture uncertainty. However, existing methods struggle with the high-dimensional nature of the data and the lack of…
Penalized logistic regression methods are frequently used to investigate the relationship between a binary outcome and a set of explanatory variables. The model performance can be assessed by measures such as the concordance statistic…
A scoring system is a simple decision model that checks a set of features, adds a certain number of points to a total score for each feature that is satisfied, and finally makes a decision by comparing the total score to a threshold.…
This thesis scrutinizes common assumptions underlying traditional machine learning approaches to fairness in consequential decision making. After challenging the validity of these assumptions in real-world applications, we propose ways to…
We investigate the problem of multiclass classification with rejection, where a classifier can choose not to make a prediction to avoid critical misclassification. First, we consider an approach based on simultaneous training of a…
Most supervised machine learning tasks are subject to irreducible prediction errors. Probabilistic predictive models address this limitation by providing probability distributions that represent a belief over plausible targets, rather than…
In this paper, we combine ideas from machine learning (ML) and operations research and management science (OR/MS) in developing a framework, along with specific methods, for using data to prescribe optimal decisions in OR/MS problems. In a…
Many binary classification problems minimize misclassification above (or below) a threshold. We show that instances of ranking problems, accuracy at the top or hypothesis testing may be written in this form. We propose a general framework…