Related papers: A Consequentialist Critique of Binary Classificati…
Scoring models support decision-making in financial institutions. Their estimation and evaluation are based on the data of previously accepted applicants with known repayment behavior. This creates sampling bias: the available labeled data…
This paper describes a generalizable model evaluation method that can be adapted to evaluate AI/ML models across multiple criteria including core scientific principles and more practical outcomes. Emerging from prediction competitions in…
Classification systems are evaluated in a countless number of papers. However, we find that evaluation practice is often nebulous. Frequently, metrics are selected without arguments, and blurry terminology invites misconceptions. For…
Most multi-class classifiers make their prediction for a test sample by scoring the classes and selecting the one with the highest score. Analyzing these prediction scores is useful to understand the classifier behavior and to assess its…
Model selection aims to identify a sufficiently well performing model that is possibly simpler than the most complex model among a pool of candidates. However, the decision-making process itself can inadvertently introduce non-negligible…
Machine learning is increasingly used to guide branch-and-cut (B&C) for mixed-integer linear programming by learning score-based policies for selecting branching variables and cutting planes. Many approaches train on local signals from…
Machine learning models achieve state-of-the-art performance on many supervised learning tasks. However, prior evidence suggests that these models may learn to rely on shortcut biases or spurious correlations (intuitively, correlations that…
Refining one's hypotheses in the light of data is a common scientific practice; however, the dependency on the data introduces selection bias and can lead to specious statistical analysis. An approach for addressing this is via conditioning…
With the rise of the digital economy and an explosion of available information about consumers, effective personalization of goods and services has become a core business focus for companies to improve revenues and maintain a competitive…
In a binary classification problem the feature vector (predictor) is the input to a scoring function that produces a decision value (score), which is compared to a particular chosen threshold to provide a final class prediction (output).…
For classification models based on neural networks, the maximum predicted class probability is often used as a confidence score. This score rarely predicts well the probability of making a correct prediction and requires a post-processing…
This paper shows that sequential statistical analysis techniques can be generalised to the problem of selecting between alternative forecasting methods using scoring rules. A return to basic principles is necessary in order to show that…
The alignment of large language models (LLMs) with human values increasingly relies on using other LLMs as automated judges, or ``autoraters''. However, their reliability is limited by a foundational issue: they are trained on discrete…
This paper deals with variable selection in the regression and binary classification frameworks. It proposes an automatic and exhaustive procedure which relies on the use of the CART algorithm and on model selection via penalization. This…
In this work, we aim to calibrate the score outputs of an estimator for the binary classification problem by finding an 'optimal' mapping to class probabilities, where the 'optimal' mapping is in the sense that minimizes the classification…
The convenient access to copious multi-faceted data has encouraged machine learning researchers to reconsider correlation-based learning and embrace the opportunity of causality-based learning, i.e., causal machine learning (causal…
Machine learning classifiers often produce probabilistic predictions that are critical for accurate and interpretable decision-making in various domains. The quality of these predictions is generally evaluated with proper losses, such as…
Recent work has unveiled a theory for reasoning about the decisions made by binary classifiers: a classifier describes a Boolean function, and the reasons behind an instance being classified as positive are the prime-implicants of the…
Mendelian randomization (MR) is widely used to uncover causal relationships in the presence of unmeasured confounders. However, most existing MR methods presuppose linear causality, risking bias when the true relationships are nonlinear,…
Algorithms for binary classification based on adaptive tree partitioning are formulated and analyzed for both their risk performance and their friendliness to numerical implementation. The algorithms can be viewed as generating a set…