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Affine policies (or control) are widely used as a solution approach in dynamic optimization where computing an optimal adjustable solution is usually intractable. While the worst case performance of affine policies can be significantly bad,…

Optimization and Control · Mathematics 2019-10-15 Omar El Housni , Vineet Goyal

The gain-loss ratio is known to enjoy very good properties from a normative point of view. As a confirmation, we show that the best market gain-loss ratio in the presence of a random endowment is an acceptability index and we provide its…

Portfolio Management · Quantitative Finance 2015-03-13 Sara Biagini , Mustafa Pinar

Classification performance is often not uniform over the data. Some areas in the input space are easier to classify than others. Features that hold information about the "difficulty" of the data may be non-discriminative and are therefore…

Machine Learning · Computer Science 2016-05-24 Oran Richman , Shie Mannor

Motivated by applications to resource-limited and safety-critical domains, we study selective classification in the online learning model, wherein a predictor may abstain from classifying an instance. For example, this may model an adaptive…

Machine Learning · Computer Science 2021-10-28 Aditya Gangrade , Anil Kag , Ashok Cutkosky , Venkatesh Saligrama

This article presents GuideR, a user-guided rule induction algorithm, which overcomes the largest limitation of the existing methods-the lack of the possibility to introduce user's preferences or domain knowledge to the rule learning…

Machine Learning · Computer Science 2019-04-23 Marek Sikora , Łukasz Wróbel , Adam Gudyś

Collective action in machine learning is the study of the control that a coordinated group can have over machine learning algorithms. While previous research has concentrated on assessing the impact of collectives against Bayes…

Machine Learning · Computer Science 2024-06-05 Omri Ben-Dov , Jake Fawkes , Samira Samadi , Amartya Sanyal

In strategic classification, an institution (e.g., a bank) anticipates adaptation from users who change their features to increase utility in a classification task (e.g., loan repayment). Since a key challenge is the distribution shift…

Machine Learning · Computer Science 2026-05-27 Antonio Gois , Sophia Gunluk , Nir Rosenfeld , Nidhi Hegde , Simon Lacoste-Julien , Dhanya Sridhar

Learning classifiers using skewed or imbalanced datasets can occasionally lead to classification issues; this is a serious issue. In some cases, one class contains the majority of examples while the other, which is frequently the more…

Machine Learning · Computer Science 2022-11-11 Satyendra Singh Rawat , Amit Kumar Mishra

This article presents the first results from using a learning classifier system capable of performing adaptive computation with deep neural networks. Individual classifiers within the population are composed of two neural networks. The…

Neural and Evolutionary Computing · Computer Science 2021-03-02 Richard J. Preen , Larry Bull

This paper adds to the efforts of evolutionary ethics to naturalize morality by providing specific insights derived from a computational ethics view. We propose a stylized model of human decision-making, which is based on Reinforcement…

Computers and Society · Computer Science 2023-07-24 Eduardo C. Garrido-Merchán , Sara Lumbreras-Sancho

Explicit and implicit bias clouds human judgement, leading to discriminatory treatment of minority groups. A fundamental goal of algorithmic fairness is to avoid the pitfalls in human judgement by learning policies that improve the overall…

Machine Learning · Computer Science 2020-11-02 Yuzi He , Keith Burghardt , Siyi Guo , Kristina Lerman

While real-world decisions involve many competing objectives, algorithmic decisions are often evaluated with a single objective function. In this paper, we study algorithmic policies which explicitly trade off between a private objective…

Machine Learning · Computer Science 2020-07-17 Esther Rolf , Max Simchowitz , Sarah Dean , Lydia T. Liu , Daniel Björkegren , Moritz Hardt , Joshua Blumenstock

Optimization in machine learning typically deals with the minimization of empirical objectives defined by training data. However, the ultimate goal of learning is to minimize the error on future data (test error), for which the training…

Machine Learning · Statistics 2021-11-08 Bernhard Stankewitz , Nicole Mücke , Lorenzo Rosasco

Classification tasks are usually evaluated in terms of accuracy. However, accuracy is discontinuous and cannot be directly optimized using gradient ascent. Popular methods minimize cross-entropy, hinge loss, or other surrogate losses, which…

Machine Learning · Computer Science 2024-07-25 Ivan Karpukhin , Stanislav Dereka , Sergey Kolesnikov

Workers spend a significant amount of time learning how to make good decisions. Evaluating the efficacy of a given decision, however, can be complicated -- e.g., decision outcomes are often long-term and relate to the original decision in…

Machine Learning · Computer Science 2024-03-20 Hamsa Bastani , Osbert Bastani , Wichinpong Park Sinchaisri

While a broad range of techniques have been proposed to tackle distribution shift, the simple baseline of training on an $\textit{undersampled}$ balanced dataset often achieves close to state-of-the-art-accuracy across several popular…

Machine Learning · Computer Science 2023-06-21 Niladri S. Chatterji , Saminul Haque , Tatsunori Hashimoto

In consequential domains, it is often impossible to compel individuals to take treatment, so that optimal policy rules are merely suggestions in the presence of human non-adherence to treatment recommendations. We study personalized…

Machine Learning · Computer Science 2026-04-24 Angela Zhou

Binary classifiers trained on a certain proportion of positive items introduce a bias when applied to data sets with different proportions of positive items. Most solutions for dealing with this issue assume that some information on the…

Machine Learning · Statistics 2021-02-18 Marco J. H. Puts , Piet J. H. Daas

When humans are subject to an algorithmic decision system, they can strategically adjust their behavior accordingly (``game'' the system). While a growing line of literature on strategic classification has used game-theoretic modeling to…

Machine Learning · Computer Science 2024-10-28 Raman Ebrahimi , Kristen Vaccaro , Parinaz Naghizadeh

Despite empirical success, the theory of reinforcement learning (RL) with value function approximation remains fundamentally incomplete. Prior work has identified a variety of pathological behaviours that arise in RL algorithms that combine…

Machine Learning · Computer Science 2020-10-30 Kenny Young , Richard S. Sutton