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Calibration of machine learning classifiers is necessary to obtain reliable and interpretable predictions, bridging the gap between model confidence and actual probabilities. One prominent technique, isotonic regression (IR), aims at…

Machine Learning · Computer Science 2023-11-22 Eugene Berta , Francis Bach , Michael Jordan

Multi-interaction systems abound in nature, from colloidal suspensions to gene regulatory circuits. These systems can produce complex dynamics and graph neural networks have been proposed as a method to extract underlying interactions and…

Machine Learning · Computer Science 2020-10-01 Vijja Wichitwechkarn , Ben Day , Cristian Bodnar , Matthew Wales , Pietro Liò

This work presents a guide for the use of some of the functions of the multiColl package in R for the detection of near-multicollinearity. The main contribution, in comparison to other existing packages in R or other econometric software,…

Computation · Statistics 2021-07-08 R. Salmerón , C. B. García , J. García

In this paper, we establish the stochastic ordering of the Gini indexes for multivariate elliptical risks which generalized the corresponding results for multivariate normal risks. It is shown that several conditions on dispersion matrices…

Risk Management · Quantitative Finance 2026-03-17 Xuehua Yin , Dan Zhu , Chuancun Yin

Ensuring that classifiers are well-calibrated, i.e., their predictions align with observed frequencies, is a minimal and fundamental requirement for classifiers to be viewed as trustworthy. Existing methods for assessing multiclass…

Machine Learning · Computer Science 2025-10-30 Mahmoud Hegazy , Michael I. Jordan , Aymeric Dieuleveut

Kinetic equations play a major rule in modeling large systems of interacting particles. Uncertainties may be due to various reasons, like lack of knowledge on the microscopic interaction details or incomplete informations at the boundaries.…

Numerical Analysis · Mathematics 2019-05-01 Giacomo Dimarco , Lorenzo Pareschi

Two different approaches to analysis of data from diagnostic biomarker studies are commonly employed. Logistic regression is used to fit models for probability of disease given marker values, while ROC curves and risk distributions are used…

Applications · Statistics 2013-12-02 Ying Huang , Margaret S. Pepe , Ziding Feng

In analysis of binary outcomes, the receiver operator characteristic (ROC) curve is heavily used to show the performance of a model or algorithm. The ROC curve is informative about the performance over a series of thresholds and can be…

Computation · Statistics 2020-08-10 John Muschelli

Classification is an important statistical learning tool. In real application, besides high prediction accuracy, it is often desirable to estimate class conditional probabilities for new observations. For traditional problems where the…

Statistics Theory · Mathematics 2025-03-18 Guo Xian Yau , Chong Zhang

The receiver operating characteristic (ROC) curve is the most popular tool used to evaluate the discriminatory capability of diagnostic tests/biomarkers measured on a continuous scale when distinguishing between two alternative disease…

Methodology · Statistics 2021-03-22 Maria Xose Rodriguez-Alvarez , Vanda Inacio

We introduce Multi-CALF, an algorithm that intelligently combines reinforcement learning policies based on their relative value improvements. Our approach integrates a standard RL policy with a theoretically-backed alternative policy,…

Machine Learning · Computer Science 2025-05-20 Georgiy Malaniya , Anton Bolychev , Grigory Yaremenko , Anastasia Krasnaya , Pavel Osinenko

Receiver operating characteristic (ROC) curves are used ubiquitously to evaluate covariates, markers, or features as potential predictors in binary problems. We distinguish raw ROC diagnostics and ROC curves, elucidate the special role of…

Methodology · Statistics 2018-09-14 Tilmann Gneiting , Peter Vogel

In this paper, a progressive learning technique for multi-class classification is proposed. This newly developed learning technique is independent of the number of class constraints and it can learn new classes while still retaining the…

Machine Learning · Computer Science 2017-01-24 Rajasekar Venkatesan , Meng Joo Er

Given many popular functional forms for the Lorenz curve do not have a closed-form expression for the Gini index and no study has utilized the observed Gini index to estimate parameter(s) associated with the corresponding parametric…

General Economics · Economics 2022-01-03 Thitithep Sitthiyot , Kanyarat Holasut

Accurately simulating diverse behaviors of heterogeneous agents in various scenarios is fundamental to autonomous driving simulation. This task is challenging due to the multi-modality of behavior distribution, the high-dimensionality of…

Robotics · Computer Science 2024-10-27 Baotian He , Yibing Li

Multimodal regression is a fundamental task, which integrates the information from different sources to improve the performance of follow-up applications. However, existing methods mainly focus on improving the performance and often ignore…

Machine Learning · Computer Science 2021-11-17 Huan Ma , Zongbo Han , Changqing Zhang , Huazhu Fu , Joey Tianyi Zhou , Qinghua Hu

The classical Lorenz curve is often used to depict inequality in a population of incomes, and the associated Gini coefficient is relied upon to make comparisons between different countries and other groups. The sample estimates of these…

Statistics Theory · Mathematics 2017-02-01 Luke A. Prendergast , Robert G. Staudte

Risk scores are an interpretable and actionable class of machine learning models with applications in medicine, insurance, and risk management. Unlike most computational methods, risk scores are designed to be computed by a human by…

Machine Learning · Computer Science 2026-05-05 Costa Georgantas , Jonas Richiardi

Many classification techniques when the data are curves or functions have been recently proposed. However, the presence of misaligned problems in the curves can influence the performance of most of them. In this paper, we propose a…

Methodology · Statistics 2020-11-05 Lin Tang , Pengcheng Zeng , Jian Qing Shi , Won-Seok Kim

The use of cumulative incidence functions for characterizing the risk of one type of event in the presence of others has become increasingly popular over the past decade. The problems of modeling, estimation and inference have been treated…

Methodology · Statistics 2020-11-16 Youngjoo Cho , Annette M. Molinaro , Chen Hu , Robert L. Strawderman