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Net benefit is widely used and reported to evaluate the clinical utility of prediction models, yet its interpretation often remains difficult in practice. In this didactical note, we develop two complementary interpretations that make net…

Applications · Statistics 2026-05-21 Linard Hoessly

The increasing use of machine learning in high-stakes domains -- where people's livelihoods are impacted -- creates an urgent need for interpretable, fair, and highly accurate algorithms. With these needs in mind, we propose a mixed integer…

Machine Learning · Computer Science 2023-07-26 Nathanael Jo , Sina Aghaei , Andrés Gómez , Phebe Vayanos

The field of machine learning is subject to an increasing interest in models that are not only accurate but also interpretable and robust, thus allowing their end users to understand and trust AI systems. This paper presents a novel method…

Machine Learning · Computer Science 2026-04-24 Valentin Lemaire , Gaël Aglin , Siegfried Nijssen

Precision medicine is currently a topic of great interest in clinical and intervention science. One way to formalize precision medicine is through a treatment regime, which is a sequence of decision rules, one per stage of clinical…

Methodology · Statistics 2016-06-07 Yichi Zhang , Eric B. Laber , Anastasios Tsiatis , Marie Davidian

Concurrent to the rapid progress in the development of neural-network based models in areas like natural language processing and computer vision, the need for creating explanations for the predictions of these black-box models has risen…

Computation and Language · Computer Science 2025-08-18 Marc Brinner , Sina Zarriess

Reinforcement learning policies are typically represented by black-box neural networks, which are non-interpretable and not well-suited for safety-critical domains. To address both of these issues, we propose constrained normalizing flow…

Machine Learning · Computer Science 2024-05-03 Finn Rietz , Erik Schaffernicht , Stefan Heinrich , Johannes A. Stork

Explaining recommendations enables users to understand whether recommended items are relevant to their needs and has been shown to increase their trust in the system. More generally, if designing explainable machine learning models is key…

Machine Learning · Computer Science 2020-08-27 Darius Afchar , Romain Hennequin

Rapid development of advanced modelling techniques gives an opportunity to develop tools that are more and more accurate. However as usually, everything comes with a price and in this case, the price to pay is to loose interpretability of a…

We propose a novel framework to solve risk-sensitive reinforcement learning (RL) problems where the agent optimises time-consistent dynamic spectral risk measures. Based on the notion of conditional elicitability, our methodology constructs…

Machine Learning · Computer Science 2023-05-02 Anthony Coache , Sebastian Jaimungal , Álvaro Cartea

Interpretability has become an essential topic for artificial intelligence in some high-risk domains such as healthcare, bank and security. For commonly-used tabular data, traditional methods trained end-to-end machine learning models with…

Artificial Intelligence · Computer Science 2022-08-18 Haixiao Chi , Dawei Wang , Gaojie Cui , Feng Mao , Beishui Liao

The lack of interpretability and transparency are preventing economists from using advanced tools like neural networks in their empirical research. In this paper, we propose a class of interpretable neural network models that can achieve…

Econometrics · Economics 2020-12-01 Yucheng Yang , Zhong Zheng , Weinan E

We investigate a long-debated question, which is how to create predictive models of recidivism that are sufficiently accurate, transparent, and interpretable to use for decision-making. This question is complicated as these models are used…

Machine Learning · Statistics 2020-10-20 Jiaming Zeng , Berk Ustun , Cynthia Rudin

State-of-the-art results in typical classification tasks are mostly achieved by unexplainable machine learning methods, like deep neural networks, for instance. Contrarily, in this paper, we investigate the application of rule learning…

Machine Learning · Computer Science 2024-03-11 Albert Nössig , Tobias Hell , Georg Moser

We intend to create a new risk assessment methodology that combines the best characteristics of both risk score and machine learning models. More specifically, we aim to develop a method that, besides having a good performance, offers a…

Machine Learning · Computer Science 2021-10-19 Francisco Valente , Jorge Henriques , Simão Paredes , Teresa Rocha , Paulo de Carvalho , João Morais

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

Motivated by applications such as college admission and insurance rate determination, we propose an evaluation problem where the inputs are controlled by strategic individuals who can modify their features at a cost. A learner can only…

Computer Science and Game Theory · Computer Science 2020-11-05 Nika Haghtalab , Nicole Immorlica , Brendan Lucier , Jack Z. Wang

We introduce a framework for calibrating machine learning models so that their predictions satisfy explicit, finite-sample statistical guarantees. Our calibration algorithms work with any underlying model and (unknown) data-generating…

Machine Learning · Computer Science 2022-10-03 Anastasios N. Angelopoulos , Stephen Bates , Emmanuel J. Candès , Michael I. Jordan , Lihua Lei

An important factor in the practical implementation of optimization models is the acceptance by the intended users. This is influenced among other factors by the interpretability of the solution process. Decision rules that meet this…

Machine Learning · Computer Science 2024-12-03 Marc Goerigk , Michael Hartisch , Sebastian Merten

We propose a fair machine learning algorithm to model interpretable differences between observed and desired human decision-making, with the latter aimed at reducing disparity in a downstream outcome impacted by the human decision. Prior…

Machine Learning · Computer Science 2025-05-26 Pavan Ravishankar , Rushabh Shah , Daniel B. Neill

Recent advancements in AI applications to healthcare have shown incredible promise in surpassing human performance in diagnosis and disease prognosis. With the increasing complexity of AI models, however, concerns regarding their opacity,…

Machine Learning · Computer Science 2023-08-17 Munib Mesinovic , Peter Watkinson , Tingting Zhu