相关论文: A causal viewpoint on prediction model performance…
A predictive model makes outcome predictions based on some given features, i.e., it estimates the conditional probability of the outcome given a feature vector. In general, a predictive model cannot estimate the causal effect of a feature…
What is the difference of a prediction that is made with a causal model and a non-causal model? Suppose we intervene on the predictor variables or change the whole environment. The predictions from a causal model will in general work as…
Predictions about people, such as their expected educational achievement or their credit risk, can be performative and shape the outcome that they aim to predict. Understanding the causal effect of these predictions on the eventual outcomes…
Classification is a well-studied machine learning task which concerns the assignment of instances to a set of outcomes. Classification models support the optimization of managerial decision-making across a variety of operational business…
Causal models are notoriously difficult to validate because they make untestable assumptions regarding confounding. New scientific experiments offer the possibility of evaluating causal models using prediction performance. Prediction…
Accurate prediction of outcomes is crucial for clinical decision-making and personalized patient care. Supervised machine learning algorithms, which are commonly used for outcome prediction in the medical domain, optimize for predictive…
Causal inference is often portrayed as fundamentally distinct from predictive modeling, with its own terminology, goals, and intellectual challenges. But at its core, causal inference is simply a structured instance of prediction under…
A common practice in evidence-based decision-making uses estimates of conditional probabilities P(y|x) obtained from research studies to predict outcomes y on the basis of observed covariates x. Given this information, decisions are then…
In many applications, there is a need to predict the effect of an intervention on different individuals from data. For example, which customers are persuadable by a product promotion? which patients should be treated with a certain type of…
Discrimination and calibration represent two important properties of survival analysis, with the former assessing the model's ability to accurately rank subjects and the latter evaluating the alignment of predicted outcomes with actual…
Machine learning models are often used to inform real world risk assessment tasks: predicting consumer default risk, predicting whether a person suffers from a serious illness, or predicting a person's risk to appear in court. Given…
We consider robustness to distribution shifts in the context of diagnostic models in healthcare, where the prediction target $Y$, e.g., the presence of a disease, is causally upstream of the observations $X$, e.g., a biomarker. Distribution…
Standard weather forecast evaluations focus on the forecaster's perspective and on a statistical assessment comparing forecasts and observations. In practice, however, forecasts are used to make decisions, so it seems natural to take the…
Machine learning is increasingly being used to generate prediction models for use in a number of real-world settings, from credit risk assessment to clinical decision support. Recent discussions have highlighted potential problems in the…
With the increasing adoption of predictive models trained using machine learning across a wide range of high-stakes applications, e.g., health care, security, criminal justice, finance, and education, there is a growing need for effective…
Predictive models are often introduced to decision-making tasks under the rationale that they improve performance over an existing decision-making policy. However, it is challenging to compare predictive performance against an existing…
In this paper we study approaches for dealing with treatment when developing a clinical prediction model. Analogous to the estimand framework recently proposed by the European Medicines Agency for clinical trials, we propose a…
The proximal causal inference framework enables the identification and estimation of causal effects in the presence of unmeasured confounding by leveraging two disjoint sets of observed strong proxies: negative control treatments and…
When providing probabilistic forecasts for uncertain future events, it is common to strive for calibrated forecasts, that is, the predictive distribution should be compatible with the observed outcomes. Several notions of calibration are…
When users can benefit from certain predictive outcomes, they may be prone to act to achieve those outcome, e.g., by strategically modifying their features. The goal in strategic classification is therefore to train predictive models that…