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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

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48 results for Decision Rules

Paper extends transfer learning for decision rules, improving treatment rule estimation.

problem Estimating optimal individualized treatment rules under changing conditions.
method Bayes decision rules and low-dimensional empirical risk minimization.
result Consistent estimators and risk bounds established under mild conditions.

New decision-theoretic characterization separates belief and decision posteriors.

problem Understanding the conditions under which loss-based updating coincides with Bayesian updating.
method Decision-theoretic approach to distinguish belief and decision posteriors.
result Generalized Bayes coincides with ordinary Bayesian updating only if the loss is proportional to negative log-likelihood.

From doctors diagnosing patients to judges setting bail, experts often base their decisions on experience and intuition rather than on statistical models. While understandable, relying on intuition over models has often been found to result in inferior outcomes. Here we present a new method, select-regress-and-round, f…

2017-02-15abs ↗pdf ↗

LI-ITR combines flexible ML with interpretable approximations for personalized treatment rules.

problem Combining flexibility and interpretability in personalized treatment rules.
method Uses variational autoencoders and a mixture of interpretable experts.
result Accurately recovers true local coefficients and optimal treatment strategies.

This work proposes optimal decision rules for hierarchical classifiers to better align with evaluation metrics.

problem Heuristic decision rules in hierarchical classification do not align with evaluation metrics.
method Derives optimal decision rules for various prediction settings, focusing on hierarchical hFβhF_β scores.
result Optimal decision rules enhance the performance and reliability of hierarchical classifiers.

In many predictive decision-making scenarios, such as credit scoring and academic testing, a decision-maker must construct a model that accounts for agents' propensity to "game" the decision rule by changing their features so as to receive better decisions. Whereas the strategic classification literature has previously…

2020-02-24abs ↗pdf ↗

Sparse oblique decision tree improves security rules for renewable power systems.

problem Identifying secure operating conditions in power systems with high renewable energy.
method Sparse weighted oblique decision tree to learn and embed linear security rules.
result The method significantly increases secure states and reduces solution time.

Advances rule-based multi-label classification using conformal prediction.

problem Improving accuracy and decision making in multi-label classification.
method Combines conformal prediction with rule-based learning to provide natural conformity scores and calibrate rule assessments.
result Calibrated conformity scores enhance prediction accuracy and decision making.

Bayesian method infers local rules for collective animal movement.

problem Learn local rules governing long-term group behaviors.
method Bayesian Inverse Reinforcement Learning with Linearly-Solvable Markov Decision Process.
result Recover true costs and find value of collective movement.

SBAMDT uses adaptive soft splits to model complex decision boundaries.

problem Limited ability of standard decision trees to capture complex decision boundaries.
method Probabilistic additive decision tree model with adaptive soft multivariate splits.
result Demonstrated improved predictive performance on synthetic and real datasets.

An online decision-making algorithm using stochastic gradient descent for big data.

problem Efficiently updating decision rules in online decision making with big data.
method Stochastic gradient descent for online updates, asymptotic normality of estimators.
result Asymptotic normality of parameter and value estimators, enabling statistical inference.

This paper improves prediction rule ensembles using model-based data generation.

problem Improving the sparsity and predictive accuracy of prediction rule ensembles.
method The authors use surrogate models to train Lasso regression with data generated by a boosted decision tree ensemble, improving PRE performance.
result The use of surrogacy models can substantially improve the sparsity of PRE while retaining predictive accuracy.

In the artificial intelligence field, learning often corresponds to changing the parameters of a parameterized function. A learning rule is an algorithm or mathematical expression that specifies precisely how the parameters should be changed. When creating an artificial intelligence system, we must make two decisions: …

2017-06-09abs ↗pdf ↗

RISE learns decisions with sensitive variables, improving worst-case outcomes.

problem Uncertainty and bias in decisions due to delayed sensitive variable data.
method Incorporates sensitive variables offline but not at deployment, using quantile or infimum optimization.
result Improves worst-case outcomes for individuals affected by unavailable sensitive variables.

Critiques binary classification evaluation methods, advocating for proper scoring rules.

problem The dominance of top-K metrics and fixed-threshold evaluations in machine learning.
method Introduces a decision-theoretic framework mapping evaluation metrics to their use cases, and implements a clipped Brier score variant.
result Demonstrates the clinical utility of proper scoring rules through a Python package, exttt{briertools}.

In many healthcare settings, intuitive decision rules for risk stratification can help effective hospital resource allocation. This paper introduces a novel variant of decision tree algorithms that produces a chain of decisions, not a general tree. Our algorithm, αα-Carving Decision Chain (ACDC), sequentially carves o…

2016-06-16abs ↗pdf ↗

AI-Interpret transforms opaque policies into simple, interpretable decision rules.

problem Designing effective decision aids for professionals to mitigate decision-making biases.
method Combining imitation learning, program induction, and clustering to transform learned policies into interpretable descriptions.
result Providing interpretable decision rules as flowcharts significantly improves people's planning strategies and decisions.

Novel approach for creating interpretable classifiers using bilevel optimization of split-rules in NLDTs.

problem Creating highly accurate and easily interpretable classifiers for practical applications.
method Representing classifiers as assemblies of simple mathematical rules using NLDTs with evolutionary bilevel optimization.
result The approach ensures interpretability while achieving high accuracy on various classification problems.

We tackle the problem of building explainable recommendation systems that are based on a per-user decision tree, with decision rules that are based on single attribute values. We build the trees by applying learned regression functions to obtain the decision rules as well as the values at the leaf nodes. The regression…

2019-12-19abs ↗pdf ↗

Dynamic treatment regimes are of growing interest across the clinical sciences as these regimes provide one way to operationalize and thus inform sequential personalized clinical decision making. A dynamic treatment regime is a sequence of decision rules, with a decision rule per stage of clinical intervention; each de…

2010-06-30abs ↗pdf ↗

We consider the problem of how decision making can be fair when the underlying probabilistic model of the world is not known with certainty. We argue that recent notions of fairness in machine learning need to explicitly incorporate parameter uncertainty, hence we introduce the notion of {\em Bayesian fairness} as a su…

2017-05-31abs ↗pdf ↗

The paper develops deep learning models for personalized treatment rules in survival analysis.

problem Deriving optimal treatment rules for bivariate survival outcomes in randomized trials.
method Adaptive prediction-powered learning using deep neural networks and stochastic policies.
result Maximizes joint survival probability beyond fixed time points (t1,t2)(t_1, t_2).

Bayes classifier cannot be learned from noisy labels without knowing noise distribution.

problem Learning a Bayes classifier from noisy labels when the noise distribution is unknown.
method Demonstrates the identifiability issues and proposes a simple algorithm for learning the Bayes decision rule.
result The Bayes decision rule is generally unidentified and cannot be learned without knowing the noise distribution.

This paper establishes the asymptotic consistency of the {\it loss-calibrated variational Bayes} (LCVB) method. LCVB was proposed in~\cite{LaSiGh2011} as a method for approximately computing Bayesian posteriors in a `loss aware' manner. This methodology is also highly relevant in general data-driven decision-making con…

2019-11-04abs ↗pdf ↗

New concept of proper-calibeating extends classic calibrated forecasts to proper scoring rules.

problem Defining and extending calibrated forecasts to proper scoring rules.
method Extending the concepts of calibrated and calibeating forecasts to proper scoring rules and proving their properties.
result Proper-calibration always implies calibration, but proper-calibeating does not necessarily imply calibeating.

Optimal allocation of human effort to correct AI assessments in decision-making.

problem How to allocate costly human effort to correct noisy or biased AI-generated assessments.
method Decision-theoretic framework treating AI assessments as signals and human judgments as costly information. Developed estimation procedures under nonparametric and linear models.
result Our approach substantially outperforms LLM-only predictions and achieves performance comparable to full human review while using only 20-30% of the human information.

New approach tackles decision-making under predictions that shape outcomes.

problem Challenges in learning optimal decision rules when predictions influence outcomes.
method Introduces performative omniprediction, a predictor that encodes optimal decision rules for multiple objectives.
result Efficient performative omnipredictors exist under a natural restriction of outcome performativity.

Proposes new rule for ranking investment prospects over long horizons.

problem Ranking investment prospects over long horizons considering bounded risk aversion.
method Introduces asymptotic fractional-order stochastic dominance with bounded relative risk aversion.
result Establishes equivalent conditions for the new rule under lognormal returns without mean non-negativity constraint.

Bayesian neural networks are shown to be minimax and admissible under certain conditions.

problem Optimality of Bayesian neural networks in deep learning models.
method Analysis of decision rules induced by BNNs in the normal location model under quadratic loss.
result A hyperprior on the effective output variance yields a minimax and admissible decision rule.

A new method explains RNNs by decision lists over skipgrams, improving explanation fidelity and interpretability.

problem Lack of understanding how input segments combine to form patterns in neural network outputs.
method Proposes a pipeline to explain RNNs using decision lists over skipgrams, creating synthetic and real-world datasets for evaluation.
result Persistently achieves high explanation fidelity and interpretable rules.

GEAR uses auxiliary data to estimate optimal decisions in studies with limited primary outcomes.

problem Estimating optimal decisions when primary outcomes are not available in experimental samples.
method GEAR uses augmented inverse propensity weighting to estimate optimal decisions based on auxiliary data.
result GEAR estimators and value estimators have established asymptotic properties and are validated in simulations and a real application.

Proposes sparse local and regional counterfactual rules for robust recourses.

problem Challenges in counterfactual explanations, especially stability, synthesis, and implementation.
method Probabilistic framework using Random Forest to derive sparse local and regional counterfactual rules.
result Effective recourses derived from high-density regions, providing sparse and robust counterfactual rules.