Study compares different scoring rules for machine-learned weather forecasts, finding scale-awareness improves forecast realism.
problem Improving the accuracy of machine-learned probabilistic weather forecasts.
method Comparison of scoring rules (CRPS, fair global energy score, graph energy score) and analysis of their impact on forecast field spectra.
result Scale-awareness improves forecast realism, particularly in the tropics.
Large learning rates prevent memorization in denoising score matching.
problem Memorization of training data in diffusion-based generative models.
method Investigating the role of large learning rates in the small-noise regime, proving that they prevent convergence to the empirical optimal score.
result Large learning rates prevent memorization by making it impossible for the learned score to be arbitrarily close to the empirical optimal score.
ScoreMatchingRiesz improves debiased machine learning and policy effects estimation.
problem Improving debiased machine learning and policy effects estimation.
method Score matching and Riesz representer estimation.
result Estimates policy path for continuous treatments, improving interpretability.
New algorithm learns bridged diffusion processes without time-reversals.
problem Learning bridged diffusion processes efficiently and accurately.
method Score matching with Doob's h-transform, avoiding time-reversals.
result Outperforms existing methods in learning bridged diffusion processes.
Paper tackles transparency and auditability of machine learning in credit scoring.
problem Missed potential in using modern machine learning for credit scoring due to lack of transparency.
method Develops a framework for making black box machine learning models transparent, auditable, and explainable.
result Comparable interpretability can be achieved with machine learning while maintaining predictive power.
Score matching is a popular method for estimating unnormalized statistical models. However, it has been so far limited to simple, shallow models or low-dimensional data, due to the difficulty of computing the Hessian of log-density functions. We show this difficulty can be mitigated by projecting the scores onto random…
Paper bridges score estimation to parameter and density estimation in DDPMs.
problem Efficiently estimating scores for generative models.
method Introduces a framework linking score estimation to parameter and density estimation.
result Denoising score-matching in DDPMs is asymptotically efficient for parameter estimation.
Study examines fairness in machine learning for credit scoring.
problem Bias in machine learning models for credit scoring.
method Comprehensive experimental study of fairness-aware machine learning models.
result Fairness-aware models improve fairness while maintaining accuracy.
Credit scores misclassify borrowers, especially minorities, leading to inequitable access.
problem Misclassification of borrowers by credit scores, particularly minorities.
method Benchmarked a widely used credit score against a machine learning model.
result Machine learning model improves predictive accuracy for low-quality data, leading to more equitable access.
Paper develops machine learning algorithms to learn optimal integer weights for clinical risk scores.
problem Deriving optimal integer weights for clinical risk scores without computational burden.
method Flexible greedy optimization strategy to directly optimize a value function.
result Constructed an integer-weighted comorbidity score for measuring post-discharge mortality risk.
The article reviews scoring rules for estimating and evaluating forecasts.
problem Evaluating probabilistic forecasts and estimating probability distributions.
method Mathematical foundations and characterization of scoring rules.
result Important families of scoring rules and their applications in statistics and machine learning.
The paper tackles fairness in scoring functions for binary classification.
problem Fairness in scoring functions for binary classification tasks.
method Introduces ROC-based fairness constraints and learning algorithms.
result Generalization bounds and practical learning algorithms for fair scoring functions.
SCORE improves tree-based predictions with boosted residual extraTrees.
problem Improving tree-based prediction models with reduced errors.
method Inspired by representation learning, SCORE uses boosting, regularized regression, and variable selection.
result SCORE provides comparable or superior performance compared to other models.
New bounds for score matching in polynomial exponential families.
problem Understanding the sample complexity of score matching for polynomial exponential families.
method Non-asymptotic sample complexity analysis for score matching.
result First finite sample bounds for score matching in polynomial exponential families.
This paper introduces and develops a novel variable importance score function in the context of ensemble learning and demonstrates its appeal both theoretically and empirically. Our proposed score function is simple and more straightforward than its counterpart proposed in the context of random forest, and by avoiding …
Computational approaches to drug discovery can reduce the time and cost associated with experimental assays and enable the screening of novel chemotypes. Structure-based drug design methods rely on scoring functions to rank and predict binding affinities and poses. The ever-expanding amount of protein-ligand binding an…
New machine learning models improve credit scoring in banks.
problem Improving credit scoring models in heavily regulated financial institutions.
method Gradient Boosting Machines (XGBoost) and Shapley Values.
result Improved performance and default capture rate compared to current models.
The paper investigates how calibrating propensity scores improves DML estimates of average treatment effects.
problem Improving the accuracy of DML estimates in finite samples.
method Propensity score calibration within the Double/debiased machine learning framework.
result Calibrating propensity scores reduces the root mean squared error of DML estimates of average treatment effects in finite samples.
Adaptive learning of SPDE solutions using score-based diffusion models.
problem Model errors and reduced accuracy in SPDE solutions due to incomplete physical knowledge and environmental variability.
method Score-based diffusion models with recursive Bayesian inference, incorporating simulation data and observational information.
result Accuracy and robustness of the proposed method demonstrated on benchmark SPDEs.
New analysis shows scores learn data manifolds better than distributions.
problem Learning the full distribution vs. just the data manifold.
method Novel analysis of scores in the small-σ regime.
result Scores learn data manifold information Θ(σ−2) stronger than distribution information. Score matching is a recently developed parameter learning method that is particularly effective to complicated high dimensional density models with intractable partition functions. In this paper, we study two issues that have not been completely resolved for score matching. First, we provide a formal link between maxim…
This paper proposes a two-stage scoring approach to help lenders decide their fund allocations in the peer-to-peer (P2P) lending market. The existing scoring approaches focus on only either probability of default (PD) prediction, known as credit scoring, or profitability prediction, known as profit scoring, to identify…
BSAC improves credit scoring models by leveraging autoencoders and addressing imbalanced datasets.
problem Imbalanced and heterogeneous credit scoring datasets.
method Bagging Supervised Autoencoder Classifier (BSAC) that uses autoencoders and undersampling.
result BSAC improves classification of loan applicants, demonstrating robustness and effectiveness.
Study shows how diffusion models learn on low-dimensional manifolds.
problem Learning efficiency of diffusion models on manifolds.
method Analyzes denoising score matching with random feature neural networks.
result Sample complexity scales linearly with intrinsic dimension, not ambient dimension.
A novel framework quantifies uncertainty using proper scores for various tasks.
problem Uncertainty quantification in machine learning for reliable applications.
method Proposes a general framework based on proper scores for epistemic, aleatoric uncertainty, and model calibration.
result Achieves state-of-the-art uncertainty estimation for large language models and generative models.
Automated denoising score matching handles nonlinear diffusion processes.
problem Nonlinear diffusion processes limit generative modeling and property estimation.
method Local-DSM using local increments and Taylor expansions.
result Tractable training and score estimation for nonlinear diffusion processes.
Generalizes leverage score sampling for neural networks, accelerating kernel methods and deep learning.
problem Accelerating kernel methods and deep learning training.
method Generalizes leverage score sampling to neural networks and proves equivalence to neural tangent kernel ridge regression.
result Equivalence between regularized neural network and neural tangent kernel ridge regression under leverage score sampling initialization.
The paper argues for using Neyman orthogonal score for balancing in debiased machine learning.
problem Debiased machine learning requires a proper approach to balance covariates.
method The paper advocates for using Riesz regression with basis functions of X for balancing.
result Covariate balancing is only valid when the score-relevant regression error is a function of covariates alone.
Risk scores are simple classification models that let users make quick risk predictions by adding and subtracting a few small numbers. These models are widely used in medicine and criminal justice, but are difficult to learn from data because they need to be calibrated, sparse, use small integer coefficients, and obey …
Bayesian scores improve structure learning in probabilistic circuits.
problem Improper structure learning in probabilistic circuits based on heuristics.
method Developed Bayesian structure scores for deterministic PCs, using them in a greedy cutset algorithm.
result Effective protection against overfitting and fast, almost hyper-parameter-free structure learner.
New machine learning methods for inference from simulated data.
problem Modeling score and likelihood ratio functions from sampled data.
method InferoStatic Networks (ISN), Kernel Score Estimation (KSE), Kernel Likelihood Ratio Estimation (KLRE).
result Improved inference methods for complex models.
Score function estimators improve k-subset sampling efficiency.
problem Efficiently sampling k-subsets in machine learning tasks. method Revisit score function estimators, using discrete Fourier transform and control variates.
result Efficient and unbiased gradient estimates for k-subset sampling. Simplifies denoising score matching for manifold learning.
problem Learning distributions on manifolds is computationally intensive.
method Modifies denoising score matching to implicitly account for the manifold.
result Reduces computational burden while maintaining efficiency.
Deep networks can approximate score functions in high-dimensional graphical models efficiently.
problem Approximation efficiency of score functions by deep neural networks in high-dimensional graphical models like Markov random fields.
method Variational inference denoising algorithms and efficient neural network representation.
result Efficient sample complexity bound for diffusion-based generative modeling when score functions are learned by deep neural networks.
SBMs learn manifold-like structures by mixing samples with a non-conservative field.
problem How SBMs learn data distributions on low-dimensional manifolds.
method Investigating linear approximations and subspaces of local feature vectors during diffusion.
result SBMs mix samples by a non-conservative field within the manifold, maintaining manifold-like structure.
Develops Hamiltonian Score Matching and Generative Flows for machine learning.
problem Estimating score functions and designing generative models.
method Introduces Hamiltonian velocity predictors (HVPs) for score matching and generative flows.
result Hamiltonian Generative Flows (HGFs) rival leading generative modeling techniques.
Framework scores DeFi users based on liquidity and trading behavior.
problem Distinguishing between liquidity provision and active trading in DeFi.
method Rule-based decomposition, deep residual neural network, pool-level context.
result Deep residual neural network improves user scoring and risk assessment.
New geometric analysis shows L2 score error is flawed for diffusion models.
problem Score matching errors in diffusion models do not fully capture distributional quality.
method Decomposed score errors into gradient and solenoidal components, focusing on gradient's role in Fokker-Planck dynamics.
result Only gradient component affects marginal distributional quality; solenoidal component is structurally invisible.
SSDMs generate quantum states directly, outperforming classical methods.
problem Generating pure-state quantum representations efficiently.
method Score-based generative model on complex projective manifold.
result SSDMs match target pure-state ensembles by orders of magnitude.
Enhances learning of structured distributions using nonlinear denoising score matching.
problem Learning structured distributions from noisy data.
method Latent Nonlinear Denoising Score Matching (LNDSM) integrating nonlinear dynamics with VAE-based latent score matching.
result LNDSM achieves superior sample quality and variability compared to structure-agnostic methods.
Leverage score sampling provides an appealing way to perform approximate computations for large matrices. Indeed, it allows to derive faithful approximations with a complexity adapted to the problem at hand. Yet, performing leverage scores sampling is a challenge in its own right requiring further approximations. In th…
Paper predicts TUG score from gait characteristics using machine learning.
problem Assessing fall risk in the elderly.
method 3D pose estimation, gait characteristics computation, copula entropy selection, predictive models.
result Effectiveness of the proposed method demonstrated on real-world data.
Paper uses RL for better credit scoring and underwriting.
problem Traditional underwriting methods are ungeneralizable in complex scenarios.
method Adapts RL principles for credit scoring, incorporating action space renewal and multi-choice actions.
result RL-based algorithms outperform traditional methods in aligned data scenarios.
Parallel score matching accelerates DPM training and improves density estimation.
problem Extended training periods and limited modeling flexibility in DPMs.
method Partitioning the learning task into independent time sub-intervals and modeling the score at each time point separately.
result Significant acceleration of training process and improved density estimation performance.
MLS improves feature selection for imbalanced data.
problem Machine learning challenges with imbalanced high-dimensional data.
method Introduces Marginal Laplacian Score (MLS) for better feature selection.
result MLS improves performance on synthetic and public datasets.
We give a new consistent scoring function for structure learning of Bayesian networks. In contrast to traditional approaches to scorebased structure learning, such as BDeu or MDL, the complexity penalty that we propose is data-dependent and is given by the probability that a conditional independence test correctly show…
A new method combines scores of individual observations to efficiently approximate posterior distributions.
problem Handling posterior distributions conditioned on multiple observations with neural methods.
method Conditional score modeling to combine learned scores from individual observations.
result Sample-efficient method that can aggregate multiple observations at inference time.
Regularizes attention scores in vision transformers using bootstrapping.
problem Noisy and diffused attention maps in ViT limit interpretability.
method Statistical learning techniques, bootstrapping of attention scores.
result Improves shrinkage and sparsity of attention scores.