Learning Optimized Risk Scores

zbMath1440.68242arXiv1610.00168MaRDI QIDQ5214243

Berk Ustun, Cynthia Rudin

Publication date: 7 February 2020

Full work available at URL: https://arxiv.org/abs/1610.00168

zbMATH Keywords

classification; calibration; interpretability; discrete optimization; mixed integer nonlinear programming; customization; scoring systems; cutting-planes methods

Mathematics Subject Classification ID

62H30: Classification and discrimination; cluster analysis (statistical aspects)

90C30: Nonlinear programming

68T05: Learning and adaptive systems in artificial intelligence

Related Items

Unnamed Item, A Survey on the Explainability of Supervised Machine Learning, Learning Optimized Risk Scores, Interpretable machine learning: fundamental principles and 10 grand challenges, Algorithms for the unit-cost stochastic score classification problem, Multiple criteria sorting models and methods. I: Survey of the literature

Uses Software

• KNITRO
• UCI-ml
• CPLEX
• ORL

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