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

classificationcalibrationinterpretabilitydiscrete optimizationmixed integer nonlinear programmingcustomizationscoring systemscutting-planes methods

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Nonlinear programming (90C30) Learning and adaptive systems in artificial intelligence (68T05)

Related Items (6)

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

Uses Software

• KNITRO
• UCI-ml
• CPLEX
• ORL

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Learning Certifiably Optimal Rule Lists for Categorical Data
• Best subset selection via a modern optimization lens
• Feature subset selection for logistic regression via mixed integer optimization
• Sparse weighted voting classifier selection and its linear programming relaxations
• Supersparse linear integer models for optimized medical scoring systems
• Interpretable classifiers using rules and Bayesian analysis: building a better stroke prediction model
• Learning customized and optimized lists of rules with mathematical programming
• A semidefinite programming method for integer convex quadratic minimization
• Polyhedral approximation in mixed-integer convex optimization
• Cutting-plane training of structural SVMs
• Learning decision trees with flexible constraints and objectives using integer optimization
• Very simple classification rules perform well on most commonly used datasets
• An interior-point Benders based branch-and-cut algorithm for mixed integer programs
• Concentration inequalities for sampling without replacement
• Algorithms and Software for Convex Mixed Integer Nonlinear Programs
• Combinatorial Benders Cuts for the Minimum Tollbooth Problem
• The Cutting-Plane Method for Solving Convex Programs
• Breast Cancer Diagnosis and Prognosis Via Linear Programming
• Learning Optimized Risk Scores
• PIECEWISE-LINEAR APPROXIMATION FOR FEATURE SUBSET SELECTION IN A SEQUENTIAL LOGIT MODEL

This page was built for publication: Learning Optimized Risk Scores