Learning Optimized Risk Scores

zbMath1440.68242arXiv1610.00168MaRDI QIDQ5214243

Cynthia Rudin, Berk Ustun

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

Uses Software

• KNITRO
• UCI-ml
• CPLEX
• ORL