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

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

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