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07/13/2023
On the Connection between Game-Theoretic Feature Attributions and Counterfactual Explanations
Explainable Artificial Intelligence (XAI) has received widespread intere...
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11/11/2022
Rethinking Log Odds: Linear Probability Modelling and Expert Advice in Interpretable Machine Learning
We introduce a family of interpretable machine learning models, with two...
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09/22/2022
Optimal Stopping with Gaussian Processes
We propose a novel group of Gaussian Process based algorithms for fast a...
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03/14/2022
Optimal Admission Control for Multiclass Queues with Time-Varying Arrival Rates via State Abstraction
We consider a novel queuing problem where the decision-maker must choose...
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10/27/2021
Counterfactual Shapley Additive Explanations
Feature attributions are a common paradigm for model explanations due to...
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10/05/2021
Tradeoffs in Streaming Binary Classification under Limited Inspection Resources
Institutions are increasingly relying on machine learning models to iden...
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06/29/2021
Counterfactual Explanations for Arbitrary Regression Models
We present a new method for counterfactual explanations (CFEs) based on ...
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06/09/2021
Non-Parametric Stochastic Sequential Assignment With Random Arrival Times
We consider a problem wherein jobs arrive at random times and assume ran...
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05/27/2021
Calibrating Over-Parametrized Simulation Models: A Framework via Eligibility Set
Stochastic simulation aims to compute output performance for complex mod...
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12/10/2019
Get Real: Realism Metrics for Robust Limit Order Book Market Simulations
Machine learning (especially reinforcement learning) methods for trading...
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02/27/2018
Constructing graphs with limited resources
We discuss the amount of physical resources required to construct a give...
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02/22/2018