Search Results for author: Arthur Charpentier

Found 22 papers, 11 papers with code

Boarding for ISS: Imbalanced Self-Supervised: Discovery of a Scaled Autoencoder for Mixed Tabular Datasets

no code implementations23 Mar 2024 Samuel Stocksieker, Denys Pommeret, Arthur Charpentier

This paper aims to fill this gap by examining the specific challenges posed by data imbalance in self-supervised learning in the domain of tabular data, with a primary focus on autoencoders.

Dimensionality Reduction Self-Supervised Learning

From Uncertainty to Precision: Enhancing Binary Classifier Performance through Calibration

1 code implementation12 Feb 2024 Agathe Fernandes Machado, Arthur Charpentier, Emmanuel Flachaire, Ewen Gallic, François Hu

The assessment of binary classifier performance traditionally centers on discriminative ability using metrics, such as accuracy.

Decision Making

Geospatial Disparities: A Case Study on Real Estate Prices in Paris

1 code implementation29 Jan 2024 Agathe Fernandes Machado, François Hu, Philipp Ratz, Ewen Gallic, Arthur Charpentier

Driven by an increasing prevalence of trackers, ever more IoT sensors, and the declining cost of computing power, geospatial information has come to play a pivotal role in contemporary predictive models.

Binary Classification Fairness

Measuring and Mitigating Biases in Motor Insurance Pricing

no code implementations20 Nov 2023 Mulah Moriah, Franck Vermet, Arthur Charpentier

The non-life insurance sector operates within a highly competitive and tightly regulated framework, confronting a pivotal juncture in the formulation of pricing strategies.

Fairness

Parametric Fairness with Statistical Guarantees

no code implementations31 Oct 2023 François Hu, Philipp Ratz, Arthur Charpentier

Algorithmic fairness has gained prominence due to societal and regulatory concerns about biases in Machine Learning models.

Fairness

A Sequentially Fair Mechanism for Multiple Sensitive Attributes

1 code implementation12 Sep 2023 François Hu, Philipp Ratz, Arthur Charpentier

Our approach seamlessly extends to approximate fairness, enveloping a framework accommodating the trade-off between risk and unfairness.

Attribute Decision Making +1

Fairness Explainability using Optimal Transport with Applications in Image Classification

1 code implementation22 Aug 2023 Philipp Ratz, François Hu, Arthur Charpentier

Ensuring trust and accountability in Artificial Intelligence systems demands explainability of its outcomes.

Decision Making Fairness +1

Generalized Oversampling for Learning from Imbalanced datasets and Associated Theory

no code implementations5 Aug 2023 Samuel Stocksieker, Denys Pommeret, Arthur Charpentier

In this paper, we propose a data augmentation procedure, the GOLIATH algorithm, based on kernel density estimates which can be used in classification and regression.

Data Augmentation regression

Optimal Vaccination Policy to Prevent Endemicity: A Stochastic Model

no code implementations23 Jun 2023 Félix Foutel-Rodier, Arthur Charpentier, Hélène Guérin

The analysis of the model's equilibria reveals a criterion for the existence of an endemic equilibrium, which depends on the rate of immunity loss and the distribution of time between booster doses.

Blocking

Mitigating Discrimination in Insurance with Wasserstein Barycenters

1 code implementation22 Jun 2023 Arthur Charpentier, François Hu, Philipp Ratz

Given that such discrimination can often be attributed to historical data biases, an elimination or at least mitigation is desirable.

Fairness in Multi-Task Learning via Wasserstein Barycenters

1 code implementation16 Jun 2023 François Hu, Philipp Ratz, Arthur Charpentier

Algorithmic Fairness is an established field in machine learning that aims to reduce biases in data.

Binary Classification Decision Making +2

Data Augmentation for Imbalanced Regression

1 code implementation18 Feb 2023 Samuel Stocksieker, Denys Pommeret, Arthur Charpentier

In this work, we consider the problem of imbalanced data in a regression framework when the imbalanced phenomenon concerns continuous or discrete covariates.

Data Augmentation regression

Optimal Transport for Counterfactual Estimation: A Method for Causal Inference

1 code implementation18 Jan 2023 Arthur Charpentier, Emmanuel Flachaire, Ewen Gallic

Here, we will have the dual view: doing an intervention, or changing the treatment (even just hypothetically, in a thought experiment, for example by asking what would have happened if a person had been Black) can have an impact on the values of x.

Causal Inference counterfactual

Quantifying fairness and discrimination in predictive models

no code implementations19 Dec 2022 Arthur Charpentier

The analysis of discrimination has long interested economists and lawyers.

Fairness

Government Intervention in Catastrophe Insurance Markets: A Reinforcement Learning Approach

no code implementations3 Jul 2022 Menna Hassan, Nourhan Sakr, Arthur Charpentier

This paper designs a sequential repeated game of a micro-founded society with three types of agents: individuals, insurers, and a government.

reinforcement-learning Reinforcement Learning (RL)

The Fairness of Machine Learning in Insurance: New Rags for an Old Man?

no code implementations17 May 2022 Laurence Barry, Arthur Charpentier

Since the beginning of their history, insurers have been known to use data to classify and price risks.

BIG-bench Machine Learning Fairness

A Fair Pricing Model via Adversarial Learning

no code implementations24 Feb 2022 Vincent Grari, Arthur Charpentier, Marcin Detyniecki

In this paper, we will show that (2) this can be generalized to multiple pricing factors (geographic, car type), (3) it perfectly adapted for a fairness context (since it allows to debias the set of pricing components): We extend this main idea to a general framework in which a single whole pricing model is trained by generating the geographic and car pricing components needed to predict the pure premium while mitigating the unwanted bias according to the desired metric.

Fairness

Weighted asymmetric least squares regression with fixed-effects

1 code implementation10 Aug 2021 Amadou Barry, Karim Oualkacha, Arthur Charpentier

The fixed-effects model estimates the regressor effects on the mean of the response, which is inadequate to summarize the variable relationships in the presence of heteroscedasticity.

regression

Collaborative Insurance Sustainability and Network Structure

1 code implementation5 Jul 2021 Arthur Charpentier, Lariosse Kouakou, Matthias Löwe, Philipp Ratz, Franck Vermet

In this paper, describe and analyse such a P2P product, with some reciprocal risk sharing contracts.

Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning

1 code implementation5 Mar 2021 Michel Denuit, Arthur Charpentier, Julien Trufin

Theoretically, it is shown that it implements the autocalibration concept in pure premium calculation and ensures that balance also holds on a local scale, not only at portfolio level as with existing bias-correction techniques.

BIG-bench Machine Learning

Local Utility and Multivariate Risk Aversion

no code implementations8 Feb 2021 Arthur Charpentier, Alfred Galichon, Marc Henry

We revisit Machina's local utility as a tool to analyze attitudes to multivariate risks.

Reinforcement Learning in Economics and Finance

no code implementations22 Mar 2020 Arthur Charpentier, Romuald Elie, Carl Remlinger

As in multi-armed bandit problems, when an agent picks an action, he can not infer ex-post the rewards induced by other action choices.

reinforcement-learning Reinforcement Learning (RL)

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