Search Results for author: Weicheng Ye

Found 5 papers, 0 papers with code

How to address monotonicity for model risk management?

no code implementations28 Apr 2023 Dangxing Chen, Weicheng Ye

In this paper, we study the problem of establishing the accountability and fairness of transparent machine learning models through monotonicity.

Additive models Fairness +1

Interpretable Selective Learning in Credit Risk

no code implementations21 Sep 2022 Dangxing Chen, Weicheng Ye, Jiahui Ye

As a recent trend, researchers tend to use more complex and advanced machine learning methods to improve the accuracy of the prediction.

regression

Generalized Gloves of Neural Additive Models: Pursuing transparent and accurate machine learning models in finance

no code implementations21 Sep 2022 Dangxing Chen, Weicheng Ye

Empirical results demonstrate that generalized gloves of neural additive models provide optimal accuracy with the simplest architecture, allowing for a highly accurate, transparent, and explainable approach to machine learning.

Additive models Fairness +1

Monotonic Neural Additive Models: Pursuing Regulated Machine Learning Models for Credit Scoring

no code implementations21 Sep 2022 Dangxing Chen, Weicheng Ye

In the absence of compliance with regulatory requirements, even highly accurate machine learning methods are unlikely to be accepted by companies for credit scoring.

Additive models Fairness +1

Towards Practical Lipschitz Bandits

no code implementations26 Jan 2019 Tianyu Wang, Weicheng Ye, Dawei Geng, Cynthia Rudin

Stochastic Lipschitz bandit algorithms balance exploration and exploitation, and have been used for a variety of important task domains.

Gaussian Processes

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