2 code implementations • 2 Nov 2023 • Chengyao Wen, Yin Lou
In practice, a two-stage framework of fraud prevention decision rule set mining is usually employed in large Fintech institutions; Stage 1 generates a potentially large pool of rules and Stage 2 aims to produce a refined rule subset according to some criteria (typically based on precision and recall).
1 code implementation • 22 Oct 2018 • Xuezhou Zhang, Sarah Tan, Paul Koch, Yin Lou, Urszula Chajewska, Rich Caruana
In the first part of this paper, we generalize a state-of-the-art GAM learning algorithm based on boosted trees to the multiclass setting, and show that this multiclass algorithm outperforms existing GAM learning algorithms and sometimes matches the performance of full complexity models such as gradient boosted trees.
1 code implementation • 17 Oct 2017 • Sarah Tan, Rich Caruana, Giles Hooker, Yin Lou
We compare the student model trained with distillation to a second un-distilled transparent model trained on ground-truth outcomes, and use differences between the two models to gain insight into the black-box model.
1 code implementation • 17 Jul 2014 • Yin Lou, Jacob Bien, Rich Caruana, Johannes Gehrke
Thus, to make a GPLAM a viable approach in situations in which little is known $a~priori$ about the features, one must overcome two primary model selection challenges: deciding which features to include in the model and determining which of these features to treat nonlinearly.