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MANSCI
2007
85views more  MANSCI 2007»
13 years 5 months ago
Probability Elicitation, Scoring Rules, and Competition Among Forecasters
Probability forecasters who are rewarded via a proper scoring rule may care not only about the score, but also about their performance relative to other forecasters. We model this...
Kenneth C. Lichtendahl Jr., Robert L. Winkler
GECCO
2010
Springer
186views Optimization» more  GECCO 2010»
13 years 6 months ago
Genetic rule extraction optimizing brier score
Most highly accurate predictive modeling techniques produce opaque models. When comprehensible models are required, rule extraction is sometimes used to generate a transparent mod...
Ulf Johansson, Rikard König, Lars Niklasson
AAAI
2010
13 years 7 months ago
Possible Winners when New Candidates Are Added: The Case of Scoring Rules
In some voting situations, some new candidates may show up in the course of the process. In this case, we may want to determine which of the initial candidates are possible winner...
Yann Chevaleyre, Jérôme Lang, Nicolas...
EOR
2007
101views more  EOR 2007»
13 years 5 months ago
Comprehensible credit scoring models using rule extraction from support vector machines
In recent years, Support Vector Machines (SVMs) were successfully applied to a wide range of applications. Their good performance is achieved by an implicit non-linear transformat...
David Martens, Bart Baesens, Tony Van Gestel, Jan ...
IOR
2008
61views more  IOR 2008»
13 years 5 months ago
Scoring Rules, Generalized Entropy, and Utility Maximization
Victor Richmond R. Jose, Robert F. Nau, Robert L. ...