Geographic context is often consider relevant to motor insurance risk, yet public actuarial datasets provide limited location identifiers, constraining how this information can be incorporated and evaluated in claim-frequency models. This study examines how geographic information from alternative data sources can be incorporated into actuarial models for Motor Third Party Liability (MTPL) claim prediction under such constraints. Using the BeMTPL97 dataset, we adopt a zone-level modeling framework and evaluate predictive performance on unseen postcodes. Geographic information is introduced through two channels: environmental indicators from OpenStreetMap and CORINE Land Cover, and orthoimagery released by the Belgian National Geographic Institute for academic use. We evaluate the predictive contribution of coordinates, environmental features, and image embeddings across three baseline models: generalized linear models (GLMs), regularized GLMs, and gradient-boosted trees, while raw imagery is modeled using convolutional neural networks. Our results show that augmenting actuarial variables with constructed geographic information improves accuracy. Across experiments, both linear and tree-based models benefit most from combining coordinates with environmental features extracted at 5 km scale, while smaller neighborhoods also improve baseline specifications. Generally, image embeddings do not improve performance when environmental features are available; however, when such features are absent, pretrained vision-transformer embeddings enhance accuracy and stability for regularized GLMs. Our results show that the predictive value of geographic information in zone-level MTPL frequency models depends less on model complexity than on how geography is represented, and illustrate that geographic context can be incorporated despite limited individual-level spatial information.

As machine learning models become increasingly prevalent in critical decision-making models and systems in fields like finance, healthcare, etc., ensuring their robustness against adversarial attacks and changes in the input data is paramount, especially in cases where models potentially overfit. This paper proposes a comprehensive framework for assessing the robustness of machine learning models through covariate perturbation techniques. We explore various perturbation strategies to assess robustness and examine their impact on model predictions, including separate strategies for numeric and non-numeric variables, summaries of perturbations to assess and compare model robustness across different scenarios, and local robustness diagnosis to identify any regions in the data where a model is particularly unstable. Through empirical studies on real world dataset, we demonstrate the effectiveness of our approach in comparing robustness across models, identifying the instabilities in the model, and enhancing model robustness.

This work proposes a novel method to generate C-Tests; a deviated form of cloze tests (a gap filling exercise) where only the last part of a word is turned into a gap. In contrast to previous works that only consider varying the gap size or gap placement to achieve locally optimal solutions, we propose a mixed-integer programming (MIP) approach. This allows us to consider gap size and placement simultaneously, achieving globally optimal solutions, and to directly integrate state-of-the-art models for gap difficulty prediction into the optimization problem. A user study with 40 participants across four C-Test generation strategies (including GPT-4) shows that our approach (MIP) significantly outperforms two of the baseline strategies (based on gap placement and GPT-4); and performs on-par with the third (based on gap size). Our analysis shows that GPT-4 still struggles to fulfill explicit constraints during generation and that MIP produces C-Tests that correlate best with the perceived difficulty. We publish our code, model, and collected data consisting of 32 English C-Tests with 20 gaps each (totaling 3,200 individual gap responses) under an open source license.

The aim of this study is to analyze the effect of serum metabolites on diabetic nephropathy (DN) and predict the prevalence of DN through a machine learning approach. The dataset consists of 548 patients from April 2018 to April 2019 in Second Affiliated Hospital of Dalian Medical University (SAHDMU). We select the optimal 38 features through a Least absolute shrinkage and selection operator (LASSO) regression model and a 10-fold cross-validation. We compare four machine learning algorithms, including eXtreme Gradient Boosting (XGB), random forest, decision tree and logistic regression, by AUC-ROC curves, decision curves, calibration curves. We quantify feature importance and interaction effects in the optimal predictive model by Shapley Additive exPlanations (SHAP) method. The XGB model has the best performance to screen for DN with the highest AUC value of 0.966. The XGB model also gains more clinical net benefits than others and the fitting degree is better. In addition, there are significant interactions between serum metabolites and duration of diabetes. We develop a predictive model by XGB algorithm to screen for DN. C2, C5DC, Tyr, Ser, Met, C24, C4DC, and Cys have great contribution in the model, and can possibly be biomarkers for DN.

Machine Learning (ML) models are widely employed to drive many modern data systems. While they are undeniably powerful tools, ML models often demonstrate imbalanced performance and unfair behaviors. The root of this problem often lies in the fact that different subpopulations commonly display divergent trends: as a learning algorithm tries to identify trends in the data, it naturally favors the trends of the majority groups, leading to a model that performs poorly and unfairly for minority populations. Our goal is to improve the fairness and trustworthiness of ML models by applying only non-invasive interventions, i.e., without altering the data or the learning algorithm. We use a simple but key insight: the divergence of trends between different populations, and, consecutively, between a learned model and minority populations, is analogous to data drift, which indicates the poor conformance between parts of the data and the trained model. We explore two strategies (model-splitting and reweighing) to resolve this drift, aiming to improve the overall conformance of models to the underlying data. Both our methods introduce novel ways to employ the recently-proposed data profiling primitive of Conformance Constraints. Our experimental evaluation over 7 real-world datasets shows that both DifFair and ConFair improve the fairness of ML models. We demonstrate scenarios where DifFair has an edge, though ConFair has the greatest practical impact and outperforms other baselines. Moreover, as a model-agnostic technique, ConFair stays robust when used against different models than the ones on which the weights have been learned, which is not the case for other state of the art.

Monitoring the fuel moisture content (FMC) of vegetation is crucial for managing and mitigating the impact of wildland fires. The combination of in situ FMC observations with numerical weather prediction (NWP) models and satellite retrievals has enabled the development of machine learning (ML) models to estimate dead FMC retrievals over the contiguous US (CONUS). In this study, ML models were trained using variables from the National Water Model and the High-Resolution Rapid Refresh (HRRR) NWP models, and static variables characterizing the surface properties, as well as surface reflectances and land surface temperature (LST) retrievals from the VIIRS instrument on board the Suomi-NPP satellite system. Extensive hyper-parameter optimization yielded skillful FMC models compared to a daily climatography RMSE (+44\%) and to an hourly climatography RMSE (+24\%). Furthermore, VIIRS retrievals were important predictors for estimating FMC, contributing significantly as a group due to their high band-correlation. In contrast, individual predictors in the HRRR group had relatively high importance according to the explainability techniques used. When both HRRR and VIIRS retrievals were not used as model inputs, the performance dropped significantly. If VIIRS retrievals were not used, the RMSE performance was worse. This highlights the importance of VIIRS retrievals in modeling FMC, which yielded better models compared to MODIS. Overall, the importance of the VIIRS group of predictors corroborates the dynamic relationship between the 10-h fuel and the atmosphere and soil moisture. These findings emphasize the significance of selecting appropriate data sources for predicting FMC with ML models, with VIIRS retrievals and selected HRRR variables being critical components in producing skillful FMC estimates.

Boost (Chen and Guestrin, 2016) with default tree-depth 3 and default tree number 100, could be depicted in full: The best-performing models in ML are not interpretable. If we can explain why they outperform, we may be able to replicate these mechanisms and obtain both interpretability and performance. One example are decision trees and their descendent gradient boosting machines (GBMs). These perform well in the presence of complex interactions, with tree depth governing the order of interactions. However, interactions cannot fully account for the depth of trees found in practice. We confirm 5 alternative hypotheses about the role of tree depth in performance in the absence of true interactions, and present results from experiments on a battery of datasets. Part of the success of tree models is due to their robustness to various forms of mis-specification.

Over the last few years, there has been a increasing trend in demand for the application of anomaly detection models within the field of data science -- especially when it comes to the detection of fraudulent vs non-fraudulent actions. Within the following dataset, we will explore the use of a number of different predictive models, each with varying complexity. As with every good data science project, we will first examine the dataset, preprocess our data, explore the contents, train a number of models, and finally review and evaluate the results. For the purposes of this tutorial, the dataset we will be using consists of credit card transactions by European cardholders. You can access the dataset as well as the code from my GitHub.

Boosting is an ensemble method that combines base models in a sequential manner to achieve high predictive accuracy. A popular learning algorithm based on this ensemble method is eXtreme Gradient Boosting (XGB). We present an adaptation of XGB for classification of evolving data streams. In this setting, new data arrives over time and the relationship between the class and the features may change in the process, thus exhibiting concept drift. The proposed method creates new members of the ensemble from mini-batches of data as new data becomes available. The maximum ensemble size is fixed, but learning does not stop when this size is reached because the ensemble is updated on new data to ensure consistency with the current concept. We also explore the use of concept drift detection to trigger a mechanism to update the ensemble. We test our method on real and synthetic data with concept drift and compare it against batch-incremental and instance-incremental classification methods for data streams.

Disseminating accurate travel time information to road users helps achieve traffic equilibrium and reduce traffic congestion. The deployment of Connected Vehicles technology will provide unique opportunities for the implementation of travel time prediction models. The aim of this study is twofold: (1) estimate travel times in the freeway network at five-minute intervals using Basic Safety Messages (BSM); (2) develop an eXtreme Gradient Boosting (XGB) model for short-term travel time prediction on freeways. The XGB tree-based ensemble prediction model is evaluated against common tree-based ensemble algorithms and the evaluations are performed at five-minute intervals over a 30-minute horizon. BSMs generated by the Safety Pilot Model Deployment conducted in Ann Arbor, Michigan, were used. Nearly two billion messages were processed for providing travel time estimates for the entire freeway network. A Combination of grid search and five-fold cross-validation techniques using the travel time estimates were used for developing the prediction models and tuning their parameters. About 9.6 km freeway stretch was used for evaluating the XGB together with the most common tree-based ensemble algorithms. The results show that XGB is superior to all other algorithms, followed by the Gradient Boosting. XGB travel time predictions were accurate and consistent with variations during peak periods, with mean absolute percentage error in prediction about 5.9% and 7.8% for 5-minute and 30-minute horizons, respectively. Additionally, through applying the developed models to another 4.7 km stretch along the eastbound segment of M-14, the XGB demonstrated its considerable advantages in travel time prediction during congested and uncongested conditions.