arXiv:2603. 12507v2 Announce Type: replace Abstract: Minimising a spectral risk objective, defined as a weighted combination of expected cost and Conditional Value-at-Risk (CVaR), is challenging when the uncertainty distribution is decision-dependent, making both surrogate modelling and simulation-based ranking sensitive to tail estimation error.
By Marcell T. Kurbucz
arXiv:2607. 03999v1 Announce Type: cross Abstract: Estimating heterogeneous treatment effects (CATE) requires simultaneously detecting effect modification and quantifying estimation uncertainty.
By Pantelis Z. Hadjipantelis, Josephine Chiang, Karthik Nagesh
arXiv:2606. 18853v1 Announce Type: cross Abstract: A recent line of work has reframed individual decision trees as linear models on engineered features associated with their splits, opening routes for oracle inequalities and feature-importance reinterpretation, but leaving open the question of what unified geometric object a forest induces when one indexes its feature map by nodes rather than by splits.
By Nicolas Mahler
arXiv:2607. 01417v1 Announce Type: new Abstract: Conditional inference trees (CIT) and conditional inference forests (CIF) reduce split-selection bias by testing features before choosing split thresholds, but repeated permutation tests and threshold searches can make these methods computationally expensive.
By Robert Milletich, Justin Downes, Steve Goley, Newel Hirst
arXiv:2609.10313v1 Announce Type: cross
Abstract: Shapley values are widely used for post-hoc feature attribution, but most estimators return point quantities and do not quantify uncertainty, and pop...
By Agostino Gnasso
arXiv:2608. 10470v1 Announce Type: new Abstract: Fair representation learning with a continuous sensitive attribute $S$ requires a representation $Z$ that is statistically independent of $S$.
By Yijin Ni, Xiaoming Huo