The paper investigates when external priors (teacher models, LLMs, or domain experts) help low‑resource structured prediction, introducing Ranking Prior Alignment (RPA) as a model‑agnostic objective that aligns a model’s ranking distribution to an external prior via a temperature‑scaled KL loss. Experiments on tree‑ensemble and multiple‑instance‑learning tasks show that a prior’s benefit depends on its quality (rank correlation with labels) and the granularity of alignment: high‑quality priors improve performance in cross‑sample tree alignment but can hurt within‑bag MIL alignment, while zero‑information priors act as entropy regularization. The authors propose a two‑factor decision rule and a protocol to separate information transfer from regularization.
By Qiye Lu, Jiang Ji, Liang Zhang
arXiv:2605. 18147v2 Announce Type: replace Abstract: Predictive models play a pivotal role in credit risk management, guiding critical decisions through accurate estimation of default probabilities and losses.
By Bart Baesens, Andreas Goethals, Stefan Lessmann, Simon De Vos, Cristi\'an Bravo, David Martens, Victor Medina-Olivares, Christophe Mues, Maria Oskarsd\'ottir, Seppe vanden Broucke, Tony Van Gestel, Tim Verdonck, Wouter Verbeke
The paper introduces Alignment Forecasting, a method for predicting whether fine‑tuning a language model on a given dataset will increase specific alignment failures such as deception or sycophancy. It presents ALIGNMENTFORECASTBENCH, a benchmark of over 5,000 forecasting questions across many models, datasets, and failure modes, and shows that a simple forecasting scaffold using an LLM’s assessment of dataset bias can outperform baseline forecasters. The authors demonstrate that filtering out high‑risk training examples identified by the forecaster can improve alignment in multiple‑choice evaluations, though benefits in open‑ended conversations remain uncertain.
By Chen Yueh-Han, Bruce W. Lee, Ilia Sucholutsky, Tomek Korbak
arXiv:2608.30086v1 Announce Type: cross
Abstract: Credit-default prediction is an important task in financial decision making. Traditional methods use fitted classifiers such as logistic regression a...
By Rishi Datta, Lavanya Prahallad
The paper presents a framework for integrating explainable AI into customer churn prediction for telecommunications. It benchmarks four classifiers—Logistic Regression, Random Forest, XGBoost, and LightGBM—on the IBM Telco Customer Churn dataset, finding comparable performance with Logistic Regression achieving the highest AUC-ROC and LightGBM the highest accuracy. Explanations are provided via SHAP and LIME at both global and instance levels, and a four‑layer CRM integration architecture is proposed to translate risk scores and attribution vectors into actionable retention strategies, projecting a 3.3–5.3 percentage point reduction in churn and $199K–$319K savings per campaign cycle.
By Sandeep Gaddamwar
arXiv:2608. 08126v1 Announce Type: new Abstract: Credit scoring increasingly relies on models whose decision logic cannot be read off their parameters, in tension with supervisory expectations that adverse decisions be explainable.
By Gregorius Reynaldi Pratama, Kuo-Kun Tseng