Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Altmeyer, Patrick"'
We present Conformal Intent Classification and Clarification (CICC), a framework for fast and accurate intent classification for task-oriented dialogue systems. The framework turns heuristic uncertainty scores of any intent classifier into a clarific
Externí odkaz:
http://arxiv.org/abs/2403.18973
Developments in the field of Artificial Intelligence (AI), and particularly large language models (LLMs), have created a 'perfect storm' for observing 'sparks' of Artificial General Intelligence (AGI) that are spurious. Like simpler models, LLMs dist
Externí odkaz:
http://arxiv.org/abs/2402.03962
Counterfactual explanations offer an intuitive and straightforward way to explain black-box models and offer algorithmic recourse to individuals. To address the need for plausible explanations, existing work has primarily relied on surrogate models t
Externí odkaz:
http://arxiv.org/abs/2312.10648
Autor:
Altmeyer, Patrick, Angela, Giovan, Buszydlik, Aleksander, Dobiczek, Karol, van Deursen, Arie, Liem, Cynthia C. S.
Publikováno v:
in 2023 IEEE Conference on Secure and Trustworthy Machine Learning (SaTML), Raleigh, NC, USA, 2023 pp. 418-431
Existing work on Counterfactual Explanations (CE) and Algorithmic Recourse (AR) has largely focused on single individuals in a static environment: given some estimated model, the goal is to find valid counterfactuals for an individual instance that f
Externí odkaz:
http://arxiv.org/abs/2308.08187
Publikováno v:
JuliaCon Proceedings, 1(1), 130 (2023)
We present CounterfactualExplanations.jl: a package for generating Counterfactual Explanations (CE) and Algorithmic Recourse (AR) for black-box models in Julia. CE explain how inputs into a model need to change to yield specific model predictions. Ex
Externí odkaz:
http://arxiv.org/abs/2308.07198
Treball fi de màster de: Master's Degree in Data Science. Curs 2020-2021 Director: Christian Brownlees Vector autoregression (VAR) models are a popular choice for forecasting of macroeconomic time series data. Due to their simplicity and success at
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1610::c564d64da6cbfb101388717fa48ee519
http://hdl.handle.net/10230/49204
http://hdl.handle.net/10230/49204
Treball fi de màster de: Master's Degree in Economics and Finance Directors: Filippo Ippolito ; Eulàlia Nualart This paper evaluates the calibration method of the Heston model presented by Alòs, De Santiago, and Vives (2015). We propose a slightly
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1610::7da715c400cf234dec318a0d0a9a0003
http://hdl.handle.net/10230/35862
http://hdl.handle.net/10230/35862