7 citations · 12 across the 7 of their papers we have counts for
Showing 2023Show all
3 papers · 1 filter
cs.LG2023
Conditional expectation network for SHAP
Ronald Richman, Mario V. Wüthrich
A very popular model-agnostic technique for explaining predictive models is the SHapley Additive exPlanation (SHAP). The two most popular versions of SHAP are a conditional expecta…
cs.LG2023★ 7 cited
Smoothness and monotonicity constraints for neural networks using ICEnet
Ronald Richman, Mario Wüthrich
Deep neural networks have become an important tool for use in actuarial tasks, due to the significant gains in accuracy provided by these techniques compared to traditional methods…
q-fin.RM2023
The Probability Conflation: A Reply
Nassim Nicholas Taleb, Ron Richman, Marcos Carreira +1
We respond to Tetlock et al. (2022) showing 1) how expert judgment fails to reflect tail risk, 2) the lack of compatibility between forecasting tournaments and tail risk assessment…