260 citations · 828 across the 46 of their papers we have counts for
5 papers · 1 filter
Confidence Intervals for Random Forests: The Jackknife and the Infinitesimal Jackknife
Stefan Wager, Trevor Hastie, Bradley Efron
We study the variability of predictions made by bagged learners and random forests, and show how to estimate standard errors for these methods. Our work builds on variance estimate…
Feedback Detection for Live Predictors
Stefan Wager, Nick Chamandy, Omkar Muralidharan +1
A predictor that is deployed in a live production system may perturb the features it uses to make predictions. Such a feedback loop can occur, for example, when a model that predic…
Sequential Selection Procedures and False Discovery Rate Control
Max Grazier G'Sell, Stefan Wager, Alexandra Chouldechova +1
We consider a multiple hypothesis testing setting where the hypotheses are ordered and one is only permitted to reject an initial contiguous block, H_1,\dots,H_k, of hypotheses. A…
Semiparametric Exponential Families for Heavy-Tailed Data
William Fithian, Stefan Wager
We propose a semiparametric method for fitting the tail of a heavy-tailed population given a relatively small sample from that population and a larger sample from a related backgro…
Dropout Training as Adaptive Regularization
Stefan Wager, Sida Wang, Percy Liang
Dropout and other feature noising schemes control overfitting by artificially corrupting the training data. For generalized linear models, dropout performs a form of adaptive regul…