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stat.ML2025
Consistency of Selection Strategies for Fraud Detection
Christos Revelas, Otilia Boldea, Bas J. M. Werker
This paper studies how insurers can chose which claims to investigate for fraud. Given a prediction model, typically only claims with the highest predicted propability of being fra…
stat.ML2025
When do Random Forests work?
C. Revelas, O. Boldea, B. J. M. Werker
We study the effectiveness of randomizing split-directions in random forests. Prior literature has shown that, on the one hand, randomization can reduce variance through decorrelat…
stat.ML2024
When does Subagging Work?
Christos Revelas, Otilia Boldea, Bas J. M. Werker
We study the effectiveness of subagging, or subsample aggregating, on regression trees, a popular non-parametric method in machine learning. First, we give sufficient conditions fo…