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Support Vector Machines for Differential Prediction
#MMPMID26158123
Kuusisto F
; Santos Costa V
; Nassif H
; Burnside E
; Page D
; Shavlik J
Mach Learn Knowl Discov Databases
2014[]; 8725
(?): 50-65
PMID26158123
show ga
Machine learning is continually being applied to a growing set of fields,
including the social sciences, business, and medicine. Some fields present
problems that are not easily addressed using standard machine learning approaches
and, in particular, there is growing interest in differential prediction. In this
type of task we are interested in producing a classifier that specifically
characterizes a subgroup of interest by maximizing the difference in predictive
performance for some outcome between subgroups in a population. We discuss
adapting maximum margin classifiers for differential prediction. We first
introduce multiple approaches that do not affect the key properties of maximum
margin classifiers, but which also do not directly attempt to optimize a standard
measure of differential prediction. We next propose a model that directly
optimizes a standard measure in this field, the uplift measure. We evaluate our
models on real data from two medical applications and show excellent results.