Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Learning Optimized Risk Scores   Risk scores are simple classification models that let users make quick risk
predictions by adding and subtracting a few small numbers. These models are
widely used in medicine and criminal justice, but are difficult to learn from
data because they need to be calibrated, sparse, use small integer
coefficients, and obey application-specific operational constraints. In this
paper, we present a new machine learning approach to learn risk scores. We
formulate the risk score problem as a mixed integer nonlinear program, and
present a cutting plane algorithm for non-convex settings to efficiently
recover its optimal solution. We improve our algorithm with specialized
techniques to generate feasible solutions, narrow the optimality gap, and
reduce data-related computation. Our approach can fit risk scores in a way that
scales linearly in the number of samples, provides a certificate of optimality,
and obeys real-world constraints without parameter tuning or post-processing.
We benchmark the performance benefits of this approach through an extensive set
of numerical experiments, comparing to risk scores built using heuristic
approaches. We also discuss its practical benefits through a real-world
application where we build a customized risk score for ICU seizure prediction
in collaboration with the Massachusetts General Hospital.

7
The categories of this paper are: hep-th
19
The categories of this paper are: eess
15
The categories of this paper are: nucl-ex
9
The categories of this paper are: nlin
34
The categories of this paper are: chem-ph
20
The categories of this paper are: acc-phys
4
The categories of this paper are: cond-mat
13
The categories of this paper are: quant-ph
11
The categories of this paper are: hep-lat
24
The categories of this paper are: dg-ga
10
The categories of this paper are: q-bio
6
The categories of this paper are: astro-ph
18
The categories of this paper are: econ
23
The categories of this paper are: solv-int
32
The categories of this paper are: atom-ph
33
The categories of this paper are: plasm-ph