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Measuring Learned Monotone Temporal Aggregation at Matched Admissibility

Tan, Yew Lee
arXiv (All) · Papers
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machine-learningrisk-management
Risk regulation imposes directional constraints on scores; we adopt their strict per-input form -- the score monotone non-decreasing in every exposure input -- as a normative commitment. Deployed pipelines -- monotone hand-crafted aggregates feeding sign-constrained gradient boosting -- already sati
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