I Know Therefore I Score: Label-Free Crafting of Scoring Functions using Constraints Based on Domain Expertise

Several real-life applications require crafting concise, quantitative scoring functions (also called rating systems) from measured observations. For example, an effectiveness score needs to be created for advertising campaigns using a number of engagement metrics. Experts often need to create such scoring functions in the absence of labelled data, where the scores need to reflect business insights and rules as understood by the domain experts. Without a way to capture these inputs systematically, this becomes a time-consuming process involving trial and error. In this paper, we introduce a label-free practical approach to learn a scoring function from multi-dimensional numerical data. The approach incorporates insights and business rules from domain experts in the form of easily observable and specifiable constraints, which are used as weak supervision by a machine learning model. We convert such constraints into loss functions that are optimized simultaneously while learning the scoring function. We examine the efficacy of the approach using a synthetic dataset as well as four real-life datasets, and also compare how it performs vis-a-vis supervised learning models.

Bayesian Neural Hawkes Process for Event Uncertainty Prediction

Event data consisting of time of occurrence of the events arises in several real-world applications. Recent works have introduced neural network based point processes for modeling event-times, and were shown to provide state-of-the-art performance in predicting event-times. However, neural point process models lack a good uncertainty quantification capability on predictions. A proper uncertainty quantification over event modeling will help in better decision making for many practical applications. Therefore, we propose a novel point process model, Bayesian Neural Hawkes process (BNHP) which leverages uncertainty modelling capability of Bayesian models and generalization capability of the neural networks to model event occurrence times. We augment the model with spatio-temporal modeling capability where it can consider uncertainty over predicted time and location of the events. Experiments on simulated and real-world datasets show that BNHP significantly improves prediction performance and uncertainty quantification for modelling events.