English
Related papers

Related papers: Risk-Averse Classification

200 papers

Several authors have recently developed risk-sensitive policy gradient methods that augment the standard expected cost minimization problem with a measure of variability in cost. These studies have focused on specific risk-measures, such as…

Artificial Intelligence · Computer Science 2015-06-09 Aviv Tamar , Yinlam Chow , Mohammad Ghavamzadeh , Shie Mannor

Collecting labeled data is costly and thus a critical bottleneck in real-world classification tasks. To mitigate this problem, we propose a novel setting, namely learning from complementary labels for multi-class classification. A…

Machine Learning · Statistics 2017-11-15 Takashi Ishida , Gang Niu , Weihua Hu , Masashi Sugiyama

Algorithmic fairness has become a central concern in modern machine learning and AI applications. However, two pressing challenges remain: (1) The fairness guarantees of existing methods often rely on specific data distributional…

Methodology · Statistics 2026-05-14 Xiaotian Hou , Linjun Zhang

In contrast to the standard classification paradigm where the true class is given to each training pattern, complementary-label learning only uses training patterns each equipped with a complementary label, which only specifies one of the…

Machine Learning · Statistics 2019-11-20 Takashi Ishida , Gang Niu , Aditya Krishna Menon , Masashi Sugiyama

This paper studies distributionally robust optimization for a rich class of risk measures with ambiguity sets defined by $\phi$-divergences. The risk measures are allowed to be non-linear in probabilities, are represented by Choquet…

Optimization and Control · Mathematics 2025-04-15 Guanyu Jin , Roger J. A. Laeven , Dick den Hertog

Inverse classification is the process of manipulating an instance such that it is more likely to conform to a specific class. Past methods that address such a problem have shortcomings. Greedy methods make changes that are overly radical,…

Machine Learning · Computer Science 2017-06-12 Michael T. Lash , Qihang Lin , W. Nick Street , Jennifer G. Robinson

Inverse classification is the process of perturbing an instance in a meaningful way such that it is more likely to conform to a specific class. Historical methods that address such a problem are often framed to leverage only a single…

Machine Learning · Computer Science 2017-06-13 Michael T. Lash , Qihang Lin , W. Nick Street , Jennifer G. Robinson , Jeffrey Ohlmann

Starting from the requirement that risk measures of financial portfolios should be based on their losses, not their gains, we define the notion of loss-based risk measure and study the properties of this class of risk measures. We…

Risk Management · Quantitative Finance 2014-03-26 Rama Cont , Romain Deguest , Xuedong He

Multi-class classification is mandatory for real world problems and one of promising techniques for multi-class classification is Error Correcting Output Code. We propose a method for constructing the Error Correcting Output Code to obtain…

Machine Learning · Computer Science 2013-12-30 Patoomsiri Songsiri , Thimaporn Phetkaew , Ryutaro Ichise , Boonserm Kijsirikul

In multiple domains such as malware detection, automated driving systems, or fraud detection, classification algorithms are susceptible to being attacked by malicious agents willing to perturb the value of instance covariates to pursue…

Machine Learning · Statistics 2025-07-10 Victor Gallego , Roi Naveiro , Alberto Redondo , David Rios Insua , Fabrizio Ruggeri

We propose a distributionally robust classification model with a fairness constraint that encourages the classifier to be fair in view of the equality of opportunity criterion. We use a type-$\infty$ Wasserstein ambiguity set centered at…

Machine Learning · Computer Science 2021-07-13 Yijie Wang , Viet Anh Nguyen , Grani A. Hanasusanto

When dealing with imbalanced classification data, reweighting the loss function is a standard procedure allowing to equilibrate between the true positive and true negative rates within the risk measure. Despite significant theoretical work…

Machine Learning · Statistics 2024-04-17 Anass Aghbalou , François Portier , Anne Sabourin

Existing algorithms aiming to learn a binary classifier from positive (P) and unlabeled (U) data generally require estimating the class prior or label noises ahead of building a classification model. However, the estimation and classifier…

Machine Learning · Computer Science 2020-09-01 Tianyu Li , Chien-Chih Wang , Yukun Ma , Patricia Ortal , Qifang Zhao , Bjorn Stenger , Yu Hirate

In this work, we study a new class of risks defined in terms of the location and deviation of the loss distribution, generalizing far beyond classical mean-variance risk functions. The class is easily implemented as a wrapper around any…

Machine Learning · Statistics 2023-12-01 Matthew J. Holland

Learning binary classifiers only from positive and unlabeled (PU) data is an important and challenging task in many real-world applications, including web text classification, disease gene identification and fraud detection, where negative…

Machine Learning · Computer Science 2020-12-01 Hui Chen , Fangqing Liu , Yin Wang , Liyue Zhao , Hao Wu

Science and technology have a growing need for effective mechanisms that ensure reliable, controlled performance from black-box machine learning algorithms. These performance guarantees should ideally hold conditionally on the input-that is…

Machine Learning · Computer Science 2025-03-28 Vincent Blot , Anastasios N Angelopoulos , Michael I Jordan , Nicolas J-B Brunel

We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…

Mathematical Finance · Quantitative Finance 2020-05-27 Stephan Eckstein , Michael Kupper , Mathias Pohl

We develop new approaches in multi-class settings for constructing proper scoring rules and hinge-like losses and establishing corresponding regret bounds with respect to the zero-one or cost-weighted classification loss. Our construction…

Statistics Theory · Mathematics 2021-05-18 Zhiqiang Tan , Xinwei Zhang

Classification algorithms in machine learning often assume a flat label space. However, most real world data have dependencies between the labels, which can often be captured by using a hierarchy. Utilizing this relation can help develop a…

Machine Learning · Computer Science 2020-06-09 Palash Goyal , Shalini Ghosh

We initiate the study of fair classifiers that are robust to perturbations in the training distribution. Despite recent progress, the literature on fairness has largely ignored the design of fair and robust classifiers. In this work, we…

Machine Learning · Computer Science 2020-11-05 Debmalya Mandal , Samuel Deng , Suman Jana , Jeannette M. Wing , Daniel Hsu
‹ Prev 1 3 4 5 6 7 10 Next ›