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In a variety of online settings involving interaction with end-users it is critical for the systems to adapt to changes in user preferences. User preferences on items tend to change over time due to a variety of factors such as change in…

Information Retrieval · Computer Science 2019-05-17 Farzad Eskandanian , Bamshad Mobasher

Finding the hedge ratios for a portfolio and risk compression is the same mathematical problem. Traditionally, regression is used for this purpose. However, regression has its own limitations. For example, in a regression model, we can't…

Portfolio Management · Quantitative Finance 2023-05-09 Ali Shirazi , Fereshteh Sadeghi Naieni Fard

Predictive modelling and supervised learning are central to modern data science. With predictions from an ever-expanding number of supervised black-box strategies - e.g., kernel methods, random forests, deep learning aka neural networks -…

Machine Learning · Statistics 2019-05-08 Frithjof Gressmann , Franz J. Király , Bilal Mateen , Harald Oberhauser

Regularization is an effective way to promote the generalization performance of machine learning models. In this paper, we focus on label smoothing, a form of output distribution regularization that prevents overfitting of a neural network…

Machine Learning · Computer Science 2020-07-07 Weizhi Li , Gautam Dasarathy , Visar Berisha

The cubic regularized Newton method of Nesterov and Polyak has become increasingly popular for non-convex optimization because of its capability of finding an approximate local solution with second-order guarantee. Several recent works…

Optimization and Control · Mathematics 2018-11-29 Junyu Zhang , Lin Xiao , Shuzhong Zhang

The rapid accumulation of Electronic Health Records (EHRs) has transformed healthcare by providing valuable data that enhance clinical predictions and diagnoses. While conventional machine learning models have proven effective, they often…

Learning accurate numerical constants when developing algebraic models is a known challenge for evolutionary algorithms, such as Gene Expression Programming (GEP). This paper introduces the concept of adaptive symbols to the GEP framework…

Data-enabled predictive control (DeePC) is a recently established form of Model Predictive Control (MPC), based on behavioral systems theory. While eliminating the need to explicitly identify a model, it requires an additional…

Systems and Control · Electrical Eng. & Systems 2023-05-02 Manuel Koch , Colin N. Jones

Recommender Systems (RS) shape the filtering and curation of online content, yet we have limited understanding of how predictable their recommendation outputs are. We propose data-driven metrics that quantify the predictability of…

Information Retrieval · Computer Science 2026-04-01 Andrés Abeliuk , Alfonso Valderrama , Simón Campos , Marcelo Mendoza

In forecasting multiple time series, accounting for the individual features of each sequence can be challenging. To address this, modern deep learning methods for time series analysis combine a shared (global) model with local layers,…

Machine Learning · Computer Science 2025-02-14 Luca Butera , Giovanni De Felice , Andrea Cini , Cesare Alippi

In deep neural nets, lower level embedding layers account for a large portion of the total number of parameters. Tikhonov regularization, graph-based regularization, and hard parameter sharing are approaches that introduce explicit biases…

Machine Learning · Computer Science 2020-10-06 Liwei Wu , Shuqing Li , Cho-Jui Hsieh , James Sharpnack

Extreme learning machine (ELM) is a network model that arbitrarily initializes the first hidden layer and can be computed speedily. In order to improve the classification performance of ELM, a $\ell_2$ and $\ell_{0.5}$ regularization ELM…

Optimization and Control · Mathematics 2023-01-05 Liangjuan Zhou , Wei Miao

Data augmentation is an important technique in training deep neural networks as it enhances their ability to generalize and remain robust. While data augmentation is commonly used to expand the sample size and act as a consistency…

Machine Learning · Computer Science 2025-02-18 Xiliang Yang , Shenyang Deng , Shicong Liu , Yuanchi Suo , Wing. W. Y NG , Jianjun Zhang

Numerous kinds of uncertainties may affect an economy, e.g. economic, political, and environmental ones. We model the aggregate impact by the uncertainties on an economy and its associated financial market by randomised mixtures of L\'evy…

General Finance · Quantitative Finance 2011-12-12 Andrea Macrina , Priyanka A. Parbhoo

Electric arc welding (EAW) exhibits strongly non stationary and temporally evolving behavior, making reliable assessment of arc stability difficult using conventional frame based approaches. In this study, arc dynamics are modeled as a…

Signal Processing · Electrical Eng. & Systems 2026-04-24 Hidir Selcuk Nogay

Economic model predictive control (EMPC) has attracted significant attention in recent years and is recognized as a promising advanced process control method for the next generation smart manufacturing. It can lead to improving economic…

Systems and Control · Electrical Eng. & Systems 2021-06-22 Zhiyinan Huang , Qinyao Liu , Jinfeng Liu , Biao Huang

Labeling of sequential data is a prevalent meta-problem for a wide range of real world applications. While the first-order Hidden Markov Models (HMM) provides a fundamental approach for unsupervised sequential labeling, the basic model does…

Machine Learning · Computer Science 2019-04-08 Maoying Qiao , Wei Bian , Richard Yida Xu , Dacheng Tao

Expectation-Maximization (EM) algorithm is a widely used iterative algorithm for computing (local) maximum likelihood estimate (MLE). It can be used in an extensive range of problems, including the clustering of data based on the Gaussian…

Machine Learning · Statistics 2023-03-28 Pierre Houdouin , Esa Ollila , Frederic Pascal

State Space Models (SSMs) and Hidden Markov Models (HMMs) are foundational frameworks for modeling sequential data with latent variables and are widely used in signal processing, control theory, and machine learning. Despite their shared…

Machine Learning · Computer Science 2026-01-21 Aydin Ghojogh , M. Hadi Sepanj , Benyamin Ghojogh

Sparse autoencoders (SAEs) are widely used to extract human-interpretable features from neural network activations, but their learned features can vary substantially across random seeds and training choices. To improve stability, we studied…

Machine Learning · Statistics 2026-03-05 Piotr Jedryszek , Oliver M. Crook