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In portfolio analysis, the traditional approach of replacing population moments with sample counterparts may lead to suboptimal portfolio choices. I show that optimal portfolio weights can be estimated using a machine learning (ML)…

Portfolio Management · Quantitative Finance 2018-07-31 Daniel Kinn

We investigate group fairness regularizers in federated learning, aiming to train a globally fair model in a distributed setting. Ensuring global fairness in distributed training presents unique challenges, as fairness regularizers…

Machine Learning · Computer Science 2025-03-20 Yves Rychener , Daniel Kuhn , Yifan Hu

Detecting changes is of fundamental importance when analyzing data streams and has many applications, e.g., in predictive maintenance, fraud detection, or medicine. A principled approach to detect changes is to compare the distributions of…

Machine Learning · Computer Science 2025-02-13 Florian Kalinke , Marco Heyden , Georg Gntuni , Edouard Fouché , Klemens Böhm

Continual learning has emerged as a pivotal area of research, primarily due to its advantageous characteristic that allows models to persistently acquire and retain information. However, catastrophic forgetting can severely impair model…

Machine Learning · Computer Science 2026-01-28 KaiHui Huang , RunQing Wu , JinHui Sheng , HanYi Zhang , Ling Ge , JinYu Guo , Fei Ye

Diversity maximization aims to select a diverse and representative subset of items from a large dataset. It is a fundamental optimization task that finds applications in data summarization, feature selection, web search, recommender…

Data Structures and Algorithms · Computer Science 2023-04-27 Yanhao Wang , Michael Mathioudakis , Jia Li , Francesco Fabbri

Providing various machine learning (ML) applications in the real world, concerns about discrimination hidden in ML models are growing, particularly in high-stakes domains. Existing techniques for assessing the discrimination level of ML…

Machine Learning · Computer Science 2024-05-16 Yijun Bian , Yujie Luo

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

The Fairness, Accountability, and Transparency in Machine Learning (FAT-ML) literature proposes a varied set of group fairness metrics to measure discrimination against socio-demographic groups that are characterized by a protected feature,…

Machine Learning · Computer Science 2020-03-11 Marius Miron , Songül Tolan , Emilia Gómez , Carlos Castillo

Fairness emerged as an important requirement to guarantee that Machine Learning (ML) predictive systems do not discriminate against specific individuals or entire sub-populations, in particular, minorities. Given the inherent subjectivity…

Machine Learning · Computer Science 2022-06-08 Karima Makhlouf , Sami Zhioua , Catuscia Palamidessi

In recent years, fairness has become an important topic in the machine learning research community. In particular, counterfactual fairness aims at building prediction models which ensure fairness at the most individual level. Rather than…

Machine Learning · Computer Science 2020-09-01 Vincent Grari , Sylvain Lamprier , Marcin Detyniecki

We propose a fair machine learning algorithm to model interpretable differences between observed and desired human decision-making, with the latter aimed at reducing disparity in a downstream outcome impacted by the human decision. Prior…

Machine Learning · Computer Science 2025-05-26 Pavan Ravishankar , Rushabh Shah , Daniel B. Neill

In machine learning, the cost function is crucial because it measures how good or bad a system is. In image classification, well-known networks only consider modifying the network structures and applying cross-entropy loss at the end of the…

Computer Vision and Pattern Recognition · Computer Science 2019-06-18 Trung Dung Do , Cheng-Bin Jin , Hakil Kim , Van Huan Nguyen

Timely and effective load shedding in power systems is critical for maintaining supply-demand balance and preventing cascading blackouts. To eliminate load shedding bias against specific regions in the system, optimization-based methods are…

Systems and Control · Electrical Eng. & Systems 2025-02-28 Yuqi Zhou , Joseph Severino , Sanjana Vijayshankar , Juliette Ugirumurera , Jibo Sanyal

Deep metric learning has yielded impressive results in tasks such as clustering and image retrieval by leveraging neural networks to obtain highly discriminative feature embeddings, which can be used to group samples into different classes.…

Computer Vision and Pattern Recognition · Computer Science 2022-04-05 Ismail Elezi , Jenny Seidenschwarz , Laurin Wagner , Sebastiano Vascon , Alessandro Torcinovich , Marcello Pelillo , Laura Leal-Taixe

Traditional approaches to ensure group fairness in algorithmic decision making aim to equalize ``total'' error rates for different subgroups in the population. In contrast, we argue that the fairness approaches should instead focus only on…

Machine Learning · Computer Science 2021-05-11 Junaid Ali , Preethi Lahoti , Krishna P. Gummadi

A key challenge in training Large Language Models (LLMs) is properly aligning them with human preferences. Reinforcement Learning with Human Feedback (RLHF) uses pairwise comparisons from human annotators to train reward functions and has…

Machine Learning · Computer Science 2025-01-17 Ariel D. Procaccia , Benjamin Schiffer , Shirley Zhang

Group-invariant probability distributions appear in many data-generative models in machine learning, such as graphs, point clouds, and images. In practice, one often needs to estimate divergences between such distributions. In this work, we…

Machine Learning · Computer Science 2026-02-05 Behrooz Tahmasebi , Stefanie Jegelka

A distribution shift between the training and test data can severely harm performance of machine learning models. Importance weighting addresses this issue by assigning different weights to data points during training. We argue that…

Machine Learning · Statistics 2025-11-17 Floris Holstege , Bram Wouters , Noud van Giersbergen , Cees Diks

There is a growing interest in societal concerns in machine learning systems, especially in fairness. Multicalibration gives a comprehensive methodology to address group fairness. In this work, we address the multicalibration error and…

Machine Learning · Computer Science 2021-06-08 Eliran Shabat , Lee Cohen , Yishay Mansour

Developing classification methods with high accuracy that also avoid unfair treatment of different groups has become increasingly important for data-driven decision making in social applications. Many existing methods enforce fairness…

Machine Learning · Computer Science 2020-10-15 Ashkan Rezaei , Rizal Fathony , Omid Memarrast , Brian Ziebart