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Derivatives, as a critical class of financial instruments, isolate and trade the price attributes of risk assets such as stocks, commodities, and indices, aiding risk management and enhancing market efficiency. However, traditional hedging…
Analytic features in gambling study are performed based on the amount of data monitoring on user daily actions. While performing the detection of problem gambling, existing datasets provide relatively rich analytic features for building…
The problem of detecting whether a test sample is from in-distribution (i.e., training distribution by a classifier) or out-of-distribution sufficiently different from it arises in many real-world machine learning applications. However, the…
Selective regression allows abstention from prediction if the confidence to make an accurate prediction is not sufficient. In general, by allowing a reject option, one expects the performance of a regression model to increase at the cost of…
Adversarial attacks exploit the vulnerabilities of convolutional neural networks by introducing imperceptible perturbations that lead to misclassifications, exposing weaknesses in feature representations and decision boundaries. This paper…
Despite strong performance in numerous applications, the fragility of deep learning to input perturbations has raised serious questions about its use in safety-critical domains. While adversarial training can mitigate this issue in…
Deep neural networks are currently among the most commonly used classifiers. Despite easily achieving very good performance, one of the best selling points of these models is their modular design - one can conveniently adapt their…
Machine learning plays an essential role in preventing financial losses in the banking industry. Perhaps the most pertinent prediction task that can result in billions of dollars in losses each year is the assessment of credit risk (i.e.,…
In this work, we study the learning theory of reward modeling with pairwise comparison data using deep neural networks. We establish a novel non-asymptotic regret bound for deep reward estimators in a non-parametric setting, which depends…
We present a novel class incremental learning approach based on deep neural networks, which continually learns new tasks with limited memory for storing examples in the previous tasks. Our algorithm is based on knowledge distillation and…
We investigate the problem of multiclass classification with rejection, where a classifier can choose not to make a prediction to avoid critical misclassification. First, we consider an approach based on simultaneous training of a…
Transfer learning is prevalent as a technique to efficiently generate new models (Student models) based on the knowledge transferred from a pre-trained model (Teacher model). However, Teacher models are often publicly available for sharing…
We construct and analyze active learning algorithms for the problem of binary classification with abstention. We consider three abstention settings: \emph{fixed-cost} and two variants of \emph{bounded-rate} abstention, and for each of them…
During the training process, deep neural networks implicitly learn to represent the input data samples through a hierarchy of features, where the size of the hierarchy is determined by the number of layers. In this paper, we focus on…
With the increasing deployment of machine learning models in many socially sensitive tasks, there is a growing demand for reliable and trustworthy predictions. One way to accomplish these requirements is to allow a model to abstain from…
Due to their flexibility and predictive performance, machine-learning based regression methods have become an important tool for predictive modeling and forecasting. However, most methods focus on estimating the conditional mean or specific…
Nonlinear regression has been extensively employed in many computer vision problems (e.g., crowd counting, age estimation, affective computing). Under the umbrella of deep learning, two common solutions exist i) transforming nonlinear…
Compressing deep neural network (DNN) models becomes a very important and necessary technique for real-world applications, such as deploying those models on mobile devices. Knowledge distillation is one of the most popular methods for model…
The significance of learning constraints from data is underscored by its potential applications in real-world problem-solving. While constraints are popular for modeling and solving, the approaches to learning constraints from data remain…
Quantitative trading strategies rely on accurately ranking stocks to identify profitable investments. Effective portfolio management requires models that can reliably order future stock returns. Transformer models are promising for…