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We propose some machine-learning-based algorithms to solve hedging problems in incomplete markets. Sources of incompleteness cover illiquidity, untradable risk factors, discrete hedging dates and transaction costs. The proposed algorithms…

Risk Management · Quantitative Finance 2020-08-13 Simon Fécamp , Joseph Mikael , Xavier Warin

With machine learning models being increasingly used to aid decision making even in high-stakes domains, there has been a growing interest in developing interpretable models. Although many supposedly interpretable models have been proposed,…

Artificial Intelligence · Computer Science 2021-08-17 Forough Poursabzi-Sangdeh , Daniel G. Goldstein , Jake M. Hofman , Jennifer Wortman Vaughan , Hanna Wallach

The increasing use of complex machine learning models in education has led to concerns about their interpretability, which in turn has spurred interest in developing explainability techniques that are both faithful to the model's inner…

Machine Learning · Computer Science 2025-05-13 Juan D. Pinto , Luc Paquette

Prediction problems often admit competing models that perform almost equally well. This effect challenges key assumptions in machine learning when competing models assign conflicting predictions. In this paper, we define predictive…

Machine Learning · Computer Science 2020-09-17 Charles T. Marx , Flavio du Pin Calmon , Berk Ustun

This paper presents a new approach for assessing uncertainty in machine translation by simultaneously evaluating translation quality and providing a reliable confidence score. Our approach utilizes conformal predictive distributions to…

Computation and Language · Computer Science 2023-06-05 Patrizio Giovannotti

In many scientific and data-driven applications, machine learning models are increasingly used as measurement instruments, rather than merely as predictors of predefined labels. When the measurement function is learned from data, the…

Machine Learning · Computer Science 2026-01-27 Indrė Žliobaitė

Studying the reliability of complex systems using machine learning techniques involves facing a series of technical and practical challenges, ranging from the intrinsic nature of the system and data to the difficulties in modeling and…

Machine Learning · Computer Science 2024-10-08 Maria Luz Gamiz , Fernando Navas-Gomez , Rafael Nozal-Cañadas , Rocio Raya-Miranda

We introduce games with probabilistic uncertainty, a natural model for controller synthesis in which the controller observes the state of the system through imprecise sensors that provide correct information about the current state with a…

Computer Science and Game Theory · Computer Science 2012-07-03 Krishnendu Chatterjee , Martin Chmelik , Rupak Majumdar

Current machine learning models are evaluated through behavioral snapshots, with benchmark accuracies, win rates and outcome-based metrics. Model explanations and evaluations, however, are fundamentally intertwined: understanding why a…

Computers and Society · Computer Science 2026-05-08 Isabelle Lee , Emmy Liu , Cathy Jiao , Brihi Joshi , Dani Yogatama , Fazl Barez , Michael Saxon

The accuracy of machine learning systems is a widely studied research topic. Established techniques such as cross-validation predict the accuracy on unseen data of the classifier produced by applying a given learning method to a given…

Machine Learning · Computer Science 2012-12-06 J. E. Smith , P. Caleb-Solly , M. A. Tahir , D. Sannen , H. van-Brussel

Mapping political party systems to metric policy spaces is one of the major methodological problems in political science. At present, in most political science project this task is performed by domain experts relying on purely qualitative…

Computation and Language · Computer Science 2023-06-06 Daria Boratyn , Damian Brzyski , Beata Kosowska-Gąstoł , Jan Rybicki , Wojciech Słomczyński , Dariusz Stolicki

We show how machine-learning techniques, particularly neural networks, offer a very effective and highly efficient solution to the approximate model-checking problem for continuous and hybrid systems, a solution where the general-purpose…

Machine Learning · Computer Science 2017-12-07 Dung Phan , Radu Grosu , Nicola Paoletti , Scott A. Smolka , Scott D. Stoller

We introduce the notion of a reproducible algorithm in the context of learning. A reproducible learning algorithm is resilient to variations in its samples -- with high probability, it returns the exact same output when run on two samples…

Machine Learning · Computer Science 2023-04-17 Russell Impagliazzo , Rex Lei , Toniann Pitassi , Jessica Sorrell

The Turing machine is one of the simple abstract computational devices that can be used to investigate the limits of computability. In this paper, they are considered from several points of view that emphasize the importance and the…

Computational Complexity · Computer Science 2012-03-16 Yaroslav D. Sergeyev , Alfredo Garro

Advances in deep learning systems have allowed large models to match or surpass human accuracy on a number of skills such as image classification, basic programming, and standardized test taking. As the performance of the most capable…

Machine Learning · Computer Science 2024-06-10 Sarah Pratt , Seth Blumberg , Pietro Kreitlon Carolino , Meredith Ringel Morris

The research area of algorithms with predictions has seen recent success showing how to incorporate machine learning into algorithm design to improve performance when the predictions are correct, while retaining worst-case guarantees when…

Machine Learning · Computer Science 2022-12-06 Michael Dinitz , Sungjin Im , Thomas Lavastida , Benjamin Moseley , Sergei Vassilvitskii

Recent advances in machine learning make it possible to design efficient prediction algorithms for data sets with huge numbers of parameters. This paper describes a new technique for "hedging" the predictions output by many such algorithms,…

Machine Learning · Computer Science 2011-11-22 Alexander Gammerman , Vladimir Vovk

We study textual autocomplete---the task of predicting a full sentence from a partial sentence---as a human-machine communication game. Specifically, we consider three competing goals for effective communication: use as few tokens as…

Computation and Language · Computer Science 2019-11-19 Mina Lee , Tatsunori B. Hashimoto , Percy Liang

In human-robot teams, humans often start with an inaccurate model of the robot capabilities. As they interact with the robot, they infer the robot's capabilities and partially adapt to the robot, i.e., they might change their actions based…

Robotics · Computer Science 2017-06-15 Stefanos Nikolaidis , Swaprava Nath , Ariel D. Procaccia , Siddhartha Srinivasa

Contrast set consistency is a robustness measurement that evaluates the rate at which a model correctly responds to all instances in a bundle of minimally different examples relying on the same knowledge. To draw additional insights, we…

Computation and Language · Computer Science 2023-10-24 Jacob K. Johnson , Ana Marasović