Related papers: Tilted Empirical Risk Minimization
Current Targeted Maximum Likelihood Estimation (TMLE) methods used to analyze time-to-event data estimate the survival probability for each time point separately, which result in estimates that are not necessarily monotone. In this paper,…
This paper considers the problem of measuring the credit risk in portfolios of loans, bonds, and other instruments subject to possible default under multi-factor models. Due to the amount of the portfolio, the heterogeneous effect of…
The Extreme Learning Machine (ELM) technique is a machine learning approach for constructing feed-forward neural networks with a single hidden layer and their models. The ELM model can be constructed while being trained by concurrently…
Causal decomposition analysis aims to assess the effect of modifying risk factors on reducing social disparities in outcomes. Recently, this analysis has incorporated individual characteristics when modifying risk factors by utilizing…
We study a natural extension of classical empirical risk minimization, where the hypothesis space is a random subspace of a given space. In particular, we consider possibly data dependent subspaces spanned by a random subset of the data,…
The well-known empirical risk minimization (ERM) principle is the basis of many widely used machine learning algorithms, and plays an essential role in the classical PAC theory. A common description of a learning algorithm's performance is…
The Extreme Learning Machine (ELM) is a growing statistical technique widely applied to regression problems. In essence, ELMs are single-layer neural networks where the hidden layer weights are randomly sampled from a specific distribution,…
Differentially private empirical risk minimization (DP-ERM) is a fundamental problem in private optimization. While the theory of DP-ERM is well-studied, as large-scale models become prevalent, traditional DP-ERM methods face new…
We propose TAMER, a Test-time Adaptive MoE-driven framework for Electronic Health Record (EHR) Representation learning. TAMER introduces a framework where a Mixture-of-Experts (MoE) architecture is co-designed with Test-Time Adaptation…
We study over-parameterized classifiers where Empirical Risk Minimization (ERM) for learning leads to zero training error. In these over-parameterized settings there are many global minima with zero training error, some of which generalize…
This paper examines optimal risk sharing for empirically realistic risk attitudes, providing results on Pareto optimality, competitive equilibria, utility frontiers, and the first and second theorems of welfare. Contrary to common…
As an effective nonparametric method, empirical likelihood (EL) is appealing in combining estimating equations flexibly and adaptively for incorporating data information. To select important variables and estimating equations in the sparse…
Recent work has shown that standard training via empirical risk minimization (ERM) can produce models that achieve high accuracy on average but low accuracy on underrepresented groups due to the prevalence of spurious features. A…
The inferential models (IM) framework provides prior-free, frequency-calibrated, posterior probabilistic inference. The key is the use of random sets to predict unobservable auxiliary variables connected to the observable data and unknown…
Empirical risk minimization (ERM) is known in practice to be non-robust to distributional shift where the training and the test distributions are different. A suite of approaches, such as importance weighting, and variants of…
This brief paper summarize the chances offered by the Peak-Over-Threshold method, related with analysis of extremes. Identification of appropriate Value at Risk can be solved by fitting data with a Generalized Pareto Distribution. Also an…
To address the challenge of scarce computational resources in genomic modeling, we introduce GERM, a genomic foundation model with strong compression performance and fast adaptability. GERM improves upon models like DNABERT-2 by eliminating…
Supervised term weighting could improve the performance of text categorization. A way proven to be effective is to give more weight to terms with more imbalanced distributions across categories. This paper shows that supervised term…
Prediction intervals are a valuable way of quantifying uncertainty in regression problems. Good prediction intervals should be both correct, containing the actual value between the lower and upper bound at least a target percentage of the…
The fast-growing Emerging Market (EM) economies and their improved transparency and liquidity have attracted international investors. However, the external price shocks can result in a higher level of volatility as well as domestic policy…