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This article introduces the groundbreaking concept of the financial differential machine learning algorithm through a rigorous mathematical framework. Diverging from existing literature on financial machine learning, the work highlights the…

Mathematical Finance · Quantitative Finance 2024-05-03 Pedro Duarte Gomes

Federated learning aims to collaboratively train a strong global model by accessing users' locally trained models but not their own data. A crucial step is therefore to aggregate local models into a global model, which has been shown…

Machine Learning · Computer Science 2021-10-12 Hong-You Chen , Wei-Lun Chao

Federated Learning (FL) facilitates the fine-tuning of Foundation Models (FMs) using distributed data sources, with Low-Rank Adaptation (LoRA) gaining popularity due to its low communication costs and strong performance. While recent work…

Machine Learning · Computer Science 2025-05-27 Zihao Peng , Jiandian Zeng , Boyuan Li , Guo Li , Shengbo Chen , Tian Wang

The theoretical landscape of federated learning (FL) undergoes rapid evolution, but its practical application encounters a series of intricate challenges, and hyperparameter optimization is one of these critical challenges. Amongst the…

Machine Learning · Computer Science 2023-10-09 Ziyao Wang , Jianyu Wang , Ang Li

As the amount of economic and other data generated worldwide increases vastly, a challenge for future generations of econometricians will be to master efficient algorithms for inference in empirical models with large information sets. This…

Computation · Statistics 2020-04-27 Dimitris Korobilis , Davide Pettenuzzo

Federated learning (FL) is an emerging paradigm for decentralized training of machine learning models on distributed clients, without revealing the data to the central server. The learning scheme may be horizontal, vertical or hybrid (both…

Machine Learning · Computer Science 2024-01-11 Fanfei Meng , Lele Zhang , Yu Chen , Yuxin Wang

Hamiltonian Monte Carlo is a widely used algorithm for sampling from posterior distributions of complex Bayesian models. It can efficiently explore high-dimensional parameter spaces guided by simulated Hamiltonian flows. However, the…

Computation · Statistics 2019-04-29 Lingge Li , Andrew Holbrook , Babak Shahbaba , Pierre Baldi

Stochastic control with both inherent random system noise and lack of knowledge on system parameters constitutes the core and fundamental topic in reinforcement learning (RL), especially under non-episodic situations where online learning…

Systems and Control · Electrical Eng. & Systems 2019-06-24 Xin Huang , Duan Li , Daniel Zhuoyu Long

In this paper we present a practical Bayesian self-supervised learning method with Cyclical Stochastic Gradient Hamiltonian Monte Carlo (cSGHMC). Within this framework, we place a prior over the parameters of a self-supervised learning…

Machine Learning · Computer Science 2023-08-03 Masoumeh Javanbakhat , Christoph Lippert

Progressive Hedging is a popular decomposition algorithm for solving multi-stage stochastic optimization problems. A computational bottleneck of this algorithm is that all scenario subproblems have to be solved at each iteration. In this…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-09-28 Gilles Bareilles , Yassine Laguel , Dmitry Grishchenko , Franck Iutzeler , Jérôme Malick

Bayesian optimization (BO) is a popular black-box function optimization method, which makes sequential decisions based on a Bayesian model, typically a Gaussian process (GP), of the function. To ensure the quality of the model, transfer…

Machine Learning · Computer Science 2024-02-15 Zhou Fan , Xinran Han , Zi Wang

Federated continual learning (FCL) has received increasing attention due to its potential in handling real-world streaming data, characterized by evolving data distributions and varying client classes over time. The constraints of storage…

Machine Learning · Computer Science 2024-05-24 Dezhong Yao , Sanmu Li , Yutong Dai , Zhiqiang Xu , Shengshan Hu , Peilin Zhao , Lichao Sun

In the last few decades, Markov chain Monte Carlo (MCMC) methods have been widely applied to Bayesian updating of structural dynamic models in the field of structural health monitoring. Recently, several MCMC algorithms have been developed…

Applications · Statistics 2026-04-29 Xianghao Meng , James L. Beck , Yong Huang , Hui Li

Decision tree learning is a popular approach for classification and regression in machine learning and statistics, and Bayesian formulations---which introduce a prior distribution over decision trees, and formulate learning as posterior…

Machine Learning · Statistics 2013-08-26 Balaji Lakshminarayanan , Daniel M. Roy , Yee Whye Teh

In this paper, we present a new method, Transductive Multi-Head Few-Shot learning (TMHFS), to address the Cross-Domain Few-Shot Learning (CD-FSL) challenge. The TMHFS method extends the Meta-Confidence Transduction (MCT) and Dense…

Computer Vision and Pattern Recognition · Computer Science 2020-06-23 Jianan Jiang , Zhenpeng Li , Yuhong Guo , Jieping Ye

Since real-world objects and their interactions are often multi-modal and multi-typed, heterogeneous networks have been widely used as a more powerful, realistic, and generic superclass of traditional homogeneous networks (graphs).…

Social and Information Networks · Computer Science 2020-12-18 Carl Yang , Yuxin Xiao , Yu Zhang , Yizhou Sun , Jiawei Han

Federated learning enables many local devices to train a deep learning model jointly without sharing the local data. Currently, most of federated training schemes learns a global model by averaging the parameters of local models. However,…

Machine Learning · Computer Science 2021-10-26 Zhenwei Dai , Chen Dun , Yuxin Tang , Anastasios Kyrillidis , Anshumali Shrivastava

We propose a decentralized learning algorithm over a general social network. The algorithm leaves the training data distributed on the mobile devices while utilizing a peer to peer model aggregation method. The proposed algorithm allows…

Machine Learning · Statistics 2019-05-28 Anusha Lalitha , Xinghan Wang , Osman Kilinc , Yongxi Lu , Tara Javidi , Farinaz Koushanfar

Within the context of autonomous driving a model-based reinforcement learning algorithm is proposed for the design of neural network-parameterized controllers. Classical model-based control methods, which include sampling- and lattice-based…

Machine Learning · Computer Science 2018-08-03 Mogens Graf Plessen

We present new algorithms for learning Bayesian networks from data with missing values using a data augmentation approach. An exact Bayesian network learning algorithm is obtained by recasting the problem into a standard Bayesian network…

Artificial Intelligence · Computer Science 2016-12-06 Tameem Adel , Cassio P. de Campos