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We adopt deep learning models to directly optimise the portfolio Sharpe ratio. The framework we present circumvents the requirements for forecasting expected returns and allows us to directly optimise portfolio weights by updating model…

Portfolio Management · Quantitative Finance 2021-01-26 Zihao Zhang , Stefan Zohren , Stephen Roberts

Deep ensembles have emerged as a powerful technique for improving predictive performance and enhancing model robustness across various applications by leveraging model diversity. However, traditional deep ensemble methods are often…

In this paper, we propose an algorithmic framework to automatically generate efficient deep neural networks and optimize their associated hyperparameters. The framework is based on evolving directed acyclic graphs (DAGs), defining a more…

Neural and Evolutionary Computing · Computer Science 2024-05-15 Julie Keisler , El-Ghazali Talbi , Sandra Claudel , Gilles Cabriel

The exponential growth of volume, variety and velocity of data is raising the need for investigations of automated or semi-automated ways to extract useful patterns from the data. It requires deep expert knowledge and extensive…

Machine Learning · Computer Science 2020-07-22 Abbas Raza Ali , Marcin Budka , Bogdan Gabrys

Motivation: Several different threads of research have been proposed for modeling and mining temporal data. On the one hand, approaches such as dynamic Bayesian networks (DBNs) provide a formal probabilistic basis to model relationships…

Machine Learning · Computer Science 2009-04-15 Debprakash Patnaik , Srivatsan Laxman , Naren Ramakrishnan

The wide and rapid adoption of deep learning by practitioners brought unintended consequences in many situations such as in the infamous case of Google Photos' racist image recognition algorithm; thus, necessitated the utilization of the…

Machine Learning · Computer Science 2019-05-24 Mehmet Yigit Yildirim , Mert Ozer , Hasan Davulcu

In this article, we propose a new algorithm for supervised learning methods, by which one can both capture the non-linearity in data and also find the best subset model. To produce an enhanced subset of the original variables, an ideal…

Applications · Statistics 2017-01-23 Peyman Tavallali , Marianne Razavi , Sean Brady

The goal of Feature Selection - comprising filter, wrapper, and embedded approaches - is to find the optimal feature subset for designated downstream tasks. Nevertheless, current feature selection methods are limited by: 1) the selection…

Machine Learning · Computer Science 2023-09-18 Meng Xiao , Dongjie Wang , Min Wu , Pengfei Wang , Yuanchun Zhou , Yanjie Fu

This paper presents an automated machine learning framework designed to assist hydrologists in detecting anomalies in time series data generated by sensors in a research watershed in the northeastern United States critical zone. The…

Machine Learning · Computer Science 2023-12-07 Ijaz Ul Haq , Byung Suk Lee , Donna M. Rizzo , Julia N Perdrial

Deep learning has become very popular for tasks such as predictive modeling and pattern recognition in handling big data. Deep learning is a powerful machine learning method that extracts lower level features and feeds them forward for the…

Machine Learning · Computer Science 2018-03-07 Steven Young , Tamer Abdou , Ayse Bener

Over the past decade, deep neural networks have demonstrated significant success using the training scheme that involves mini-batch stochastic gradient descent on extensive datasets. Expanding upon this accomplishment, there has been a…

Machine Learning · Computer Science 2024-11-11 Jaehyeon Son , Soochan Lee , Gunhee Kim

We introduce a framework for automatically choosing data structures to support efficient computation of analytical workloads. Our contributions are twofold. First, we introduce a novel low-level intermediate language that can express the…

Databases · Computer Science 2021-12-28 Amir Shaikhha , Marios Kelepeshis , Mahdi Ghorbani

Modern datasets span billions of samples, making training on all available data infeasible. Selecting a high quality subset helps in reducing training costs and enhancing model quality. Submodularity, a discrete analogue of convexity, is…

Machine Learning · Computer Science 2025-04-04 Maximilian Böther , Abraham Sebastian , Pranjal Awasthi , Ana Klimovic , Srikumar Ramalingam

Selecting and combining the outlier scores of different base detectors used within outlier ensembles can be quite challenging in the absence of ground truth. In this paper, an unsupervised outlier detector combination framework called DCSO…

Machine Learning · Computer Science 2019-11-26 Yue Zhao , Maciej K. Hryniewicki

Software frameworks for neural networks play a key role in the development and application of deep learning methods. In this paper, we introduce the Chainer framework, which intends to provide a flexible, intuitive, and high performance…

Hyperparameters searches are computationally expensive. This paper studies some general choices of hyperparameters and training methods specifically for operator learning. It considers the architectures DeepONets, Fourier neural operators…

Machine Learning · Computer Science 2024-12-10 Dustin Enyeart , Guang Lin

Sequential recommendation has garnered significant attention for its ability to capture dynamic preferences by mining users' historical interaction data. Given that users' complex and intertwined periodic preferences are difficult to…

Information Retrieval · Computer Science 2025-11-27 Huayang Xu , Huanhuan Yuan , Guanfeng Liu , Junhua Fang , Lei Zhao , Pengpeng Zhao

In most works on deep incremental learning research, it is assumed that novel samples are pre-identified for neural network retraining. However, practical deep classifiers often misidentify these samples, leading to erroneous predictions.…

Computer Vision and Pattern Recognition · Computer Science 2023-10-09 Jiawen Xu , Claas Grohnfeldt , Odej Kao

In the realm of practical fine-grained visual classification applications rooted in deep learning, a common scenario involves training a model using a pre-existing dataset. Subsequently, a new dataset becomes available, prompting the desire…

Computer Vision and Pattern Recognition · Computer Science 2024-05-10 Zheming Zuo , Joseph Smith , Jonathan Stonehouse , Boguslaw Obara

Recommender systems often face heterogeneous datasets containing highly personalized historical data of users, where no single model could give the best recommendation for every user. We observe this ubiquitous phenomenon on both public and…

Information Retrieval · Computer Science 2020-05-06 Mi Luo , Fei Chen , Pengxiang Cheng , Zhenhua Dong , Xiuqiang He , Jiashi Feng , Zhenguo Li