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Random Forest (Breiman, 2001) is a successful and widely used regression and classification algorithm. Part of its appeal and reason for its versatility is its (implicit) construction of a kernel-type weighting function on training data,…
Towards a future where machine learning systems will integrate into every aspect of people's lives, researching methods to interpret such systems is necessary, instead of focusing exclusively on enhancing their performance. Enriching the…
In machine learning, uncertainty quantification helps assess the reliability of model predictions, which is important in high-stakes scenarios. Traditional approaches often emphasize predictive accuracy, but there is a growing focus on…
The random forest (RF) algorithm has become a very popular prediction method for its great flexibility and promising accuracy. In RF, it is conventional to put equal weights on all the base learners (trees) to aggregate their predictions.…
In recent years, deep metric learning has achieved promising results in learning high dimensional semantic feature embeddings where the spatial relationships of the feature vectors match the visual similarities of the images. Similarity…
The value of supervised dimensionality reduction lies in its ability to uncover meaningful connections between data features and labels. Common dimensionality reduction methods embed a set of fixed, latent points, but are not capable of…
Traditional machine learning methods have been widely studied in financial innovation. My study focuses on the application of deep learning methods on asset pricing. I investigate various deep learning methods for asset pricing, especially…
Federated learning involves training statistical models over remote devices such as mobile phones while keeping data localized. Training in heterogeneous and potentially massive networks introduces opportunities for privacy-preserving data…
Random forests (RFs) are among the most popular supervised learning algorithms due to their nonlinear flexibility and ease-of-use. However, as black box models, they can only be interpreted via algorithmically-defined feature importance…
Fair prediction across protected groups is an important constraint for many federated learning applications. However, prior work studying group fair federated learning lacks formal convergence or fairness guarantees. In this work we propose…
Missing data imputation is a critical challenge in various domains, such as healthcare and finance, where data completeness is vital for accurate analysis. Large language models (LLMs), trained on vast corpora, have shown strong potential…
Stock trend forecasting, a challenging problem in the financial domain, involves ex-tensive data and related indicators. Relying solely on empirical analysis often yields unsustainable and ineffective results. Machine learning researchers…
Most real-world data are scattered across different companies or government organizations, and cannot be easily integrated under data privacy and related regulations such as the European Union's General Data Protection Regulation (GDPR) and…
As these attacks become more and more difficult to see, the need for the great hi-tech models that detect them is undeniable. This paper examines and compares various machine learning as well as deep learning models to choose the most…
The aim of this paper is the analysis and selection of stock trading systems that combine different models with data of different nature, such as financial and microeconomic information. Specifically, based on previous work by the authors…
An increasing array of biomedical and computer vision applications requires the predictive modeling of complex data, for example images and shapes. The main challenge when predicting such objects lies in the fact that they do not comply to…
Sampling-based motion planners perform exceptionally well in robotic applications that operate in high-dimensional space. However, most works often constrain the planning workspace rooted at some fixed locations, do not adaptively reason on…
We propose a structured prediction approach for robot imitation learning from demonstrations. Among various tools for robot imitation learning, supervised learning has been observed to have a prominent role. Structured prediction is a form…
Random Forests (RFs) are among the state-of-the-art in machine learning and offer excellent performance with nearly zero parameter tuning. Remarkably, RFs seem to be impervious to overfitting even though their basic building blocks are…
In this paper we analyze, evaluate, and improve the performance of training Random Forest (RF) models on modern CPU architectures. An exact, state-of-the-art binary decision tree building algorithm is used as the basis of this study.…