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A generative modeling framework is proposed that combines diffusion models and manifold learning to efficiently sample data densities on manifolds. The approach utilizes Diffusion Maps to uncover possible low-dimensional underlying (latent)…

Machine Learning · Computer Science 2025-04-22 Dimitris G. Giovanis , Ellis Crabtree , Roger G. Ghanem , Ioannis G. Kevrekidis

Two fundamental challenges face generative models in engineering applications: the acquisition of high-performing, diverse datasets, and the adherence to precise constraints in generated designs. We propose a novel approach combining…

Neural and Evolutionary Computing · Computer Science 2024-05-17 Adam Gaier , James Stoddart , Lorenzo Villaggi , Shyam Sudhakaran

A generative Bayesian model is developed for deep (multi-layer) convolutional dictionary learning. A novel probabilistic pooling operation is integrated into the deep model, yielding efficient bottom-up and top-down probabilistic learning.…

Machine Learning · Statistics 2015-02-24 Yunchen Pu , Xin Yuan , Lawrence Carin

We propose Decision by Supervised Learning (DSL), a practical framework for robust portfolio optimization. DSL reframes portfolio construction as a supervised learning problem: models are trained to predict optimal portfolio weights, using…

Machine Learning · Computer Science 2025-10-22 Juhyeong Kim , Sungyoon Choi , Youngbin Lee , Yejin Kim , Yongmin Choi , Yongjae Lee

A deep generative model is developed for representation and analysis of images, based on a hierarchical convolutional dictionary-learning framework. Stochastic {\em unpooling} is employed to link consecutive layers in the model, yielding…

Computer Vision and Pattern Recognition · Computer Science 2015-12-25 Yunchen Pu , Xin Yuan , Andrew Stevens , Chunyuan Li , Lawrence Carin

Ensembling a neural network is a widely recognized approach to enhance model performance, estimate uncertainty, and improve robustness in deep supervised learning. However, deep ensembles often come with high computational costs and memory…

Although Gaussian processes (GPs) with deep kernels have been successfully used for meta-learning in regression tasks, its uncertainty estimation performance can be poor. We propose a meta-learning method for calibrating deep kernel GPs for…

Machine Learning · Statistics 2023-12-14 Tomoharu Iwata , Atsutoshi Kumagai

Diffusion Models represent a significant advancement in generative modeling, employing a dual-phase process that first degrades domain-specific information via Gaussian noise and restores it through a trainable model. This framework enables…

Neural and Evolutionary Computing · Computer Science 2024-11-21 Benedikt Hartl , Yanbo Zhang , Hananel Hazan , Michael Levin

We propose a novel approach for using unsupervised boosting to create an ensemble of generative models, where models are trained in sequence to correct earlier mistakes. Our meta-algorithmic framework can leverage any existing base learner…

Machine Learning · Computer Science 2017-12-25 Aditya Grover , Stefano Ermon

Deep learning offers new tools for portfolio optimization. We present an end-to-end framework that directly learns portfolio weights by combining Long Short-Term Memory (LSTM) networks to model temporal patterns, Graph Attention Networks…

Portfolio Management · Quantitative Finance 2026-05-27 Yun Lin , Jiawei Lou , Jinghe Zhang

This paper introduces a novel adaptive ensemble framework that synergistically combines XGBoost and neural networks through sophisticated meta-learning. The proposed method leverages advanced uncertainty quantification techniques and…

Machine Learning · Computer Science 2025-10-07 Arthur Sedek

Deep neural networks have achieved substantial achievements in several computer vision areas, but have vulnerabilities that are often fooled by adversarial examples that are not recognized by humans. This is an important issue for security…

Computer Vision and Pattern Recognition · Computer Science 2021-01-29 Hakmin Lee , Hong Joo Lee , Seong Tae Kim , Yong Man Ro

Deep generative models are effective methods of modeling data. However, it is not easy for a single generative model to faithfully capture the distributions of complex data such as images. In this paper, we propose an approach for boosting…

Machine Learning · Computer Science 2019-05-14 Fan Bao , Hang Su , Jun Zhu

Forecasting on sparse multivariate time series (MTS) aims to model the predictors of future values of time series given their incomplete past, which is important for many emerging applications. However, most existing methods process MTS's…

Machine Learning · Computer Science 2021-03-04 Yinjun Wu , Jingchao Ni , Wei Cheng , Bo Zong , Dongjin Song , Zhengzhang Chen , Yanchi Liu , Xuchao Zhang , Haifeng Chen , Susan Davidson

In the big data era, deep learning and intelligent data mining technique solutions have been applied by researchers in various areas. Forecast and analysis of stock market data have represented an essential role in today's economy, and a…

Signal Processing · Electrical Eng. & Systems 2020-08-26 Wilfredo Tovar

Mathematical optimization is a powerful tool for structured decision-making across domains such as resource allocation and planning. Formulating optimization models faithful to reality, though, remains a significant bottleneck as it…

Artificial Intelligence · Computer Science 2026-05-27 Eleni Straitouri , Cheol Woo Kim , Milind Tambe

While the manifold hypothesis is widely adopted in modern machine learning, complex data is often better modeled as stratified spaces -- unions of manifolds (strata) of varying dimensions. Stratified learning is challenging due to varying…

Machine Learning · Statistics 2026-04-14 Randy Martinez , Rong Tang , Lizhen Lin

Extreme learning machine (ELM) as an emerging branch of shallow networks has shown its excellent generalization and fast learning speed. However, for blended data, the robustness of ELM is weak because its weights and biases of hidden nodes…

Machine Learning · Computer Science 2014-09-24 Bo Han , Bo He , Mengmeng Ma , Tingting Sun , Tianhong Yan , Amaury Lendasse

A generative model is developed for deep (multi-layered) convolutional dictionary learning. A novel probabilistic pooling operation is integrated into the deep model, yielding efficient bottom-up (pretraining) and top-down (refinement)…

Machine Learning · Statistics 2015-04-17 Yunchen Pu , Xin Yuan , Lawrence Carin

Generating synthetic financial time series data that accurately reflects real-world market dynamics holds tremendous potential for various applications, including portfolio optimization, risk management, and large scale machine learning. We…

Mathematical Finance · Quantitative Finance 2025-11-05 Chung I Lu , Julian Sester
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