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This paper presents how the most recent improvements made on covariance matrix estimation and model order selection can be applied to the portfolio optimisation problem. The particular case of the Maximum Variety Portfolio is treated but…

Applications · Statistics 2018-04-03 Emmanuelle Jay , Eugénie Terreaux , Jean-Philippe Ovarlez , Frédéric Pascal

Likelihood-based deep generative models have recently been shown to exhibit pathological behaviour under the manifold hypothesis as a consequence of using high-dimensional densities to model data with low-dimensional structure. In this…

Learning with noisy labels (LNL) has been extensively studied, with existing approaches typically following a framework that alternates between clean sample selection and semi-supervised learning (SSL). However, this approach has a…

Computer Vision and Pattern Recognition · Computer Science 2023-10-25 Qing Miao , Xiaohe Wu , Chao Xu , Yanli Ji , Wangmeng Zuo , Yiwen Guo , Zhaopeng Meng

Generative modeling aims to transform random noise into structured outputs. In this work, we enhance video diffusion models by allowing motion control via structured latent noise sampling. This is achieved by just a change in data: we…

Computer Vision and Pattern Recognition · Computer Science 2025-08-07 Ryan Burgert , Yuancheng Xu , Wenqi Xian , Oliver Pilarski , Pascal Clausen , Mingming He , Li Ma , Yitong Deng , Lingxiao Li , Mohsen Mousavi , Michael Ryoo , Paul Debevec , Ning Yu

We propose a new probabilistic framework that allows mobile robots to autonomously learn deep, generative models of their environments that span multiple levels of abstraction. Unlike traditional approaches that combine engineered models…

Robotics · Computer Science 2018-01-01 Andrzej Pronobis , Rajesh P. N. Rao

In this work, we propose the Generative Latent Flow (GLF), an algorithm for generative modeling of the data distribution. GLF uses an Auto-encoder (AE) to learn latent representations of the data, and a normalizing flow to map the…

Computer Vision and Pattern Recognition · Computer Science 2019-09-24 Zhisheng Xiao , Qing Yan , Yali Amit

Dataset condensation aims to condense a large dataset with a lot of training samples into a small set. Previous methods usually condense the dataset into the pixels format. However, it suffers from slow optimization speed and large number…

Computer Vision and Pattern Recognition · Computer Science 2023-09-15 David Junhao Zhang , Heng Wang , Chuhui Xue , Rui Yan , Wenqing Zhang , Song Bai , Mike Zheng Shou

Learning from noisy labels is a challenge that arises in many real-world applications where training data can contain incorrect or corrupted labels. When fine-tuning language models with noisy labels, models can easily overfit the label…

Computation and Language · Computer Science 2023-06-14 Yuchen Zhuang , Yue Yu , Lingkai Kong , Xiang Chen , Chao Zhang

State-of-the art vision models can achieve superhuman performance on image classification tasks when testing and training data come from the same distribution. However, when models are tested on corrupted images (e.g. due to scale changes,…

Machine Learning · Computer Science 2019-06-11 Luke Metz , Niru Maheswaranathan , Jonathon Shlens , Jascha Sohl-Dickstein , Ekin D. Cubuk

Portfolio construction traditionally relies on separately estimating expected returns and covariance matrices using historical statistics, often leading to suboptimal allocation under time-varying market conditions. This paper proposes a…

Portfolio Management · Quantitative Finance 2026-03-23 Keonvin Park

Although deep learning has achieved appealing results on several machine learning tasks, most of the models are deterministic at inference, limiting their application to single-modal settings. We propose a novel general-purpose framework…

Machine Learning · Computer Science 2020-10-12 Sameera Ramasinghe , Kanchana Ranasinghe , Salman Khan , Nick Barnes , Stephen Gould

Contrastive learning has been successfully used for retrieval of semantically aligned sentences, but it often requires large batch sizes or careful engineering to work well. In this paper, we instead propose a generative model for learning…

Computation and Language · Computer Science 2023-06-06 John Wieting , Jonathan H. Clark , William W. Cohen , Graham Neubig , Taylor Berg-Kirkpatrick

In this paper, we propose a novel data augmentation technique called GenMix, which combines generative and mixture approaches to leverage the strengths of both methods. While generative models excel at creating new data patterns, they face…

Computer Vision and Pattern Recognition · Computer Science 2024-07-18 Hansang Lee , Haeil Lee , Helen Hong

There are two types of deep generative models: explicit and implicit. The former defines an explicit density form that allows likelihood inference; while the latter targets a flexible transformation from random noise to generated samples.…

Machine Learning · Computer Science 2021-10-27 Qitian Wu , Rui Gao , Hongyuan Zha

Training generative models like Generative Adversarial Network (GAN) is challenging for noisy data. A novel curriculum learning algorithm pertaining to clustering is proposed to address this issue in this paper. The curriculum construction…

Machine Learning · Computer Science 2019-09-27 Deli Zhao , Jiapeng Zhu , Zhenfang Guo , Bo Zhang

In this paper, we propose a novel dynamic ensemble selection framework using meta-learning. The framework is divided into three steps. In the first step, the pool of classifiers is generated from the training data. The second phase is…

Machine Learning · Computer Science 2018-11-06 Rafael M. O. Cruz , Robert Sabourin , George D. C. Cavalcanti

Clustering multi-view data has been a fundamental research topic in the computer vision community. It has been shown that a better accuracy can be achieved by integrating information of all the views than just using one view individually.…

Computer Vision and Pattern Recognition · Computer Science 2019-07-24 Ming Yin , Weitian Huang , Junbin Gao

We propose a novel deep clustering method that integrates Variational Autoencoders (VAEs) into the Expectation-Maximization (EM) framework. Our approach models the probability distribution of each cluster with a VAE and alternates between…

Machine Learning · Computer Science 2025-01-14 Michael Adipoetra , Ségolène Martin

As machine-learning models grow in size, their implementation requirements cannot be met by a single computer system. This observation motivates distributed settings, in which intermediate computations are performed across a network of…

Machine Learning · Computer Science 2024-08-21 Yuval Ben-Hur , Yuval Cassuto

In e-commerce advertising, selecting the most compelling combination of creative elements -- such as titles, images, and highlights -- is critical for capturing user attention and driving conversions. However, existing methods often…

Machine Learning · Computer Science 2025-08-14 Qiaolei Gu , Yu Li , DingYi Zeng , Lu Wang , Ming Pang , Changping Peng , Zhangang Lin , Ching Law , Jingping Shao