English
Related papers

Related papers: Transfer Learning for Portfolio Optimization

200 papers

The growing popularity of transfer learning, due to the availability of models pre-trained on vast amounts of data, makes it imperative to understand when the knowledge of these pre-trained models can be transferred to obtain…

Machine Learning · Computer Science 2024-10-30 Akshay Mehra , Yunbei Zhang , Jihun Hamm

Numerous recent techniques for text style transfer characterize their approaches as variants of reinforcement learning and preference optimization. In this work, we consider the relationship between these approaches and a class of…

Computation and Language · Computer Science 2024-07-30 Shuai Liu , Jonathan May

Modern deep neural network (DNN) systems are highly configurable with large a number of options that significantly affect their non-functional behavior, for example inference time and energy consumption. Performance models allow to…

Machine Learning · Computer Science 2019-04-08 Md Shahriar Iqbal , Lars Kotthoff , Pooyan Jamshidi

It has been demonstrated that deep neural networks outperform traditional machine learning. However, deep networks lack generalisability, that is, they will not perform as good as in a new (testing) set drawn from a different distribution…

Machine Learning · Computer Science 2022-06-28 Bruno Casella , Alessio Barbaro Chisari , Sebastiano Battiato , Mario Valerio Giuffrida

Transfer effects manifest themselves both during training using a fixed data set and in inductive inference using accumulating data. We hypothesize that perturbing the data set by including more samples, instead of perturbing the model by…

Machine Learning · Computer Science 2026-01-01 András Millinghoffer , Bence Bolgár , Péter Antal

This paper addresses challenges in robust transfer learning stemming from ambiguity in Bayes classifiers and weak transferable signals between the target and source distribution. We introduce a novel quantity called the ''ambiguity level''…

Machine Learning · Statistics 2025-05-06 Jianqing Fan , Cheng Gao , Jason M. Klusowski

We extend Relative Robust Portfolio Optimisation models to allow portfolios to optimise their distance to a set of benchmarks. Portfolio managers are also given the option of computing regret in a way which is more in line with market…

Portfolio Management · Quantitative Finance 2017-01-12 Gonçalo Simões , Mark McDonald , Stacy Williams , Daniel Fenn , Raphael Hauser

In deep learning, transfer learning (TL) has become the de facto approach when dealing with image related tasks. Visual features learnt for one task have been shown to be reusable for other tasks, improving performance significantly. By…

Computer Vision and Pattern Recognition · Computer Science 2022-11-09 Adrian Tormos , Dario Garcia-Gasulla , Victor Gimenez-Abalos , Sergio Alvarez-Napagao

Transfer learning has the potential to reduce the burden of data collection and to decrease the unavoidable risks of the training phase. In this letter, we introduce a multirobot, multitask transfer learning framework that allows a system…

Robotics · Computer Science 2018-04-04 Karime Pereida , Mohamed K. Helwa , Angela P. Schoellig

Transferability estimation has been an essential tool in selecting a pre-trained model and the layers in it for transfer learning, to transfer, so as to maximize the performance on a target task and prevent negative transfer. Existing…

Machine Learning · Computer Science 2022-07-07 Long-Kai Huang , Ying Wei , Yu Rong , Qiang Yang , Junzhou Huang

Modern systems (e.g., deep neural networks, big data analytics, and compilers) are highly configurable, which means they expose different performance behavior under different configurations. The fundamental challenge is that one cannot…

Artificial Intelligence · Computer Science 2019-02-27 Mohammad Ali Javidian , Pooyan Jamshidi , Marco Valtorta

Transfer learning is a useful technique for achieving improved performance and reducing training costs by leveraging the knowledge gained from source tasks and applying it to target tasks. Assessing the effectiveness of transfer learning…

Machine Learning · Computer Science 2023-06-12 Peizhong Ju , Sen Lin , Mark S. Squillante , Yingbin Liang , Ness B. Shroff

Multi-task learning enables the acquisition of task-generic knowledge by training multiple tasks within a unified architecture. However, training all tasks together in a single architecture can lead to performance degradation, known as…

Machine Learning · Computer Science 2025-04-23 Wooseong Jeong , Kuk-Jin Yoon

Bayesian optimization is a powerful paradigm to optimize black-box functions based on scarce and noisy data. Its data efficiency can be further improved by transfer learning from related tasks. While recent transfer models meta-learn a…

Multi-source transfer learning provides an effective solution to data scarcity in real-world supervised learning scenarios by leveraging multiple source tasks. In this field, existing works typically use all available samples from sources…

Machine Learning · Computer Science 2025-10-29 Qingyue Zhang , Haohao Fu , Guanbo Huang , Yaoyuan Liang , Chang Chu , Tianren Peng , Yanru Wu , Qi Li , Yang Li , Shao-Lun Huang

Over the past decade, the field of machine learning has experienced remarkable advancements. While image recognition systems have achieved impressive levels of accuracy, they continue to rely on extensive training datasets. Additionally, a…

Machine Learning · Computer Science 2023-11-03 Benji Alwis

Statistical analysis of network data has attracted considerable attention in recent years, due to the rapid advancement of well-trained network models and the accessibility of large public network datasets. In this article, we propose a…

Methodology · Statistics 2026-04-22 Yong He , Kangxiang Qin , Haoran Tang

Integrating knowledge across different domains is an essential feature of human learning. Learning paradigms such as transfer learning, meta-learning, and multi-task learning reflect the human learning process by exploiting the prior…

Machine Learning · Computer Science 2024-10-17 Richa Upadhyay , Ronald Phlypo , Rajkumar Saini , Marcus Liwicki

Transfer reinforcement learning (RL) methods leverage on the experience collected on a set of source tasks to speed-up RL algorithms. A simple and effective approach is to transfer samples from source tasks and include them into the…

Artificial Intelligence · Computer Science 2011-09-02 Alessandro Lazaric , Marcello Restelli

Transfer Learning aims to optimally aggregate samples from a target distribution, with related samples from a so-called source distribution to improve target risk. Multiple procedures have been proposed over the last two decades to address…

Machine Learning · Statistics 2025-04-29 Steve Hanneke , Samory Kpotufe