Related papers: Scope Loss for Imbalanced Classification and RL Ex…
We extend the Q-learner in Black-Scholes (QLBS) framework by incorporating risk aversion and trading costs, and propose a novel Replication Learning of Option Pricing (RLOP) approach. Both methods are fully compatible with standard…
In this paper, we propose mean squared error (MSE) loss with outlying label for class imbalanced classification. Cross entropy (CE) loss, which is widely used for image recognition, is learned so that the probability value of true class is…
We develop new approaches in multi-class settings for constructing proper scoring rules and hinge-like losses and establishing corresponding regret bounds with respect to the zero-one or cost-weighted classification loss. Our construction…
We propose a novel sparse preference learning/ranking algorithm. Our algorithm approximates the true utility function by a weighted sum of basis functions using the squared loss on pairs of data points, and is a generalization of the kernel…
Robust model fitting is a core algorithm in a large number of computer vision applications. Solving this problem efficiently for datasets highly contaminated with outliers is, however, still challenging due to the underlying computational…
In this paper we refine the process of computing calibration functions for a number of multiclass classification surrogate losses. Calibration functions are a powerful tool for easily converting bounds for the surrogate risk (which can be…
In this paper, we propose a fuzzy adaptive loss function for enhancing deep learning performance in classification tasks. Specifically, we redefine the cross-entropy loss to effectively address class-level noise conditions, including the…
Loss reweighting is a widely used strategy for long-tailed classification, but existing reweighting strategies often rely on heuristics and rarely define a well-specified target. Inspired by Neural Collapse (NC), the ideal simplex…
We study an extension of contextual stochastic linear optimization (CSLO) that, in contrast to most of the existing literature, involves inequality constraints that depend on uncertain parameters predicted by a machine learning model. To…
The focal-loss has become a widely used alternative to cross-entropy in class-imbalanced classification problems, particularly in computer vision. Despite its empirical success, a systematic information-theoretic study of the focal-loss…
In statistical modelling the biggest threat is concept drift which makes the model gradually showing deteriorating performance over time. There are state of the art methodologies to detect the impact of concept drift, however general…
Automatic segmentation methods are an important advancement in medical image analysis. Machine learning techniques, and deep neural networks in particular, are the state-of-the-art for most medical image segmentation tasks. Issues with…
We propose a novel loss function for imbalanced classification. LDAM loss, which minimizes a margin-based generalization bound, is widely utilized for class-imbalanced image classification. Although, by using LDAM loss, it is possible to…
The exploration-exploitation dilemma in reinforcement learning (RL) is a fundamental challenge to efficient RL algorithms. Existing algorithms for finite state and action discounted RL problems address this by assuming sufficient…
Model free reinforcement learning suffers from the high sampling complexity inherent to robotic manipulation or locomotion tasks. Most successful approaches typically use random sampling strategies which leads to slow policy convergence. In…
Reinforcement learning allows solving complex tasks, however, the learning tends to be task-specific and the sample efficiency remains a challenge. We present Plan2Explore, a self-supervised reinforcement learning agent that tackles both…
Class imbalance remains a critical challenge in semi-supervised learning (SSL), especially when distributional mismatches between labeled and unlabeled data lead to biased classification. Although existing methods address this issue by…
Methods to correct class imbalance, i.e. imbalance between the frequency of outcome events and non-events, are receiving increasing interest for developing prediction models. We examined the effect of imbalance correction on the performance…
Class imbalance is a common problem in the case of real-world object detection and classification tasks. Data of some classes is abundant making them an over-represented majority, and data of other classes is scarce, making them an…
Text classification is the task of automatically assigning text documents correct labels from a predefined set of categories. In real-life (text) classification tasks, observations and misclassification costs are often unevenly distributed…