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We propose a multilevel stochastic approximation (MLSA) scheme for the computation of the value-at-risk (VaR) and expected shortfall (ES) of a financial loss, which can only be computed via simulations conditionally on the realisation of…

Computational Finance · Quantitative Finance 2026-04-14 Stéphane Crépey , Noufel Frikha , Azar Louzi

Labeling data can be an expensive task as it is usually performed manually by domain experts. This is cumbersome for deep learning, as it is dependent on large labeled datasets. Active learning (AL) is a paradigm that aims to reduce…

Computation and Language · Computer Science 2021-11-05 Pieter Floris Jacobs , Gideon Maillette de Buy Wenniger , Marco Wiering , Lambert Schomaker

Tabular data synthesis is crucial in machine learning, yet existing general methods-primarily based on statistical or deep learning models-are highly data-dependent and often fall short in recommender systems. This limitation arises from…

Information Retrieval · Computer Science 2025-02-12 Jingtong Gao , Zhaocheng Du , Xiaopeng Li , Yichao Wang , Xiangyang Li , Huifeng Guo , Ruiming Tang , Xiangyu Zhao

Existing variance reduction techniques used in stochastic simulations for rare event analysis still require a substantial number of model evaluations to estimate small failure probabilities. In the context of complex, nonlinear finite…

Machine Learning · Computer Science 2025-08-04 Liuyun Xu , Seymour M. J. Spence

Improving sample efficiency is central to Reinforcement Learning (RL), especially in environments where the rewards are sparse. Some recent approaches have proposed to specify reward functions as manually designed or learned reward…

Machine Learning · Computer Science 2024-01-26 Shuai Han , Mehdi Dastani , Shihan Wang

Recent state-of-the-art method FlexMatch firstly demonstrated that correctly estimating learning status is crucial for semi-supervised learning (SSL). However, the estimation method proposed by FlexMatch does not take into account…

Computer Vision and Pattern Recognition · Computer Science 2022-10-25 Zhimin Chen , Longlong Jing , Liang Yang , Yingwei Li , Bing Li

Transductive inference is an effective means of tackling the data deficiency problem in few-shot learning settings. A popular transductive inference technique for few-shot metric-based approaches, is to update the prototype of each class…

Machine Learning · Computer Science 2020-06-25 Seong Min Kye , Hae Beom Lee , Hoirin Kim , Sung Ju Hwang

We propose a statistical adaptive procedure called SALSA for automatically scheduling the learning rate (step size) in stochastic gradient methods. SALSA first uses a smoothed stochastic line-search procedure to gradually increase the…

Machine Learning · Statistics 2020-02-26 Pengchuan Zhang , Hunter Lang , Qiang Liu , Lin Xiao

Process supervision has emerged as a promising approach for enhancing LLM reasoning, yet existing methods fail to distinguish meaningful progress from mere verbosity, leading to limited reasoning capabilities and unresolved token…

Machine Learning · Computer Science 2026-04-09 Zhengyang Ai , Zikang Shan , Xiaodong Ai , Jingxian Tang , Hangkai Hu , Pinyan Lu

Maximum-likelihood estimation (MLE) is widely used in sequence to sequence tasks for model training. It uniformly treats the generation/prediction of each target token as multi-class classification, and yields non-smooth prediction…

Computation and Language · Computer Science 2018-12-13 Chengyue Gong , Xu Tan , Di He , Tao Qin

A variety of contextualised language models have been proposed in the NLP community, which are trained on diverse corpora to produce numerous Neural Language Models (NLMs). However, different NLMs have reported different levels of…

Computation and Language · Computer Science 2022-04-19 Keigo Takahashi , Danushka Bollegala

Pretraining sentence encoders with language modeling and related unsupervised tasks has recently been shown to be very effective for language understanding tasks. By supplementing language model-style pretraining with further training on…

Computation and Language · Computer Science 2019-03-01 Jason Phang , Thibault Févry , Samuel R. Bowman

Reward-biased maximum likelihood estimation (RBMLE) is a classic principle in the adaptive control literature for tackling explore-exploit trade-offs. This paper studies the stochastic contextual bandit problem with general bounded reward…

Machine Learning · Computer Science 2022-05-31 Yu-Heng Hung , Ping-Chun Hsieh

Despite the empirical success of meta reinforcement learning (meta-RL), there are still a number poorly-understood discrepancies between theory and practice. Critically, biased gradient estimates are almost always implemented in practice,…

Machine Learning · Computer Science 2021-12-15 Yunhao Tang

Over the course of the past decade, a variety of randomized algorithms have been proposed for computing approximate least-squares (LS) solutions in large-scale settings. A longstanding practical issue is that, for any given input, the user…

Machine Learning · Statistics 2018-09-07 Miles E. Lopes , Shusen Wang , Michael W. Mahoney

We propose a general approach to construct weighted likelihood estimating equations with the aim of obtaining robust parameter estimates. We modify the standard likelihood equations by incorporating a weight that reflects the statistical…

Statistics Theory · Mathematics 2025-07-24 Claudio Agostinelli , Ayanendranath Basu , Giulia Bertagnolli , Arun Kumar Kuchibhotla

We propose a new regression algorithm that learns from a set of input-output pairs. Our algorithm is designed for populations where the relation between the input variables and the output variable exhibits a heterogeneous behavior across…

Machine Learning · Computer Science 2026-02-17 Ş. İlker Birbil , Sinan Yıldırım , Samet Çopur , M. Hakan Akyüz

Analytical join queries over unstructured data are increasingly prevalent in data analytics. Applying machine learning (ML) models to label every pair in the cross product of tables can achieve state-of-the-art accuracy, but the cost of…

Databases · Computer Science 2026-03-18 Yuxuan Zhu , Tengjun Jin , Chenghao Mo , Daniel Kang

Most meta-learning methods assume that the (very small) context set used to establish a new task at test time is passively provided. In some settings, however, it is feasible to actively select which points to label; the potential gain from…

Machine Learning · Computer Science 2024-07-26 Wonho Bae , Jing Wang , Danica J. Sutherland

Inspired by the concept of active learning, we propose active inference$\unicode{x2013}$a methodology for statistical inference with machine-learning-assisted data collection. Assuming a budget on the number of labels that can be collected,…

Machine Learning · Statistics 2026-04-09 Tijana Zrnic , Emmanuel J. Candès