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Learning systems match predicted scores to observations over some domain. Often, it is critical to produce accurate predictions in some subset (or region) of the domain, yet less important to accurately predict in other regions. We…

Machine Learning · Computer Science 2025-06-11 Gil I. Shamir , Manfred K. Warmuth

Accurately forecasting the probability distribution of phenomena of interest is a classic and ever more widespread goal in statistics and decision theory. In comparison to point forecasts, probabilistic forecasts aim to provide a more…

Statistics Theory · Mathematics 2025-05-05 Erez Buchweitz , João Vitor Romano , Ryan J. Tibshirani

Building an accurate load forecasting model with minimal underpredictions is vital to prevent any undesired power outages due to underproduction of electricity. However, the power consumption patterns of the residential sector contain…

Machine Learning · Computer Science 2023-02-23 Jihan Ghanim , Maha Issa , Mariette Awad

This work proposes a wavelet shrinkage rule under asymmetric LINEX loss function and a mixture of a point mass function at zero and the logistic distribution as prior distribution to the wavelet coefficients in a nonparametric regression…

Methodology · Statistics 2023-07-27 Alex Rodrigo dos Santos Sousa

Loss functions are error metrics that quantify the difference between a prediction and its corresponding ground truth. Fundamentally, they define a functional landscape for traversal by gradient descent. Although numerous loss functions…

Image and Video Processing · Electrical Eng. & Systems 2021-04-09 Chaitanya Kaul , Nick Pears , Hang Dai , Roderick Murray-Smith , Suresh Manandhar

We consider supervised learning problems in which set predictions provide explicit uncertainty estimates. Using Choquet integrals (a.k.a. Lov{\'a}sz extensions), we propose a convex loss function for nondecreasing subset-valued functions…

Machine Learning · Computer Science 2025-12-23 Francis Bach

Online real-estate information systems such as Zillow and Trulia have gained increasing popularity in recent years. One important feature offered by these systems is the online home price estimate through automated data-intensive…

Computational Engineering, Finance, and Science · Computer Science 2018-03-05 Bang Liu , Borislav Mavrin , Di Niu , Linglong Kong

Covariance matrix reconstruction has been the most widely used guiding objective in gridless direction-of-arrival (DoA) estimation for sparse linear arrays. Many semidefinite programming (SDP)-based methods fall under this category.…

Signal Processing · Electrical Eng. & Systems 2025-03-18 Kuan-Lin Chen , Bhaskar D. Rao

Some improved estimators of the location parameters of several exponential distributions with ordered restriction are derived and compared numerically using Monte Carlo simulations. Note that the two-parameter exponential distribution is…

Statistics Theory · Mathematics 2025-10-21 Shrajal Bajpai , Lakshmi Kanta Patra , Suchandan Kayal

For some estimations and predictions, we solve minimization problems with asymmetric loss functions. Usually, we estimate the coefficient of regression for these problems. In this paper, we do not make such the estimation, but rather give a…

Statistics Theory · Mathematics 2023-03-03 Naoya Yamaguchi , Yuka Yamaguchi , Ryuei Nishii

To address model uncertainty under flexible loss functions in prediction problems, we propose a model averaging method that accommodates various loss functions, including asymmetric linear and quadratic loss functions, as well as many other…

Methodology · Statistics 2025-01-23 Dieqi Gu , Qingfeng Liu , Xinyu Zhang

Automatic building extraction from aerial imagery has several applications in urban planning, disaster management, and change detection. In recent years, several works have adopted deep convolutional neural networks (CNNs) for building…

Image and Video Processing · Electrical Eng. & Systems 2020-01-22 Clint Sebastian , Raffaele Imbriaco , Egor Bondarev , Peter H. N. de With

Inference methods in traditional statistics, machine learning and data mining assume that data is generated from an independent and identically distributed (iid) process. Spatial data exhibits behavior for which the iid assumption must be…

Economics · Quantitative Finance 2016-07-08 Somwrita Sarkar , Sanjay Chawla

Advancing loss function design is pivotal for optimizing neural network training and performance. This work introduces Random Linear Projections (RLP) loss, a novel approach that enhances training efficiency by leveraging geometric…

Machine Learning · Computer Science 2024-06-03 Shyam Venkatasubramanian , Ahmed Aloui , Vahid Tarokh

Due to the well-known computational showstopper of the exact Maximum Likelihood Estimation (MLE) for large geospatial observations, a variety of approximation methods have been proposed in the literature, which usually require tuning…

Methodology · Statistics 2021-06-10 Yiping Hong , Sameh Abdulah , Marc G. Genton , Ying Sun

We introduce novel variants of momentum by incorporating the variance of the stochastic loss function. The variance characterizes the confidence or uncertainty of the local features of the averaged loss surface across the i.i.d. subsets of…

Machine Learning · Computer Science 2019-05-31 Vineeth S. Bhaskara , Sneha Desai

In this paper, we propose a novel asymmetric $\epsilon$-insensitive pinball loss function for quantile estimation. There exists some pinball loss functions which attempt to incorporate the $\epsilon$-insensitive zone approach in it but,…

Machine Learning · Statistics 2019-08-20 Pritam Anand , Reshma Rastogi , Suresh Chandra

Squared error loss remains the most commonly used loss function for constructing a Bayes estimator of the parameter of interest. However, it can lead to sub-optimal solutions when a parameter is defined in a restricted space. It can also be…

Statistics Theory · Mathematics 2019-02-25 Pavel Mozgunov , Thomas Jaki , Mauro Gasparini

We propose a new convex loss for Support Vector Machines, both for the binary classification and for the regression models. Therefore, we show the mathematical derivation of the dual problems and we experiment with them on several small…

Machine Learning · Computer Science 2026-03-02 Filippo Portera

Renewable energy forecasting is the workhorse for efficient energy dispatch. However, forecasts with small mean squared errors (MSE) may not necessarily lead to low operation costs. Here, we propose a forecasting approach specifically…

Systems and Control · Electrical Eng. & Systems 2023-10-03 Yufan Zhang , Honglin Wen , Yuexin Bian , Yuanyuan Shi
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