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Loan default prediction is one of the most important and critical problems faced by banks and other financial institutions as it has a huge effect on profit. Although many traditional methods exist for mining information about a loan…

Statistical Finance · Quantitative Finance 2020-02-07 Rising Odegua

Machine learning models are increasingly being used in important decision-making software such as approving bank loans, recommending criminal sentencing, hiring employees, and so on. It is important to ensure the fairness of these models so…

Machine Learning · Computer Science 2020-09-23 Sumon Biswas , Hridesh Rajan

Imbalanced data classification problem has always been a popular topic in the field of machine learning research. In order to balance the samples between majority and minority class. Oversampling algorithm is used to synthesize new minority…

Machine Learning · Computer Science 2019-09-02 Junyi Zou , Jinliang Zhang , Ping Jiang

In most machine learning applications, classification accuracy is not the primary metric of interest. Binary classifiers which face class imbalance are often evaluated by the $F_\beta$ score, area under the precision-recall curve, Precision…

Machine Learning · Computer Science 2018-03-02 Alan Mackey , Xiyang Luo , Elad Eban

Whenever an AI model is used to predict a relevant (binary) outcome in AI-assisted decision making, it is widely agreed that, together with each prediction, the model should provide an AI confidence value. However, it has been unclear why…

Artificial Intelligence · Computer Science 2025-01-27 Nina L. Corvelo Benz , Manuel Gomez Rodriguez

Recently, machine learning of the branch and bound algorithm has shown promise in approximating competent solutions to NP-hard problems. In this paper, we utilize and comprehensively compare the outcomes of three neural networks--graph…

Machine Learning · Computer Science 2023-10-18 Andrew Naguib , Waleed A. Yousef , Issa Traoré , Mohammad Mamun

Low-precision arithmetic trains deep learning models using less energy, less memory and less time. However, we pay a price for the savings: lower precision may yield larger round-off error and hence larger prediction error. As applications…

Machine Learning · Computer Science 2022-03-18 Chengrun Yang , Ziyang Wu , Jerry Chee , Christopher De Sa , Madeleine Udell

Predicting the probability of default (PD) of prospective loans is a critical objective for financial institutions. In recent years, machine learning (ML) algorithms have achieved remarkable success across a wide variety of prediction…

Risk Management · Quantitative Finance 2025-06-25 Adrian Iulian Cristescu , Matteo Giordano

Assessing artistic creativity has long challenged researchers, with traditional methods proving time-consuming. Recent studies have applied machine learning to evaluate creativity in drawings, but not paintings. Our research addresses this…

Computer Vision and Pattern Recognition · Computer Science 2025-01-03 Zhehan Zhang , Meihua Qian , Li Luo , Qianyi Gao , Xianyong Wang , Ripon Saha , Xinxin Song

We develop a hyperparameter optimisation algorithm, Automated Budget Constrained Training (AutoBCT), which balances the quality of a model with the computational cost required to tune it. The relationship between hyperparameters, model…

Machine Learning · Statistics 2024-02-06 Lukas Cironis , Jan Palczewski , Georgios Aivaliotis

Predictive coding (PC) is a general theory of cortical function. The local, gradient-based learning rules found in one kind of PC model have recently been shown to closely approximate backpropagation. This finding suggests that this…

Neural and Evolutionary Computing · Computer Science 2021-12-09 Nick Alonso , Emre Neftci

This paper explores the application of Machine Learning techniques for pricing high-dimensional options within the framework of the Uncertain Volatility Model (UVM). The UVM is a robust framework that accounts for the inherent…

Computational Finance · Quantitative Finance 2025-06-06 Ludovic Goudenege , Andrea Molent , Antonino Zanette

This research introduces an innovative method for identifying credit card fraud by combining the SMOTE-KMEANS technique with an ensemble machine learning model. The proposed model was benchmarked against traditional models such as logistic…

Machine Learning · Computer Science 2025-03-28 Yuhan Wang

An autonomous robot should be able to evaluate the affordances that are offered by a given situation. Here we address this problem by designing a system that can densely predict affordances given only a single 2D RGB image. This is achieved…

Computer Vision and Pattern Recognition · Computer Science 2017-09-27 Timo Lüddecke , Florentin Wörgötter

Cross-validation (CV) is one of the main tools for performance estimation and parameter tuning in machine learning. The general recipe for computing CV estimate is to run a learning algorithm separately for each CV fold, a computationally…

Machine Learning · Statistics 2015-07-02 Pooria Joulani , András György , Csaba Szepesvári

Data selection can reduce the amount of training data needed to finetune LLMs; however, the efficacy of data selection scales directly with its compute. Motivated by the practical challenge of compute-constrained finetuning, we consider the…

Machine Learning · Computer Science 2025-04-09 Junjie Oscar Yin , Alexander M. Rush

The recent rising popularity of ultra-fast delivery services on retail platforms fuels the increasing use of urban warehouses, whose proximity to customers makes fast deliveries viable. The space limit in urban warehouses poses a problem…

Optimization and Control · Mathematics 2019-05-06 Rong Jin , David Simchi-Levi , Li Wang , Xinshang Wang , Sen Yang

Vehicle re-identification is one of the core technologies of intelligent transportation systems and smart cities, but large intra-class diversity and inter-class similarity poses great challenges for existing method. In this paper, we…

Computer Vision and Pattern Recognition · Computer Science 2020-05-14 Chaoran Zhuge , Yujie Peng , Yadong Li , Jiangbo Ai , Junru Chen

We consider the problem of learning control policies that optimize a reward function while satisfying constraints due to considerations of safety, fairness, or other costs. We propose a new algorithm, Projection-Based Constrained Policy…

Machine Learning · Computer Science 2020-10-08 Tsung-Yen Yang , Justinian Rosca , Karthik Narasimhan , Peter J. Ramadge

Machine learning has been used in all kinds of fields. In this article, we introduce how machine learning can be applied into time series problem. Especially, we use the airline ticket prediction problem as our specific problem. Airline…

Machine Learning · Computer Science 2018-02-06 Jun Lu