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There has been intensive research regarding machine learning models for predicting bankruptcy in recent years. However, the lack of interpretability limits their growth and practical implementation. This study proposes a data-driven…

Risk Management · Quantitative Finance 2022-11-03 Wei Li , Wolfgang Karl Härdle , Stefan Lessmann

Class imbalance poses new challenges when it comes to classifying data streams. Many algorithms recently proposed in the literature tackle this problem using a variety of data-level, algorithm-level, and ensemble approaches. However, there…

Machine Learning · Computer Science 2023-07-19 Gabriel Aguiar , Bartosz Krawczyk , Alberto Cano

Deep neural networks has been increasingly applied in fault diagnostics, where it uses historical data to capture systems behavior, bypassing the need for high-fidelity physical models. However, despite their competence in prediction tasks,…

Machine Learning · Computer Science 2025-09-24 Arman Mohammadi , Mattias Krysander , Daniel Jung , Erik Frisk

In this study, we consider classification problems based on neural networks in data-imbalanced environment. Learning from an imbalanced data set is one of the most important and practical problems in the field of machine learning. A…

Machine Learning · Statistics 2019-12-02 Muneki Yasuda , Seishirou Ueno

Estimating how uncertain an AI system is in its predictions is important to improve the safety of such systems. Uncertainty in predictive can result from uncertainty in model parameters, irreducible data uncertainty and uncertainty due to…

Machine Learning · Statistics 2018-12-03 Andrey Malinin , Mark Gales

Many complex networks display a mesoscopic structure with groups of nodes sharing many links with the other nodes in their group and comparatively few with nodes of different groups. This feature is known as community structure and encodes…

Physics and Society · Physics 2009-07-31 Andrea Lancichinetti , Santo Fortunato

Learning from an imbalanced dataset is a tricky proposition. Because these datasets are biased towards one class, most existing classifiers tend not to perform well on minority class examples. Conventional classifiers usually aim to…

Machine Learning · Computer Science 2022-07-18 Tanujit Chakraborty , Ashis Kumar Chakraborty

Class imbalance is a frequently occurring scenario in classification tasks. Learning from imbalanced data poses a major challenge, which has instigated a lot of research in this area. Data preprocessing using sampling techniques is a…

Machine Learning · Computer Science 2022-08-23 Asif Newaz , Farhan Shahriyar Haq

The insurance industry, with its large datasets, is a natural place to use big data solutions. However it must be stressed, that significant number of applications for machine learning in insurance industry, like fraud detection or claim…

Statistical Finance · Quantitative Finance 2022-04-14 Sebastian Baran , Przemysław Rola

Neural Networks can perform poorly when the training label distribution is heavily imbalanced, as well as when the testing data differs from the training distribution. In order to deal with shift in the testing label distribution, which…

Machine Learning · Computer Science 2020-10-23 Junjiao Tian , Yen-Cheng Liu , Nathan Glaser , Yen-Chang Hsu , Zsolt Kira

Empirical risk minimization often performs poorly when the distribution of the target domain differs from those of source domains. To address such potential distribution shifts, we develop an unsupervised domain adaptation approach that…

Machine Learning · Statistics 2025-03-25 Zhenyu Wang , Peter Bühlmann , Zijian Guo

Credit scoring is vital in the financial industry, assessing the risk of lending to credit card applicants. Traditional credit scoring methods face challenges with large datasets and data imbalance between creditworthy and non-creditworthy…

Computational Engineering, Finance, and Science · Computer Science 2024-09-26 Kejian Tong , Zonglin Han , Yanxin Shen , Yujian Long , Yijing Wei

In a standard classification framework a set of trustworthy learning data are employed to build a decision rule, with the final aim of classifying unlabelled units belonging to the test set. Therefore, unreliable labelled observations,…

Applications · Statistics 2019-11-20 Andrea Cappozzo , Francesca Greselin , Thomas Brendan Murphy

This paper investigates the state estimation problem for a class of complex networks, in which the dynamics of each node is subject to Gaussian noise, system uncertainties and nonlinearities. Based on a regularized least-squares approach,…

Systems and Control · Electrical Eng. & Systems 2021-03-16 Peihu Duan , Qishao Wang , Zhisheng Duan , Guanrong Chen

Semantic segmentation is a fundamental computer vision task with a vast number of applications. State of the art methods increasingly rely on deep learning models, known to incorrectly estimate uncertainty and being overconfident in…

Computer Vision and Pattern Recognition · Computer Science 2024-07-18 Luís Almeida , Inês Dutra , Francesco Renna

Learning unbiased models on imbalanced datasets is a significant challenge. Rare classes tend to get a concentrated representation in the classification space which hampers the generalization of learned boundaries to new test examples. In…

Computer Vision and Pattern Recognition · Computer Science 2019-04-11 Salman Khan , Munawar Hayat , Waqas Zamir , Jianbing Shen , Ling Shao

In this paper the application of uncertainty modeling to convolutional neural networks is evaluated. A novel method for adjusting the network's predictions based on uncertainty information is introduced. This allows the network to be either…

Computer Vision and Pattern Recognition · Computer Science 2016-12-23 Rene Grzeszick , Sebastian Sudholt , Gernot A. Fink

This paper studies Markov Decision Processes under parameter uncertainty. We adapt the distributionally robust optimization framework, and assume that the uncertain parameters are random variables following an unknown distribution, and…

Systems and Control · Computer Science 2015-05-14 Pengqian Yu , Huan Xu

Several approaches to graphically representing context-specific relations among jointly distributed categorical variables have been proposed, along with structure learning algorithms. While existing optimization-based methods have limited…

Machine Learning · Statistics 2024-10-17 Felix Leopoldo Rios , Alex Markham , Liam Solus

This paper formed part of a preliminary research report for a risk consultancy and academic research. Stochastic Programming models provide a powerful paradigm for decision making under uncertainty. In these models the uncertainties are…

Computational Finance · Quantitative Finance 2009-04-08 Sovan Mitra
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