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When decisions are made at high frequency, traditional reinforcement learning (RL) methods struggle to accurately estimate action values. In turn, their performance is inconsistent and often poor. Whether the performance of distributional…

Machine Learning · Computer Science 2024-10-16 Harley Wiltzer , Marc G. Bellemare , David Meger , Patrick Shafto , Yash Jhaveri

Vast quantities of person-generated health data (wearables) are collected but the process of annotating to feed to machine learning models is impractical. This paper discusses ways in which self-supervised approaches that use contrastive…

Machine Learning · Computer Science 2021-11-16 Kevalee Shah , Dimitris Spathis , Chi Ian Tang , Cecilia Mascolo

We establish a new connection between value and policy based reinforcement learning (RL) based on a relationship between softmax temporal value consistency and policy optimality under entropy regularization. Specifically, we show that…

Artificial Intelligence · Computer Science 2017-11-27 Ofir Nachum , Mohammad Norouzi , Kelvin Xu , Dale Schuurmans

In supervised machine learning, the choice of loss function implicitly assumes a particular noise distribution over the data. For example, the frequently used mean squared error (MSE) loss assumes a Gaussian noise distribution. The choice…

Machine Learning · Computer Science 2023-02-15 Thamsanqa Mlotshwa , Heinrich van Deventer , Anna Sergeevna Bosman

The learning objective plays a fundamental role to build a recommender system. Most methods routinely adopt either pointwise or pairwise loss to train the model parameters, while rarely pay attention to softmax loss due to its computational…

Information Retrieval · Computer Science 2023-12-20 Jiancan Wu , Xiang Wang , Xingyu Gao , Jiawei Chen , Hongcheng Fu , Tianyu Qiu

All machine learning algorithms use a loss, cost, utility or reward function to encode the learning objective and oversee the learning process. This function that supervises learning is a frequently unrecognized hyperparameter that…

Neural and Evolutionary Computing · Computer Science 2024-11-06 Mathew Mithra Noel , Arindam Banerjee , Yug Oswal , Geraldine Bessie Amali D , Venkataraman Muthiah-Nakarajan

Dynamic hedging is the practice of periodically transacting financial instruments to offset the risk caused by an investment or a liability. Dynamic hedging optimization can be framed as a sequential decision problem; thus, Reinforcement…

Computational Finance · Quantitative Finance 2024-02-26 Andrei Neagu , Frédéric Godin , Clarence Simard , Leila Kosseim

For a multi-cell, multi-user, cellular network downlink sum-rate maximization through power allocation is a nonconvex and NP-hard optimization problem. In this paper, we present an effective approach to solving this problem through single-…

Information Theory · Computer Science 2020-09-15 Ahmad Ali Khan , Raviraj Adve

Contrastive learning (CL) has emerged as a promising technique for improving recommender systems, addressing the challenge of data sparsity by using self-supervised signals from raw data. Integration of CL with graph convolutional network…

Information Retrieval · Computer Science 2024-08-23 Jeongwhan Choi , Hyowon Wi , Chaejeong Lee , Sung-Bae Cho , Dongha Lee , Noseong Park

We introduce an innovative approach that incorporates a Distributionally Robust Learning (DRL) approach into Cox regression to enhance the robustness and accuracy of survival predictions. By formulating a DRL framework with a Wasserstein…

Machine Learning · Computer Science 2025-06-10 Yeping Jin , Lauren Wise , Ioannis Ch. Paschalidis

Multi-Task Learning (MTL) plays a crucial role in real-world advertising applications such as recommender systems, aiming to achieve robust representations while minimizing resource consumption. MTL endeavors to simultaneously optimize…

Information Retrieval · Computer Science 2024-06-06 Furkan Durmus , Hasan Saribas , Said Aldemir , Junyan Yang , Hakan Cevikalp

In recent years, Reinforcement Learning (RL) has been applied to real-world problems with increasing success. Such applications often require to put constraints on the agent's behavior. Existing algorithms for constrained RL (CRL) rely on…

Machine Learning · Computer Science 2023-03-07 Ted Moskovitz , Brendan O'Donoghue , Vivek Veeriah , Sebastian Flennerhag , Satinder Singh , Tom Zahavy

Loss functions play a key role in training superior deep neural networks. In convolutional neural networks (CNNs), the popular cross entropy loss together with softmax does not explicitly guarantee minimization of intra-class variance or…

Computer Vision and Pattern Recognition · Computer Science 2019-04-26 XiaoBin Li , WeiQiang Wang

Reinforcement learning (RL) has been widely applied in recommendation systems due to its potential in optimizing the long-term engagement of users. From the perspective of RL, recommendation can be formulated as a Markov decision process…

Information Retrieval · Computer Science 2023-10-26 Chengpeng Li , Zhengyi Yang , Jizhi Zhang , Jiancan Wu , Dingxian Wang , Xiangnan He , Xiang Wang

In domains such as finance, healthcare, and robotics, managing worst-case scenarios is critical, as failure to do so can lead to catastrophic outcomes. Distributional Reinforcement Learning (DRL) provides a natural framework to incorporate…

Machine Learning · Computer Science 2026-02-13 Mehrdad Moghimi , Hyejin Ku

In recent years, the softmax model and its fast approximations have become the de-facto loss functions for deep neural networks when dealing with multi-class prediction. This loss has been extended to language modeling and recommendation,…

Machine Learning · Statistics 2019-09-19 Ugo Tanielian , Flavian Vasile

High dimensional data analysis for exploration and discovery includes three fundamental tasks: dimensionality reduction, clustering, and visualization. When the three associated tasks are done separately, as is often the case thus far,…

Machine Learning · Computer Science 2020-12-02 Stan Z. Li , Lirong Wu , Zelin Zang

The objective learning formulation is essential for the success of convolutional neural networks. In this work, we analyse thoroughly the standard learning objective functions for multi-class classification CNNs: softmax regression (SR) for…

Computer Vision and Pattern Recognition · Computer Science 2019-05-15 Qi Dong , Xiatian Zhu , Shaogang Gong

Contrastive Learning (CL) performances as a rising approach to address the challenge of sparse and noisy recommendation data. Although having achieved promising results, most existing CL methods only perform either hand-crafted data or…

Information Retrieval · Computer Science 2023-11-22 Xiuyuan Qin , Huanhuan Yuan , Pengpeng Zhao , Junhua Fang , Fuzhen Zhuang , Guanfeng Liu , Victor Sheng

The logistic loss (a.k.a. cross-entropy loss) is one of the most popular loss functions used for multiclass classification. It is also the loss function of choice for next-token prediction in language modeling. It is associated with the…

Machine Learning · Computer Science 2025-06-16 Vincent Roulet , Tianlin Liu , Nino Vieillard , Michael E. Sander , Mathieu Blondel