Related papers: Temporal-Aligned Meta-Learning for Risk Management…
This paper studies a Markov network model for unbalanced data, aiming to solve the problems of classification bias and insufficient minority class recognition ability of traditional machine learning models in environments with uneven class…
Spatial-temporal prediction is a fundamental problem for constructing smart city, which is useful for tasks such as traffic control, taxi dispatching, and environmental policy making. Due to data collection mechanism, it is common to see…
The goal of optimization-based meta-learning is to find a single initialization shared across a distribution of tasks to speed up the process of learning new tasks. Conditional meta-learning seeks task-specific initialization to better…
Systemic risk is a rapidly developing area of research. Classical financial models often do not adequately reflect the phenomena of bubbles, crises, and transitions between them during credit cycles. To study very improbable events,…
In this work we develop a tractable structural model with analytical default probabilities depending on a random default barrier and possibly random volatility ideally associated with a scenario based underlying firm debt. We show how to…
Accurate forecasting in the e-commerce finance domain is particularly challenging due to irregular invoice schedules, payment deferrals, and user-specific behavioral variability. These factors, combined with sparse datasets and short…
Meta learning aims at learning how to solve tasks, and thus it allows to estimate models that can be quickly adapted to new scenarios. This work explores distributionally robust minimization in meta learning for system identification.…
Given the rapidly evolving nature of social media and people's views, word usage changes over time. Consequently, the performance of a classifier trained on old textual data can drop dramatically when tested on newer data. While research in…
Standard meta-learning for representation learning aims to find a common representation to be shared across multiple tasks. The effectiveness of these methods is often limited when the nuances of the tasks' distribution cannot be captured…
In this paper we propose to solve an important problem in recommendation -- user cold start, based on meta leaning method. Previous meta learning approaches finetune all parameters for each new user, which is both computing and storage…
Sequential recommenders have made great strides in capturing a user's preferences. Nevertheless, the cold-start recommendation remains a fundamental challenge as they typically involve limited user-item interactions for personalization.…
Credit assignment in Meta-reinforcement learning (Meta-RL) is still poorly understood. Existing methods either neglect credit assignment to pre-adaptation behavior or implement it naively. This leads to poor sample-efficiency during…
Precise action spotting has attracted considerable attention due to its promising applications. While existing methods achieve substantial performance by employing well-designed model architecture, they overlook a significant challenge: the…
The deployment of large-scale models, such as large language models (LLMs), incurs substantial costs due to their computational demands. To mitigate these costs and address challenges related to scalability and data security, there is a…
Data-driven machine-learning for predicting instantaneous and future fault-slip in laboratory experiments has recently progressed markedly due to large training data sets. In Earth however, earthquake interevent times range from 10's-100's…
Aligning Large Language Models (LLMs) with human preferences through finetuning is resource-intensive, motivating lightweight alternatives at test time. We address test-time alignment through the lens of sequential decision making, a…
In semi-supervised semantic segmentation, the Mean Teacher- and co-training-based approaches are employed to mitigate confirmation bias and coupling problems. However, despite their high performance, these approaches frequently involve…
Efficient credit assignment is essential for reinforcement learning algorithms in both prediction and control settings. We describe a unified view on temporal-difference algorithms for selective credit assignment. These selective algorithms…
Under the International Financial Reporting Standards (IFRS) 9, credit losses ought to be recognised timeously and accurately. This requirement belies a certain degree of dynamicity when estimating the constituent parts of a credit loss…
We propose some machine-learning-based algorithms to solve hedging problems in incomplete markets. Sources of incompleteness cover illiquidity, untradable risk factors, discrete hedging dates and transaction costs. The proposed algorithms…