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Existing out-of-distribution (OOD) methods have shown great success on balanced datasets but become ineffective in long-tailed recognition (LTR) scenarios where 1) OOD samples are often wrongly classified into head classes and/or 2)…

Computer Vision and Pattern Recognition · Computer Science 2023-12-20 Wenjun Miao , Guansong Pang , Tianqi Li , Xiao Bai , Jin Zheng

Markov switching models are often used to analyze financial returns because of their ability to capture frequently observed stylized facts. In this paper we consider a multivariate Student-t version of the model as a viable alternative to…

Methodology · Statistics 2014-03-04 Mauro Bernardi , Antonello Maruotti , Lea Petrella

Offline reinforcement learning (RL) optimizes the policy on a previously collected dataset without any interactions with the environment, yet usually suffers from the distributional shift problem. To mitigate this issue, a typical solution…

Machine Learning · Computer Science 2023-09-06 Qisen Yang , Shenzhi Wang , Qihang Zhang , Gao Huang , Shiji Song

Attaining ultra-reliable communication (URC) in fifth-generation (5G) and beyond networks requires deriving statistics of channel in ultra-reliable region by modeling the extreme events. Extreme value theory (EVT) has been previously…

Information Theory · Computer Science 2024-01-12 Niloofar Mehrnia , Sinem Coleri

Deep Reinforcement Learning (DRL) algorithms have been successfully applied to a range of challenging control tasks. However, these methods typically suffer from three core difficulties: temporal credit assignment with sparse rewards, lack…

Machine Learning · Computer Science 2018-10-30 Shauharda Khadka , Kagan Tumer

In this paper, we propose a market model with returns assumed to follow a multivariate normal tempered stable distribution defined by a mixture of the multivariate normal distribution and the tempered stable subordinator. This distribution…

Portfolio Management · Quantitative Finance 2020-09-22 Young Shin Kim

Inferring causal individual treatment effect (ITE) from observational data is a challenging problem whose difficulty is exacerbated by the presence of treatment assignment bias. In this work, we propose a new way to estimate the ITE using…

Machine Learning · Computer Science 2021-03-16 Abhin Shah , Kartik Ahuja , Karthikeyan Shanmugam , Dennis Wei , Kush Varshney , Amit Dhurandhar

Nowadays, Deep Learning (DL) methods often overcome the limitations of traditional signal processing approaches. Nevertheless, DL methods are barely applied in real-life applications. This is mainly due to limited robustness and…

Machine Learning · Computer Science 2022-10-27 Julius Ott , Lorenzo Servadei , Gianfranco Mauro , Thomas Stadelmayer , Avik Santra , Robert Wille

Estimating time-varying reproduction numbers from epidemic incidence data is a central task in infectious disease surveillance, yet it poses an inherently ill-posed inverse problem. Existing approaches often rely on strong structural…

Machine Learning · Computer Science 2026-03-19 Lanlan Yu , Quan-Hui Liu , Haoyue Zheng , Xinfu Yang

Most Reinforcement Learning (RL) methods are traditionally studied in an active learning setting, where agents directly interact with their environments, observe action outcomes, and learn through trial and error. However, allowing…

Artificial Intelligence · Computer Science 2023-10-16 Maryam Zare , Parham M. Kebria , Abbas Khosravi

Recently, generalization on out-of-distribution (OOD) data with correlation shift has attracted great attentions. The correlation shift is caused by the spurious attributes that correlate to the class label, as the correlation between them…

Machine Learning · Computer Science 2023-02-27 Mingyang Yi , Ruoyu Wang , Jiachen Sun , Zhenguo Li , Zhi-Ming Ma

The training of deep neural networks is inherently a nonconvex optimization problem, yet standard approaches such as stochastic gradient descent (SGD) require simultaneous updates to all parameters, often leading to unstable convergence and…

Machine Learning · Computer Science 2025-08-07 Chengcheng Yan , Jiawei Xu , Zheng Peng , Qingsong Wang

We introduce and analyze Target-Induced Loss Tilting (TILT) for unsupervised domain adaptation under covariate shift. It is based on a novel objective function that decomposes the source predictor as $f+b$, fits $f+b$ on labeled source data…

Machine Learning · Computer Science 2026-05-15 Kakei Yamamoto , Martin J. Wainwright

Double-machine-learning pipelines for the Average Dose-Response Function rely on kernel-weighted local-linear smoothers, which inherit unbounded functional influence: a single outlier within a kernel window biases the curve across the…

Machine Learning · Statistics 2026-05-04 Eichi Uehara

We establish a statistical learning theoretical framework aimed at extrapolation, or out-of-domain generalization, on the unobserved tails of covariates in continuous regression problems. Our strategy involves performing statistical…

Machine Learning · Statistics 2025-09-15 Stephan Clémençon , Nathan Huet , Anne Sabourin

Since distribution shifts are likely to occur during test-time and can drastically decrease the model's performance, online test-time adaptation (TTA) continues to update the model after deployment, leveraging the current test data.…

Computer Vision and Pattern Recognition · Computer Science 2023-10-27 Robert A. Marsden , Mario Döbler , Bin Yang

Offline post-training adapts a pretrained robot policy to a target dataset by supervised regression on recorded actions. In practice, robot datasets are heterogeneous: they mix embodiments, camera setups, and demonstrations of varying…

Robotics · Computer Science 2026-03-18 Wanpeng Zhang , Hao Luo , Sipeng Zheng , Yicheng Feng , Haiweng Xu , Ziheng Xi , Chaoyi Xu , Haoqi Yuan , Zongqing Lu

Despite recent advancements in out-of-distribution (OOD) detection, most current studies assume a class-balanced in-distribution training dataset, which is rarely the case in real-world scenarios. This paper addresses the challenging task…

Machine Learning · Computer Science 2023-12-15 Tong Wei , Bo-Lin Wang , Min-Ling Zhang

We address out-of-distribution (OOD) detection across the full spectrum of distribution shifts -- global domain changes, semantic divergence, texture differences, and covariate corruptions -- through a multi-encoder fusion of per-encoder…

Machine Learning · Computer Science 2026-05-21 Neelkamal Bhuyan

With the fast development of quantitative portfolio optimization in financial engineering, lots of AI-based algorithmic trading strategies have demonstrated promising results, among which reinforcement learning begins to manifest…

Mathematical Finance · Quantitative Finance 2023-03-10 Huifang Huang , Ting Gao , Pengbo Li , Jin Guo , Peng Zhang , Nan Du