Related papers: Efficient Tail-Aware Generative Optimization via F…

Motivated by the prominence of Conditional Value-at-Risk (CVaR) as a measure for tail risk in settings affected by uncertainty, we develop a new formula for approximating CVaR based optimization objectives and their gradients from limited…

Adapting models pre-trained on large-scale datasets is a proven way to reach strong performance quickly for down-stream tasks. However, the growth of state-of-the-art mod-els makes traditional full fine-tuning unsuitable and difficult,…

Fine-tuning flow matching models is a central challenge in settings with limited data, evolving distributions, or strict efficiency demands, where unconstrained fine-tuning can erode the accuracy and efficiency gains learned during…

Pretrained on large-scale and diverse datasets, VLA models demonstrate strong generalization and adaptability as general-purpose robotic policies. However, Supervised Fine-Tuning (SFT), which serves as the primary mechanism for adapting…

Many modern machine learning tasks require models with high tail performance, i.e. high performance over the worst-off samples in the dataset. This problem has been widely studied in fields such as algorithmic fairness, class imbalance, and…

Conditional Value-at-Risk (CVaR) is a widely used risk-sensitive objective for learning under rare but high-impact losses, yet its statistical behavior under heavy-tailed data remains poorly understood. Unlike expectation-based risk, CVaR…

Conditional value-at-risk (CVaR) and value-at-risk (VaR) are popular tail-risk measures in finance and insurance industries as well as in highly reliable, safety-critical uncertain environments where often the underlying probability…

Diffusion models have emerged as powerful generative tools across various domains, yet tailoring pre-trained models to exhibit specific desirable properties remains challenging. While reinforcement learning (RL) offers a promising…

Transfer learning has become a popular task adaptation method in the era of foundation models. However, many foundation models require large storage and computing resources, which makes off-the-shelf deployment impractical. Post-training…

Excellent tail performance is crucial for modern machine learning tasks, such as algorithmic fairness, class imbalance, and risk-sensitive decision making, as it ensures the effective handling of challenging samples within a dataset. Tail…

Recent advancements have illuminated the efficacy of some tensorization-decomposition Parameter-Efficient Fine-Tuning methods like LoRA and FacT in the context of Vision Transformers (ViT). However, these methods grapple with the challenges…

The dynamic portfolio construction problem requires dynamic modeling of the joint distribution of multivariate stock returns. To achieve this, we propose a dynamic generative factor model which uses random variable transformation as an…

Unconstrained fine-tuning of flow-matching Vision-Language-Action (VLA) models drives dense parameter overwrites, degrading pre-trained capabilities. We present Conservative Supervised Fine-Tuning (ConSFT), an optimization objective that…

Diffusion models are widely used for generative tasks across domains. Given a pre-trained diffusion model, it is often desirable to fine-tune it further either to correct for errors in learning or to align with downstream applications.…

This paper proposes a semiparametric joint VaRES framework driven by realized information, mo tivated by the economic mechanisms underlying tail risk generation. Building on the CAViaR quantile recursion, the model introduces a dynamic…

We introduce Tail-Safe, a deployability-oriented framework for derivatives hedging that unifies distributional, risk-sensitive reinforcement learning with a white-box control-barrier-function (CBF) quadratic-program (QP) safety layer…

Feature Transformation (FT) crafts new features from original ones via mathematical operations to enhance dataset expressiveness for downstream models. However, existing FT methods exhibit critical limitations: discrete search struggles…

Conditional Value-at-Risk (CVaR) is a widely used risk metric in applications such as finance. We derive concentration bounds for CVaR estimates, considering separately the cases of light-tailed and heavy-tailed distributions. In the…

Risk measures such as Conditional Value-at-Risk (CVaR) focus on extreme losses, where scarce tail data makes model error unavoidable. To hedge misspecification, one evaluates worst-case tail risk over an ambiguity set. Using Extreme Value…

Stochastic allocation of resources in the context of wireless systems ultimately demands reactive decision making for meaningfully optimizing network-wide random utilities, while respecting certain resource constraints. Standard…