Related papers: An Optimised Greedy-Weighted Ensemble Framework fo…
The primary aim of this research was to find a model that best predicts which fallen angel bonds would either potentially rise up back to investment grade bonds and which ones would fall into bankruptcy. To implement the solution, we…
The importance of accurately quantifying forecast uncertainty has motivated much recent research on probabilistic forecasting. In particular, a variety of deep learning approaches has been proposed, with forecast distributions obtained as…
Financial markets are inherently volatile and prone to sudden disruptions such as market crashes, flash collapses, and liquidity crises. Accurate anomaly detection and early risk forecasting in financial time series are therefore crucial…
We propose a deep-learning system -- for the SQuAD2.0 task -- that finds, or indicates the lack of, a correct answer to a question in a context paragraph. Our goal is to learn an ensemble of heterogeneous SQuAD2.0 models that, when blended…
Quantifying uncertainty in weather forecasts is critical, especially for predicting extreme weather events. This is typically accomplished with ensemble prediction systems, which consist of many perturbed numerical weather simulations, or…
Deep neural networks are powerful predictors for a variety of tasks. However, they do not capture uncertainty directly. Using neural network ensembles to quantify uncertainty is competitive with approaches based on Bayesian neural networks…
Ensemble learning methods have been used to enhance the reliability of defect prediction models. However, there is an inconclusive stability of a single method attaining the highest accuracy among various software projects. This work aims…
Inexpensive machine learning potentials are increasingly being used to speed up structural optimization and molecular dynamics simulations of materials by iteratively predicting and applying interatomic forces. In these settings, it is…
Obesity is a critical global health issue driven by dietary, physiological, and environmental factors, and is strongly associated with chronic diseases such as diabetes, cardiovascular disorders, and cancer. Machine learning has emerged as…
Models based on recursive adaptive partitioning such as decision trees and their ensembles are popular for high-dimensional regression as they can potentially avoid the curse of dimensionality. Because empirical risk minimization (ERM) is…
Gradient boosting of regression trees is a competitive procedure for learning predictive models of continuous data that fits the data with an additive non-parametric model. The classic version of gradient boosting assumes that the data is…
This paper examines two different yet related questions related to explainable AI (XAI) practices. Machine learning (ML) is increasingly important in financial services, such as pre-approval, credit underwriting, investments, and various…
How to forecast next year's portfolio-wide credit default rate based on last year's default observations and the current score distribution? A classical approach to this problem consists of fitting a mixture of the conditional score…
Deep learning has emerged as a promising paradigm to give access to highly accurate predictions of molecular and materials properties. A common short-coming shared by current approaches, however, is that neural networks only give point…
A decision tree is one of the most popular approaches in machine learning fields. However, it suffers from the problem of overfitting caused by overly deepened trees. Then, a meta-tree is recently proposed. It solves the problem of…
Daily streamflow forecasting through data-driven approaches is traditionally performed using a single machine learning algorithm. Existing applications are mostly restricted to examination of few case studies, not allowing accurate…
Since the weather is chaotic, forecasts aim to predict the distribution of future states rather than make a single prediction. Recently, multiple data driven weather models have emerged claiming breakthroughs in skill. However, these have…
Ensemble methods in machine learning aim to improve prediction accuracy by combining multiple models. This is achieved by ensuring diversity among predictors to capture different data aspects. Homogeneous ensembles use identical models,…
We address unsupervised dependency parsing by building an ensemble of diverse existing models through post hoc aggregation of their output dependency parse structures. We observe that these ensembles often suffer from low robustness against…
Microfinance, despite its significant potential for poverty reduction, is facing sustainability hardships due to high default rates. Although many methods in regular finance can estimate credit scores and default probabilities, these…