Related papers: ORCA -- Online Regime Correlation Analyzer
We propose a new ensemble prediction method, Random Subset Averaging (RSA), tailored for settings with many covariates, particularly in the presence of strong correlations. RSA constructs candidate models via binomial random subset strategy…
Graph Anomaly Detection (GAD) is critical in security-sensitive domains, yet faces reliability challenges: miscalibrated confidence estimation (underconfidence in normal nodes, overconfidence in anomalies), adversarial vulnerability of…
Out-of-distribution (OOD) detection is critical to building reliable machine learning systems in the open world. Researchers have proposed various strategies to reduce model overconfidence on OOD data. Among them, ReAct is a typical and…
Continual Learning (CL) aims to incrementally acquire new knowledge while mitigating catastrophic forgetting. Within this setting, Online Continual Learning (OCL) focuses on updating models promptly and incrementally from single or small…
Reliable collision avoidance under extreme situations remains a critical challenge for autonomous vehicles. While large language models (LLMs) offer promising reasoning capabilities, their application in safety-critical evasive maneuvers is…
Real-world datasets frequently exhibit evolving data distributions, reflecting temporal variations and underlying shifts. Overlooking this phenomenon, known as concept drift, can substantially degrade the predictive performance of the…
Dwell time (DT) is a critical post-click metric for evaluating user preference in recommender systems, complementing the traditional click-through rate (CTR). Although multi-task learning is widely adopted to jointly optimize DT and CTR, we…
The Open-Radio Access Network (O-RAN) integrates numerous software components in a cloud-like deployment, opening the radio access network to previously unconsidered security threats. With the ever-evolving threat landscape, integrating…
In online learning from non-stationary data streams, it is necessary to learn robustly to outliers and to adapt quickly to changes in the underlying data generating mechanism. In this paper, we refer to the former attribute of online…
In the past few years, Online Convex Optimization (OCO) has received notable attention in the control literature thanks to its flexible real-time nature and powerful performance guarantees. In this paper, we propose new step-size rules and…
Fault diagnosis is critical in many domains, as faults may lead to safety threats or economic losses. In the field of online service systems, operators rely on enormous monitoring data to detect and mitigate failures. Quickly recognizing a…
Optical Coherence Tomography Angiography (OCTA) is a non-invasive and non-contacting imaging technique providing visualization of microvasculature of retina and optic nerve head in human eyes in vivo. The adequate image quality of OCTA is…
We estimate generic statistical properties of a structural credit risk model by considering an ensemble of correlation matrices. This ensemble is set up by Random Matrix Theory. We demonstrate analytically that the presence of correlations…
Dealing with Partially Observable Markov Decision Processes is notably a challenging task. We face an average-reward infinite-horizon POMDP setting with an unknown transition model, where we assume the knowledge of the observation model.…
High-dimensional data often exhibit dependencies among variables that violate the isotropic-noise assumption under which principal component analysis (PCA) is optimal. For cases where the noise is not independent and identically distributed…
Autonomous Vehicles (AVs) aim to improve traffic safety and efficiency by reducing human error. However, ensuring AVs reliability and safety is a challenging task when rare, high-risk traffic scenarios are considered. These 'Corner Cases'…
We present an analytical model to study the role of expectation feedbacks and overlapping portfolios on systemic stability of financial systems. Building on [Corsi et al., 2016], we model a set of financial institutions having Value at Risk…
This paper considers the problem of nonstationary process monitoring under frequently varying operating conditions. Traditional approaches generally misidentify the normal dynamic deviations as faults and thus lead to high false alarms.…
A brain can detect outlier just by using only normal samples. Similarly, one-class classification (OCC) also uses only normal samples to train the model and trained model can be used for outlier detection. In this paper, a multi-layer…
Online resource allocation (ORA) is a fundamental framework for sequential decision-making problems under budget constraints, with applications ranging from online advertising to revenue management. In this work, we study a broader setting…