Related papers: LambdaRankIC: Directly Optimizing Rank IC for Fina…

In this work, we quantitatively calibrate the performance of global and local models in federated learning through a multi-criterion optimization-based framework, which we cast as a constrained program. The objective of a device is its…

Information retrieval (IR) systems traditionally aim to maximize metrics built on rankings, such as precision or NDCG. However, the non-differentiability of the ranking operation prevents direct optimization of such metrics in…

Financial sentiment analysis is crucial for trading and investment decision-making. This study introduces an adaptive retrieval augmented framework for Large Language Models (LLMs) that aligns with human instructions through Instruction…

Reinforcement learning has been explored for many problems, from video games with deterministic environments to portfolio and operations management in which scenarios are stochastic; however, there have been few attempts to test these…

Class imbalance poses a major challenge for machine learning as most supervised learning models might exhibit bias towards the majority class and under-perform in the minority class. Cost-sensitive learning tackles this problem by treating…

We introduce the concept of forward rank-dependent performance processes, extending the original notion to forward criteria that incorporate probability distortions. A fundamental challenge is how to reconcile the time-consistent nature of…

Group Relative Policy Optimization(GRPO) has become a cornerstone of modern reinforcement learning alignment, prized for its efficacy in foregoing an explicit value-critic by leveraging reward normalization across sampled trajectory…

Ranking is a core task in recommender systems, which aims at providing an ordered list of items to users. Typically, a ranking function is learned from the labeled dataset to optimize the global performance, which produces a ranking score…

Off-policy learning is a framework for optimizing policies without deploying them, using data collected by another policy. In recommender systems, this is especially challenging due to the imbalance in logged data: some items are…

We introduce a method based on Conformal Prediction (CP) to quantify the uncertainty of full ranking algorithms. We focus on a specific scenario where $n+m$ items are to be ranked by some ``black box'' algorithm. It is assumed that the…

Influence maximization, fundamental for word-of-mouth marketing and viral marketing, aims to find a set of seed nodes maximizing influence spread on social network. Early methods mainly fall into two paradigms with certain benefits and…

We address the question of characterizing and finding optimal representations for supervised learning. Traditionally, this question has been tackled using the Information Bottleneck, which compresses the inputs while retaining information…

Machine Reading Comprehension(MRC) has achieved a remarkable result since some powerful models, such as BERT, are proposed. However, these models are not robust enough and vulnerable to adversarial input perturbation and generalization…

In this paper, we study the peak-aware energy scheduling problem using the competitive framework with machine learning prediction. With the uncertainty of energy demand as the fundamental challenge, the goal is to schedule the energy output…

Calibrated recommendation, which aims to maintain personalized proportions of categories within recommendations, is crucial in practical scenarios since it enhances user satisfaction by reflecting diverse interests. However, achieving…

This paper bridges some of the gap between optimal planning and reinforcement learning (RL), both of which share roots in dynamic programming applied to sequential decision making or optimal control. Whereas planning typically favors…

We introduce a novel theoretical framework for Return On Investment (ROI) maximization in repeated decision-making. Our setting is motivated by the use case of companies that regularly receive proposals for technological innovations and…

Sampling-based Model Predictive Control (MPC) is a flexible control framework that can reason about non-smooth dynamics and cost functions. Recently, significant work has focused on the use of machine learning to improve the performance of…

The objective comparison of Reinforcement Learning (RL) algorithms is notoriously complex as outcomes and benchmarking of performances of different RL approaches are critically sensitive to environmental design, reward structures, and…

This paper develops an axiomatic framework for ranking metrics, a general class of functionals for evaluating and ordering financial or insurance positions. Unlike traditional risk-adjusted performance measures-such as the Sharpe ratio,…