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We extend the Q-learner in Black-Scholes (QLBS) framework by incorporating risk aversion and trading costs, and propose a novel Replication Learning of Option Pricing (RLOP) approach. Both methods are fully compatible with standard…

证券定价 · 定量金融 2026-01-06 Ziheng Chen , Minxuan Hu , Jiayu Yi , Wenxi Sun

In this paper, we propose mean squared error (MSE) loss with outlying label for class imbalanced classification. Cross entropy (CE) loss, which is widely used for image recognition, is learned so that the probability value of true class is…

计算机视觉与模式识别 · 计算机科学 2021-07-07 Sota Kato , Kazuhiro Hotta

We develop new approaches in multi-class settings for constructing proper scoring rules and hinge-like losses and establishing corresponding regret bounds with respect to the zero-one or cost-weighted classification loss. Our construction…

统计理论 · 数学 2021-05-18 Zhiqiang Tan , Xinwei Zhang

We propose a novel sparse preference learning/ranking algorithm. Our algorithm approximates the true utility function by a weighted sum of basis functions using the squared loss on pairs of data points, and is a generalization of the kernel…

机器学习 · 统计学 2013-07-04 Evgeni Tsivtsivadze , Tom Heskes

Robust model fitting is a core algorithm in a large number of computer vision applications. Solving this problem efficiently for datasets highly contaminated with outliers is, however, still challenging due to the underlying computational…

计算机视觉与模式识别 · 计算机科学 2021-03-08 Giang Truong , Huu Le , David Suter , Erchuan Zhang , Syed Zulqarnain Gilani

In this paper we refine the process of computing calibration functions for a number of multiclass classification surrogate losses. Calibration functions are a powerful tool for easily converting bounds for the surrogate risk (which can be…

机器学习 · 统计学 2016-09-22 Bernardo Ávila Pires , Csaba Szepesvári

In this paper, we propose a fuzzy adaptive loss function for enhancing deep learning performance in classification tasks. Specifically, we redefine the cross-entropy loss to effectively address class-level noise conditions, including the…

机器学习 · 计算机科学 2023-10-13 Sebastián Maldonado , Carla Vairetti , Katherine Jara , Miguel Carrasco , Julio López

Loss reweighting is a widely used strategy for long-tailed classification, but existing reweighting strategies often rely on heuristics and rarely define a well-specified target. Inspired by Neural Collapse (NC), the ideal simplex…

机器学习 · 计算机科学 2026-05-12 Jinping Wang , Zixin Tong , Zhiwu Xie , Zhiqiang Gao

We study an extension of contextual stochastic linear optimization (CSLO) that, in contrast to most of the existing literature, involves inequality constraints that depend on uncertain parameters predicted by a machine learning model. To…

机器学习 · 计算机科学 2025-05-30 Hyungki Im , Wyame Benslimane , Paul Grigas

The focal-loss has become a widely used alternative to cross-entropy in class-imbalanced classification problems, particularly in computer vision. Despite its empirical success, a systematic information-theoretic study of the focal-loss…

信息论 · 计算机科学 2026-03-04 Jaimin Shah , Martina Cardone , Alex Dytso

In statistical modelling the biggest threat is concept drift which makes the model gradually showing deteriorating performance over time. There are state of the art methodologies to detect the impact of concept drift, however general…

机器学习 · 计算机科学 2018-10-09 Kumarjit Pathak , Jitin Kapila

Automatic segmentation methods are an important advancement in medical image analysis. Machine learning techniques, and deep neural networks in particular, are the state-of-the-art for most medical image segmentation tasks. Issues with…

图像与视频处理 · 电气工程与系统科学 2021-11-25 Michael Yeung , Evis Sala , Carola-Bibiane Schönlieb , Leonardo Rundo

We propose a novel loss function for imbalanced classification. LDAM loss, which minimizes a margin-based generalization bound, is widely utilized for class-imbalanced image classification. Although, by using LDAM loss, it is possible to…

计算机视觉与模式识别 · 计算机科学 2023-06-16 Sota Kato , Kazuhiro Hotta

The exploration-exploitation dilemma in reinforcement learning (RL) is a fundamental challenge to efficient RL algorithms. Existing algorithms for finite state and action discounted RL problems address this by assuming sufficient…

机器学习 · 计算机科学 2025-12-09 Caleb Ju , Guanghui Lan

Model free reinforcement learning suffers from the high sampling complexity inherent to robotic manipulation or locomotion tasks. Most successful approaches typically use random sampling strategies which leads to slow policy convergence. In…

机器人学 · 计算机科学 2019-08-13 Miroslav Bogdanovic , Ludovic Righetti

Reinforcement learning allows solving complex tasks, however, the learning tends to be task-specific and the sample efficiency remains a challenge. We present Plan2Explore, a self-supervised reinforcement learning agent that tackles both…

机器学习 · 计算机科学 2020-07-02 Ramanan Sekar , Oleh Rybkin , Kostas Daniilidis , Pieter Abbeel , Danijar Hafner , Deepak Pathak

Class imbalance remains a critical challenge in semi-supervised learning (SSL), especially when distributional mismatches between labeled and unlabeled data lead to biased classification. Although existing methods address this issue by…

机器学习 · 计算机科学 2025-11-25 Senmao Tian , Xiang Wei , Shunli Zhang

Methods to correct class imbalance, i.e. imbalance between the frequency of outcome events and non-events, are receiving increasing interest for developing prediction models. We examined the effect of imbalance correction on the performance…

统计方法学 · 统计学 2022-02-21 Ruben van den Goorbergh , Maarten van Smeden , Dirk Timmerman , Ben Van Calster

Class imbalance is a common problem in the case of real-world object detection and classification tasks. Data of some classes is abundant making them an over-represented majority, and data of other classes is scarce, making them an…

计算机视觉与模式识别 · 计算机科学 2017-03-24 Salman H. Khan , Munawar Hayat , Mohammed Bennamoun , Ferdous Sohel , Roberto Togneri

Text classification is the task of automatically assigning text documents correct labels from a predefined set of categories. In real-life (text) classification tasks, observations and misclassification costs are often unevenly distributed…

机器学习 · 计算机科学 2025-09-03 Aleksi Avela , Pauliina Ilmonen
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