相关论文: Boosted generalized normal distributions: Integrat…

This PhD Thesis presents an investigation into the analysis of financial returns using mixture models, focusing on mixtures of generalized normal distributions (MGND) and their extensions. The study addresses several critical issues…

Gradient Boosting (GB) is a popular methodology used to solve prediction problems by minimizing a differentiable loss function, $L$. GB performs very well on tabular machine learning (ML) problems; however, as a pure ML solver it lacks the…

Researchers and practitioners are increasingly considering reinforcement learning to optimize decisions in complex domains like robotics and healthcare. To date, these efforts have largely utilized expectation-based learning. However,…

Batch Normalization (BN) has been a standard component in designing deep neural networks (DNNs). Although the standard BN can significantly accelerate the training of DNNs and improve the generalization performance, it has several…

Meta-learning offers a principled framework leveraging \emph{task-invariant} priors from related tasks, with which \emph{task-specific} models can be fine-tuned on downstream tasks, even with limited data records. Gradient-based…

Gradient-based meta-learning (GBML) algorithms are able to fast adapt to new tasks by transferring the learned meta-knowledge, while assuming that all tasks come from the same distribution (in-distribution, ID). However, in the real world,…

Linear mixed models are widely used for clustered data, but their reliance on parametric forms limits flexibility in complex and high-dimensional settings. In contrast, gradient boosting methods achieve high predictive accuracy through…

This article provides an overview of Supervised Machine Learning (SML) with a focus on applications to banking. The SML techniques covered include Bagging (Random Forest or RF), Boosting (Gradient Boosting Machine or GBM) and Neural…

Gradient Boosting Machines (GBM) are hugely popular for solving tabular data problems. However, practitioners are not only interested in point predictions, but also in probabilistic predictions in order to quantify the uncertainty of the…

This work introduces a family of univariate constrained mixtures of generalized normal distributions (CMGND) where the location, scale, and shape parameters can be constrained to be equal across any subset of mixture components. An…

Modern machine learning methods and the availability of large-scale data have significantly advanced our ability to predict target quantities from large sets of covariates. However, these methods often struggle under distributional shifts,…

We present a unified probabilistic gradient boosting framework for regression tasks that models and predicts the entire conditional distribution of a univariate response variable as a function of covariates. Our likelihood-based approach…

Gradient-based meta-learning (GBML) with deep neural nets (DNNs) has become a popular approach for few-shot learning. However, due to the non-convexity of DNNs and the bi-level optimization in GBML, the theoretical properties of GBML with…

Mixtures of generalized normal distributions (MGND) have gained popularity for modelling datasets with complex statistical behaviours. However, the estimation of the shape parameter within the maximum likelihood framework is quite complex,…

Latency to end-users and regulatory requirements push large companies to build data centers all around the world. The resulting data is "born" geographically distributed. On the other hand, many machine learning applications require a…

Modern distribution matching algorithms for training diffusion or flow models directly prescribe the time evolution of the marginal distributions between two boundary distributions. In this work, we consider a generalized distribution…

The Gradient Boosted Tree (GBT) algorithm is one of the most popular machine learning algorithms used in production, for tasks that include Click-Through Rate (CTR) prediction and learning-to-rank. To deal with the massive datasets…

In this paper we tackle the problem of point and probabilistic forecasting by describing a blending methodology of machine learning models that belong to gradient boosted trees and neural networks families. These principles were…

Generalized Benders decomposition (GBD) is a globally optimal algorithm for mixed integer nonlinear programming (MINLP) problems, which are NP-hard and can be widely found in the area of wireless resource allocation. The main idea of GBD is…

The Graph Neural Network (GNN) has been widely used for graph data representation. However, the existing researches only consider the ideal balanced dataset, and the imbalanced dataset is rarely considered. Traditional methods such as…