相关论文: An Imbalance-Robust Evaluation Framework for Extre…
Verifying probabilistic forecasts for extreme events is a highly active research area because popular media and public opinions are naturally focused on extreme events, and biased conclusions are readily made. In this context, classical…
In natural phenomena, data distributions often deviate from normality. One can think of cataclysms as a self-explanatory example: events that occur almost never, and at the same time are many standard deviations away from the common…
Rare-event prediction is critical in domains such as healthcare, finance, reliability engineering, customer support, aviation safety, where positive outcomes are infrequent yet potentially catastrophic. Extreme class imbalance biases…
Many scientific and engineering problems require accurate models of dynamical systems with rare and extreme events. Such problems present a challenging task for data-driven modelling, with many naive machine learning methods failing to…
Estimating the probability of rare channel conditions is a central challenge in ultra-reliable wireless communication, where random events, such as deep fades, can cause sudden variations in the channel quality. This paper proposes a…
Decision support systems are essential for maintaining grid stability in low-carbon power systems, such as wind power plants, by providing real-time alerts to control room operators regarding potential events, including Wind Power Ramp…
Previously, using forward-flux sampling (FFS) and machine learning (ML), we developed multivariate alarm systems to counter rare un-postulated abnormal events. Our alarm systems utilized ML-based predictive models to quantify committer…
This paper studies binary logistic regression for rare events data, or imbalanced data, where the number of events (observations in one class, often called cases) is significantly smaller than the number of nonevents (observations in the…
Extreme weather events epitomize high cost: to society through their physical impacts, and to computer servers that simulate them to assess risk and advance physical understanding. It costs hundreds of simulation years to sample a few…
The class-imbalance issue is intrinsic to many real-world machine learning tasks, particularly to the rare-event classification problems. Although the impact and treatment of imbalanced data is widely known, the magnitude of a metric's…
Randomized smoothing has shown promising certified robustness against adversaries in classification tasks. Despite such success with only zeroth-order access to base models, randomized smoothing has not been extended to a general form of…
Training classifiers is difficult with severe class imbalance, but many rare events are the culmination of a sequence with much more common intermediate outcomes. For example, in online marketing a user first sees an ad, then may click on…
Rare events play a key role in many applications and numerous algorithms have been proposed for estimating the probability of a rare event. However, relatively little is known on how to quantify the sensitivity of the probability with…
Weather extremes pose major societal risks, especially in a changing climate, but due to their rarity, they are difficult to study using limited observations or complex climate models. We introduce AI+RES, a framework coupling fast AI…
The coarse spatial resolution of gridded climate models, such as general circulation models, limits their direct use in projecting socially relevant variables like extreme precipitation. Most downscaling methods estimate the conditional…
Expected Shortfall (ES), also known as superquantile or Conditional Value-at-Risk, has been recognized as an important measure in risk analysis and stochastic optimization, and is also finding applications beyond these areas. In finance, it…
The minimum error entropy (MEE) criterion has been verified as a powerful approach for non-Gaussian signal processing and robust machine learning. However, the implementation of MEE on robust classification is rather a vacancy in the…
Standard rare-event simulation techniques require exact distributional specifications, which limits their effectiveness in the presence of distributional uncertainty. To address this, we develop a novel framework for estimating rare-event…
In the presence of model risk, it is well-established to replace classical expected values by worst-case expectations over all models within a fixed radius from a given reference model. This is the "robustness" approach. We show that…
Rare events can potentially occur in many applications. When manifested as opportunities to be exploited, risks to be ameliorated, or certain features to be extracted, such events become of paramount significance. Due to their sporadic…