Adaptive Stress Testing detects financial fraud by simulating potential failures.
problem Detecting and mitigating vulnerabilities in financial systems.
method Developed a simplified model using historical data and reinforcement learning.
result Identified the most likely path to system failure and improved fraud detection.
Risk Advisor predicts and mitigates ML deployment failures.
problem Predicting and mitigating test-time failure risks of ML systems.
method Post-hoc meta-learner for estimating failure risks and uncertainties.
result Reliably predicts deployment-time failure risks across various ML models.
Brain uses synaptic failure to sample from posterior distributions.
problem Bayesian inference in the brain's probabilistic computations.
method Adapting synaptic failure to sample posterior predictive distributions.
result Synaptic failure enables sampling of complete posterior predictive distributions.
BAMS uses Bayesian sampling to discover AV failures more efficiently and accurately.
problem Discovering potential failure cases in autonomous vehicles efficiently and accurately.
method Bayesian adaptive multifidelity sampling (BAMS) prioritizes exploration of low performance regions.
result BAMS discovers 10 times more issues than traditional methods with narrower rate estimates.
Paper tackles optimal policy learning with observational data in multi-action scenarios.
problem Optimal policy learning in multi-action settings with observational data.
method Review of estimation approaches, analysis of risk preference, discussion of potential failures.
result Average regret of a policy with multi-valued treatment is contingent on the decision-maker's attitude towards risk.
Enhances systemic risk analysis by incorporating debt valuation factors.
problem Systemic risk in financial networks due to bank failures.
method Incorporates debt valuation factors into existing risk analysis frameworks.
result Additional debt valuation factors substantially influence risk assessment outcomes.
Robust algorithm for distributed optimization resistant to Byzantine failures.
problem Resilient optimization in the presence of unreliable agents.
method Temporal and spatial robust aggregation, gradient normalization.
result Convergence for strongly convex and non-convex functions.
This study uses TDA to map corporate failure, revealing distinct regions of risk.
problem Understanding and predicting corporate default risk.
method Topological Data Analysis (TDA) applied to Altman's Z-score model.
result Firms do not cluster neatly along default predictors, suggesting complex risk landscapes.
The negative externalities from an individual bank failure to the whole system can be huge. One of the key purposes of bank regulation is to internalize the social costs of potential bank failures via capital charges. This study proposes a method to evaluate and allocate the systemic risk to different countries/regions…
Enhances PHM solutions by augmenting scarce multivariate time series data.
problem Data scarcity in failure prognostics.
method Extends autoregressive models for data augmentation.
result Significantly improves PHM solution performance.
In environments with continuous state and action spaces, state-of-the-art actor-critic reinforcement learning algorithms can solve very complex problems, yet can also fail in environments that seem trivial, but the reason for such failures is still poorly understood. In this paper, we contribute a formal explanation of…
As machine learning (ML) models, trained on real-world datasets, become common practice, it is critical to measure and quantify their potential biases. In this paper, we focus on renal failure and compare a commonly used traditional risk score, Tangri, with a more powerful machine learning model, which has access to a …
New method reduces high-dimensional data to key features.
problem Challenges of high-dimensional data analysis and interpretability.
method Randomized search to produce subspaces, ensemble of models for variable selection.
result Outperforms existing methods in prediction and variable selection.
An interbank market lets participants pool the risk arising from the combination of illiquid investments and random withdrawals by depositors. But it also creates the potential for one bank's failure to trigger off avalanches of further failures. We simulate a model of interbank lending to study the interplay of these …
Many real-world complex systems across natural, social, and economical domains consist of manifold layers to form multiplex networks. The multiple network layers give rise to nonlinear effect for the emergent dynamics of systems. Especially, weak layers that can potentially play significant role in amplifying the vulne…
Study uses satellite data to predict tailings dam collapse risk.
problem Detecting early signs of tailings dam instability.
method Spectral analysis of satellite InSAR displacement time series data.
result Algorithm detects risk milestones up to 5 months before dam collapse.
The paper addresses Dyna-style RL's value hallucination issue by proposing a new algorithm.
problem Value hallucination in Dyna-style RL due to bootstrapping simulated states.
method Introduces a new Dyna algorithm using predecessor models with multi-step updates.
result Evidence supports the Hallucinated Value Hypothesis (HVH), suggesting predecessor models with multi-step updates are promising.
We introduce a general framework for models of cascade and contagion processes on networks, to identify their commonalities and differences. In particular, models of social and financial cascades, as well as the fiber bundle model, the voter model, and models of epidemic spreading are recovered as special cases. To uni…
Electronic health records (EHR) are increasingly being used for constructing disease risk prediction models. Feature engineering in EHR data however is challenging due to their highly dimensional and heterogeneous nature. Low-dimensional representations of EHR data can potentially mitigate these challenges. In this pap…
Cardiotoxicity related to cancer therapies has become a serious issue, diminishing cancer treatment outcomes and quality of life. Early detection of cancer patients at risk for cardiotoxicity before cardiotoxic treatments and providing preventive measures are potential solutions to improve cancer patients's quality of …
CyPhERS provides real-time event info for CPSs, avoiding downtime.
problem Real-time event identification in CPSs is challenging due to complex interdependencies and rare events.
method CyPhERS integrates cyber and physical components, generating event signatures for known and unknown events.
result Event signatures provide relevant and inferable information on both known and unknown event types.
Extends Black model to include commodities with potential negative prices.
problem Modeling commodities with the possibility of negative prices due to delivery failures.
method Integrates a `delivery liability' option into the Black model.
result Validates the approach through a simple generalization of the Black model.
Heart failure hospitalization is a severe burden on healthcare. How to predict and therefore prevent readmission has been a significant challenge in outcomes research. To address this, we propose a deep learning approach to predict readmission from clinical notes. Unlike conventional methods that use structured data fo…
The problem of stock hedging is reconsidered in this paper, where a put option is chosen from a set of available put options to hedge the market risk of a stock. A formula is proposed to determine the probability that the potential loss exceeds a predetermined level of Value-at-Risk, which is used to find the optimal s…
Economics tool predicts failure times in reliability systems.
problem Predicting optimal failure times in weighted k-out-of-n reliability systems with heterogeneous component failure.
method Using rational expectations to analyze and predict failure times in reliability systems with heterogeneous component failure.
result Different measures are optimal for predicting system failure depending on component failure distributions.
Unified model predicts multi-mode failure with multi-sensor data.
problem Independent failure mode and RUL prediction ignores inherent relationship.
method Hierarchical Bayesian framework with Cox model, Gaussian process, and multinomial distributions.
result Robust uncertainty quantification and accurate prediction of multi-mode failure.
PAGER detects failures in deep regression models using a new framework.
problem Detecting failures in deep regression models.
method PAGER uses a combination of epistemic uncertainty and manifold non-conformity scores.
result PAGER accurately characterizes and detects failures in deep regressors.
The study diagnoses fairness issues in healthcare models under distribution shifts.
problem Understanding and diagnosing fairness changes in machine learning models under distribution shifts in healthcare.
method Causal framing and conditional independence tests to characterize distribution shifts.
result Knowledge of distribution shifts helps diagnose fairness transfer failures, including complex cases.
The abstract explains counterexamples in 4-manifold topology.
problem Understanding the equivalence relations on 4-manifolds.
method Explains and provides counterexamples for various equivalence relations.
result Illustrates the failure of potential implications between equivalence relations.
In large-scale distributed learning, security issues have become increasingly important. Particularly in a decentralized environment, some computing units may behave abnormally, or even exhibit Byzantine failures -- arbitrary and potentially adversarial behavior. In this paper, we develop distributed learning algorithm…
CalNF models rare failures with limited data, improving safety in autonomous systems.
problem Challenges in modeling and debugging rare safety-critical failures due to limited data.
method CalNF, a self-regularized framework for posterior learning from limited data.
result Achieves state-of-the-art performance on data-limited failure modeling and inverse problems.
Prognostics and Health Management (PHM) is an emerging engineering discipline which is concerned with the analysis and prediction of equipment health and performance. One of the key challenges in PHM is to accurately predict impending failures in the equipment. In recent years, solutions for failure prediction have evo…
Graph neural networks improve equipment health monitoring from multisensor data.
problem Leveraging complex machinery structure for condition-based maintenance.
method Captured machinery structure as a graph and used graph neural networks (GNNs) to model time-series data.
result GNN-based RUL estimation model outperforms RNNs and CNNs on turbofan engine benchmark.
This work improves safety validation of autonomous vehicles by finding interpretable failures.
problem Finding interpretable failures of autonomous systems in simulation.
method Signal temporal logic expressions optimized for high likelihood and human interpretability.
result Our methodology finds more interpretable failures with higher likelihood compared to baseline approaches.
Framework predicts remaining useful life of DSH subsystems under unknown failure modes.
problem Predicting remaining useful life of DSH subsystems with unknown failure modes.
method Unsupervised framework using mixture of Gaussian regressions and Expectation-Maximization algorithm.
result Improved prediction accuracy and interpretability of RUL.
As the success of deep learning reaches more grounds, one would like to also envision the potential limits of deep learning. This paper gives a first set of results proving that certain deep learning algorithms fail at learning certain efficiently learnable functions. The results put forward a notion of cross-predictab…
New cyclicity measures defined in weighted Besov spaces, with stability and geometric analysis.
problem Characterizing cyclicity in weighted Besov spaces.
method Defining cyclicity indices based on potential theory and capacity, studying stability under perturbations, and linking zero set structure to cyclicity.
result Novel invariants and conditions for cyclicity in various function spaces.
The paper calculates the likelihood of a financial market failure involving multiple major banks.
problem Estimating the probability of a market failure involving multiple globally important banks.
method Multivariate Cox process across G-SIBs, deriving various theorems on market failure probabilities.
result The probability of a market failure increases with the number of G-SIBs and is inevitable if there are too many.
Paper proposes a method to predict disk failures using multi-layer domain adaptive learning.
problem Traditional machine learning models struggle to predict disk failures due to limited data.
method Multi-layer domain adaptive learning with source and target domains.
result The proposed method improves failure prediction accuracy on disk data with few failure samples.
We aim to predict and explain service failures in supply-chain networks, more precisely among last-mile pickup and delivery services to customers. We analyze a dataset of 500,000 services using (1) supervised classification with Random Forests, and (2) Association Rules. Our classifier reaches an average sensitivity of…
GE finds failures in autonomous systems without domain heuristics.
problem Finding failures in autonomous systems without domain-specific heuristics.
method Adaptive stress testing using go-explore (GE) algorithm.
result GE finds failures in scenarios other RL techniques cannot solve.
Method distinguishes between failures and domain shifts in industrial data streams.
problem Confusing domain shifts with failures in industrial data.
method Modified Page-Hinkley changepoint detector and supervised domain-adaptation-based anomaly detection.
result Allows differentiation between failures and domain shifts.
System predicts respiratory failure up to 8 hours early.
problem Early detection of respiratory failure in ICU patients.
method Machine learning on ICU patient monitoring data.
result System outperforms traditional clinical decision-making.
We consider the problem of distributed statistical machine learning in adversarial settings, where some unknown and time-varying subset of working machines may be compromised and behave arbitrarily to prevent an accurate model from being learned. This setting captures the potential adversarial attacks faced by Federate…
New method avoids failures in physics-constrained systems using active learning.
problem Handling fatal failures in systems governed by physics constraints.
method Develops a novel active learning method that considers implicit physics constraints.
result Achieves zero-failure in composite fuselage assembly process without explicit failure regions.
This paper addresses the problem of evaluating learning systems in safety critical domains such as autonomous driving, where failures can have catastrophic consequences. We focus on two problems: searching for scenarios when learned agents fail and assessing their probability of failure. The standard method for agent e…
Bayesian optimisation outperforms standard ML-II in small samples.
problem Standard ML-II fails in small-sample trials.
method Adopting fully Bayesian optimisation (FBO) as an alternative.
result FBO is more robust and practical than ML-II.
DeepSIP predicts network failures' impact using CNN from syslog and traffic data.
problem Predicting service impact from network failures.
method Temporal multimodal CNN for predicting time to recovery and traffic loss.
result DeepSIP reduced prediction error by approximately 50%.