arXiv research

Decision-alignment evaluates uncertainty quantification for decision-relevant UQ

Paper evaluates synthetic retail data for fidelity, utility, and privacy.

Combines curvature descriptors with TDA for graph model evaluation.

This paper optimizes portfolio management in incomplete markets with stochastic factors, considering periodic wealth evaluations.

We consider black-box global optimization of time-consuming-to-evaluate functions on behalf of a decision-maker (DM) whose preferences must be learned. Each feasible design is associated with a time-consuming-to-evaluate vector of attributes and each vector of attributes is assigned a utility by the DM's utility functi…

The need for diversification of recommendation lists manifests in a number of recommender systems use cases. However, an increase in diversity may undermine the utility of the recommendations, as relevant items in the list may be replaced by more diverse ones. In this work we propose a novel method for maximizing the u…

New framework for evaluating multiclass classifier calibration.

Study optimal portfolio strategies with periodic evaluation under short-selling prohibition.

Gambles are random variables that model possible changes in monetary wealth. Classic decision theory transforms money into utility through a utility function and defines the value of a gamble as the expectation value of utility changes. Utility functions aim to capture individual psychological characteristics, but thei…

The paper proposes using density ratio estimation to evaluate synthetic data quality.

Paper introduces impact curves for evaluating binarized regression models with varying costs.

Study optimal portfolio management with periodic evaluations in stochastic models, considering convex constraints.

Study shows privacy and utility trade-offs in synthetic data models, impacting fairness and real-world performance.

Develops a framework for synthetic banking microdata evaluation.

Robust OPE framework uses human inputs to improve policy evaluation in changing environments.

Motivated by recent axiomatic developments, we study the risk- and ambiguity-averse investment problem where trading takes place over a fixed finite horizon and terminal payoffs are evaluated according to a criterion defined in terms of a quasiconcave utility functional. We extend to the present setting certain existen…

In industrial environments, an increasing amount of wireless devices are used, which utilize license-free bands. As a consequence of these mutual interferences of wireless systems might decrease the state of coexistence. Therefore, a central coexistence management system is needed, which allocates conflict-free resourc…

We present the first differentially private algorithms for reinforcement learning, which apply to the task of evaluating a fixed policy. We establish two approaches for achieving differential privacy, provide a theoretical analysis of the privacy and utility of the two algorithms, and show promising results on simple e…

Proposes a stability evaluation criterion for learning models using distributional perturbations.

We present and evaluate Deep Private-Feature Extractor (DPFE), a deep model which is trained and evaluated based on information theoretic constraints. Using the selective exchange of information between a user's device and a service provider, DPFE enables the user to prevent certain sensitive information from being sha…

Feedback alignment methods need to be evaluated for accuracy and gradient cosine similarity.

Evaluation metrics for prediction models don't fully reflect intervention impact.

Combines absolute and relative wealth in portfolio optimization with power utility functions.

Study on efficiency in economies with risk-averse agents, finding Pareto optima.

Recommendation systems are ubiquitous and impact many domains; they have the potential to influence product consumption, individuals' perceptions of the world, and life-altering decisions. These systems are often evaluated or trained with data from users already exposed to algorithmic recommendations; this creates a pe…

Study evaluates profitability of Islamic banks in Bangladesh using ROA, ROE, and ROD.

The paper critiques ε-fairness, showing it can lead to unfair outcomes and proposes a utility-based approach.

Bounded rationality investigates utility-optimizing decision-makers with limited information-processing power. In particular, information theoretic bounded rationality models formalize resource constraints abstractly in terms of relative Shannon information, namely the Kullback-Leibler Divergence between the agents' pr…

Bayesian optimization (BO) methods are useful for optimizing functions that are expensive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the objective function, typically a Gaussian process (GP), upon which an acquisition fun…

In this paper we investigate the expected terminal utility maximization approach for a dynamic stochastic portfolio optimization problem. We solve it numerically by solving an evolutionary Hamilton-Jacobi-Bellman equation which is transformed by means of the Riccati transformation. We examine the dependence of the resu…

The paper addresses biased preferences in candidate selection, proposing a fair and utility-maximizing algorithm.

Deep learning has undoubtedly offered tremendous improvements in the performance of state-of-the-art speech emotion recognition (SER) systems. However, recent research on adversarial examples poses enormous challenges on the robustness of SER systems by showing the susceptibility of deep neural networks to adversarial …

We present an approach to adaptively utilize deep neural networks in order to reduce the evaluation time on new examples without loss of accuracy. Rather than attempting to redesign or approximate existing networks, we propose two schemes that adaptively utilize networks. We first pose an adaptive network evaluation sc…

Bayesian optimization with preference learning using monotonic neural networks.

In this paper we extend temporal difference policy evaluation algorithms to performance criteria that include the variance of the cumulative reward. Such criteria are useful for risk management, and are important in domains such as finance and process control. We propose both TD(0) and LSTD(lambda) variants with linear…

Data-driven method for option pricing using historical asset prices.

Investigates optimal pension policies in PAYG systems with forward utility and ageing population.

A personalized learning system needs a large pool of items for learners to solve. When working with a large pool of items, it is useful to measure the similarity of items. We outline a general approach to measuring the similarity of items and discuss specific measures for items used in introductory programming. Evaluat…

Paper establishes utility theory for synthetic data generation.

We devise and analyze algorithms for the empirical policy evaluation problem in reinforcement learning. Our algorithms explore backward from high-cost states to find high-value ones, in contrast to forward approaches that work forward from all states. While several papers have demonstrated the utility of backward explo…

Deep learning solves dynamic programming with recursive utility.

CARDS improves decoding efficiency and alignment quality for LLMs.

We present a fast and scalable algorithm to induce non-monotonic logic programs from statistical learning models. We reduce the problem of search for best clauses to instances of the High-Utility Itemset Mining (HUIM) problem. In the HUIM problem, feature values and their importance are treated as transactions and util…

Bayesian Optimization (BO) methods are useful for optimizing functions that are expen- sive to evaluate, lack an analytical expression and whose evaluations can be contaminated by noise. These methods rely on a probabilistic model of the objective function, typically a Gaussian process (GP), upon which an acquisition f…

New method evaluates personalized treatment in critical care, robust to death.

One of the key challenges in applying reinforcement learning to real-life problems is that the amount of train-and-error required to learn a good policy increases drastically as the task becomes complex. One potential solution to this problem is to combine reinforcement learning with automated symbol planning and utili…

Machine learning models are vulnerable to simple model stealing attacks if the adversary can obtain output labels for chosen inputs. To protect against these attacks, it has been proposed to limit the information provided to the adversary by omitting probability scores, significantly impacting the utility of the provid…

Adversarial attacks can fool ML energy theft detection models.