2 papers
cs.LG2022
RMT-Net: Reject-aware Multi-Task Network for Modeling Missing-not-at-random Data in Financial Credit Scoring
Qiang Liu, Yingtao Luo, Shu Wu +4
In financial credit scoring, loan applications may be approved or rejected. We can only observe default/non-default labels for approved samples but have no observations for rejecte…
cs.LG2021
Adaptive Optimizers with Sparse Group Lasso for Neural Networks in CTR Prediction
Yun Yue, Yongchao Liu, Suo Tong +7
We develop a novel framework that adds the regularizers of the sparse group lasso to a family of adaptive optimizers in deep learning, such as Momentum, Adagrad, Adam, AMSGrad, Ada…