no code implementations • 27 Jul 2022 • Paul Glasserman, Mike Li
Regulatory stress tests have become one of the main tools for setting capital requirements at the largest U. S. banks.
no code implementations • NeurIPS 2021 • Mike Li, Hongseok Namkoong, Shangzhou Xia
The performance of ML models degrades when the training population is different from that seen under operation.
3 code implementations • CVPR 2022 • Mitchell Wortsman, Gabriel Ilharco, Jong Wook Kim, Mike Li, Simon Kornblith, Rebecca Roelofs, Raphael Gontijo-Lopes, Hannaneh Hajishirzi, Ali Farhadi, Hongseok Namkoong, Ludwig Schmidt
Compared to standard fine-tuning, WiSE-FT provides large accuracy improvements under distribution shift, while preserving high accuracy on the target distribution.
Ranked #12 on Image Classification on ObjectNet (using extra training data)
no code implementations • 10 Jun 2021 • Paul Glasserman, Mike Li
We study the behavior of linear discriminant functions for binary classification in the infinite-imbalance limit, where the sample size of one class grows without bound while the sample size of the other remains fixed.
1 code implementation • 2 Apr 2019 • Mike Li, X. Rosalind Wang
We show the model has very good performance (AUC $\sim 1$ for simple data sets and AUC $\sim 0. 85$ for very complex data sets).