Target Risk

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2 papers in the last four weeks, against 1 the four weeks before. 0.0% of all new papers.

Jul 6Week of Sep 21

Latest papers 17

Sep 30, 2026cs.LG

Scalable Cox Regression via Grouped Risk Sets and Sharper LogSumExp Rates

Motivated by the computational challenges of large-scale Cox regression, we study stochastic minimization of LogSumExp objectives over large sets. Mini-batch normalizer estimates generally yield biased gradients. We instead use a softplus surrogate that introduces one auxiliary scalar per normalizer and admits unbiased single-sample gradients. For smooth convex LogSumExp objectives, we prove an

O(T^{-1/2})

averaged objective bound, improving the previous

T^{-1/4}

analysis. With a strongly convex regularizer on the original variable, we also obtain a last-iterate squared-error rate of

\widetilde{O}(T^{-1})

without strong convexity in the auxiliary variables. For Cox regression, the normalizers are defined over nested risk sets. We exploit this structure by grouping neighboring failures and sharing one auxiliary variable per group. The resulting compressed objective admits uniform score and curvature bounds that control the errors from grouping and softplus approximation. Together with the general optimization result, these bounds give a mean-square rate of

T^{-4/5}

, up to logarithmic factors, relative to the full Cox solution. The compressed estimator also matches the full estimator's asymptotic distribution. Experiments on synthetic and real survival datasets with slowly decreasing risk sets show a favorable performance relative to stochastic baselines.

Elizaveta Iashchinskaia, Egor Gladin

HSE University

Time-To-Event Data Logistic Regression Exponential Family Target Risk Batch Normalization

Sep 28, 2026cs.CV

Revisiting Risky Tackle Detection with Vision Transformers

This paper is a Track 2 reproducibility companion to an ICPR 2026 study on risky tackle detection in American football prac- tice videos. The original work fine-tuned a Video Vision Transformer (ViViT) on 733 clips labeled with the SATT-3 rubric. It used focal loss, Taguchi L18 augmentation, and 5-fold cross-validation. It reported risky- class recall of 0.67 and risky-class F1 of 0.59. This companion documents the released artifact and traces those numbers to specific scripts, fold out- puts, and aggregation files. The reproduced headline is run_15. It com- bines Gaussian noise with static brightness decrease and uses no rotation and no flip. Its fold-mean risky recall is 0.667 and its fold-mean risky F1 is 0.588. These values match the published headline after rounding. The ablation shows that brightness is the dominant factor. Its risky-recall main-effect range is 0.055, which is larger than the ranges for rotation, flip, and noise. Without augmentation, ViViT reaches risky recall of 0.545 and does not exceed the C3D baseline of 0.583. The raw clips show iden- tifiable student athletes, so they cannot be redistributed. The artifact provides a public sample for pipeline checks and a controlled route for full-data review.

Syed Ahsan Masud Zaidi, Lior Shamir, Scott Dietrich

Kansas State University, Manhattan, KS, USA · Albright College, Reading, PA, USA

Self-Supervised Vision Transformers Vision Transformer Target Risk Transformer Architectures

Sep 28, 2026cs.LG

NeuronSifter: Intervention Planning in CNS Microenvironments

Prioritizing central nervous system (CNS) interventions requires predicting how a dose, route, and schedule act on a partially observed microenvironment, then choosing the measurement that would change the decision. Action-conditioned predictors reduce a regimen to an identity token or a scalar exposure, discarding where and when the target is engaged; handing a point estimate to a separate planner then discards the joint uncertainty that makes a measurement worth running. We therefore treat decision quality as a property of the intervention interface, not of controller placement. NeuronSifter compiles regimens into state-conditional target-occupancy fields with support masks, propagates them through microenvironment dynamics with an occupancy-conditioned diffusion operator, and selects measurements by their expected reduction in intervention loss, assimilating typed outcomes into the same posterior. In a declared synthetic Alzheimer's disease (AD) evaluation over 64 paired scenario blocks, occupancy conditioning lowers trajectory continuous ranked probability score from 0.165 to 0.110 and raises intervention ordering accuracy from 0.760 to 0.880, and every paired benchmark contrast remains separated after Holm correction. Decision-directed acquisition attains terminal risk 0.160 against 0.166 for a matched numerical Bayesian experimental design planner, and reaches the target risk at 0.796

[0.732,0.873]

of an earlier design control's cost, while the corresponding ratio against the matched planner, 0.963

[0.907,1.025]

, is not separated from equality; point-state and dependence-ablated interfaces instead raise risk to 0.220 and 0.199, and a full-posterior external controller ties exactly. Published AD trials supply a separate retrospective endpoint bridge.

Haowei Xu, Wanyi Fu, Hongbin Han +1

Institute of Medical Technology, Peking University Health Science Center, Beijing, China · Beijing Key Laboratory of Intelligent Neuromodulation and Brain Disorder Treatment, Beijing, China · Department of Radiology, Peking University Third Hospital, Beijing, China +1

Controlled Study Decisions Alzheimer Target Risk Planning

Sep 28, 2026cs.RO

Beyond Retrieval Relevance: Scene-Grounded Risk Entailment for Vision-Language Driving

Retrieval-augmented generation (RAG) gives vision--language driving systems access to external safety knowledge, yet a retrieved risk rule may be relevant without applying to the current scene. A vision--language model (VLM) receiving such knowledge must ground objects, bind entities across time, and verify relations before deciding how to act, leaving the support for risk conclusions implicit. We address this relevance--applicability gap with a Driving-Risk Knowledge Graph (DRKG) and Semantic Web Rule Language (SWRL) reasoning stage before VLM decision-making. Structured perception instantiates scene facts, from which SWRL rules derive events and directed risk relations when their antecedents are jointly satisfied. Recognized events, bound risk relations, and semantic descriptions of activated rules form compact evidence that conditions the VLM and diffusion planner. In matched comparisons on nuReasoning, our method improved the nuReasoning planning score (NPS) by 1.30 points and the non-at-fault collision score (NC) by 2.76 points over the relevance retrieval-based baseline. These gains indicate that scene-applicable risk evidence improves safety-weighted planning relative to semantically retrieved risk knowledge.

Jiaxin Liu, Ruilin Yu, Liang Peng +8

School of Vehicle and Mobility, Tsinghua University · Xiaomi EV · Jilin University

Scene Reasoning Hazard Target Risk Relevance

Sep 27, 2026cs.CL

From Position Risks to Block Survival: Faster Generation for Diffusion Language Models

Diffusion language models (DLMs) can accelerate generation by predicting multiple tokens in parallel, but there is a mismatch between how these tokens are predicted and how they ultimately contribute to generation. Parallel predictions can hardly condition on the tokens selected earlier within the same block, even though their validity depends on this realized prefix. Under the popular proposal-verification decoding, this mismatch makes errors highly asymmetric: an early rejection prevents all subsequent proposals from contributing decoding progress. We introduce BRISK-DLM, a framework that addresses both mismatches by optimizing proposal learning and selection for verified progress. BRISK-DLM trains on self-generated sequences, using risk-reward weighting to dynamically prioritize positions by their impact on verified progress and decoding cost. During inference, a lightweight prefix-conditioned corrector reranks existing candidates using previously selected tokens and preferences distilled from the model's own verifier. The corrector reuses the backbone's parallel representations and requires no additional backbone evaluation, while fused execution keeps its overhead small. BRISK-DLM improves end-to-end throughput by up to 37.4% while preserving task quality, establishing a new quality-throughput frontier for DLM generation.

Siwei Chen, Yuxiang Wan, Yifan Yu +1

University of Illinois Urbana-Champaign

Diffusion Language Models Diffusion Models Constrained Decoding Cross-Encoder Reranking Target Risk

Sep 22, 2026cs.LG

DefaultGNN: A Dual-Perspective GNN Framework for Predicting Corporate Default from Buyer-Seller Transaction Networks

Corporate default prediction is a core problem in financial risk management, yet traditional credit models rely heavily on financial statements that are often sparse or unavailable for many firms. Corporate transaction networks offer a complementary view of real economic activity, but how risk propagates through buyer-seller relationships remains underexplored. We conduct a large-scale empirical study using real-world electronic tax-invoice data spanning six years that links transaction histories with default events, revealing that transaction-driven risk is both role-dependent (buyer or seller) and scale-dependent. Based on these findings, we construct multiplex buyer-view and seller-view transaction networks and propose DefaultGNN, a dual-perspective graph neural network-based framework for corporate default prediction. DefaultGNN integrates both views to model how risk flows through transactional relationships, achieving strong improvements over both attribute-based and graph-based baselines, especially for firms with limited intrinsic risk signals. We further provide interpretable network-based explanations by visualizing how distressed trading partners contribute to default risk. In collaboration with a licensed credit rating agency, we validate that DefaultGNN's predictions complement existing credit scoring models, improving approval rates by 7-11%p without increasing default risk among approved firms. The source code can be found at https://github.com/jhkim611/DefaultGNN

Junghoon Kim, Hyunsung Kim, Seungyoon Choi +4

KAIST Daejeon, Republic of Korea · Techfin Ratings Seoul, Republic of Korea · Douzone Seoul, Republic of Korea

Credit Risk Prediction Gnn-Based Detectors Graph Neural Networks Target Risk Step-Level Credit

Aug 11, 2026cs.AI

MAP-Graph: Provenance-Aware Shared Memory for Multi-Agent Workflows

Shared memory helps language-model agents reuse information across long workflows, yet relevant evidence may not be admissible for a particular agent or action. Because restrictions propagate through derivations, summaries can conceal private, poisoned, untrusted, or revoked sources, enabling unauthorized reads or unsafe actions. Existing approaches provide semantic retrieval, scoped access, or lineage tracking, but do not clearly separate hard authorization from graded trust or adapt evidence requirements to action risk. We introduce MAP-Graph, a provenance-aware memory layer that represents agents, sources, memories, claims, and actions in a typed execution graph. It traces ancestry, excludes permission-ineligible records, reranks eligible memories by semantic similarity and multiplicative path trust, and applies a risk-sensitive gate before action execution while retaining affected lineage for audit. On a controlled benchmark of 2,700 synthetic tasks per method across three domains, MAP-Graph achieves 94.96% overall task success, 72.70% exact decision accuracy, and 90.22% in the clean setting, where success requires a correct \textsc{Allow} rather than a safe intervention. Ablations isolate the roles of permission filtering, path trust, and action gating, while transfer tests with two additional backbones preserve the exact-decision and access-control advantages. These results support provenance as an operational control signal, rather than only post-hoc audit metadata, within the evaluated setting.

Yiqi Wang, Zihao Yan, Jiaqi Zhang +5

Graph-Structured Memories Multi-Agent Workflows Access Control Generation Provenance AI Trustworthiness Target Risk

Jul 22, 2026cs.AI

Long-Term Sequential Decision Making under Risk

We study finite-horizon MDP planning under \emph{root-based} (resolute) risk objectives that apply a rank-dependent functional to the distribution of total returns. Such objectives are non-linear in the return distribution and generally break Bellman optimality, so direct optimization by scenario-tree enumeration is intractable. We propose \textbf{ERQDP}, an enumeration-free and sampling-free method that solves a rank--quantile surrogate via exact DP (Dynamic Programming), evaluates candidate policies exactly by DP over return Probability Mass Functions (PMFs) on a discretized return grid (with an explicit rounding bound), and refines the surrogate in an anytime loop that reports an explicit upper--lower gap (certificate) for the target objective up to discretization budgets. Across tested benchmarks, ERQDP returns certified solutions or explicit residual gaps, enables fast risk-parameter sweeps with substantial runtime gains, and supports both risk-averse and risk-seeking behaviors.

Irmaan, Mirzanejad, Nadjet Bourdache +1

Mohammad · Université de Caen Normandie, ENSICAEN, CNRS, Normandie Univ, GREYC UMR 6072, France

Target Risk Sequential Decision Making Bellman Equation Risk Distributions

Jul 16, 2026stat.ML

Subjective Risk Decomposition: A New View for Uncertainty Quantification

We present a novel viewpoint for uncertainty quantification. Uncertainty measures are not primitives, in need of axioms and argumentation, but instead consequences, of higher-level modelling decisions. We show how epistemic and aleatoric uncertainty measures can be derived via decomposition of a subjective risk, based on a strictly proper loss. Reverse cross entropy provides a prominent example, where decomposition recovers the classic information-theoretic uncertainty terms. The same approach recovers numerous measures previously proposed across the UQ literature, providing them a common theoretical foundation. This suggests a new approach to UQ: given a modelling scenario and strictly proper loss, the corresponding epistemic and aleatoric terms are induced by the subjective-risk decomposition. We then extend our view to learning theory: we introduce and analyse subjective risk analogues of excess risk, approximation error and estimation error, and identify the connections to UQ. We consider this a first step towards a full learning-theoretic framework for uncertainty quantification.

Raghad Alamri, Michele Caprio, Gavin Brown

Department of Computer Science, The University of Manchester · Department of Computer Science, University of Warwick

Uncertainty Quantification Uncertainty Target Risk Cross-Entropy Losses Decomposition

Jul 13, 2026cs.AI

Auditing the Risk Claims of Distributional Reinforcement Learning

Distributional reinforcement learning agents learn full return distributions that are increasingly read at face value: for interpretability, risk-sensitive control, and safety monitoring. We ask a question theory anticipates but that has not been measured directly: are the risk claims of a trained distributional agent true? Our audit combines a decision-relevant screening metric (the excess Wasserstein gap between the top two actions, which equals the mass by which first-order stochastic dominance is violated), ground truth from snapshot-restart Monte Carlo, and a statistical harness (permutation nulls, bootstrap refutation, FDR control) without which the audit itself manufactures false conclusions. Across QR-DQN, C51, and IQN on MinAtar (33 runs), 40-95% of the strongest claimed risk trade-offs are refuted at 95% confidence, the placement of the strongest claims is statistically indistinguishable from truth-blind, and essentially no claim is confirmable: for these agents, the learned "risk" reflects a training artifact rather than environment stochasticity. The artifact is structural (fully formed early in training, uncorrelated with final score, idiosyncratic to each seed) and appears unchanged at full-Atari scale, with every top Breakout claim of a pretrained near-state-of-the-art QR-DQN refuted. Positive controls of known magnitude confirm 96-100% of real claims (correlation 0.89-0.92): the reading measures the agents, not the audit. Acting on the heads' CVaR advice at their most-flagged states ranges from beneficial to significantly worse than chance. Neither training for risk nor ensembling removes the artifact, and recalibration passes the audit only by nullifying the claims: the head is uninformative, not merely miscalibrated. We release the toolkit and document two silent pitfalls that produced convincing but wrong audits of our own.

Hari Prasad

Distributional Reinforcement Learning Target Risk Risk Distributions Interpretability

Jun 30, 2026cs.CV

A Mechanism-Driven Theory of Phase Transitions in Active Learning

Active learning (AL) performance is known to be budget-dependent, yet regimes are typically defined by heuristic label counts that fail to generalize across datasets or architectures. We characterize AL dynamics by reframing budget regimes as shifts in the dominant generalization mechanism. By reinterpreting PAC-style risk components as dynamic interacting terms, we prove that dominance shifts are structurally unavoidable, creating a moving bottleneck for generalization. We operationalize this using measurable proxies and a segmented regression procedure to identify a tripartite taxonomy: data-driven, transition, and model-driven phases. Our framework explains the long-standing observation that representativeness, coverage, and uncertainty strategies excel at different stages. Experiments across natural and medical imaging show that AL efficiency depends on the alignment between the strategy's inductive bias and the active bottleneck. Moreover, self-supervised representation shift transitions earlier along the labeling trajectory, highlighting the role of representation quality in shaping AL dynamics. Overall, this work provides a unified framework for the next generation of transition-aware AL algorithms.

Julia Machnio, Mads Nielsen, Mostafa Mehdipour Ghazi

Pioneer Centre for AI, University of Copenhagen, Copenhagen, Denmark

Active Learning Learnability Label Propagation Self-Supervised Representations Transitions Phase Transitions+2

Jun 12, 2026stat.ML

Beyond the Training Distribution: Evaluating Predictions Under Distribution Shift and Selection Bias

Understanding how a prediction model will perform in a new environment before deployment is essential to preventing harm when algorithms inform decision-making. Two common sources of model performance degradation are (i) covariate shift, where the target covariate distribution differs from the source, and (ii) selective labels, where the observability of outcomes depends on historical decisions. We study pre-deployment model evaluation under the joint presence of covariate shift and labeling of outcomes selectively based on observed features. In particular, we present a double machine learning procedure for estimating the target risk of an arbitrary black-box prediction model under a general loss function. We show identification of this estimand under standard assumptions and derive a bias-corrected estimator based on the influence function of the target risk. Finally, we evaluate our estimator through experiments using the eICU electronic health records database, showing that it tracks the true target risk more accurately than methods that address either selective labels or covariate shift alone, as well as baselines that combine standard plug-in approaches.

Annie Ulichney, Amanda Coston

Department of Statistics, University of California, Berkeley

Covariate Shift Selection Bias Distribution Shifts Target Risk Electronic Health Records

Jun 8, 2026cs.LG

Decision-Making under Combinatorial Risk

Decision-making under risk is typically studied through single-shot lottery choices. Yet many real decisions involve combinatorial risk, where risk arises from multiple risky components, so the lottery over outcomes is induced rather than given outright and can be costly to evaluate exactly. We introduce an investment-allocation task to study decision under combinatorial risk, where investing in a component raises its success probability and thereby reshapes the outcome distribution. Participants favor the option with the larger probability increment, and, when increments are equal, the option with the higher initial success probability. Revealing the induced probability mass function (PMF) substantially changes behavior, making participants less responsive to combinatorial-risk features and reducing choice variance. To explain these patterns, we move beyond standard benchmarks and hand-crafted hypotheses with symbolic regression to discover compact descriptive models. The discovered models rely mainly on combinatorial-risk features, such as the after-investment success probability, rather than exact evaluation of the full induced distribution. Behavior under the displayed PMF is then well explained by augmenting this model with a prospect-theoretic residual model. The results show that people navigate combinatorial risk primarily through its core features, shifting toward lottery valuation only when the induced PMF is displayed.

Yifan Hong, Hongmiao Fan, Chen Wang

Department of Industrial Engineering, Tsinghua University

Target Risk Risk Decisions Lotteries

May 26, 2026stat.ML

CART Random Forests as Sequential Allocation over Random Opportunity Sets: A Stochastic-Control Theory of Ensemble Risk

CART random forests are among the most widely used modern predictive methods, with well-documented empirical success. Yet, at the mechanistic level, the algorithm is often treated as a black box because of its complexity. In this paper, we develop a stochastic-control perspective on feature-subsampled CART random forests, named CART random opportunity-set allocation (CART-ROSA). At each node, the random subset of features is interpreted as a random feasible action set, and the CART split rule as a masked-action allocation policy. This policy induces a controlled stochastic process over informative split-count states, whose terminal law determines both single-tree error and cross-tree interaction terms in the forest mean squared error (MSE). Such representation opens the black box of CART-forests by separating two design levers: the informative-opportunity rate induced by feature subsampling, and the contraction strength from the within-mask split policy. We establish that the CART policy is locally stabilizing: it contracts imbalances in informative split allocations and concentrates terminal tree geometry. At the system level, however, it can be globally suboptimal for the forest objective. Specializing to the linear model, we derive the MSE risk expansion explicitly. Our results show how an operations-research perspective makes tractable a theoretical gap difficult to access from the standard algorithmic description of CART forests.

Tianxing Mei, Yingying Fan, Mingming Leng +1

Faculty of Business, Lingnan University · Data Sciences and Operations Department, University of Southern California

Random Forest Target Risk Stochastic Optimal Control Monte Carlo Tree Search Random Subsampling

May 13, 2026cs.LG

Algometrics: Forecasting Under Algorithmic Feedback

In algorithmic markets, predictive models become part of the data-generating process they aim to forecast. Once their outputs are converted into trades, allocations, execution schedules, or risk controls, they change the future data on which they are evaluated. I introduce algometrics, a framework for time series whose evolution depends on the predictive algorithms forecasting them. The framework distinguishes historical risk, measured under passive forecasting, from deployment risk, measured when forecasts drive actions. I prove three results. First, deployment risk is not identifiable from passive historical data alone: even in a one-step linear feedback model, infinitely many algorithm-mediated environments induce the same historical law while implying different deployment risks for the same forecaster. Second, historical model rankings can invert under crowding, so a predictor with lower passive error can have higher deployment error once similar algorithms are adopted. Third, randomized or instrumented actions identify short-horizon linear feedback, and I derive a finite-sample bound for deployment-risk estimation. These results suggest that time-series benchmarks in algorithmic markets should report feedback sensitivity alongside predictive accuracy.

Marc Schmitt

University of Oxford

Data-Driven Forecasting Target Risk

Apr 30, 2026cs.AI

Measurement Risk in Supervised Financial NLP: Rubric and Metric Sensitivity on JF-ICR

As LLMs become credible readers of earnings calls, investor-relations Q&A, guidance, and disclosure language, supervised financial NLP benchmarks increasingly function as decision evidence for model selection and deployment. A hidden assumption is that gold labels make such evidence objective. This assumption breaks down when the benchmark ruler itself is sensitive to rubric wording, metric choice, or aggregation policy. We study this measurement risk on Japanese Financial Implicit-Commitment Recognition (JF-ICR; a pinned 253-item test split x 4 frontier LLMs x 5 rubrics x 3 temperatures x 5 ordinal metrics). Three findings follow. First, rubric wording materially changes model-assigned labels: R2--R3 agreement ranges from 70.0% to 83.4%, with the dominant movement near the +1 / 0 implicit-commitment boundary. This pattern is consistent with a pragmatic-boundary interpretation, but is not a validated linguistic-causality claim because the present rubric variants confound semantics, examples, and verbosity. Second, not every metric remains informative under the JF-ICR class distribution. Within-one accuracy is too easy because near misses receive credit and the majority class dominates; worst-class accuracy is too noisy because the rarest class has only two examples. Exact accuracy, macro-F1, and weighted \k{appa} are therefore the identifiable metrics under our operational rule. Third, ranking claims become more defensible only after this metric-identifiability audit: Bradley--Terry, Borda, and Ranked Pairs agree on the identifiable metric subset, while the full five-metric sweep produces disagreement on the closest pair. The contribution is not a new leaderboard, but a reporting discipline for supervised financial benchmarks whose gold labels exist and whose evaluation ruler still requires governance.

Sidi Chang, Peiying Zhu, Yuxiao Chen +1

Blossom AI Labs, Tokyo, Japan · Blossom AI Labs, San Francisco, USA

Legal Natural Language Processing Benchmarks Task-Specific Rubrics Natural Language Processing Target Risk

Mar 22, 2024stat.ML

Estimation of multiple mean vectors in high dimension

We endeavour to estimate numerous multi-dimensional means of various probability distributions on a common space based on independent samples. Our approach involves forming estimators through convex combinations of empirical means derived from these samples. We introduce two strategies to find appropriate data-dependent convex combination weights: a first one employing a testing procedure to identify neighbouring means with low variance, which results in a closed-form plug-in formula for the weights, and a second one determining weights via minimization of an upper confidence bound on the quadratic risk. Through theoretical analysis, we evaluate the improvement in quadratic risk offered by our methods compared to the empirical means. Our analysis focuses on a dimensional asymptotics perspective, showing that our methods asymptotically approach an oracle (minimax) improvement as the effective dimension of the data increases. We demonstrate the efficacy of our methods in estimating multiple kernel mean embeddings through experiments on both simulated and real-world datasets.

Gilles Blanchard, Jean-Baptiste Fermanian, Hannah Marienwald

LMO, DATASHAPE · Université Paris Saclay, Institut Mathématique d’Orsay, France. · LMO +2

Mean Target Risk