[Solomonov Seminar] 174. Solomonov seminar

[Marko Grobelnik]

Vabim vas na 174. Solomonov seminar, ki bo v torek 9. januarja,
ob 13:00 uri v Oranzni predavalnici IJS (sejna soba E8).

Predaval bo nas gost iz Portugalske Luis Torgo na temo
napovedovanja redkih ekstremnih vrednosti v casovnih vrstah.

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Predicting Rare Extreme Values - recent developments 
Luis Torgo and Rita Ribeiro, University Porto

Abstract. Predicting rare extreme values of a continuous variable is of 
key importance in several important real world applications (e.g. 
finance, ecology, etc.). In this seminar we start by presenting the 
problem and its motivation and then go through a series of existing 
approaches to the problem, highlighting their main limitations. As a 
result of this analysis we then describe a series of recent developments 
of our work in this area that has lead to the introduction of the 
notions of cost and benefit surfaces. We present these two new notions 
and their intuition in the context of handling regression problems with 
differentiated importance of observations (as it is the case of 
predicting rare extreme values). We formalize both notions and explain 
how they can be used in the context of our target applications. We 
finish by providing some initial results on the use of these notions in 
the context of evaluating models in tasks related to the prediction of 
rare extreme values of a continuous variable.