Learning to Reject with a Fixed Predictor: Application to Decontextualization

no code implementations • 22 Jan 2023 • Christopher Mohri, Daniel Andor, Eunsol Choi, Michael Collins

We study the problem of classification with a reject option for a fixed predictor, applicable in natural language processing.

Online Learning Algorithms for Statistical Arbitrage

no code implementations • 1 Nov 2018 • Christopher Mohri

Statistical arbitrage is a class of financial trading strategies using mean reversion models.