{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2024,8,7]],"date-time":"2024-08-07T07:38:38Z","timestamp":1723016318599},"publisher-location":"California","reference-count":0,"publisher":"International Joint Conferences on Artificial Intelligence Organization","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2020,7]]},"abstract":"<jats:p>Real-world applications often involve domain-specific and task-based performance objectives that are not captured by the standard machine learning losses, but are critical for decision making. A key challenge for direct integration of more meaningful domain and task-based evaluation criteria into an end-to-end gradient-based training process is the fact that often such performance objectives are not necessarily differentiable and may even require additional decision-making optimization processing. We propose the Task-Oriented Prediction Network (TOPNet), an end-to-end learning scheme that automatically integrates task-based evaluation criteria into the learning process via a learnable surrogate loss function, which directly guides the model towards the task-based goal. A major benefit of the proposed TOPNet learning scheme lies in its capability of automatically integrating non-differentiable evaluation criteria, which makes it particularly suitable for diversified and customized task-based evaluation criteria in real-world tasks. We validate the performance of TOPNet on two real-world financial prediction tasks, revenue surprise forecasting and credit risk modeling. The experimental results demonstrate that TOPNet significantly outperforms both traditional modeling with standard losses and modeling with hand-crafted heuristic differentiable surrogate losses.<\/jats:p>","DOI":"10.24963\/ijcai.2020\/617","type":"proceedings-article","created":{"date-parts":[[2020,7,8]],"date-time":"2020-07-08T08:12:10Z","timestamp":1594195930000},"page":"4476-4482","source":"Crossref","is-referenced-by-count":0,"title":["Task-Based Learning via Task-Oriented Prediction Network with Applications in Finance"],"prefix":"10.24963","author":[{"given":"Di","family":"Chen","sequence":"first","affiliation":[{"name":"Cornell University"}]},{"given":"Yada","family":"Zhu","sequence":"additional","affiliation":[{"name":"IBM T. J. Watson Research Center"}]},{"given":"Xiaodong","family":"Cui","sequence":"additional","affiliation":[{"name":"IBM T. J. Watson Research Center"}]},{"given":"Carla","family":"Gomes","sequence":"additional","affiliation":[{"name":"Cornell University"}]}],"member":"10584","event":{"number":"28","sponsor":["International Joint Conferences on Artificial Intelligence Organization (IJCAI)"],"acronym":"IJCAI-PRICAI-2020","name":"Twenty-Ninth International Joint Conference on Artificial Intelligence and Seventeenth Pacific Rim International Conference on Artificial Intelligence {IJCAI-PRICAI-20}","start":{"date-parts":[[2020,7,11]]},"theme":"Artificial Intelligence","location":"Yokohama, Japan","end":{"date-parts":[[2020,7,17]]}},"container-title":["Proceedings of the Twenty-Ninth International Joint Conference on Artificial Intelligence"],"original-title":[],"deposited":{"date-parts":[[2020,7,8]],"date-time":"2020-07-08T22:16:18Z","timestamp":1594246578000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.ijcai.org\/proceedings\/2020\/617"}},"subtitle":[],"proceedings-subject":"Artificial Intelligence Research Articles","short-title":[],"issued":{"date-parts":[[2020,7]]},"references-count":0,"URL":"https:\/\/doi.org\/10.24963\/ijcai.2020\/617","relation":{},"subject":[],"published":{"date-parts":[[2020,7]]}}}