Existing support vector machines(SVM) models are sensitive to noise and lack sparsity, which limits their performance. To address these issues, we combine the elastic net loss with a robust loss framework to construct a sparse $\varepsilon$-insensitive bounded asymmetric elastic net loss, and integrate it with SVM to build $\varepsilon$ Insensitive Zone Bounded Asymmetric Elastic Net Loss-based SVM($\varepsilon$-BAEN-SVM). $\varepsilon$-BAEN-SVM is both sparse and robust. Sparsity is proven by showing that samples inside the $\varepsilon$-insensitive band are not support vectors. Robustness is theoretically guaranteed because the influence function is bounded. To solve the non-convex optimization problem, we design a half-quadratic algorithm based on clipping dual coordinate descent. It transforms the problem into a series of weighted subproblems, improving computational efficiency via the $\varepsilon$ parameter. Experiments on simulated and real datasets show that $\varepsilon$-BAEN-SVM outperforms traditional and existing robust SVMs. It balances sparsity and robustness well in noisy environments. Statistical tests confirm its superiority. Under the Gaussian kernel, it achieves better accuracy and noise insensitivity, validating its effectiveness and practical value.

In this section, we expand on our observation that similarity between training samples is not binary. Consider the images shown in Figure 6. As a consequence, any similarity between the anchor image and the so-called'negative' examples is completely ignored. Further, all'positive' examples are considered to be The batch size is set to 16000. We train on 4 A100 GPUs.

The learnt models in the latter domain can then be used for a diverse set of tasks in a zero-shot way, similar to "Contrastive Language-Image

This paper presents a novel approach to multiobjective algorithms aimed at modeling the Pareto set using neural networks. Whereas previous methods mainly focused on identifying a finite number of solutions, our approach allows for the direct modeling of the entire Pareto set. Furthermore, we establish an equivalence between learning the complete Pareto set and maximizing the associated hypervolume, which enables the convergence analysis of hypervolume (as a new metric) for Pareto set learning. Specifically, our new analysis framework reveals the connection between the learned Pareto solution and its representation in a polar coordinate system. We evaluate our proposed approach on various benchmark problems and real-world problems, and the encouraging results make it a potentially viable alternative to existing multiobjective algorithms.

IC3K 2025 (17th International Joint Conference on Knowledge Discovery, Knowledge Engineering and Knowledge Management) received 163 paper submissions from 40 countries. To evaluate each submission, a double-blind paper review was performed by the Program Committee. After a stringent selection process, 31 papers were published and presented as full papers, i.e. completed work (12 pages/25' oral presentation), 81 papers were accepted as short papers (54 as oral presentation). The organizing committee included the IC3K Conference Chairs: Ricardo da Silva Torres, Artificial Intelligence Group, Wageningen University & Research, Netherlands and Jorge Bernardino, Polytechnic University of Coimbra, Portugal, and the IC3K 2025 Program Chairs: Le Gruenwald, University of Oklahoma, School of Computer Science, United States, Frans Coenen, University of Liverpool, United Kingdom, Jesualdo Tomás Fernández-Breis, University of Murcia, Spain, Lars Nolle, Jade University of Applied Sciences, Germany, Elio Masciari, University of Napoli Federico II, Italy and David Aveiro, University of Madeira, NOVA-LINCS and ARDITI, Portugal. At the closing session, the conference acknowledged a few papers that were considered excellent in their class, presenting a "Best Paper Award", "Best Student Paper Award", and "Best Poster Award" for each of the co-located conferences.

The five datasets used cover a wide range of respiratory medical conditions.

This study proposes a Quantum Fourier Transform (QFT)-enhanced quantum kernel for short-term time-series forecasting. Exogenous predictors are incorporated by convexly fusing feature-specific kernels. For both quantum and classical models, the only tuned quantities are the feature-mixing weights and the KRR ridge α; classical hyperparameters (γ, r, d) are fixed, with the same validation set size for all models. Experiments are conducted on a noiseless simulator (5 qubits; window length L=32). Limitations and ablations are discussed, and paths toward NISQ execution are outlined. Introduction Quantum Machine Learning (QML) is an emerging discipline that combines the principles of quantum physics with traditional machine learning (ML) to exploit the distinctive characteristics of quantum systems, including superposition and entanglement phenomena [1]. This distinction facilitates the expeditious execution of certain tasks [2], such as classification and dimensionality reduction, where QML has demonstrated significant acceleration [3]. QML applications have extended to time-series data, leveraging quantum phenomena to model complex temporal dependencies. The goal is to enhance the results of traditional tasks by performing computations on qubits, which can process data more efficiently than classical bits [4, 5]. For example, Thakkar et al. [6] demonstrated that quantum machine-learning methods could enhance financial forecasting by improving both churn prediction and credit-risk assessment. Likewise, Kea et al. [7] developed a hybrid quantum-classical Long Short-Term Memory (QLSTM) to improve stock-price forecasting by leveraging quantum data encoding and high-dimensional quantum representations.