For the assessment of the financial soundness of a pension fund, it is necessary to take into account mortality forecasting so that longevity risk is consistently incorporated into future cash flows. In this article, we employ machine learning models applied to actuarial science ({\it actuarial learning}) to make mortality predictions for a relevant sample of pension funds' participants. Actuarial learning represents an emerging field that involves the application of machine learning (ML) and artificial intelligence (AI) techniques in actuarial science. This encompasses the use of algorithms and computational models to analyze large sets of actuarial data, such as regression trees, random forest, boosting, XGBoost, CatBoost, and neural networks (eg. FNN, LSTM, and MHA). Our results indicate that some ML/AI algorithms present competitive out-of-sample performance when compared to the classical Lee-Carter model. This may indicate interesting alternatives for consistent liability evaluation and effective pension fund risk management.

Fingerprint-based indoor localization is often labor-intensive due to the need for dense grids and repeated measurements across time and space. Maintaining high localization accuracy with extremely sparse fingerprints remains a persistent challenge. Existing benchmark methods primarily rely on the measured fingerprints, while neglecting valuable spatial and environmental characteristics. In this paper, we propose a systematic integration of an Attentional Graph Neural Network (AGNN) model, capable of learning spatial adjacency relationships and aggregating information from neighboring fingerprints, and a meta-learning framework that utilizes datasets with similar environmental characteristics to enhance model training. To minimize the labor required for fingerprint collection, we introduce two novel data augmentation strategies: 1) unlabeled fingerprint augmentation using moving platforms, which enables the semi-supervised AGNN model to incorporate information from unlabeled fingerprints, and 2) synthetic labeled fingerprint augmentation through environmental digital twins, which enhances the meta-learning framework through a practical distribution alignment, which can minimize the feature discrepancy between synthetic and real-world fingerprints effectively. By integrating these novel modules, we propose the Attentional Graph Meta-Learning (AGML) model. This novel model combines the strengths of the AGNN model and the meta-learning framework to address the challenges posed by extremely sparse fingerprints. To validate our approach, we collected multiple datasets from both consumer-grade WiFi devices and professional equipment across diverse environments. Extensive experiments conducted on both synthetic and real-world datasets demonstrate that the AGML model-based localization method consistently outperforms all baseline methods using sparse fingerprints across all evaluated metrics.

A triangular structural panel data model with additive separable individual-specific effects is used to model the causal effect of a covariate on an outcome variable when there are unobservable confounders with some of them time-invariant. In this setup, a linear reduced-form equation might be problematic when the conditional mean of the endogenous covariate and the instrumental variables is nonlinear. The reason is that ignoring the nonlinearity could lead to weak instruments As a solution, we propose a triangular simultaneous equation model for panel data with additive separable individual-specific fixed effects composed of a linear structural equation with a nonlinear reduced form equation. The parameter of interest is the structural parameter of the endogenous variable. The identification of this parameter is obtained under the assumption of available exclusion restrictions and using a control function approach. Estimating the parameter of interest is done using an estimator that we call Super Learner Control Function estimator (SLCFE). The estimation procedure is composed of two main steps and sample splitting. We estimate the control function using a super learner using sample splitting. In the following step, we use the estimated control function to control for endogeneity in the structural equation. Sample splitting is done across the individual dimension. We perform a Monte Carlo simulation to test the performance of the estimators proposed. We conclude that the Super Learner Control Function Estimators significantly outperform Within 2SLS estimators.

We review the literature on algorithms for estimating the in dex space in a multi-index model. The primary focus is on computa tionally efficient (polynomial-time) algorithms in Gaussian space, the assumptions under which consistency is guaranteed by these methods, and their sample complexity. In many cases, a gap is observed between the sample c omplexity of the best known computationally efficient methods and the i nformation-theoretical minimum. We also review algorithms based on est imating the span of gradients using nonparametric methods, and algorit hms based on fitting neural networks using gradient descent.

Group Ordered Weighted $L_{1}$-Norm (Group OWL) regularized models have emerged as a useful procedure for high-dimensional sparse multi-task learning with correlated features. Proximal gradient methods are used as standard approaches to solving Group OWL models. However, Group OWL models usually suffer huge computational costs and memory usage when the feature size is large in the high-dimensional scenario. To address this challenge, in this paper, we are the first to propose the safe screening rule for Group OWL models by effectively tackling the structured non-separable penalty, which can quickly identify the inactive features that have zero coefficients across all the tasks. Thus, by removing the inactive features during the training process, we may achieve substantial computational gain and memory savings. More importantly, the proposed screening rule can be directly integrated with the existing solvers both in the batch and stochastic settings. Theoretically, we prove our screening rule is safe and also can be safely applied to the existing iterative optimization algorithms. Our experimental results demonstrate that our screening rule can effectively identify the inactive features and leads to a significant computational speedup without any loss of accuracy.

We propose a neural-network based survival model (SurvSurf) specifically designed for direct and simultaneous probabilistic prediction of the first hitting time of sequential events from baseline. Unlike existing models, SurvSurf is theoretically guaranteed to never violate the monotonic relationship between the cumulative incidence functions of sequential events, while allowing nonlinear influence from predictors. It also incorporates implicit truths for unobserved intermediate events in model fitting, and supports both discrete and continuous time and events. We also identified a variant of the Integrated Brier Score (IBS) that showed robust correlation with the mean squared error (MSE) between the true and predicted probabilities by accounting for implied truths about the missing intermediate events. We demonstrated the superiority of SurvSurf compared to modern and traditional predictive survival models in two simulated datasets and two real-world datasets, using MSE, the more robust IBS and by measuring the extent of monotonicity violation.

New intent discovery aims to uncover novel intent categories from user utterances to expand the set of supported intent classes. It is a critical task for the development and service expansion of a practical dialogue system. Despite its importance, this problem remains under-explored in the literature. Existing approaches typically rely on a large amount of labeled utterances and employ pseudo-labeling methods for representation learning and clustering, which are label-intensive, inefficient, and inaccurate. In this paper, we provide new solutions to two important research questions for new intent discovery: (1) how to learn semantic utterance representations and (2) how to better cluster utterances. Particularly, we first propose a multi-task pre-training strategy to leverage rich unlabeled data along with external labeled data for representation learning. Then, we design a new contrastive loss to exploit self-supervisory signals in unlabeled data for clustering. Extensive experiments on three intent recognition benchmarks demonstrate the high effectiveness of our proposed method, which outperforms state-of-the-art methods by a large margin in both unsupervised and semi-supervised scenarios. The source code will be available at https://github.com/zhang-yu-wei/MTP-CLNN.

We study the common continual learning setup where an overparameterized model is sequentially fitted to a set of jointly realizable tasks. We analyze the forgetting, i.e., loss on previously seen tasks, after $k$ iterations. For linear models, we prove that fitting a task is equivalent to a single stochastic gradient descent (SGD) step on a modified objective. We develop novel last-iterate SGD upper bounds in the realizable least squares setup, and apply them to derive new results for continual learning. Focusing on random orderings over $T$ tasks, we establish universal forgetting rates, whereas existing rates depend on the problem dimensionality or complexity. Specifically, in continual regression with replacement, we improve the best existing rate from $O((d-r)/k)$ to $O(\min(k^{-1/4}, \sqrt{d-r}/k, \sqrt{Tr}/k))$, where $d$ is the dimensionality and $r$ the average task rank. Furthermore, we establish the first rates for random task orderings without replacement. The obtained rate of $O(\min(T^{-1/4}, (d-r)/T))$ proves for the first time that randomization alone, with no task repetition, can prevent catastrophic forgetting in sufficiently long task sequences. Finally, we prove a similar $O(k^{-1/4})$ universal rate for the forgetting in continual linear classification on separable data. Our universal rates apply for broader projection methods, such as block Kaczmarz and POCS, illuminating their loss convergence under i.i.d and one-pass orderings.

Federated learning (FL) offers a privacy-preserving framework for distributed machine learning, enabling collaborative model training across diverse clients without centralizing sensitive data. However, statistical heterogeneity, characterized by non-independent and identically distributed (non-IID) client data, poses significant challenges, leading to model drift and poor generalization. This paper proposes a novel algorithm, pFedKD-WCL (Personalized Federated Knowledge Distillation with Weighted Combination Loss), which integrates knowledge distillation with bi-level optimization to address non-IID challenges. pFedKD-WCL leverages the current global model as a teacher to guide local models, optimizing both global convergence and local personalization efficiently. We evaluate pFedKD-WCL on the MNIST dataset and a synthetic dataset with non-IID partitioning, using multinomial logistic regression and multilayer perceptron models. Experimental results demonstrate that pFedKD-WCL outperforms state-of-the-art algorithms, including FedAvg, FedProx, Per-FedAvg, and pFedMe, in terms of accuracy and convergence speed.

We study counterfactual regression, which aims to map input features to outcomes under hypothetical scenarios that differ from those observed in the data. This is particularly useful for decision-making when adapting to sudden shifts in treatment patterns is essential. We propose a doubly robust-style estimator for counterfactual regression within a generalizable framework that accommodates a broad class of risk functions and flexible constraints, drawing on tools from semiparametric theory and stochastic optimization. Our approach uses incremental interventions to enhance adaptability while maintaining consistency with standard methods. We formulate the target estimand as the optimal solution to a stochastic optimization problem and develop an efficient estimation strategy, where we can leverage rapid development of modern optimization algorithms. We go on to analyze the rates of convergence and characterize the asymptotic distributions. Our analysis shows that the proposed estimators can achieve $\sqrt{n}$-consistency and asymptotic normality for a broad class of problems. Numerical illustrations highlight their effectiveness in adapting to unseen counterfactual scenarios while maintaining parametric convergence rates.