Opening the Black Box – Quantile Neural Networks for Loss Given Default Prediction

2021 ◽  
pp. 106334
Author(s):  
Ralf Kellner ◽  
Maximilian Nagl ◽  
Daniel Rösch
2018 ◽  
Vol 6 (11) ◽  
pp. 216-216 ◽  
Author(s):  
Zhongheng Zhang ◽  
◽  
Marcus W. Beck ◽  
David A. Winkler ◽  
Bin Huang ◽  
...  

2020 ◽  
Vol 34 (07) ◽  
pp. 10901-10908 ◽  
Author(s):  
Abdullah Hamdi ◽  
Matthias Mueller ◽  
Bernard Ghanem

One major factor impeding more widespread adoption of deep neural networks (DNNs) is their lack of robustness, which is essential for safety-critical applications such as autonomous driving. This has motivated much recent work on adversarial attacks for DNNs, which mostly focus on pixel-level perturbations void of semantic meaning. In contrast, we present a general framework for adversarial attacks on trained agents, which covers semantic perturbations to the environment of the agent performing the task as well as pixel-level attacks. To do this, we re-frame the adversarial attack problem as learning a distribution of parameters that always fools the agent. In the semantic case, our proposed adversary (denoted as BBGAN) is trained to sample parameters that describe the environment with which the black-box agent interacts, such that the agent performs its dedicated task poorly in this environment. We apply BBGAN on three different tasks, primarily targeting aspects of autonomous navigation: object detection, self-driving, and autonomous UAV racing. On these tasks, BBGAN can generate failure cases that consistently fool a trained agent.


2011 ◽  
Vol 48 (No. 7) ◽  
pp. 322-326 ◽  
Author(s):  
M. Neruda ◽  
R. Neruda

An application deals with calibration of neural model and Fourier series model for Ploučnice catchment. This approach has an advantage, that the network choice is independent of other example’s parameters. Each networks, and their variants (different units and hidden layer number) can be connected in as a black box and tested independently. A Stuttgart neural simulator SNNS and a multiagent hybrid system Bang2 developed in Institute of Computer Science, AS CR have been used for testing. A perceptron network has been constructed, which was trained by back propagation method improved with a momentum term. The network is capable of an accurate forecast of the next day runoff based on the runoff and rainfall values from previous day.


Sign in / Sign up

Export Citation Format

Share Document