arXiv subjects

Xianghong Hu

Publications and source records attributed to Xianghong Hu.

5 recordsLinked to original sources

arXiv2026

Predicting Mortgage Default with Machine Learning: AutoML, Class Imbalance, and Leakage Control

Mortgage default prediction is a core task in financial risk management, and machine learning models are increasingly used to estimate default probabilities and provide interpretable signals for downstream decisions. In real-world mortgage datasets, however, three factors frequently undermine evaluation validity and deployment reliability: ambiguity in default labeling, severe class imbalance, and information leakage arising from temporal structure and post-event variables. We compare multiple machine learning approaches for mortgage default prediction using a real-world loan-level dataset, with emphasis on leakage control and imbalance handling. We employ leakage-aware feature selection, a strict temporal split that constrains both origination and reporting periods, and controlled downsampling of the majority class. Across multiple positive-to-negative ratios, performance remains stable, and an AutoML approach (AutoGluon) achieves the strongest AUROC among the models evaluated. An extended and pedagogical version of this work will appear as a book chapter.

cs.LG↗

arXiv2026

MFAI: A Scalable Bayesian Matrix Factorization Approach to Leveraging Auxiliary Information

In various practical situations, matrix factorization methods suffer from poor data quality, such as high data sparsity and low signal-to-noise ratio (SNR). Here, we consider a matrix factorization problem by utilizing auxiliary information, which is massively available in real-world applications, to overcome the challenges caused by poor data quality. Unlike existing methods that mainly rely on simple linear models to combine auxiliary information with the main data matrix, we propose to integrate gradient boosted trees in the probabilistic matrix factorization framework to effectively leverage auxiliary information (MFAI). Thus, MFAI naturally inherits several salient features of gradient boosted trees, such as the capability of flexibly modeling nonlinear relationships and robustness to irrelevant features and missing values in auxiliary information. The parameters in MFAI can be automatically determined under the empirical Bayes framework, making it adaptive to the utilization of auxiliary information and immune to overfitting. Moreover, MFAI is computationally efficient and scalable to large datasets by exploiting variational inference. We demonstrate the advantages of MFAI through comprehensive numerical results from simulation studies and real data analyses. Our approach is implemented in the R package mfair available at https://github.com/YangLabHKUST/mfair.

stat.ML↗

arXiv2023

Flexible and Accurate Methods for Estimation and Inference of Gaussian Graphical Models with Applications

The Gaussian graphical model (GGM) incorporates an undirected graph to represent the conditional dependence between variables, with the precision matrix encoding partial correlation between pair of variables given the others. To achieve flexible and accurate estimation and inference of GGM, we propose the novel method FLAG, which utilizes the random effects model for pairwise conditional regression to estimate the precision matrix and applies statistical tests to recover the graph. Compared with existing methods, FLAG has several unique advantages: (i) it provides accurate estimation without sparsity assumptions on the precision matrix, (ii) it allows for element-wise inference of the precision matrix, (iii) it achieves computational efficiency by developing an efficient PX-EM algorithm and a MM algorithm accelerated with low-rank updates, and (iv) it enables joint estimation of multiple graphs using FLAG-Meta or FLAG-CA. The proposed methods are evaluated using various simulation settings and real data applications, including gene expression in the human brain, term association in university websites, and stock prices in the U.S. financial market. The results demonstrate that FLAG and its extensions provide accurate precision estimation and graph recovery.

stat.ME↗

arXiv2022

SDQ: Stochastic Differentiable Quantization with Mixed Precision

In order to deploy deep models in a computationally efficient manner, model quantization approaches have been frequently used. In addition, as new hardware that supports mixed bitwidth arithmetic operations, recent research on mixed precision quantization (MPQ) begins to fully leverage the capacity of representation by searching optimized bitwidths for different layers and modules in a network. However, previous studies mainly search the MPQ strategy in a costly scheme using reinforcement learning, neural architecture search, etc., or simply utilize partial prior knowledge for bitwidth assignment, which might be biased and sub-optimal. In this work, we present a novel Stochastic Differentiable Quantization (SDQ) method that can automatically learn the MPQ strategy in a more flexible and globally-optimized space with smoother gradient approximation. Particularly, Differentiable Bitwidth Parameters (DBPs) are employed as the probability factors in stochastic quantization between adjacent bitwidth choices. After the optimal MPQ strategy is acquired, we further train our network with entropy-aware bin regularization and knowledge distillation. We extensively evaluate our method for several networks on different hardware (GPUs and FPGA) and datasets. SDQ outperforms all state-of-the-art mixed or single precision quantization with a lower bitwidth and is even better than the full-precision counterparts across various ResNet and MobileNet families, demonstrating the effectiveness and superiority of our method.

cs.LG↗

arXiv2019

Bayesian Weighted Mendelian Randomization for Causal Inference based on Summary Statistics

The results from Genome-Wide Association Studies (GWAS) on thousands of phenotypes provide an unprecedented opportunity to infer the causal effect of one phenotype (exposure) on another (outcome). Mendelian randomization (MR), an instrumental variable (IV) method, has been introduced for causal inference using GWAS data. Due to the polygenic architecture of complex traits/diseases and the ubiquity of pleiotropy, however, MR has many unique challenges compared to conventional IV methods. We propose a Bayesian weighted Mendelian randomization (BWMR) for causal inference to address these challenges. In our BWMR model, the uncertainty of weak effects owing to polygenicity has been taken into account and the violation of IV assumption due to pleiotropy has been addressed through outlier detection by Bayesian weighting. To make the causal inference based on BWMR computationally stable and efficient, we developed a variational expectation-maximization (VEM) algorithm. Moreover, we have also derived an exact closed-form formula to correct the posterior covariance which is often underestimated in variational inference. Through comprehensive simulation studies, we evaluated the performance of BWMR, demonstrating the advantage of BWMR over its competitors. Then we applied BWMR to make causal inference between 130 metabolites and 93 complex human traits, uncovering novel causal relationship between exposure and outcome traits. The BWMR software is available at https://github.com/jiazhao97/BWMR.

stat.ME↗