arXiv subjects

Inwoo Tae

Publications and source records attributed to Inwoo Tae.

4 recordsLinked to original sources

arXiv2026

TRACK: Multiple Instance Learning for Anti-Money Laundering in Transaction Networks

Anti-money laundering (AML) investigations are organized around accounts, while the suspicious evidence for an account may reside in only a few of its transactions. Yet many account-level detectors summarize transactions before learning, and message-passing models may aggregate once more over neighboring accounts. We name this discrepancy the aggregation mismatch and study it under an account-window benchmark label defined by the presence of at least one flagged transaction. We recast account-level AML detection as multiple instance learning, in which an account-window is a bag and its transactions are instances. We propose TRACK, which encodes every transaction with a shared encoder and selectively pools the encodings into an account decision. To emulate coarse supervision, we withhold the transaction labels of five AML datasets from TRACK throughout training. Under a time-ordered protocol, TRACK achieves the highest average precision among the tabular and graph baselines trained from account labels on every dataset. Despite using only account-window supervision, it remains competitive with edge classifiers trained directly from transaction labels. Its instance scores also rank flagged transactions well above chance and approach or exceed directly supervised ranking performance across datasets.

cs.LG↗

arXiv2026

HoTS: Homophily-Aware Temperature Scaling for Graph Neural Network Calibration

For graph node classification, calibrated class probabilities are needed when confidence scores, usually the maximum predicted class probability, are used to rank predictions, defer uncertain nodes to human review, or control risk. Existing post-hoc calibrators either apply one global temperature or use graph-aware modules without a principled structural form. We study how local graph structure should enter node-level calibration. Our first results show that a logit-only temperature rule is insufficient when nodes with identical logits but different local homophily require different optimal temperatures. We then analyze a population-concentration contextual stochastic block model with Gaussian features and a one-layer linear GCN. Under equidistant class means, the Bayes posterior over class-template scores is a temperature-scaled softmax whose inverse-temperature is governed by a homophily-dependent signal strength. In the positive-signal homophilic regime, the resulting temperature decreases approximately inversely with normalized local homophily. This law motivates Homophily-aware Temperature Scaling (HoTS), a simple post-hoc calibrator that assigns each node a positive scalar temperature from entropy-based logit concentration and estimated local homophily. HoTS has three temperature parameters, preserves the predicted class, and learns the strength of the structural correction from calibration data. Across 18 node-classification benchmarks, two GNN backbones, and eight calibration baselines, HoTS achieves the best mean Expected Calibration Error (ECE) of 4.79%, the best average rank, and the most reliable confidence ranking in selective classification. Code is available at https://github.com/inu0104/HoTS.

cs.LG↗

arXiv2026

Post-Calibration Reliability Reranking of Relevance Decisions via Label-wise Monotone Projection

Web search, product search, and question-answering retrieval systems often assign a relevance label and confidence score to each query-candidate pair. The relevance label describes how well a page, product, or passage matches the query, while the confidence often guides downstream use or fallback decisions. Post-hoc calibration is therefore needed because misaligned confidence can make systems over-trust wrong predictions or unnecessarily defer correct ones. However, calibration mainly aligns confidence with average correctness, and does not remove predicted-label-dependent reliability differences that remain within the same calibrated confidence level. We address this gap with Label-wise Monotone Reliability Projection (MRP), which learns label-wise monotone functions that map calibrated confidence to correctness reliability while preserving the original predicted labels and class probabilities. The resulting reliability score reranks fixed predictions according to residual risk. Across six information access relevance datasets and multiple post-hoc calibrators, MRP improves reliability reranking and average fallback utility while preserving full-coverage accuracy and ECE. Structural ablations show that the main gains come from label-wise residual reliability rather than from global confidence remapping. We further analyze when MRP reliability scores can be embedded back into top-label probability geometry, showing that this projection is useful as a compatibility analysis but is distinct from the main reliability-reranking objective. The implementation will be made publicly available.

cs.IR↗

arXiv2025

Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach

Portfolio optimization constitutes a cornerstone of risk management by quantifying the risk-return trade-off. Since it inherently depends on accurate parameter estimation under conditions of future uncertainty, the selection of appropriate input parameters is critical for effective portfolio construction. However, most conventional statistical estimators and machine learning algorithms determine these parameters by minimizing mean-squared error (MSE), a criterion that can yield suboptimal investment decisions. In this paper, we adopt decision-focused learning (DFL) - an approach that directly optimizes decision quality rather than prediction error such as MSE - to derive the global minimum-variance portfolio (GMVP). Specifically, we theoretically derive the gradient of decision loss using the analytic solution of GMVP and its properties regarding the principal components of itself. Through extensive empirical evaluation, we show that prediction-focused estimation methods may fail to produce optimal allocations in practice, whereas DFL-based methods consistently deliver superior decision performance. Furthermore, we provide a comprehensive analysis of DFL's mechanism in GMVP construction, focusing on its volatility reduction capability, decision-driving features, and estimation characteristics.

q-fin.PM↗