Rogelio Andrade Mancisidor

Proceedings of Machine Learning Research (PMLR)

Neural Networks 169 s. 417-430 Doi: https://doi.org/10.1016/j.neunet.2023.10.048

Deep generative models with latent variables have been used lately to learn joint representations and generative processes from multi-modal data, which depict an object from different viewpoints. These two learning mechanisms can, however, conflict with each other and representations can fail to embed information on the data modalities. This research studies the realistic scenario in which all modalities and class labels are available for model training, e.g. images or handwriting, but where some modalities and labels required for downstream tasks are missing, e.g. text or annotations. We show, in this scenario, that the variational lower bound limits mutual information between joint representations and missing modalities. We, to counteract these problems, introduce a novel conditional multi-modal discriminative model that uses an informative prior distribution and optimizes a likelihood-free objective function that maximizes mutual information between joint representations and missing modalities. Extensive experimentation demonstrates the benefits of our proposed model, empirical results show that our model achieves state-of-the-art results in representative problems such as downstream classification, acoustic inversion, and image and annotation generation.

Knowledge-Based Systems 245 Doi: https://doi.org/10.1016/j.knosys.2022.108568

Innovation is considered essential for today's organizations to survive and thrive. Researchers have also stressed the importance of leadership as a driver of followers' innovative work behavior (FIB). Yet, despite a large amount of research, three areas remain understudied: (a) The relative importance of different forms of leadership for FIB; (b) the mechanisms through which leadership impacts FIB; and (c) the degree to which relationships between leadership and FIB are generalizable across cultures. To address these lacunae, we propose an integrated model connecting four types of positive leadership behaviors, two types of identification (as mediating variables), and FIB. We tested our model in a global data set comprising responses of N = 7,225 participants from 23 countries, grouped into nine cultural clusters. Our results indicate that perceived LMX quality was the strongest relative predictor of FIB. Furthermore, the relationships between both perceived LMX quality and identity leadership with FIB were mediated by social identification. The indirect effect of LMX on FIB via social identification was stable across clusters, whereas the indirect effects of the other forms of leadership on FIB via social identification were stronger in countries high versus low on collectivism. Power distance did not influence the relations.

Knowledge-Based Systems 196 Doi: https://doi.org/10.1016/j.knosys.2020.105758

Credit scoring models based on accepted applications may be biased and their consequences can have a statistical and economic impact. Reject inference is the process of attempting to infer the creditworthiness status of the rejected applications. Inspired by the promising results of semi-supervised deep generative models, this research develops two novel Bayesian models for reject inference in credit scoring combining Gaussian mixtures and auxiliary variables in a semi-supervised framework with generative models. To the best of our knowledge this is the first study coupling these concepts together. The goal is to improve the classification accuracy in credit scoring models by adding reject applications. Further, our proposed models infer the unknown creditworthiness of the rejected applications by exact enumeration of the two possible outcomes of the loan (default or non-default). The efficient stochastic gradient optimization technique used in deep generative models makes our models suitable for large data sets. Finally, the experiments in this research show that our proposed models perform better than classical and alternative machine learning models for reject inference in credit scoring, and that model performance increases with the amount of data used for model training.

Expert Systems With Applications 164 Doi: https://doi.org/10.1016/j.eswa.2020.114020

Learning data representations that reflect the customers’ creditworthiness can improve marketing campaigns, customer relationship management, data and process management or the credit risk assessment in retail banks. In this research, we show that it is possible to steer data representations in the latent space of the Variational Autoencoder (VAE) using a semi-supervised learning framework and a specific grouping of the input data called Weight of Evidence (WoE). Our proposed method learns a latent representation of the data showing a well-defied clustering structure. The clustering structure captures the customers’ creditworthiness, which is unknown a priori and cannot be identified in the input space. The main advantages of our proposed method are that it captures the natural clustering of the data, suggests the number of clusters, captures the spatial coherence of customers’ creditworthiness, generates data representations of unseen customers and assign them to one of the existing clusters. Our empirical results, based on real data sets reflecting different market and economic conditions, show that none of the well-known data representation models in the benchmark analysis are able to obtain well-defined clustering structures like our proposed method. Further, we show how banks can use our proposed methodology to improve marketing campaigns and credit risk assessment.