Showing 1–6 of 6 results for author: Kulkarni, O

Learning to Segment using Summary Statistics and Weak Supervision

Authors: Omkar Kulkarni, Edward Raff, Tim Oates

Abstract: Medical experts often manually segment images to obtain diagnostic statistics and discard the resulting annotations. We aim to train segmentation models to alleviate this burden, but constrained to the retained summary statistics (e.g., the area of the annotated region). Empirical results suggest that statistics alone are insufficient for this task, but adding weak information in the form of a few… ▽ More Medical experts often manually segment images to obtain diagnostic statistics and discard the resulting annotations. We aim to train segmentation models to alleviate this burden, but constrained to the retained summary statistics (e.g., the area of the annotated region). Empirical results suggest that statistics alone are insufficient for this task, but adding weak information in the form of a few pixels within the area of interest significantly improves performance. We use a novel loss function that combines terms for image reconstruction quality, matching to summary statistics, and overlap between the predicted foreground and the weak supervisory signal. Experiments on standard image, ultrasound (breast cancer), and Computed Tomography (CT) scan (kidney tumors) data demonstrate the utility and potential of the approach. △ Less

Submitted 4 May, 2026; originally announced May 2026.

Comments: 5 pages, 2 figures, 1 table

Human-Aligned Generative Perception: Bridging Psychophysics and Generative Models

Authors: Antara Titikhsha, Om Kulkarni, Dharun Muthaiah

Abstract: Text-to-image diffusion models generate highly detailed textures, yet they often rely on surface appearance and fail to follow strict geometric constraints, particularly when those constraints conflict with the style implied by the text prompt. This reflects a broader semantic gap between human perception and current generative models. We investigate whether geometric understanding can be introduc… ▽ More Text-to-image diffusion models generate highly detailed textures, yet they often rely on surface appearance and fail to follow strict geometric constraints, particularly when those constraints conflict with the style implied by the text prompt. This reflects a broader semantic gap between human perception and current generative models. We investigate whether geometric understanding can be introduced without specialized training by using lightweight, off-the-shelf discriminators as external guidance signals. We propose a Human Perception Embedding (HPE) teacher trained on the THINGS triplet dataset, which captures human sensitivity to object shape. By injecting gradients from this teacher into the latent diffusion process, we show that geometry and style can be separated in a controllable manner. We evaluate this approach across three architectures: Stable Diffusion v1.5 with a U-Net backbone, the flow-matching model SiT-XL/2, and the diffusion transformer PixArt-Σ. Our experiments reveal that flow models tend to drift back toward their default trajectories without continuous guidance, and we demonstrate zero-shot transfer of complex three-dimensional shapes, such as an Eames chair, onto conflicting materials such as pink metal. This guided generation improves semantic alignment by about 80 percent compared to unguided baselines. Overall, our results show that small teacher models can reliably guide large generative systems, enabling stronger geometric control and broadening the creative range of text-to-image synthesis. △ Less

Submitted 24 December, 2025; originally announced December 2025.

DynBERG: Dynamic BERT-based Graph neural network for financial fraud detection

Authors: Omkar Kulkarni, Rohitash Chandra

Abstract: Financial fraud detection is critical for maintaining the integrity of financial systems, particularly in decentralised environments such as cryptocurrency networks. Although Graph Convolutional Networks (GCNs) are widely used for financial fraud detection, graph Transformer models such as Graph-BERT are gaining prominence due to their Transformer-based architecture, which mitigates issues such as… ▽ More Financial fraud detection is critical for maintaining the integrity of financial systems, particularly in decentralised environments such as cryptocurrency networks. Although Graph Convolutional Networks (GCNs) are widely used for financial fraud detection, graph Transformer models such as Graph-BERT are gaining prominence due to their Transformer-based architecture, which mitigates issues such as over-smoothing. Graph-BERT is designed for static graphs and primarily evaluated on citation networks with undirected edges. However, financial transaction networks are inherently dynamic, with evolving structures and directed edges representing the flow of money. To address these challenges, we introduce DynBERG, a novel architecture that integrates Graph-BERT with a Gated Recurrent Unit (GRU) layer to capture temporal evolution over multiple time steps. Additionally, we modify the underlying algorithm to support directed edges, making DynBERG well-suited for dynamic financial transaction analysis. We evaluate our model on the Elliptic dataset, which includes Bitcoin transactions, including all transactions during a major cryptocurrency market event, the Dark Market Shutdown. By assessing DynBERG's resilience before and after this event, we analyse its ability to adapt to significant market shifts that impact transaction behaviours. Our model is benchmarked against state-of-the-art dynamic graph classification approaches, such as EvolveGCN and GCN, demonstrating superior performance, outperforming EvolveGCN before the market shutdown and surpassing GCN after the event. Additionally, an ablation study highlights the critical role of incorporating a time-series deep learning component, showcasing the effectiveness of GRU in modelling the temporal dynamics of financial transactions. △ Less

Submitted 28 October, 2025; originally announced November 2025.

Bayes-CATSI: A variational Bayesian deep learning framework for medical time series data imputation

Authors: Omkar Kulkarni, Rohitash Chandra

Abstract: Medical time series datasets feature missing values that need data imputation methods, however, conventional machine learning models fall short due to a lack of uncertainty quantification in predictions. Among these models, the CATSI (Context-Aware Time Series Imputation) stands out for its effectiveness by incorporating a context vector into the imputation process, capturing the global dependenci… ▽ More Medical time series datasets feature missing values that need data imputation methods, however, conventional machine learning models fall short due to a lack of uncertainty quantification in predictions. Among these models, the CATSI (Context-Aware Time Series Imputation) stands out for its effectiveness by incorporating a context vector into the imputation process, capturing the global dependencies of each patient. In this paper, we propose a Bayesian Context-Aware Time Series Imputation (Bayes-CATSI) framework which leverages uncertainty quantification offered by variational inference. We consider the time series derived from electroencephalography (EEG), electrooculography (EOG), electromyography (EMG), electrocardiology (EKG). Variational Inference assumes the shape of the posterior distribution and through minimization of the Kullback-Leibler(KL) divergence it finds variational densities that are closest to the true posterior distribution. Thus , we integrate the variational Bayesian deep learning layers into the CATSI model. Our results show that Bayes-CATSI not only provides uncertainty quantification but also achieves superior imputation performance compared to the CATSI model. Specifically, an instance of Bayes-CATSI outperforms CATSI by 9.57 %. We provide an open-source code implementation for applying Bayes-CATSI to other medical data imputation problems. △ Less

Submitted 3 October, 2024; v1 submitted 1 October, 2024; originally announced October 2024.

Explainable AI in Credit Risk Management

Authors: Branka Hadji Misheva, Joerg Osterrieder, Ali Hirsa, Onkar Kulkarni, Stephen Fung Lin

Abstract: Artificial Intelligence (AI) has created the single biggest technology revolution the world has ever seen. For the finance sector, it provides great opportunities to enhance customer experience, democratize financial services, ensure consumer protection and significantly improve risk management. While it is easier than ever to run state-of-the-art machine learning models, designing and implementin… ▽ More Artificial Intelligence (AI) has created the single biggest technology revolution the world has ever seen. For the finance sector, it provides great opportunities to enhance customer experience, democratize financial services, ensure consumer protection and significantly improve risk management. While it is easier than ever to run state-of-the-art machine learning models, designing and implementing systems that support real-world finance applications have been challenging. In large part because they lack transparency and explainability which are important factors in establishing reliable technology and the research on this topic with a specific focus on applications in credit risk management. In this paper, we implement two advanced post-hoc model agnostic explainability techniques called Local Interpretable Model Agnostic Explanations (LIME) and SHapley Additive exPlanations (SHAP) to machine learning (ML)-based credit scoring models applied to the open-access data set offered by the US-based P2P Lending Platform, Lending Club. Specifically, we use LIME to explain instances locally and SHAP to get both local and global explanations. We discuss the results in detail and present multiple comparison scenarios by using various kernels available for explaining graphs generated using SHAP values. We also discuss the practical challenges associated with the implementation of these state-of-art eXplainabale AI (XAI) methods and document them for future reference. We have made an effort to document every technical aspect of this research, while at the same time providing a general summary of the conclusions. △ Less

Submitted 1 March, 2021; originally announced March 2021.

Constrained Cohort Intelligence using Static and Dynamic Penalty Function Approach for Mechanical Components Design

Authors: Omkar Kulkarni, Ninad Kulkarni, Anand J Kulkarni, Ganesh Kakandikar

Abstract: Most of the metaheuristics can efficiently solve unconstrained problems; however, their performance may degenerate if the constraints are involved. This paper proposes two constraint handling approaches for an emerging metaheuristic of Cohort Intelligence (CI). More specifically CI with static penalty function approach (SCI) and CI with dynamic penalty function approach (DCI) are proposed. The app… ▽ More Most of the metaheuristics can efficiently solve unconstrained problems; however, their performance may degenerate if the constraints are involved. This paper proposes two constraint handling approaches for an emerging metaheuristic of Cohort Intelligence (CI). More specifically CI with static penalty function approach (SCI) and CI with dynamic penalty function approach (DCI) are proposed. The approaches have been tested by solving several constrained test problems. The performance of the SCI and DCI have been compared with algorithms like GA, PSO, ABC, d-Ds. In addition, as well as three real world problems from mechanical engineering domain with improved solutions. The results were satisfactory and validated the applicability of CI methodology for solving real world problems. △ Less

Submitted 26 September, 2016; originally announced October 2016.