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Frank Chongwoo Park

Frank Chongwoo Park appears in the imported research catalog. Authorship, coauthor and topic links are available while profile ownership is still unclaimed.

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Published work

3 published item(s)

preprint2026arXiv

MATE: Solving Contextual Markov Decision Processes with Memory of Accumulated Transition Embeddings

We propose MATE, a simple yet effective memory architecture for solving Contextual Markov Decision Processes (CMDPs), a family of MDPs parameterized by an unobserved context. In CMDPs, an optimal agent can adapt online by maintaining the posterior belief over contexts. MATE replaces this intractable posterior with a sum-aggregated memory, leveraging the posterior's permutation invariance to retain provably sufficient expressiveness. Compared to prior memory architectures, MATE avoids the growing per-step rollout cost of Transformers and the gradient issues commonly associated with Recurrent Neural Networks (RNNs). Extensive evaluations across diverse benchmarks demonstrate that MATE provides clear computational advantages while achieving performance comparable to standard sequence-model baselines.

preprint2022arXiv

Evaluating Out-of-Distribution Detectors Through Adversarial Generation of Outliers

A reliable evaluation method is essential for building a robust out-of-distribution (OOD) detector. Current robustness evaluation protocols for OOD detectors rely on injecting perturbations to outlier data. However, the perturbations are unlikely to occur naturally or not relevant to the content of data, providing a limited assessment of robustness. In this paper, we propose Evaluation-via-Generation for OOD detectors (EvG), a new protocol for investigating the robustness of OOD detectors under more realistic modes of variation in outliers. EvG utilizes a generative model to synthesize plausible outliers, and employs MCMC sampling to find outliers misclassified as in-distribution with the highest confidence by a detector. We perform a comprehensive benchmark comparison of the performance of state-of-the-art OOD detectors using EvG, uncovering previously overlooked weaknesses.

preprint2016arXiv

Optimising Credit Portfolio Using a Quadratic Nonlinear Projection Method

A novel optimisation framework through quadratic nonlinear projection is introduced for credit portfolio when the portfolio risk is measured by Conditional Value-at-Risk (CVaR). The whole optimisation procedure to search toward the optimal portfolio state is conducted by a series of single-step optimisations under the local constraints described in the multi-dimensional constraint parameter space as functions of the total amount of portfolio adjustment. Each single-step optimisation is approximated by the first-order variation of the weight increments with respect to the total amount of portfolio adjustment and is solved in the form of locally exact formula formulated in the general Lagrange multiplier method. Our method can deal with optimisation for general nonlinear objective functions, such as the return-to-risk ratio maximisation or the diversification index, as well as the risk minimisation or the return maximisation.