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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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336698131 · May 202619922001200920172026
48 results for DNN calibration

CCAC calibrates DNN classifiers on OOD datasets by separating mis-classified samples.

problem Calibrating DNN classifiers on out-of-distribution datasets is challenging.
method CCAC introduces an auxiliary class to map DNN output to calibrated confidence, separating mis-classified from correctly classified samples.
result CCAC consistently outperforms prior methods on various DNN models, datasets, and applications.

Improved DNN calibration without sacrificing accuracy.

problem Poor calibration of over-parametrized DNNs in safety-critical applications.
method Decoupling feature extraction and classification layers, and applying Gaussian priors.
result Significant improvement in model calibration with minimal training cost.

Proposes an accuracy-preserving calibration method for DNNs.

problem Calibration of deep neural networks (DNNs) to measure prediction reliability.
method Uses Concrete distribution on the probability simplex to calibrate DNNs without accuracy loss.
result The proposed method outperforms previous methods in accuracy-preserving calibration tasks.

DBLE improves confidence calibration of DNNs by learning distances in representation space.

problem Poor confidence calibration of deep neural networks (DNNs).
method DBLE trains a confidence model jointly with the classification model, using distances in the representation space.
result DBLE outperforms alternative single-model confidence calibration approaches and ensemble methods.

In this paper we study the probabilistic properties of the posteriors in a speech recognition system that uses a deep neural network (DNN) for acoustic modeling. We do this by reducing Kaldi's DNN shared pdf-id posteriors to phone likelihoods, and using test set forced alignments to evaluate these using a calibration s…

2016-06-14abs ↗pdf ↗

KCal calibrates deep networks by embedding logits in a metric space.

problem Overconfident predictions from DNNs, especially in high-risk applications.
method KCal learns a metric space on the penultimate-layer latent embedding and generates predictions using kernel density estimates.
result KCal provides a provable full calibration guarantee and consistently outperforms baselines.

New framework calibrates computer models using deep learning and quantile regression.

problem Uncertainty in computer model input parameters due to high-dimensional time series data.
method Deep neural network with long-short term memory layers for inverse modeling, quantile regression for interval predictions.
result Accurate point and interval estimates for input parameters in WRF-hydro model.

Deep neural network (DNN) regression models are widely used in applications requiring state-of-the-art predictive accuracy. However, until recently there has been little work on accurate uncertainty quantification for predictions from such models. We add to this literature by outlining an approach to constructing predi…

2019-08-26abs ↗pdf ↗

Annealing Double-Head calibrates deep neural networks during training.

problem Overestimation or underestimation of predictive confidence in deep neural networks.
method An additional calibration head and Annealing technique to dynamically scale logits.
result State-of-the-art model calibration performance achieved without post-processing.

Paper proposes a method to predict deep neural network confidences with guarantees.

problem Quantifying uncertainty in deep neural networks for safety-critical applications.
method Uses Clopper-Pearson confidence intervals and histogram binning for calibrated prediction.
result Demonstrates the effectiveness of predicted confidences in improving DNN performance and safety.

Post-processes deep networks with StoNet to quantify uncertainty.

problem Uncertainty quantification in predictions from large-scale deep neural networks.
method Feeds DNN output into StoNet, trains StoNet with sparse penalty, constructs prediction intervals.
result Proposed approach constructs honest confidence intervals with shorter lengths and better calibration.

A novel approach models rating transitions using Lie groups and Deep Learning.

problem Modeling rating transitions with geometric properties and stochastic processes.
method Introducing Itô-SDEs on Lie groups, using TimeGAN for calibration, and examining rating matrix properties.
result The geometric approach using Lie groups and Deep Learning generates a good fit for rating transitions.

Develops a novel SABR DNN for accurate volatility surface calibration.

problem Inaccurate SABR model approximation for high volatility, long maturities, and out-of-the-money options.
method A specialized Artificial Deep Neural Network (DNN) architecture trained on a large dataset of interest rate volatility surfaces.
result Arbitrage-free calibration of real market volatility surfaces and Cap/Floor prices for any maturity and strike.

A new method quantifies deep neural network uncertainty by mixing OVA and AVA classifiers.

problem Uncertainty quantification in deep neural networks, especially for out-of-distribution data.
method Mixing predictions from OVA and AVA classifiers to improve uncertainty quantification.
result Achieves state-of-the-art performance in quantifying out-of-distribution data.

Deep neural networks provide meaningful uncertainty estimates for large-scale simulations.

problem Uncertainty estimates for deep neural network predictions from large-scale simulations.
method General variational inference approach to calibrate Bayesian uncertainties.
result Calibrated Bayesian uncertainties preserved physics-correlations in predicted quantities.

Develops a calibration prediction interval for non-parametric regression and neural networks.

problem Lack of accurate conditional prediction in regression settings.
method Calibration Prediction Interval (cPI) using Deep Neural Networks (DNN) or kernel methods.
result Asymptotically valid coverage rate and high probability of coverage rate with large sample sizes.

A post-hoc framework improves model performance by calibrating different feature spaces.

problem Improving AUC performance on binary classification tasks for overconfident models.
method Identifies heterogeneous partitions of the feature space and applies post-hoc calibration techniques to each partition.
result Theoretical optimality of the framework for any model, demonstrated on deep neural networks.

This study compares two methods for uncertainty estimation in CNNs, finding Conformal Prediction more reliable.

problem CNNs often overestimate uncertainty, leading to unreliable predictions.
method Bayesian approximation via Monte Carlo Dropout and Conformal Prediction.
result Conformal Prediction produces more reliable uncertainty estimates than Monte Carlo Dropout.

SNGP improves DNNs' uncertainty estimation with minimal changes.

problem Uncertainty estimation in deep learning models for real-time applications.
method Formalizing uncertainty as a minimax problem, SNGP adds weight normalization and replaces the output layer with a Gaussian process.
result SNGP outperforms other single-model approaches in uncertainty estimation across vision and language tasks.

Deep neural networks can accurately approximate option prices in stochastic volatility models.

problem Approximating option prices in complex stochastic volatility models.
method Use deep neural networks to approximate option prices for a general class of stochastic volatility models.
result Deep neural networks can approximate option prices up to small error ε with sub-polynomial network size growth.

Deep neural networks (DNNs) have emerged as key enablers of machine learning. Applying larger DNNs to more diverse applications is an important challenge. The computations performed during DNN training and inference are dominated by operations on the weight matrices describing the DNN. As DNNs incorporate more layers a…

2018-07-06abs ↗pdf ↗

Sparse DNNs face scalability issues; MIT/IEEE/Amazon challenge analyzes best solutions.

problem Scalability issues in Sparse Deep Neural Networks (DNNs).
method Mathematically defined DNN inference computation, community submissions from various fields.
result Sparse DNN execution time, TmDNNT_{ m DNN}, is strongly dependent on the number of operations, NmopN_{ m op}.

Deep Neural Network (DNN) acoustic models have yielded many state-of-the-art results in Automatic Speech Recognition (ASR) tasks. More recently, Recurrent Neural Network (RNN) models have been shown to outperform DNNs counterparts. However, state-of-the-art DNN and RNN models tend to be impractical to deploy on embedde…

2015-04-07abs ↗pdf ↗

This paper explains robust overfitting in wide DNNs using adversarial training and NTK theory.

problem Robust overfitting in adversarially trained wide DNNs.
method Theoretical analysis using neural tangent kernel (NTK) theory and adversarial training dynamics.
result Adversarial training can lead to robust overfitting in wide DNNs, which can be mitigated by the proposed Adv-NTK method.

DNN pruning reduces memory footprint and computational work of DNN-based solutions to improve performance and energy-efficiency. An effective pruning scheme should be able to systematically remove connections and/or neurons that are unnecessary or redundant, reducing the DNN size without any loss in accuracy. In this p…

2019-06-06abs ↗pdf ↗

We present a novel deep Recurrent Neural Network (RNN) model for acoustic modelling in Automatic Speech Recognition (ASR). We term our contribution as a TC-DNN-BLSTM-DNN model, the model combines a Deep Neural Network (DNN) with Time Convolution (TC), followed by a Bidirectional Long Short-Term Memory (BLSTM), and a fi…

2015-04-07abs ↗pdf ↗

Deep neural networks (DNNs) are now a central component of nearly all state-of-the-art speech recognition systems. Building neural network acoustic models requires several design decisions including network architecture, size, and training loss function. This paper offers an empirical investigation on which aspects of …

2014-06-30abs ↗pdf ↗

DNNs improve accuracy by using more evidence from images.

problem Understanding why DNNs generalize well and improving model selection metrics.
method Minimal sufficient views (MSVs) to identify key evidence regions in images.
result DNNs with more evidence regions in images have higher generalization performance.