In this paper, we propose novel strategies for neutral vector variable decorrelation. Two fundamental invertible transformations, namely serial nonlinear transformation and parallel nonlinear transformation, are proposed to carry out the decorrelation. For a neutral vector variable, which is not multivariate Gaussian d…
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48 results for “Decorrelation”
Improves causal graph learning on dependent binary data.
problem Challenges in learning causal graphical models from dependent binary data.
method Decorrelation-based approach using latent utility model and EM-like algorithm.
result Significant improvement in accuracy of causal graph learning.
This work explores how feature decorrelation improves self-supervised learning.
problem Complete and dimensional collapse issues in self-supervised learning.
method Study of a concise framework and connection to feature decorrelation.
result Feature decorrelation improves self-supervised learning.
Decorrelating features from deep neural networks improves reinforcement learning performance.
problem Learning effective representations for high-dimensional data in reinforcement learning.
method Adding a regularized loss that penalizes correlation in latent features learned by DRL algorithms.
result Our decorrelation method significantly boosts reinforcement learning performance, achieving 40% better results than DQN on 49 Atari games.
Optimizes signal detection in particle physics by decorrelating classifiers.
problem Systematic errors in background models can mislead signal detection.
method Use optimal transport to decorrelate classifiers from protected variables, then apply semiparametric mixture model.
result Decorrelation and signal enrichment improve the stability, robustness, and power of signal detection tests.
A new distributed algorithm for fitting sparse additive models with feature division and decorrelation.
problem Fitting high-dimensional sparse additive models efficiently and accurately.
method Divide, decorrelate, and conquer approach.
result Effective and efficient recovery of sparsity patterns and statistical inference for each component.
PFDL improves deep learning models' OOD generalization by decorrelating feature embeddings.
problem Out-of-distribution generalization in deep learning models.
method PFDL algorithm that optimizes feature decomposition network and image classification model.
result PFDL improves the accuracy of image classification models on OOD datasets.
Proposes a method to improve Lasso stability via variable decorrelation.
problem Stability of Lasso in high-dimensional settings with correlated variables.
method Variable decorrelation before applying the Lasso.
result Improves stability of variable selection regardless of predictor correlation.
New theory shows how multi-head attention reduces variance and decorrelates outputs.
problem Understanding and optimizing multi-head attention in neural networks.
method Developed a statistical theory linking multi-head attention to ensemble Nadaraya-Watson estimators.
result MHA variance reduction depends on head decorrelation, not just head count.
Improves prediction stability with model misspecification and distribution shift.
problem Inaccurate parameter estimation and instability of prediction in real-world applications.
method Proposes Decorrelated Weighting Regression (DWR) algorithm to optimize weights for samples and variables.
result Significantly improves accuracy of parameter estimation and prediction stability.
Novel method decorrelates batches of triplets for active metric learning.
problem Correlation among triplets degrades active learning performance.
method Proposes a novel method to decorrelate batches of triplets, balancing informativeness and diversity.
result Method outperforms state-of-the-art in active metric learning.
We describe a strategy for constructing a neural network jet substructure tagger which powerfully discriminates boosted decay signals while remaining largely uncorrelated with the jet mass. This reduces the impact of systematic uncertainties in background modeling while enhancing signal purity, resulting in improved di…
Paper develops an online regularization framework for RL to decorrelate features.
problem Learning good representations in reinforcement learning.
method Online regularization framework using Gramian of features.
result Significant improvement in sample efficiency on Atari 2600 games.
SGD reduces test error by decorrelating updates.
problem Improving generalization error in machine learning models.
method Derive a formula for generalization gap change due to SGD updates, compare to GD, and show decorrelation effect.
result SGD implicitly regularizes generalization error by decorrelating updates.
A new algorithm removes unexpected correlations in biased data for better clustering.
problem Clustering with selection bias in data.
method Decorrelation regularized K-Means (DCKM) algorithm.
result DCKM achieves significant performance gains on real-world datasets.
Paper proposes methods to improve graph domain adaptation by decorrelating node features.
problem Challenges in transferring knowledge from one graph to another.
method Proposes decorrelating node features using GCN and graph transformer layers.
result Significant performance enhancements and clear visualizations of learned representations.
Unified framework for information-theoretic bounds on learning algorithms.
problem Deriving generalization bounds for learning algorithms.
method Probabilistic decorrelation lemma, symmetrization, couplings, chaining, Young's inequality.
result New upper bounds on generalization error in expectation and high probability.
New framework explains how deep networks reduce complexity and maintain weak correlations.
problem Understanding the interpretability of deep neural networks.
method Mean-field framework to analyze deterministic and generative deep networks.
result Deep computation reduces dimensionality while keeping weak neuron correlations.
This work proposes a model to disentangle image factors effectively and control their manipulation.
problem Controlling disentanglement during image editing while preserving object identity.
method Encoder-decoder architecture with decorrelation regularization and soft target representations.
result The model successfully disentangles image factors and manipulates them effectively.
We introduce the blind subspace deconvolution (BSSD) problem, which is the extension of both the blind source deconvolution (BSD) and the independent subspace analysis (ISA) tasks. We examine the case of the undercomplete BSSD (uBSSD). Applying temporal concatenation we reduce this problem to ISA. The associated `high …
VAE improves anomaly detection for jet tagging at the LHC.
problem Anomaly detection in jet tagging at the LHC.
method Variational Autoencoder (VAE) trained on background QCD jets, with latent space learning for anomaly detection.
result Outlier Exposed VAE (OE-VAE) achieves excellent results in both sensitivity and decorrelation of jet mass.
Develops method to correct bias in adaptive linear models.
problem Bias in adaptive linear models persists even in infinite data limit.
method W-decorrelation method using coarse-grained data collection policy information.
result Demonstrates empirical benefits in multi-armed bandit and autoregressive time series settings.
This paper proposes a decorrelation-based approach to test hypotheses and construct confidence intervals for the low dimensional component of high dimensional proportional hazards models. Motivated by the geometric projection principle, we propose new decorrelated score, Wald and partial likelihood ratio statistics. Wi…
AdaShift solves non-convergence issue of Adam by decorrelating gradient and second-moment terms.
problem Non-convergence of adaptive learning rate methods like Adam.
method AdaShift decorrelates gradient and second-moment terms by temporal shifting.
result AdaShift solves non-convergence problem of Adam and maintains competitive performance.
A Notion of Feature Importance by Decorrelation and Detection of Trends by Random Forest Regressionstat.ML
Introduces a new feature importance measure using Gram-Schmidt decorrelation.
problem Determining feature influence strength and nature in datasets.
method Gram-Schmidt decorrelation and random forest regression.
result Empirical comparison of new estimators with established methods.
FreST Loss decorrelates spatio-temporal dependencies in graph signals.
problem Complex spatio-temporal dependencies in graph-structured signals are not well captured by standard forecasting models.
method FreST Loss extends supervision to the joint spatio-temporal spectrum using Joint Fourier Transform (JFT).
result FreST Loss reduces estimation bias and improves forecasting accuracy on real-world datasets.
Novel method decorrelates neurons for better deep learning model generalization.
problem High correlations between neurons limit deep learning model generalization.
method Regularization terms from minimum spanning tree of neuron cliques, using correlation dissimilarities.
result Our regularizers outperform existing methods and minimize neuron redundancies.
Model for commodity forward prices with stochastic volatility and decorrelation.
problem Capturing dynamics of commodity forward prices and volatility.
method Two-factor model with stochastic volatility and decorrelation, numerical and Monte Carlo methods.
result Efficient pricing of various derivative payoffs.
Flipout decorrelates mini-batch weights for more variance reduction.
problem Limited variance reduction in mini-batches due to shared weight perturbations.
method Implicitly samples pseudo-independent weight perturbations for each example.
result Achieves ideal linear variance reduction for various network types.
Two methods use simulation to improve anomaly detection in particle physics.
problem Artificial bumps in invariant mass spectra from machine learning classifiers.
method Simulation-assisted decorrelation techniques.
result Both methods are robust to correlations in the data and improve anomaly detection.
Proposes SVI for covariate-shift generalization with sparse variable independence.
problem Covariate-shift generalization with limited data and unstable variables.
method Introduces sparsity constraint and combines reweighting and selection in an iterative way.
result Improves covariate-shift generalization performance on synthetic and real-world datasets.
CW normalizes and decorrelates neural network layers for better concept understanding.
problem Challenges in understanding neural network hidden layers.
method Introducing concept whitening (CW) to alter neural network layers.
result CW provides clearer understanding of how networks learn concepts over layers.
This study shows how social insects and machine learning methods share a common mathematical framework.
problem Understanding how decentralized systems achieve optimal decision-making.
method Developed a rigorous mathematical framework to show isomorphism between ant colonies and ensemble machine learning.
result Demonstrated that ant colony decision-making and random forest learning implement identical variance reduction strategies through decorrelation of identical units.
Fitting statistical models is computationally challenging when the sample size or the dimension of the dataset is huge. An attractive approach for down-scaling the problem size is to first partition the dataset into subsets and then fit using distributed algorithms. The dataset can be partitioned either horizontally (i…
A General Theory of Hypothesis Tests and Confidence Regions for Sparse High Dimensional Modelsstat.ML
We consider the problem of uncertainty assessment for low dimensional components in high dimensional models. Specifically, we propose a decorrelated score function to handle the impact of high dimensional nuisance parameters. We consider both hypothesis tests and confidence regions for generic penalized M-estimators. U…
Sparse codes improve optimal control tasks with correlated inputs.
problem Optimal control tasks with correlated feature inputs.
method Used a sparse code to represent natural images in an optimal control task solved with neuro-dynamic programming.
result An over-complete sparse code increases memory capacity and learning speed beyond a complete code.
Simplified non-contrastive learning avoids representation collapse.
problem Training failure modes in self-supervised learning.
method Hyperdimensional computing and inductive bias.
result The approach avoids representation collapses.
Generalizes PCA and ICA for continuous-time signals using neural networks.
problem Low-rank decomposition of continuous-time vector-valued signals.
method Implicit neural network framework to learn numerical approximations of PCA and ICA.
result Unified approach to PCA and ICA in continuous domain, enforcing decorrelation and independence.
DBN whitens activations instead of just scaling them, improving deep model training.
problem Training deep models efficiently and accurately.
method Decorrelated Batch Normalization (DBN) whitens activations using PCA or ZCA, addressing stochastic axis swapping.
result DBN improves deep model performance on various datasets.
Machine learning models predict EUR/USD currency direction with 58.52% accuracy.
problem Predicting the directional movement of EUR/USD in the Foreign Exchange market.
method Comparative analysis of machine learning models, including decorrelated and non-decorrelated feature sets, and meta-estimators.
result 58.52% accuracy for one-day ahead forecasts.
The paper develops methods for high-dimensional inference in Markov random fields.
problem Statistical inference for high-dimensional Markov random fields.
method Markov Chain Monte Carlo Maximum Likelihood Estimation (MCMC-MLE) with Elastic-net regularization.
result The proposed methods achieve -consistency and false discovery rate control.
Hedging Extreme Co-Movementscond-mat.stat-mech
Based on a recent theorem due to the authors, it is shown how the extreme tail dependence between an asset and a factor or index or between two assets can be easily calibrated. Portfolios constructed with stocks with minimal tail dependence with the market exhibit a remarkable degree of decorrelation with the market at…
Losaw improves FI scores by decorrelating features in ML models.
problem Feature correlation distorts feature importance scores in ML models.
method Losaw uses local sample weighting to decorrelate features.
result Losaw consistently improves feature importance scores and prediction accuracy.
New framework improves multivariate time series forecasting by minimizing redundant information.
problem Improving multivariate time series forecasting with deep learning techniques.
method Cross-variable Decorrelation Aware feature Modeling (CDAM) and Temporal correlation Aware Modeling (TAM) to refine Channel-mixing and exploit temporal correlations.
result Significantly surpasses existing models in comprehensive tests.
Proposes a method for inference in high-dimensional classification with non-differentiable surrogate losses.
problem Lack of inference procedures for identifying driving factors in high-dimensional classification with non-differentiable surrogate losses.
method Kernel-smoothed decorrelated score and cross-fitted version for hypothesis tests and interval estimators.
result Valid and superior inference methods for high-dimensional classification with non-differentiable surrogate losses.
The paper introduces a method to decorrelate circular coordinates using lattice reduction.
problem Geometric correlation between circle-valued maps when multiple cohomology classes are used.
method Systematic procedure using the Lenstra--Lenstra--Lovász algorithm for constructing low energy torus-valued maps.
result A method to obtain less correlated maps from cohomology classes using integer linear combinations.
Scaling Limits of Bivariate Nearly-Unstable Hawkes Processes and Applications to Rough Volatilitymath.PR
Study of coupled Hawkes processes with rough-volatility limits.
problem Understanding coupled Hawkes processes with rough-volatility limits.
method Proving weak convergence of rescaled intensity vector to stochastic Volterra equations.
result Limiting components exhibit different degrees of roughness and cross-decorrelation law.
A new algorithm reduces data dimensionality and decorrelation in a distributed setting.
problem Distributed PCA for decorrelated features in big data.
method Feedforward neural network-based one time-scale algorithm for estimating eigenvectors of distributed data covariance matrix.
result DSA converges linearly to the true solution.