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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.

168,657 papers · 148 categories

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151303454605 · Jun 202019922001200920172026
48 results for Deep Ensembles

Bayesian deep ensembles improve prediction accuracy in various settings.

problem Improving prediction accuracy of deep ensembles in out-of-distribution settings.
method Introducing a randomised, untrainable function to each ensemble member, enabling a posterior predictive distribution interpretation.
result Bayesian deep ensembles make more conservative predictions and outperform standard ensembles in various tasks.

Paper proposes ECOC for deep neural network ensembles to improve performance.

problem Designing an ensemble of deep networks is time-consuming and often not beneficial.
method ECOC framework applied to deep networks, with design strategies to balance accuracy and complexity.
result Proposed combinatory technique achieves highest classification performance.

Jointly tuning ensemble models improves performance and uncertainty calibration.

problem Improving both predictive performance and uncertainty calibration in deep ensembles.
method Investigated the impact of jointly tuning weight decay, temperature scaling, and early stopping.
result Jointly tuning ensemble models generally matches or improves performance, with significant variation across tasks.

Researchers improve deep ensemble forecast aggregation methods.

problem Aggregating forecast distributions from deep ensembles for better predictive performance.
method Comprehensive analysis of twelve benchmark data sets, comparing probability- and quantile-based aggregation methods for three neural network-based approaches.
result A general quantile aggregation framework for deep ensembles improves predictive performance in various settings.

Unified theory linking Bayesian and ensemble methods in deep learning.

problem Uncertainty quantification in deep learning.
method Reformulating optimisation as convex optimisation in probability measures, studying Wasserstein gradient flows.
result Unified theory explaining success of deep ensembles over variational inference.

Repulsive deep ensembles improve diversity and Bayesian inference.

problem Challenges in maintaining diversity among ensemble members trained independently.
method Introducing a repulsive term in the update rule of deep ensembles.
result Training dynamics of repulsive ensembles follow a Wasserstein gradient flow of KL divergence with the true posterior.

In this paper, we propose to provide a general ensemble learning framework based on deep learning models. Given a group of unit models, the proposed deep ensemble learning framework will effectively combine their learning results via a multilayered ensemble model. In the case when the unit model mathematical mappings a…

2018-05-19abs ↗pdf ↗

Auto-Ensemble automates deep learning model ensembling with adaptive learning rate scheduling.

problem Difficulty in collecting diverse and accurate deep learning models through single training.
method Auto-Ensemble collects model checkpoints and uses adaptive learning rate scheduling to ensemble them.
result Ensembled models converge to various local optima, improving performance on few-shot learning.

Single neural networks can match deep ensembles' benefits without the complexity.

problem The effectiveness and necessity of deep ensembles in neural network models.
method Demonstrated limitations of ensemble diversity and OOD performance in deep ensembles compared to a single larger model.
result A single neural network can replicate deep ensembles' benefits in uncertainty quantification and robustness.

Deep ensembles effectively capture epistemic uncertainty through training stochasticity, providing a frequentist perspective.

problem Understanding and quantifying epistemic uncertainty in machine learning models.
method Bootstrap-based estimator and decomposition of deep ensembles into data variability and training stochasticity.
result Deep ensembles primarily capture training stochasticity, explaining their effectiveness in quantifying epistemic uncertainty.

Deep RL ensemble strategy outperforms individual algorithms in stock trading.

problem Designing profitable stock trading strategies in a complex market.
method Ensemble of three deep reinforcement learning algorithms (PPO, A2C, DDPG) for stock trading.
result Deep ensemble strategy outperforms individual algorithms and traditional min-variance portfolio.

Efficiently builds diverse sub-model ensembles for robust self-supervised learning.

problem Challenges in diversity and efficiency of deep ensembles for self-supervised representation learning.
method Ensemble of independent sub-networks with a new loss function for diversity.
result Significantly improves prediction reliability and model calibration.

Study on ensemble, distillation, and self-distillation in deep learning models.

problem Improving test accuracy in deep learning models using ensemble and distillation methods.
method Formal study of ensemble and distillation, considering multi-view data structure.
result Proven that ensemble and distillation can improve test accuracy in deep learning models, and the superior performance can be distilled into a single model.

This work investigates power laws in deep neural network ensembles and predicts their performance.

problem Understanding the performance of deep neural network ensembles and their optimal structure.
method Investigated the behavior of negative log-likelihood (CNLL) of a deep ensemble as a function of ensemble size and member network size, identifying power law dependencies.
result One large network may perform worse than an ensemble of several medium-size networks, known as a memory split.

Deep ensembles outperform deep ensembles of Bayesian neural networks on in-distribution data.

problem Improving model calibration and uncertainty quantification in Bayesian Neural Networks.
method Systematic investigation of deep ensembles of Bayesian Neural Networks across various datasets and architectures.
result Deep ensembles consistently outperform deep ensembles of Bayesian neural networks on in-distribution data.

High-capacity neural network ensembles often benefit more from high-capacity models than from increased diversity.

problem The performance of high-capacity neural network ensembles is often harmed by interventions that promote predictive diversity.
method A large-scale study of nearly 600 neural network classification ensembles, examining various interventions and architectures.
result Discouraging predictive diversity can be benign in large-network ensembles, and higher-capacity models often yield better performance than diverse architectures.

Method detects neural network equivalence via matrix ensembles and spectral analysis.

problem Detecting equivalence among different deep learning architectures.
method Generating Mixed Matrix Ensembles (MMEs) and matching to conjugate circular ensembles.
result Empirical evidence shows vanishing differences in spectral densities with long tail decay rates.

New method creates diverse neural ensembles for better uncertainty estimation and robustness.

problem Creating more robust neural networks for uncertainty estimation and dataset shift.
method Automatically constructing ensembles with varying architectures.
result Ensembles with varying architectures outperform deep ensembles in accuracy, uncertainty calibration, and robustness.

An ensemble method enhances cryptocurrency trading strategies using deep reinforcement learning.

problem Improving generalization performance in stochastic cryptocurrency trading environments.
method Model selection and mixture distribution policy to ensemble deep reinforcement learning models.
result Improved out-of-sample performance compared to benchmarks.

Deep ensembles have been empirically shown to be a promising approach for improving accuracy, uncertainty and out-of-distribution robustness of deep learning models. While deep ensembles were theoretically motivated by the bootstrap, non-bootstrap ensembles trained with just random initialization also perform well in p…

2019-12-05abs ↗pdf ↗

New hyperparameter ensembles boost neural network performance and uncertainty.

problem Improving neural network robustness and uncertainty quantification.
method Designing ensembles over both weights and hyperparameters, stratified across random initializations.
result Hyper-deep and hyper-batch ensembles outperform deep and batch ensembles on various architectures.

Deep neural networks have revolutionized many fields such as computer vision and natural language processing. Inspired by this recent success, deep learning started to show promising results for Time Series Classification (TSC). However, neural networks are still behind the state-of-the-art TSC algorithms, that are cur…

2019-03-15abs ↗pdf ↗

GNCL algorithm controls diversity in deep ensembles.

problem Managing bias and variance in deep ensembles.
method Generalized bias-variance decomposition for arbitrary loss functions, leading to GNCL algorithm.
result Explicit control over ensemble diversity and smooth interpolation between independent and joint training.

SharpBalance improves deep ensemble performance by balancing sharpness and diversity.

problem Improving deep ensemble performance in both in-distribution and out-of-distribution scenarios.
method Introducing SharpBalance, a novel training approach that balances sharpness and diversity within ensembles.
result SharpBalance effectively improves the sharpness-diversity trade-off and ensemble performance in ID and OOD scenarios.

This paper examines how to calibrate ensemble members for better prediction accuracy.

problem Improper calibration of deep neural networks leads to unreliable probability estimates.
method Theoretical analysis and empirical evaluation on CIFAR-100 dataset.
result Well-calibrated ensemble members do not guarantee a well-calibrated ensemble prediction, but a well-calibrated ensemble prediction cannot exceed the average performance of its members.

Ensemble learning use multiple algorithms to obtain better predictive performance than any single one of its constituent algorithms could. With growing popularity of deep learning, researchers have started to ensemble them for various purposes. Few if any, however, has used the deep learning approach as a means to ense…

2019-05-30abs ↗pdf ↗

Paper introduces WWAggr for ensemble CPD, improving accuracy and decision threshold selection.

problem Challenges in detecting abrupt distribution shifts in high-dimensional data streams.
method Introduces WWAggr, a novel task-specific ensemble aggregation method based on Wasserstein distance.
result Demonstrates WWAggr outperforms standard aggregation techniques and decision threshold selection.

A new stopping rule based on E-values helps efficiently use sampling in Bayesian Deep Ensembles.

problem How long should sampling continue in Bayesian Deep Ensembles to yield significant improvements?
method Formulated as a sequential anytime-valid hypothesis test, using E-values to decide when to stop sampling.
result Only a fraction of the full-chain budget is often required for significant improvements.

Improved neural network ensembles using Stein Variational Newton updates.

problem Lack of efficient second-order information in current ensemble methods.
method Proposes a novel approximate Bayesian inference method integrating Stein Variational Newton updates with scalable Hessian approximations.
result Significantly faster convergence and more accurate posterior distribution approximations.

This paper improves deep learning model consistency through ensemble methods.

problem Consistency and correct-consistency issues in deep learning models.
method Formal definition of consistency and correct-consistency, proving ensemble improvement, proposing dynamic snapshot ensemble method.
result Ensemble methods can improve correct-consistency of deep learning models.

Efficient neural network ensembles improve image classification reliability and uncertainty quantification.

problem Uncertainty in neural network predictions for industrial image classification.
method Investigated efficient neural network ensembles (snapshot, batch, multi-input multi-output) for image classification reliability and uncertainty quantification.
result Batch ensemble is a cost-effective and competitive alternative to deep ensembles, offering savings in training and test time.

DASH improves ensemble generalizability by encouraging diverse, flat loss landscapes.

problem Improving generalization and robustness of deep ensembles.
method DASH promotes diversity and flatness in deep ensembles by encouraging base learners to move towards low-loss regions of minimal sharpness.
result DASH improves ensemble generalizability, as demonstrated by extensive empirical evidence.