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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.

169,051 papers · 148 categories

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137274411548 · Jun 202019922001200920172026
48 results for DropOut Sampling

Dropout has been witnessed with great success in training deep neural networks by independently zeroing out the outputs of neurons at random. It has also received a surge of interest for shallow learning, e.g., logistic regression. However, the independent sampling for dropout could be suboptimal for the sake of conver…

2016-02-06abs ↗pdf ↗

Develops a multilevel Monte Carlo framework with dropout for efficient uncertainty quantification.

problem Efficiently quantify uncertainty in complex models using dropout.
method Integrates multilevel Monte Carlo with Monte Carlo dropout, creating coupled estimators to reduce variance.
result Demonstrates significant variance reduction and efficiency gains over single-level Monte Carlo dropout.

Continuum Dropout improves neural differential equations by preventing overfitting.

problem Overfitting in Neural Differential Equations (NDEs).
method Introduces Continuum Dropout, a regularization technique based on alternating renewal processes.
result Continuum Dropout outperforms existing methods in various tasks, improving generalization and uncertainty quantification.

Dropout is typically interpreted as bagging a large number of models sharing parameters. We show that using dropout in a network can also be interpreted as a kind of data augmentation in the input space without domain knowledge. We present an approach to projecting the dropout noise within a network back into the input…

2015-06-29abs ↗pdf ↗

Neuron-specific dropout reduces overfitting and data needs for neural networks.

problem Overfitting and insufficient training data for deep neural networks.
method Compares training and validation passes of a layer, drops targeted neurons based on feature analysis.
result Achieves similar or better testing accuracy with less data, reducing overfitting.

Improved uncertainty estimation through diverse sampling in neural networks.

problem Enhancing uncertainty estimation for machine learning models.
method Data-driven correlations and determinantal point processes-based sampling for dropout layers.
result State-of-the-art results in uncertainty estimation for regression and classification tasks.

Structured dropout improves confidence calibration in convolutional neural networks.

problem Poor confidence calibration in convolutional neural networks using dropout.
method Structured dropout to promote model diversity and improve calibration.
result Structured dropout reduces calibration error compared to naive dropout.

Regularization is an important component of predictive model building. The hybrid bootstrap is a regularization technique that functions similarly to dropout except that features are resampled from other training points rather than replaced with zeros. We show that the hybrid bootstrap offers superior performance to dr…

2018-01-22abs ↗pdf ↗

The paper analyzes SGD with dropout regularization in linear models, proving asymptotic properties and providing inference tools.

problem Analyzing the behavior of SGD with dropout regularization in linear models.
method Establishing geometric-moment contraction (GMC) and proving quenched central limit theorems (CLT).
result The existence of a unique stationary distribution and asymptotic normality results for SGD with dropout.

Privileged Information Dropout improves RL performance without distillation.

problem Improving sample efficiency and performance in reinforcement learning.
method Introducing Privileged Information Dropout to directly incorporate privileged information into RL agent inputs.
result Privileged Information Dropout outperforms distillation and auxiliary tasks in a partially-observed environment.

We show that dropout training is best understood as performing MAP estimation concurrently for a family of conditional models whose objectives are themselves lower bounded by the original dropout objective. This discovery allows us to pick any model from this family after training, which leads to a substantial improvem…

2018-05-23abs ↗pdf ↗

The paper addresses intervention effects in longitudinal studies with dropout and many timepoints.

problem Handling dropout and positivity violations in longitudinal studies with many timepoints.
method Generalizes effects of incremental interventions, accommodating multiple outcomes and dropout, and derives nonparametric efficiency bounds and efficient estimators.
result Incremental intervention effects yield near-exponential gains in statistical precision compared to deterministic effects in a setting with many timepoints.

We propose to incorporate adversarial dropout in generative multi-adversarial networks, by omitting or dropping out, the feedback of each discriminator in the framework with some probability at the end of each batch. Our approach forces the single generator not to constrain its output to satisfy a single discriminator,…

2018-07-30abs ↗pdf ↗

Detects out-of-distribution samples in deep reinforcement learning using uncertainty estimation.

problem Detecting out-of-distribution samples in deep reinforcement learning.
method Use uncertainty estimation techniques on the agent's value estimating neural network.
result Bootstrap-based approaches tend to produce more reliable epistemic uncertainty estimates.

Variational dropout (VD) is a generalization of Gaussian dropout, which aims at inferring the posterior of network weights based on a log-uniform prior on them to learn these weights as well as dropout rate simultaneously. The log-uniform prior not only interprets the regularization capacity of Gaussian dropout in netw…

2018-11-19abs ↗pdf ↗

Framework uses dropout to efficiently explore Rashomon set for multiplicity estimation.

problem Efficiently measuring and mitigating conflicting model outputs in classification tasks.
method Dropout-based exploration of Rashomon set for multiplicity estimation.
result Framework outperforms baselines in multiplicity metric estimation with significant runtime speedup.

Proposes a curriculum-based dropout discriminator for domain adaptation.

problem Improving domain adaptation using deep learning networks trained on large labeled datasets.
method Introduces a curriculum-based dropout discriminator that gradually increases sample variance and uses reverse gradients to align source and target feature representations.
result The proposed model outperforms state-of-the-art results in domain adaptation tasks.

Study shows HPO improves stock return forecasting models.

problem Improving accuracy of stock return forecasting models.
method Used deep neural networks with hyperparameter optimization (HPO) and regularization techniques.
result Model with technical indicators and dropout regularization outperformed other models by 0.53% in-sample and 1.11% out-of-sample.

A fast method for neural networks that provides uncertainty measures.

problem Inability of neural networks to provide reliable uncertainty measures for new situations.
method Moment propagation (MP) for analytically approximating MC dropout.
result Single-shot MC dropout approximation as fast as NNs with similar uncertainty measures.

Adversarial examples are considered a serious issue for safety critical applications of AI, such as finance, autonomous vehicle control and medicinal applications. Though significant work has resulted in increased robustness of systems to these attacks, systems are still vulnerable to well-crafted attacks. To address t…

2018-12-06abs ↗pdf ↗

Active learning is relevant and challenging for high-dimensional regression models when the annotation of the samples is expensive. Yet most of the existing sampling methods cannot be applied to large-scale problems, consuming too much time for data processing. In this paper, we propose a fast active learning algorithm…

2018-06-26abs ↗pdf ↗

Contextual multi-armed bandit problems arise frequently in important industrial applications. Existing solutions model the context either linearly, which enables uncertainty driven (principled) exploration, or non-linearly, by using epsilon-greedy exploration policies. Here we present a deep learning framework for cont…

2018-07-25abs ↗pdf ↗

Dropout is often used in deep neural networks to prevent over-fitting. Conventionally, dropout training invokes \textit{random drop} of nodes from the hidden layers of a Neural Network. It is our hypothesis that a guided selection of nodes for intelligent dropout can lead to better generalization as compared to the tra…

2018-12-10abs ↗pdf ↗

Continuous dropout mimics brain neuron firing rates to prevent feature detector co-adaptation.

problem Preventing overfitting in deep neural networks.
method Extending binary dropout to continuous dropout, inspired by brain neuron firing rates.
result Continuous dropout improves test performance by preventing feature detector co-adaptation.

New method estimates uncertainty without sampling for neural networks.

problem Estimating epistemic uncertainty in neural networks for safety-critical applications.
method Approximated Variance Propagation without sampling.
result Significantly reduces computational overhead compared to sampling-based methods.

Dropout regularizes against high-order interactions by canceling interaction rates.

problem Overfitting to high-order interactions in neural networks.
method Analyzes Dropout through the lens of interaction effects, showing how it effectively cancels out the probability of surviving interactions of different orders.
result Dropout regularizes against high-order interactions by effectively canceling out the probability of surviving interactions of different orders.

We analyze dropout in deep networks with rectified linear units and the quadratic loss. Our results expose surprising differences between the behavior of dropout and more traditional regularizers like weight decay. For example, on some simple data sets dropout training produces negative weights even though the output i…

2016-02-14abs ↗pdf ↗

Dropout is one of the key techniques to prevent the learning from overfitting. It is explained that dropout works as a kind of modified L2 regularization. Here, we shed light on the dropout from Bayesian standpoint. Bayesian interpretation enables us to optimize the dropout rate, which is beneficial for learning of wei…

2014-12-22abs ↗pdf ↗

Dropout is a simple but effective technique for learning in neural networks and other settings. A sound theoretical understanding of dropout is needed to determine when dropout should be applied and how to use it most effectively. In this paper we continue the exploration of dropout as a regularizer pioneered by Wager,…

2014-12-15abs ↗pdf ↗

Rate-In dynamically adjusts dropout rates during inference to improve uncertainty estimation in neural networks.

problem Static dropout rates lead to suboptimal uncertainty estimates in neural networks.
method Rate-In dynamically adjusts dropout rates using information-theoretic principles.
result Rate-In improves calibration and sharpens uncertainty estimates compared to fixed or heuristic dropout rates.

Dropout introduces both explicit and implicit regularization effects.

problem Understanding the full impact of dropout regularization.
method Disentangled explicit and implicit regularization effects through experiments and analytic simplifications.
result Explicit and implicit regularization effects of dropout are distinct and can be characterized analytically.

Deep learning is the state-of-the-art in fields such as visual object recognition and speech recognition. This learning uses a large number of layers and a huge number of units and connections. Therefore, overfitting is a serious problem with it, and the dropout which is a kind of regularization tool is used. However, …

2017-11-09abs ↗pdf ↗

Dropout has proven to be an effective technique for regularization and preventing the co-adaptation of neurons in deep neural networks (DNN). It randomly drops units with a probability pp during the training stage of DNN. Dropout also provides a way of approximately combining exponentially many different neural networ…

2018-08-29abs ↗pdf ↗