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.
We study approximations of non-Gaussian stationary processes having long range correlations with microcanonical models. These models are conditioned by the empirical value of an energy vector, evaluated on a single realization. Asymptotic properties of maximum entropy microcanonical and macrocanonical processes and the…
A principled approach to characterize the hidden structure of networks is to formulate generative models, and then infer their parameters from data. When the desired structure is composed of modules or "communities", a suitable choice for this task is the stochastic block model (SBM), where nodes are divided into group…
Wavelet scattering spectra model non-Gaussian time-series, proving scale invariance for self-similar processes.
problem Modeling non-Gaussian time-series with stationary increments.
method Complex wavelet transform for scale variations, joint correlation matrix for scale dependencies, second wavelet transform for diagonalization, maximum entropy models conditioned by scattering spectra coefficients.
result Scattering spectra of self-similar processes are scale invariant, allowing statistical testing and generation of new time-series.
Ensemble learning is a methodology that integrates multiple DNN learners for improving prediction performance of individual learners. Diversity is greater when the errors of the ensemble prediction is more uniformly distributed. Greater diversity is highly correlated with the increase in ensemble accuracy. Another attr…
Overparameterized ensembles don't offer generalization benefits over single large models.
problem Theoretical limitations of ensembles in overparameterized settings.
method Using ensembles of random feature (RF) regressors, the paper clarifies how modern ensembles differ from underparameterized counterparts.
result Infinite ensembles of overparameterized RF regressors become pointwise equivalent to single infinite-width RF regressors, and finite width ensembles converge to single models with the same parameter budget.
Heterogeneous ensembles built from the predictions of a wide variety and large number of diverse base predictors represent a potent approach to building predictive models for problems where the ideal base/individual predictor may not be obvious. Ensemble selection is an especially promising approach here, not only for …
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.
We propose and evaluate alternative ensemble schemes for a new instance based learning classifier, the Randomised Sphere Cover (RSC) classifier. RSC fuses instances into spheres, then bases classification on distance to spheres rather than distance to instances. The randomised nature of RSC makes it ideal for use in en…
Ensembles of deep neural networks significantly improve generalization accuracy. However, training neural network ensembles requires a large amount of computational resources and time. State-of-the-art approaches either train all networks from scratch leading to prohibitive training cost that allows only very small ens…
Ensembles of models often yield improvements in system performance. These ensemble approaches have also been empirically shown to yield robust measures of uncertainty, and are capable of distinguishing between different \emph{forms} of uncertainty. However, ensembles come at a computational and memory cost which may be…
Ensemble models refer to methods that combine a typically large number of classifiers into a compound prediction. The output of an ensemble method is the result of fitting a base-learning algorithm to a given data set, and obtaining diverse answers by reweighting the observations or by resampling them using a given pro…