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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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133265398530 · Jun 202019922001200920172026
48 results for Randomized weighted majority

Novel analysis improves weighted majority vote in multiclass classification.

problem Improving the performance of weighted majority vote in multiclass classification.
method Analyzes expected risk of weighted majority vote, considering prediction correlations and provides a bound for efficient minimization.
result Minimization of the new bound typically does not degrade the test error of the ensemble.

The study examines Fisher information matrices and neural tangent kernels for simple ReLU networks with random weights.

problem Understanding the relationship between Fisher information matrices and neural tangent kernels for 2-layer ReLU networks.
method Analyzes Fisher information matrices and neural tangent kernels for 2-layer ReLU networks with random hidden weights, focusing on spectral decomposition and eigenfunctions.
result Obtained an approximation formula for functions represented by 2-layer neural networks.

New algorithms bound graph structure sampling and learning high-dimensional graphical models.

problem Learning high-dimensional graphical models and efficient graph structure sampling.
method Online learning framework with exponentially weighted average (EWA) or randomized weighted majority (RWM) forecasters using log loss function.
result New sample complexity bounds and efficient algorithms for learning Bayes nets, including trees and chordal skeletons.

Paper establishes sufficient condition for comparing linear combinations of infinite-mean risks.

problem Comparing linear combinations of infinite-mean risks under stochastic dominance.
method Introduced a new class of distributions and used majorization order to compare weights.
result Linear combinations of random variables are stochastically larger when their weight vectors are smaller in majorization order.

Randomly chosen primary hidden units and derived secondary units reduce neural network complexity.

problem Large number of hidden units in neural networks.
method Introducing primary and secondary hidden units with random weights for primary units and derived weights for secondary units.
result Significant reduction in the number of hidden units without compromising accuracy.

It has been widely observed that capitalization-weighted indexes can be beaten by surprisingly simple, systematic investment strategies. Indeed, in the U.S. stock market, equal-weighted portfolios, random-weighted portfolios, and other naive, non- optimized portfolios tend to outperform a capitalization-weighted index …

2018-09-11abs ↗pdf ↗

New method estimates Nishimori temperature for node classification in weighted graphs.

problem Estimating Nishimori temperature for Bayesian inference.
method Spectral method using eigenvalues of Bethe Hessian matrix.
result Spectral method outperforms existing approaches in node classification.

The paper proposes a method to improve random forest classification accuracy by weighting trees based on their decision path reliability.

problem Random forests' uniform voting fails to correct errors in regions where incorrect tree representations outnumber correct ones.
method The paper introduces using the structural pattern of each tree's decision path as an instance-adaptive reliability signal to identify and weight more reliable trees.
result Using the proposed method yields a statistically significant accuracy improvement over RF on 36 binary classification benchmarks.

Method uses random forest with distance covariance for transfer learning in healthcare.

problem Transfer learning in random forests with sparse differences between source and target.
method Distance covariance-based feature weights in residual random forest.
result Upper bound on mean square error rate for transfer learning in RF.

Boosting improves accuracy by combining weak learners into a voting classifier.

problem Boosting's theoretical performance is sub-optimal, especially for voting classifiers.
method Proposes a randomized boosting algorithm that outputs voting classifiers with a single logarithmic dependency on sample size.
result Randomized boosting achieves a generalization error with a single logarithmic dependency on the sample size.

We revisit the classical decision-theoretic problem of weighted expert voting from a statistical learning perspective. In particular, we examine the consistency (both asymptotic and finitary) of the optimal Nitzan-Paroush weighted majority and related rules. In the case of known expert competence levels, we give sharp …

2013-12-02abs ↗pdf ↗

For classifying time series, a nearest-neighbor approach is widely used in practice with performance often competitive with or better than more elaborate methods such as neural networks, decision trees, and support vector machines. We develop theoretical justification for the effectiveness of nearest-neighbor-like clas…

2013-02-14abs ↗pdf ↗

M2m method improves deep learning performance on class-imbalanced datasets.

problem Class imbalance in labeled training datasets causes deep neural networks to generalize poorly to minority classes.
method Augment less-frequent classes by translating samples from more-frequent classes.
result Significantly improves generalization on minority classes compared to existing methods.

Paper identifies key function spaces for ReLU networks based on Fisher information.

problem Understanding the structure of Fisher information matrices in ReLU networks.
method Spectral decomposition of Fisher information matrices, focusing on the first three eigenspaces.
result The first three eigenspaces account for 97.7% of the trace of the Fisher information matrix, corresponding to spherical harmonic functions of order ≤2.

A weighted random survival forest is presented in the paper. It can be regarded as a modification of the random forest improving its performance. The main idea underlying the proposed model is to replace the standard procedure of averaging used for estimation of the random survival forest hazard function by weighted av…

2019-01-01abs ↗pdf ↗

The paper improves confidence regions for band-limited functions using tighter norm bounds and majority voting.

problem Constructing reliable confidence regions for band-limited functions from noisy data.
method Improved norm bounds using Hoeffding's inequality and empirical Bernstein bound, majority voting to aggregate intervals.
result Confidence intervals retain their simultaneous coverage guarantee even when aggregated from random subsamples.

ARGEW improves node embeddings for weighted homophilous graphs by emphasizing strong edge weights.

problem Lack of accurate node embeddings for weighted homophilous graphs.
method ARGEW (Augmentation of Random walks by Graph Edge Weights) augments random walks by emphasizing nodes with larger edge weights.
result ARGEW produces embeddings where node pairs with strong edge weights have closer embeddings.

Gradient descent with random weights in linear regression analyzed for various noise types.

problem Analyzing the impact of random noise on gradient descent in linear regression.
method Gradient descent with randomly weighted data points, various weighting distributions, geometric moment contraction.
result Characterization of implicit regularization and non-asymptotic convergence bounds.

Hypergraphs are used in machine learning to model higher-order relationships in data. While spectral methods for graphs are well-established, spectral theory for hypergraphs remains an active area of research. In this paper, we use random walks to develop a spectral theory for hypergraphs with edge-dependent vertex wei…

2019-05-20abs ↗pdf ↗

We analyze the dynamics of training deep ReLU networks and their implications on generalization capability. Using a teacher-student setting, we discovered a novel relationship between the gradient received by hidden student nodes and the activations of teacher nodes for deep ReLU networks. With this relationship and th…

2019-05-31abs ↗pdf ↗

New class of heavy-tailed distributions shows weighted averages dominate individual variables.

problem Understanding and comparing risks in heavy-tailed distributions.
method Introducing a new class of heavy-tailed distributions and proving stochastic dominance relations.
result Weighted averages of random variables in this class are stochastically larger than individual variables.