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48 results for aggregation rules

We introduce a nonlinear aggregation type classifier for functional data defined on a separable and complete metric space. The new rule is built up from a collection of MM arbitrary training classifiers. If the classifiers are consistent, then so is the aggregation rule. Moreover, asymptotically the aggregation rule b…

2015-09-04abs ↗pdf ↗

Non-affine aggregation rules cannot preserve monotonicity in convex learning.

problem Designing non-affine aggregation rules that maintain monotonicity in convex learning.
method Proving that monotonicity of aggregated gradients is preserved only if the aggregation rule is positively affine.
result Non-affine aggregation prevents steady convergence and substantially degrades algorithmic stability.

A conformal procedure improves CoT reasoning by aggregating reasoning paths and calibrating abstention rules.

problem Aggregation uncertainty in chain-of-thought reasoning makes correct answers less reliable.
method Introduces a conformal procedure for CoT reasoning that uses weighted score aggregation and abstention rules.
result Achieves higher selective accuracy with abstention, reducing confident-error rate.

This work proves MultiKrum is robust in mean estimation with adversaries.

problem Mean estimation in the presence of Byzantine adversaries.
method Introducing κ* and constructing upper and lower bounds on MultiKrum's robustness coefficient.
result MultiKrum is the first provably robust aggregation rule, with robustness coefficient bounds.

No fair and strategy-proof automated market maker exists for more than two assets.

problem Designing a fair and strategy-proof automated market maker for multiple assets.
method Analyzing the weighted-product family of aggregation rules and their properties.
result No aggregation rule is both fair and strategy-proof for more than two assets.

Unified framework for Byzantine robust gossip algorithms with guaranteed performance.

problem Vulnerability of decentralized machine learning to misbehaving devices.
method Introduces F-RG framework and CS+ robust aggregation rule for Byzantine resilience.
result CS+-RG has near-optimal breakdown tolerance and outperforms existing methods.

We consider the setting of sequential prediction of arbitrary sequences based on specialized experts. We first provide a review of the relevant literature and present two theoretical contributions: a general analysis of the specialist aggregation rule of Freund et al. (1997) and an adaptation of fixed-share rules of He…

2012-07-09abs ↗pdf ↗

This paper solves aggregation of Pareto optimal models by using Bayesian priors and weighted averaging.

problem How to rationally aggregate Pareto optimal models while preserving Pareto efficiency.
method Four logical steps: 1) Bayesian models, 2) Prior as preference ranking, 3) Consistent aggregation, 4) Weighted average of priors.
result All rational/consistent aggregation rules follow a generalized hierarchical Bayesian model.

We propose three new robust aggregation rules for distributed synchronous Stochastic Gradient Descent~(SGD) under a general Byzantine failure model. The attackers can arbitrarily manipulate the data transferred between the servers and the workers in the parameter server~(PS) architecture. We prove the Byzantine resilie…

2018-02-27abs ↗pdf ↗

We propose a novel robust aggregation rule for distributed synchronous Stochastic Gradient Descent~(SGD) under a general Byzantine failure model. The attackers can arbitrarily manipulate the data transferred between the servers and the workers in the parameter server~(PS) architecture. We prove the Byzantine resilience…

2018-05-23abs ↗pdf ↗

Estimates fat-shattering dimension of aggregated function classes.

problem Understanding the complexity of aggregated function classes.
method Analyzes fat-shattering dimension of kk-fold aggregations of real-valued function classes.
result Provides upper and lower bounds on fat-shattering dimension for linear and affine function classes.

Financial models are studied where each asset may potentially lose value relative to any other. Conditioning on non-devaluation, each asset can serve as proper numéraire and classical valuation rules can be formulated. It is shown when and how these local valuation rules can be aggregated to obtain global arbitrage-fre…

2015-11-13abs ↗pdf ↗

Study aggregation of statistical evidence under unknown dependence using group-invariance.

problem Aggregating statistical evidence under unknown and complex dependence structures.
method Develops a framework using group-invariance and permutation-based constructions to aggregate evidence across transformed datasets.
result Shows uniform improvement in critical values for single-batch aggregation over deterministic calibrations, adapting to unknown dependence structures.

Identifies learning rules from neural network observables.

problem Determine the underlying plasticity rules governing learning in biological systems.
method Simulated idealized neuroscience experiments with artificial neural networks to generate a dataset of learning trajectories. Used linear and non-linear classifiers to identify learning rules from aggregate statistics of weights, activations, and activity changes.
result Different classes of learning rules can be separated solely on the basis of aggregate statistics of the weights, activations, or instantaneous layer-wise activity changes.

Adaptive Bayesian learning aggregates experts to improve performance.

problem Bayesian online learning's performance depends on inferential choices.
method Treat Bayesian update rules as experts and aggregate them based on sequential predictive losses.
result The aggregate competes with the best expert in hindsight at a low aggregation cost.

CHANI learns classification tasks with local transformations inspired by biology.

problem Proving neural networks can learn classification tasks with local transformations.
method CHANI uses spiking neurons modeled by Hawkes processes with expert aggregation for local learning.
result CHANI can learn and encode multiple classes, forming assemblies of neurons.

A Nash game theory approach allocates capital requirements among financial institutions.

problem Allocating systemic risk measures among financial institutions.
method Proposes a Nash allocation rule inspired by game theory.
result Provides sufficient conditions for the existence and uniqueness of Nash allocation rules.

We address the problem of aggregating an ensemble of predictors with known loss bounds in a semi-supervised binary classification setting, to minimize prediction loss incurred on the unlabeled data. We find the minimax optimal predictions for a very general class of loss functions including all convex and many non-conv…

2015-10-01abs ↗pdf ↗

This work studies a unified approach to ensemble aggregation using likelihood perspective.

problem Density aggregation in machine learning, focusing on improving ensemble predictions.
method Normalized generalized mean of order r in the log-likelihood framework.
result The optimal range for r is [0,1], providing a principled justification for linear and geometric pooling.

Wisdom of the crowd revealed a striking fact that the majority answer from a crowd is often more accurate than any individual expert. We observed the same story in machine learning--ensemble methods leverage this idea to combine multiple learning algorithms to obtain better classification performance. Among many popula…

2019-09-28abs ↗pdf ↗

Proposes sparse local and regional counterfactual rules for robust recourses.

problem Challenges in counterfactual explanations, especially stability, synthesis, and implementation.
method Probabilistic framework using Random Forest to derive sparse local and regional counterfactual rules.
result Effective recourses derived from high-density regions, providing sparse and robust counterfactual rules.

Boosting is a celebrated machine learning approach which is based on the idea of combining weak and moderately inaccurate hypotheses to a strong and accurate one. We study boosting under the assumption that the weak hypotheses belong to a class of bounded capacity. This assumption is inspired by the common convention t…

2020-01-31abs ↗pdf ↗

A new framework for paired-sample testing in high-dimensional data.

problem Challenges in standard paired-sample testing for high-dimensional data.
method Develops a two-step testing procedure using scoring functions and Wilcoxon signed-rank test.
result Substantial performance gains in testing accuracy compared to traditional methods.

Aggregated hold-out (Agghoo) is a method which averages learning rules selected by hold-out (that is, cross-validation with a single split). We provide the first theoretical guarantees on Agghoo, ensuring that it can be used safely: Agghoo performs at worst like the hold-out when the risk is convex. The same holds true…

2019-09-11abs ↗pdf ↗

We consider the problem of learning over non-stationary ranking streams. The rankings can be interpreted as the preferences of a population and the non-stationarity means that the distribution of preferences changes over time. Our goal is to learn, in an online manner, the current distribution of rankings. The bottlene…

2019-10-19abs ↗pdf ↗

ASTRA uses unlabeled data and weak rules to train deep models effectively.

problem Learning with weak supervision rules is challenging due to their heuristic and noisy nature.
method ASTRA framework that considers contextualized representations and pseudo-labels for unlabeled data, and a rule attention network to aggregate labels.
result Significant improvements over state-of-the-art baselines on text classification benchmarks.

MELO predicts electricity loads by adapting to shifts without external indicators.

problem Adapting to non-stationary prediction challenges in online settings.
method MELO combines multiple forgetting factors and aggregation rules to adaptively predict.
result MELO reduces RMSE by 34.7% compared to base predictors and external covariates.

Model selection for time series forecasting can be biased by the distribution of scores.

problem Model selection for probabilistic forecasting on time series data.
method Using proper scoring rules to aggregate scores across multiple time series.
result The mean score is immune to the skewness of the score distribution.

Study systemic risk measures and capital allocation rules, showing commonalities.

problem Systemic risk measures and capital allocation in financial systems.
method Developed a general framework to embed axiomatic and injective capital approaches, introduced Aumann-Shapley CAR.
result Aumann-Shapley CAR provides a universal method for capital allocation regardless of risk measurement.

A new ensemble method improves kNN performance by extending the neighborhood rule.

problem Traditional kNN's limitations when test points are outside the spherical region and ensemble's high errors.
method Determines neighbors in k steps, using bootstrap samples and optimal models selection.
result The proposed ensemble method outperforms state-of-the-art methods on 17 benchmark datasets.

Meta-analysis improves personalized treatment rules across multiple sites.

problem Lack of generalizability in learning individualized treatment rules across different medical sites.
method Developed a method for individual-level meta-analysis of ITRs, borrowing sign-coherency information between sites.
result Jointly learned site-specific ITRs with improved generalizability.

Study optimal stopping for group with diverse discount rates using an attitude function.

problem Optimal stopping for a group with diverse discount rates under an aggregation preference.
method Develop iterative approach using consistent planning for time-consistent equilibria.
result Characterize all time-consistent mild equilibria as fixed points of an operator.