We develop an approximate formula for evaluating a cross-validation estimator of predictive likelihood for multinomial logistic regression regularized by an -norm. This allows us to avoid repeated optimizations required for literally conducting cross-validation; hence, the computational time can be significantl…
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.
Trend · papers per month
The study uses heat flow to analyze properties of Laplace eigenfunctions on manifolds and domains.
We give characterizations of the skein polynomial for links (as well as Jones and Alexander-Conway polynomials derivable from it), avoiding the usual "smoothing of a crossing" move. As by-products we have characterizations of these polynomials for knots, and for links with any given number of components.
Decoding, ie prediction from brain images or signals, calls for empirical evaluation of its predictive power. Such evaluation is achieved via cross-validation, a method also used to tune decoders' hyper-parameters. This paper is a review on cross-validation procedures for decoding in neuroimaging. It includes a didacti…
Proposes a non-crossing deep neural network quantile regression method.
Estimates self- and cross-impact concavity and decay patterns in financial markets.
Method controls extrapolation in prediction profiles for statistical and machine learning models.
We propose a new methodology based on the Marshall-Olkin (MO) copula to model cross-border systemic risk. The proposed framework estimates the impact of the systematic and idiosyncratic components on systemic risk. Initially, we propose a maximum-likelihood method to estimate the parameter of the MO copula. In order to…
New CDC scheme avoids intergenerational subsidies, offering better outcomes.
Cross-learning improves multi-task learning performance.
This paper concerns automated vehicles negotiating with other vehicles, typically human driven, in crossings with the goal to find a decision algorithm by learning typical behaviors of other vehicles. The vehicle observes distance and speed of vehicles on the intersecting road and use a policy that adapts its speed alo…
A new method avoids quantile crossing in time series forecasting.
Hybrid regularization avoids double descent in random feature models.
Ridge estimators regularize the squared Euclidean lengths of parameters. Such estimators are mathematically and computationally attractive but involve tuning parameters that can be difficult to calibrate. In this paper, we show that ridge estimators can be modified such that tuning parameters can be avoided altogether.…
New estimators improve causal inference in machine learning studies.
This work proposes a model averaging method for SVM that avoids redundant covariates and achieves asymptotic optimality.
Conformer encoder reverses sequence in time dimension, affecting decoder training.
Gathering the most information by picking the least amount of data is a common task in experimental design or when exploring an unknown environment in reinforcement learning and robotics. A widely used measure for quantifying the information contained in some distribution of interest is its entropy. Greedily minimizing…
CEM-GD combines CEM and gradient descent for efficient model-based RL.
Spatial blind source separation simplifies multivariate spatial prediction.
Training accurate deep neural networks (DNNs) in the presence of noisy labels is an important and challenging task. Though a number of approaches have been proposed for learning with noisy labels, many open issues remain. In this paper, we show that DNN learning with Cross Entropy (CE) exhibits overfitting to noisy lab…
ECV method optimizes ensemble parameters for randomized ensembles.
Large-scale collections of electronic records constitute both an opportunity for the development of more accurate prediction models and a threat for privacy. To limit privacy exposure new privacy-enhancing techniques are emerging such as federated learning which enables large-scale data analysis while avoiding the cent…
Package {mlr3spatiotempcv} simplifies spatiotemporal resampling methods in R.
A new method avoids overfitting in network reconstruction by using the minimum description length principle.
In machine learning, statistics, econometrics and statistical physics, cross-validation (CV) is used asa standard approach in quantifying the generalisation performance of a statistical model. A directapplication of CV in time-series leads to the loss of serial correlations, a requirement of preserving anynon-stationar…
Proposes SOVR loss to improve adversarial robustness by increasing logit margins.
We investigate the issue of model selection and the use of the nonconformity (strangeness) measure in batch learning. Using the nonconformity measure we propose a new training algorithm that helps avoid the need for Cross-Validation or Leave-One-Out model selection strategies. We provide a new generalisation error boun…
A new framework pretrains a single GNN model for diverse graphs, overcoming domain-specific challenges.
Study efficient inference for network quantile causal effects with partial interference.
Hybridizes CEM and gradient descent for efficient model-predictive control.
PIMA autoencoders discover shared features in multimodal scientific data.
Assisted by the availability of data and high performance computing, deep learning techniques have achieved breakthroughs and surpassed human performance empirically in difficult tasks, including object recognition, speech recognition, and natural language processing. As they are being used in critical applications, un…
We determine the number of statistically significant factors in a forecast model using a random matrices test. The applied forecast model is of the type of Reduced Rank Regression (RRR), in particular, we chose a flavor which can be seen as the Canonical Correlation Analysis (CCA). As empirical data, we use cryptocurre…
A virtual -string is a collection of oriented smooth generic loops on a surface . A stabilization of is a surgery that results in attaching a handle to along disks avoiding , and the inverse operation is a destabilization of . We consider virtual -strings up to virtual homotopy, i.e., seq…
VAEs struggle with missing data imputation, especially for extreme values.
Study develops a method to select penalty parameters for sparse neural networks without cross-validation.
Paper introduces a new method for Transformers with linear complexity.
Pre-training improves model coverage, crucial for downstream performance.
We investigate knot-theoretic properties of geometrically defined curvature energies such as integral Menger curvature. Elementary radii-functions, such as the circumradius of three points, generate a family of knot energies guaranteeing self-avoidance and a varying degree of higher regularity of finite energy curves. …
We demonstrate that the uniqueness of solutions to a broad class of parabolic geometric evolution equations can be proven via a direct and essentially classical energy argument which avoids the DeTurck trick entirely. Previously, we have used a variation of this technique to give an alternative proof and slight extensi…
Modern financial networks exhibit a high degree of interconnectedness and determining the causes of instability and contagion in financial networks is necessary to inform policy and avoid future financial collapse. In the American Economic Review, Elliott, Golub and Jackson proposed a simple model for capturing the dyn…
DeepHybrid uses radar data to classify objects accurately.
Automates building structural design with reduced mass and carbon footprint.
Machine learning reduces variance in online experiment results.
Extending methods first used by Casson, we show how to verify a hyperbolic structure on a finite triangulation of a closed 3-manifold using interval arithmetic methods. A key ingredient is a new theoretical result (akin to a theorem by Neumann-Zagier and Moser for ideal triangulations upon which HIKMOT is based) showin…
LDA-GO improves LDA for high-dimensional data via gradient optimization.
Despite the remarkable progress in face recognition related technologies, reliably recognizing faces across ages still remains a big challenge. The appearance of a human face changes substantially over time, resulting in significant intra-class variations. As opposed to current techniques for age-invariant face recogni…