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…
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48 results for “avoided crossings”
The study uses heat flow to analyze properties of Laplace eigenfunctions on manifolds and domains.
problem Analyzing mass concentration and nodal domains of Laplace eigenfunctions.
method Heat diffusion technique to study eigenfunctions and their nodal sets.
result Discovers new insights into the decay and behavior of Laplace eigenfunctions.
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.
Improved ridge estimators avoid tuning parameters for high-dimensional data.
problem Difficulty in calibrating tuning parameters for ridge estimators.
method Developed modified ridge estimators that eliminate tuning parameters.
result Modified ridge estimators outperform standard methods in prediction accuracy.
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.
problem Quantile crossing in nonparametric quantile regression.
method Non-crossing constraints via rectified linear unit penalty function.
result Established non-asymptotic upper bounds for excess risk.
Estimates self- and cross-impact concavity and decay patterns in financial markets.
problem Understanding the impact of financial transactions on market dynamics.
method Nonparametric estimation of concave multi-asset propagator models using metaorders and order flow data.
result Concave self-impact with shifted power-law decay, significant gain from cross-impact, and improved predictive accuracy.
Method controls extrapolation in prediction profiles for statistical and machine learning models.
problem Avoiding invalid predictions due to extrapolation in prediction profiles.
method Genetic algorithm optimization over constrained factor regions.
result Optimal factor settings without constraint are often invalid and extrapolated.
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.
problem Intergenerational cross-subsidies in UK CDC schemes.
method Collective-Drawdown CDC approach using explicit insurance contracts.
result Better pension outcomes with no intergenerational cross-subsidies.
Cross-learning improves multi-task learning performance.
problem Improving multi-task learning across different domains.
method Coupling parameters across tasks with a stochastic projected gradient algorithm and primal-dual approach.
result Cross-learned functions outperform task-specific and consensus approaches in image classification.
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…
Learning Quantile Functions without Quantile Crossing for Distribution-free Time Series Forecastingcs.LG
A new method avoids quantile crossing in time series forecasting.
problem Quantile crossing in joint quantile regressions.
method Incremental (Spline) Quantile Functions (I(S)QF) with neural network.
result Improves consistency and accuracy in time series forecasting.
Hybrid regularization avoids double descent in random feature models.
problem Avoiding the double descent phenomenon in random feature models.
method Combines early stopping and weight decay, using GCV for hyperparameter selection.
result Hybrid method successfully avoids double descent and achieves comparable generalization.
This work proposes a model averaging method for SVM that avoids redundant covariates and achieves asymptotic optimality.
problem Redundant covariates impair SVM performance in high-dimensional settings.
method Frequentist model averaging procedure for SVM using cross-validation to select optimal weights.
result The proposed method achieves asymptotic optimality in SVM model averaging.
New estimators improve causal inference in machine learning studies.
problem Improving causal inference in machine learning models.
method Doubly-robust cross-fit estimators for average causal effect.
result Doubly-robust cross-fit estimators outperform other methods in simulations.
Conformer encoder reverses sequence in time dimension, affecting decoder training.
problem Reversal of sequence in Conformer encoder impacts decoder training.
method Analyzed initial behavior of decoder cross-attention and proposed methods to avoid flipping.
result Self-attention module of Conformer starts dominating, allowing only reversed information to pass.
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: Cross-Entropy Method with Gradient Descent Planner for Model-Based Reinforcement Learningcs.LG
CEM-GD combines CEM and gradient descent for efficient model-based RL.
problem Efficient planning in continuous control settings with large prediction horizons.
method Combines CEM for exploration and gradient descent for exploitation.
result Achieves better performance with fewer samples and less computation time.
Spatial blind source separation simplifies multivariate spatial prediction.
problem Predicting multivariate measurements at unobserved locations with spatial dependencies.
method Spatial blind source separation as a pre-processing tool compared to Cokriging and neural networks.
result Spatial blind source separation simplifies spatial prediction by avoiding cross-dependencies.
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.
problem Efficient tuning of ensemble parameters in randomized ensembles.
method ECV (Extrapolated Cross-Validation) method for tuning ensemble and subsample sizes.
result ECV yields δ-optimal ensembles for squared prediction risk.
Package {mlr3spatiotempcv} simplifies spatiotemporal resampling methods in R.
problem Assessing and tuning spatial and spatiotemporal machine learning models.
method Integrates various spatiotemporal resampling methods into the {mlr3} framework.
result Provides a consistent interface for spatiotemporal resampling methods.
A new method avoids overfitting in network reconstruction by using the minimum description length principle.
problem Determining the optimal model complexity in network reconstruction to prevent overfitting.
method Hierarchical Bayesian inference and weight quantization based on the minimum description length principle.
result The method yields increased accuracy in reconstructing both artificial and empirical networks.
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.
problem Adversarial training's difficulty in robustness against sophisticated attacks.
method Introduces SOVR loss function that switches from cross-entropy to one-vs-the-rest loss for important samples.
result SOVR loss increases logit margins of important samples, improving robustness against Auto-Attack.
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.
problem Difficulty in generalizing across graphs from different domains using existing GNNs.
method Cross-domain pretraining framework with gating functions to choose experts for new graphs.
result Superior performance on link prediction and node classification tasks across various domains.
New validation method prevents privacy breaches and biases in federated learning.
problem Privacy breaches and data leakage in federated learning.
method Stratified cross-validation for unbiased and privacy-preserving federated learning.
result Stratified cross-validation prevents data leakage without demanding deduplication algorithms.
Nonparametric efficient inference for network quantile causal effects under partial interferencestat.ME
Study efficient inference for network quantile causal effects with partial interference.
problem Estimating network causal effects on outcome quantiles with partial interference.
method Developed a nonparametric efficiency theory and a nonparametrically efficient estimator using a three-way cross-fitting procedure.
result Proposed estimator is consistent, asymptotically normal, and allows flexible estimation of nuisance functions.
Hybridizes CEM and gradient descent for efficient model-predictive control.
problem Efficiently planning optimal action sequences in high-dimensional spaces.
method Interleaves Cross-Entropy Method (CEM) and gradient descent steps.
result Faster convergence and avoidance of local optima compared to CEM.
PIMA autoencoders discover shared features in multimodal scientific data.
problem Discovering shared information in high-throughput scientific datasets.
method Physics-informed multimodal autoencoders (PIMA) with Gaussian mixture prior and product of experts formulation.
result Accurate cross-modal inference between images and mechanical stress-strain response in lattice metamaterials.
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…
Determining the number of factors in a forecast model by a random matrix test: cryptocurrenciesq-fin.ST
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.
problem Imputation of missing data in complex, non-linear relationships.
method Investigated variational autoencoders (VAEs) for multiple imputation and improved with β-VAEs.
result β-VAEs provide better uncertainty calibration and avoid false discoveries.
Study develops a method to select penalty parameters for sparse neural networks without cross-validation.
problem Selecting optimal penalty parameters for sparse neural networks without cross-validation.
method Established theoretical foundation to bound the infinite norm of the gradient of the loss function at zero.
result Proposed method effectively selects penalty parameters for sparse neural networks.
Paper introduces a new method for Transformers with linear complexity.
problem No efficient relative positional encoding for linear Transformer models.
method Stochastic Positional Encoding (SPE) that replaces classical RPE.
result SPE behaves like RPE and performs well on benchmarks.
Pre-training improves model coverage, crucial for downstream performance.
problem Understanding why pre-training enhances model performance.
method Coverage principle, focusing on next-token prediction and model quality.
result Coverage generalizes faster than cross-entropy, improving 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: Deep Learning on Automotive Radar Spectra and Reflections for Object Classificationcs.LG
DeepHybrid uses radar data to classify objects accurately.
problem Challenges in classifying objects using automotive radar sensors.
method Combines radar signal processing and Deep Learning; uses neural architecture search.
result Improves object classification performance compared to models using only spectra.
Automates building structural design with reduced mass and carbon footprint.
problem Time-consuming and laborious manual design process for buildings.
method Formulated building structures as graphs, trained end-to-end pipeline with a differentiable simulator.
result Optimal structural designs comparable to GA, with reduced building mass and carbon footprint.
A hybrid model combines machine learning with a land surface model to improve soil moisture predictions.
problem Improving soil moisture predictions in climatological situations.
method Noah land-surface model integrated with Gaussian Processes, using autoregressive model for out-of-sample results.
result 3-fold reduction in RMSE using one-year leave-one-out cross-validation.
Machine learning reduces variance in online experiment results.
problem Reducing variance in randomized controlled trials.
method Machine learning regression-adjusted treatment effect estimator (MLRATE).
result MLRATE reduces estimator variance by over 70% in A/A tests.
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.
problem LDA struggles in high-dimensional settings due to unreliable covariance matrix estimation.
method LDA-GO learns a low-rank precision matrix via gradient optimization, automatically selecting between Gaussian likelihood and cross-entropy loss.
result LDA-GO outperforms other LDA variants in sparse-signal high-dimensional regimes.