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.
Proposes batch-weight method to correct mode imbalance in domain adaptation.
We analyze the generalization and robustness of the batched weighted average algorithm for V-geometrically ergodic Markov data. This algorithm is a good alternative to the empirical risk minimization algorithm when the latter suffers from overfitting or when optimizing the empirical risk is hard. For the generalization…
Traditionally, multi-layer neural networks use dot product between the output vector of previous layer and the incoming weight vector as the input to activation function. The result of dot product is unbounded, thus increases the risk of large variance. Large variance of neuron makes the model sensitive to the change o…