Enhances Fourier estimator performance for asynchronous event-data.
problem Improving correlation and covariance estimation on event-data.
method Implement and test NUFFT methods with different averaging kernels.
result Demonstrates improved performance and relationship between averaging scales.
The study examines how averaging data improves model performance.
problem Understanding the generalization gap in machine learning models.
method Data averaging, covariance analysis, and stochastic gradient descent (SGD) noise modeling.
result A modified generalization gap is always non-negative for a large class of model parameter distributions.
Consider a number of workers running SGD independently on the same pool of data and averaging the models every once in a while -- a common but not well understood practice. We study model averaging as a variance-reducing mechanism and describe two ways in which the frequency of averaging affects convergence. For convex…
Tree-based model averaging improves CATE estimation from diverse sites.
problem Limited sample size and privacy concerns prevent accurate personalized treatment effect estimation.
method Tree-based model averaging approach to estimate CATEs from multiple heterogeneous sites.
result Improved accuracy in estimating conditional average treatment effects (CATEs) across sites.
Robustly computes intrinsic coordinates on point clouds using resampling and averaging.
problem Computing intrinsic coordinates on noisy or outlier-prone point clouds.
method Subsample data, vary hyperparameters, cluster candidate embeddings, identify representative embeddings, and average them using Procrustes analysis.
result Robust to noise and outliers, validated on synthetic and real data.
Study ranks of elliptic curves via prime averages.
problem Classifying elliptic curves by rank.
method Average Frobenius trace over primes, data science experiments.
result Oscillating pattern in average trace values, correlates with rank.
Study develops method for estimating causal effects in continuous variables.
problem Lack of methods for estimating causal effects in continuous variables.
method Develops a method independent of data generating models for continuous variable interventions.
result Preserves identifiability of data and applies to any generating models.
Enhances UPSA to reduce noise in financial data.
problem Noise in financial data affects UPSA's performance.
method Time-averaging optimal penalty weights and using Average Oracle correlation eigenvalues.
result Combining time-averaging and Average Oracle correlation eigenvalues improves UPSA's performance.
Improved multi-task averaging reduces mean squared error in high-dimensional data.
problem Joint estimation of multiple distributions using independent data sets.
method Exploits similarities between tasks by shrinking naive estimators towards local averages.
result The method provides a significant reduction in mean squared error, especially in high-dimensional spaces.
A new method for averaging data on manifolds is proposed, offering simplicity and efficiency.
problem The difficulty of computing Fréchet means on manifolds, especially Stiefel and Grassmann.
method Proposed RL-barycenters, simpler arithmetic means projected onto the manifold.
result RL-barycenters yield simple yet effective means on Stiefel and Grassmann manifolds.
Nested model averaging improves high-dimensional linear regression performance.
problem High-dimensional linear regression with predictor ordering impact.
method Combining model averaging with regularized estimators on the solution path.
result Nested model averaging with lasso and SLOPE outperforms competing methods.
In mixture model-based clustering applications, it is common to fit several models from a family and report clustering results from only the `best' one. In such circumstances, selection of this best model is achieved using a model selection criterion, most often the Bayesian information criterion. Rather than throw awa…
New TD method stabilizes average-reward learning.
problem Stability issues in average-reward TD learning.
method Implicit fixed point update for average-reward TD(λ). result Improved numerical stability and broader step-size range.
Distributed statistical learning problems arise commonly when dealing with large datasets. In this setup, datasets are partitioned over machines, which compute locally, and communicate short messages. Communication is often the bottleneck. In this paper, we study one-step and iterative weighted parameter averaging in s…
FedMA improves federated learning for neural nets, matching and averaging model elements.
problem Federated learning's communication burden and model performance.
method Layer-wise construction of shared model by matching and averaging hidden elements.
result FedMA outperforms state-of-the-art algorithms on deep CNN and LSTM architectures.
Transformations of macroeconomic data affect machine learning forecasts, especially with regularization and nonlinearity.
problem The impact of data transformations on machine learning forecasts in macroeconomic contexts.
method Review and propose new data transformations, empirically evaluate their effects, and compare traditional and moving average rotations.
result Traditional factors should almost always be included as predictors, and moving average rotations can provide important gains.
Optimal model averaging for conditional generative models improves performance across various data types.
problem Multiple plausible generators for conditional distributions can vary in performance.
method Sample-based maximum mean discrepancy, static model averaging, and mixture-of-experts model averaging.
result MoEMA improves over competing baselines across various data types.
Local averaging accurately distills manifold structure from noisy data.
problem Tackles the challenge of uncovering manifold structure from noisy data.
method Two-round mini-batch local averaging method applied to noisy samples.
result Achieves accuracy bound of $d(\hat{\mathbf q}, \mathcal M) \leq σ\sqrt{d\left(1+\frac{κ\mathrm{diam}(\mathcal {M})}{\log(D)}
ight)}$.
A novel transfer learning framework combines multiple data sources for PU learning.
problem Challenges in PU learning due to lack of negative labels and data scarcity.
method Model averaging of heterogeneous data sources, including binary labeled, semi-supervised, and PU data.
result Method outperforms other methods in predictive accuracy and robustness, especially under limited labeled data.
This work analyzes benefits and limitations of data augmentation and feature averaging in deep learning models.
problem Theoretical understanding of incorporating invariance into deep learning models is lacking.
method Data augmentation and feature averaging are analyzed in the context of invariance in deep learning.
result Training with data augmentation leads to better estimates of risk and gradients, and feature averaging reduces generalization error with convex losses.
A new method averages neural network parameters to rank features robustly.
problem Neural networks' sensitivity to random initialization affects feature ranking robustness.
method Parameter averaging of multiple shallow networks trained with different random seeds.
result The averaged model discovers ground-truth feature importance consistently.
A new method for averaging model predictions using minimum divergence.
problem Improving model averaging methods, especially in small samples.
method Minimum divergence framework for model weight calculation.
result Empirically outperforms standard model averaging methods.
This paper improves forecasts for diverse time series by averaging similar ones.
problem Forecasting challenges in heterogeneous time series.
method Dynamic Time Warping to find similar time series, k-Nearest Neighbor averaging.
result Averaging improves forecasts of simple models.
Bayesian model averaging has become a widely used approach to accounting for uncertainty about the structural form of the model generating the data. When data arrive sequentially and the generating model can change over time, Dynamic Model Averaging (DMA) extends model averaging to deal with this situation. Often in ma…
Presently the most successful approaches to semi-supervised learning are based on consistency regularization, whereby a model is trained to be robust to small perturbations of its inputs and parameters. To understand consistency regularization, we conceptually explore how loss geometry interacts with training procedure…
Deterministic method for certifying neural network robustness.
problem Certifying neural network robustness against adversarial attacks.
method Equivalence between training and Gaussian averaging for robustness certification.
result Comparable certified accuracy and robustness to stochastic methods but with single model evaluation.
This paper analyzes SGD with increasingly weighted averaging for optimization and generalization.
problem Improving optimization and generalization for non-strongly convex objectives.
method Comprehensive analysis of increasingly weighted averaging schemes for convex, strongly convex, and non-convex objectives.
result The weight α affects both optimization and generalization errors, revealing a trade-off. Study the averaging estimator on graphs with labeled nodes.
problem Understanding the quality of averaging estimators on graph data.
method Rigorously study concentration properties, variance bounds, and risk bounds.
result Contributes to theoretical understanding of graph learning.
Microstructure of market dynamics is studied through analysis of tick price data. Linear trend is introduced as a tool for such analysis. Trend arbitrage inequality is developed and tested. The inequality sets limiting relationship between trend, bid-ask spread, market reaction and average update frequency of price inf…
Dual averaging-type methods are widely used in industrial machine learning applications due to their ability to promoting solution structure (e.g., sparsity) efficiently. In this paper, we propose a novel accelerated dual-averaging primal-dual algorithm for minimizing a composite convex function. We also derive a stoch…
We describe the neural-network training framework used in the Kaldi speech recognition toolkit, which is geared towards training DNNs with large amounts of training data using multiple GPU-equipped or multi-core machines. In order to be as hardware-agnostic as possible, we needed a way to use multiple machines without …
In this work, we introduce the {\em average top-k} (\atk) loss as a new aggregate loss for supervised learning, which is the average over the k largest individual losses over a training dataset. We show that the \atk loss is a natural generalization of the two widely used aggregate losses, namely the average loss a…
Solar algorithm selects variables faster and more accurately in high-dimensional data.
problem Variable selection in high-dimensional data with high accuracy and stability.
method Subsample-ordered least-angle regression (solar) and its coordinate descent generalization (solar-cd) using L0 norm solution path averaging. result Solar selects variables with high accuracy and stability, reducing redundant variable selection.
Gradient descent biases neural networks to use an average of features, leading to non-robustness.
problem Non-robustness in neural networks due to feature averaging.
method Theoretical analysis and experiments on binary classification tasks.
result Gradient descent trains networks to rely on an average of features, making them vulnerable to adversarial attacks.
New method predicts spatio-temporal data with short and long-range dependence.
problem Uncertainty in predicting the distribution of mixed moving average fields.
method Theory-guided machine learning approach using generalized Bayesian algorithm.
result Fixed-time and any-time PAC Bayesian bounds for ensemble forecasts.
Improved bounds for Monte Carlo Rademacher Averages using self-bounding functions.
problem Proving sharper concentration bounds for MCERA.
method Deriving new bounds through self-bounding functions and concentration of measure.
result Novel bounds depend on data-dependent quantities, improving over standard methods.
This study optimizes model averaging for personalized collaborative learning.
problem Differences in data or objectives between nodes in federated learning.
method Weighted averaging between local and global models for scalar mean estimation.
result There is always some positive model averaging that reduces expected squared error.
In classification, the de facto method for aggregating individual losses is the average loss. When the actual metric of interest is 0-1 loss, it is common to minimize the average surrogate loss for some well-behaved (e.g. convex) surrogate. Recently, several other aggregate losses such as the maximal loss and average t…
Estimates returns for dollar cost averaging using geometric Brownian motion.
problem Estimating returns for dollar cost averaging investing strategy.
method Uses geometric Brownian motion and log-Normal distribution to construct a lower bound for returns. Computes parameters recursively and in closed form for dollar cost averaging. Compares to lump sum investing for matching wealth distributions.
result Probability of negative returns is less than 2.5% for 40 years of annual dollar cost averaging.
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.
The paper examines the consistency of item embeddings in recommendation systems.
problem The relevance of averaging item embeddings for user or concept representation.
method Proposes an expected precision score to measure consistency and analyzes it theoretically and empirically.
result Real-world averages are less consistent for recommendation compared to theoretical assumptions.
Valuable training data is often owned by independent organizations and located in multiple data centers. Most deep learning approaches require to centralize the multi-datacenter data for performance purpose. In practice, however, it is often infeasible to transfer all data to a centralized data center due to not only b…
Proposes a new framework for balancing average- and worst-case performance in machine learning.
problem Robustness issues in machine learning, especially in safety-critical domains.
method Probabilistic robustness framework that balances average- and worst-case performance.
result Effective algorithm balances average- and worst-case performance with lower computational cost.
This paper compares average-K and top-K classification methods under ambiguity.
problem Choosing a single label in ambiguous cases leads to low precision.
method Formally characterizes ambiguity profiles and compares average-K and top-K classification methods.
result Average-K can achieve lower error rates than top-K in some ambiguous cases.
SQR Averaging improves probabilistic electricity price forecasting.
problem Accurate short-term price forecasting in electricity markets.
method Smoothing Quantile Regression Averaging.
result SQR Averaging leads to profit increases of up to 3.5% in day-ahead power trading.
Unlike human speakers, typical text-to-speech (TTS) systems are unable to produce multiple distinct renditions of a given sentence. This has previously been addressed by adding explicit external control. In contrast, generative models are able to capture a distribution over multiple renditions and thus produce varied r…
New method for analyzing compositional data, addressing biases in summary statistics.
problem Inadequate effect measures for compositional data, especially in high-dimensionality and sparsity.
method Perturbation-based effect measures, average perturbation effects.
result Proposed estimators efficiently estimate average perturbation effects, outperforming existing techniques.
We present a multi-task learning approach to jointly estimate the means of multiple independent data sets. The proposed multi-task averaging (MTA) algorithm results in a convex combination of the single-task maximum likelihood estimates. We derive the optimal minimum risk estimator and the minimax estimator, and show t…