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.
Study on deep neural networks for reward modeling with pairwise comparison data.
In this paper, we propose an active learning algorithm and models which can gradually learn individual's preference through pairwise comparisons. The active learning scheme aims at finding individual's most preferred choice with minimized number of pairwise comparisons. The pairwise comparisons are encoded into probabi…
Delta method vs Bootstrap for deep learning classification shows strong linear relationship and faster computation.
Comparison of UQ methods in deep learning for a simple physical system.
AdaStop improves statistical testing for Deep RL algorithm comparisons.
Deep learning, computational neuroscience, and cognitive science have overlapping goals related to understanding intelligence such that perception and behaviour can be simulated in computational systems. In neuroimaging, machine learning methods have been used to test computational models of sensory information process…
This work benchmarks MARL algorithms in cooperative tasks.
Novel method for Bayesian model comparison using deep learning.
This study provides benchmarks for different implementations of LSTM units between the deep learning frameworks PyTorch, TensorFlow, Lasagne and Keras. The comparison includes cuDNN LSTMs, fused LSTM variants and less optimized, but more flexible LSTM implementations. The benchmarks reflect two typical scenarios for au…
While deep neural networks have become the go-to approach in computer vision, the vast majority of these models fail to properly capture the uncertainty inherent in their predictions. Estimating this predictive uncertainty can be crucial, for example in automotive applications. In Bayesian deep learning, predictive unc…
Aiming at a comprehensive and concise tutorial survey, recap of variational inference and reinforcement learning with Probabilistic Graphical Models are given with detailed derivations. Reviews and comparisons on recent advances in deep reinforcement learning are made from various aspects. We offer detailed derivations…
Selecting an optimizer is a central step in the contemporary deep learning pipeline. In this paper, we demonstrate the sensitivity of optimizer comparisons to the hyperparameter tuning protocol. Our findings suggest that the hyperparameter search space may be the single most important factor explaining the rankings obt…
Deep learning has achieved impressive prediction performance in the field of sequence learning recently. Dissolved oxygen prediction, as a kind of time-series forecasting, is suitable for this technique. Although many researchers have developed hybrid models or variant models based on deep learning techniques, there is…
Deep RL applied for Indian stock trading strategies.
Comparison of AutoML and DL shows AutoML outperforms simple DL for binary classification.
Benchmark for DL inference on embedded HWAs, focusing on autonomous driving.
Deep learning method for comparing hierarchical models.
We introduce a model based off-the-grid image reconstruction algorithm using deep learned priors. The main difference of the proposed scheme with current deep learning strategies is the learning of non-linear annihilation relations in Fourier space. We rely on a model based framework, which allows us to use a significa…
Theoretical comparison of three invariance approaches in deep linear networks.
Deep learning constitutes a recent, modern technique for image processing and data analysis, with promising results and large potential. As deep learning has been successfully applied in various domains, it has recently entered also the domain of agriculture. In this paper, we perform a survey of 40 research efforts th…
Many deep models have been recently proposed for anomaly detection. This paper presents comparison of selected generative deep models and classical anomaly detection methods on an extensive number of non--image benchmark datasets. We provide statistical comparison of the selected models, in many configurations, archite…
Machine learning methods may have the potential to significantly accelerate drug discovery. However, the increasing rate of new methodological approaches being published in the literature raises the fundamental question of how models should be benchmarked and validated. We reanalyze the data generated by a recently pub…
Automated methods for Alzheimer's disease (AD) classification have the potential for great clinical benefits and may provide insight for combating the disease. Machine learning, and more specifically deep neural networks, have been shown to have great efficacy in this domain. These algorithms often use neurological ima…
We develop an end-to-end deep learning-based anomaly detection model for temporal data in transportation networks. The proposed EVT-LSTM model is derived from the popular LSTM (Long Short-Term Memory) network and adopts an objective function that is based on fundamental results from EVT (Extreme Value Theory). We compa…
Simple GBRT model improved by window-based input transformation outperforms state-of-the-art deep learning models.
In this paper, we propose a new deep feature selection method based on deep architecture. Our method uses stacked auto-encoders for feature representation in higher-level abstraction. We developed and applied a novel feature learning approach to a specific precision medicine problem, which focuses on assessing and prio…
This paper compares model-based and model-free control methods using neural networks.
Study compares various optimization algorithms for deep learning.
Deep learning optimizes gas storage operations.
Adaptive traffic control uses deep RL to improve decision-making.
Self-driving technology is advancing rapidly --- albeit with significant challenges and limitations. This progress is largely due to recent developments in deep learning algorithms. To date, however, there has been no systematic comparison of how different deep learning architectures perform at such tasks, or an attemp…
Study compares deep learning stock trading strategies in adverse market conditions.
The problem of Multiple Object Tracking (MOT) consists in following the trajectory of different objects in a sequence, usually a video. In recent years, with the rise of Deep Learning, the algorithms that provide a solution to this problem have benefited from the representational power of deep models. This paper provid…
Proposes a new method for deep ensembles that improves accuracy and calibration.
New method certifies deep graph classifiers with tighter risk bounds.
Training deep learning models is compute-intensive and there is an industry-wide trend towards hardware specialization to improve performance. To systematically benchmark deep learning platforms, we introduce ParaDnn, a parameterized benchmark suite for deep learning that generates end-to-end models for fully connected…
The tremendous success of deep learning for imaging applications has resulted in numerous beneficial advances. Unfortunately, this success has also been a catalyst for malicious uses such as photo-realistic face swapping of parties without consent. Transferring one person's face from a source image to a target image of…
New proposed models are often compared to state-of-the-art using statistical significance testing. Literature is scarce for classifier comparison using metrics other than accuracy. We present a survey of statistical methods that can be used for classifier comparison using precision, accounting for inter-precision corre…
Deep learning has proven itself as a successful set of models for learning useful semantic representations of data. These, however, are mostly implicitly learned as part of a classification task. In this paper we propose the triplet network model, which aims to learn useful representations by distance comparisons. A si…
Study compares nine deep learning architectures for multi-horizon financial forecasting.
Deep learning transforms time series into images for anomaly detection in industrial assets.
Deep neural networks provide meaningful uncertainty estimates for large-scale simulations.
The paper extends multiple instance learning to multiclass and regression problems.
In this paper, we consider the use of deep neural networks in the context of Multiple-Input-Multiple-Output (MIMO) detection. We give a brief introduction to deep learning and propose a modern neural network architecture suitable for this detection task. First, we consider the case in which the MIMO channel is constant…
This paper uses deep learning to analyze sentiment in financial forums and improve stock market prediction.
Deep neuroevolution, that is evolutionary policy search methods based on deep neural networks, have recently emerged as a competitor to deep reinforcement learning algorithms due to their better parallelization capabilities. However, these methods still suffer from a far worse sample efficiency. In this paper we invest…
Direct neural network calibration outperforms indirect method for rough volatility models.
Deep learning improves probabilistic PPDE solution accuracy.