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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.

168,694 papers · 148 categories

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4590134179 · Jun 202019922001200920172026
48 results for ensemble averaging

WASH trains ensembles with shuffled weights to improve accuracy and reduce communication.

problem Training ensembles for weight averaging leads to models converging to different loss basins.
method WASH randomly shuffles a small percentage of weights during training to keep models within the same basin.
result WASH achieves state-of-the-art image classification accuracy with lower communication costs.

New findings suggest no ensemble averaging for certain black hole observables.

problem Mystery in AdS/CFT correspondence regarding ensemble averaging of black hole amplitudes.
method Exploring sub-threshold observables in D=3D=3 and proving novel results about hyperbolic geometry.
result Connected solutions of Einstein's equations with disconnected boundary never contribute to sub-threshold observables.

Ensemble learning is a method of combining multiple trained models to improve model accuracy. We propose the usage of such methods, specifically ensemble average, inside Convolutional Neural Network (CNN) architectures by replacing the single convolutional layers with Inner Average Ensembles (IEA) of multiple convoluti…

2018-08-30abs ↗pdf ↗

We study the price dynamics of stocks traded in the NASDAQ market by considering the statistical properties of an ensemble of stocks traded simultaneously. For each trading day of our database, we study the ensemble return distribution by extracting its first two central moments. According to previous results obtained …

2001-07-12abs ↗pdf ↗

Ensembling improves performance when classifiers disagree more than average.

problem When do ensembles provide significant performance improvements in classification tasks?
method Theoretical and empirical analysis of ensemble improvement rate and disagreement-error ratio.
result Ensembling improves performance significantly when the disagreement rate is large relative to the average error rate.

Revises Bayesian model averaging for foundation models.

problem Ensemble pre-trained and lightly-finetuned foundation models for improved classification performance.
method Introduces trainable linear classifiers and computationally cheaper model averaging scheme (OMA).
result Ensembled models can better predict on various datasets.

Geometric Brownian motion (GBM) is a model for systems as varied as financial instruments and populations. The statistical properties of GBM are complicated by non-ergodicity, which can lead to ensemble averages exhibiting exponential growth while any individual trajectory collapses according to its time-average. A com…

2012-09-20abs ↗pdf ↗

This paper develops a new theory for ensemble learning beyond variance reduction.

problem Ensemble learning's effectiveness for stable estimators is not fully explained by variance reduction.
method Develops a general weighting theory for ensemble learning, formalizing ensembles as linear operators and introducing geometric and spectral constraints.
result Structured weights can outperform uniform averaging by reshaping approximation geometry and redistributing spectral complexity.

In modern portfolio theory, the balancing of expected returns on investments against uncertainties in those returns is aided by the use of utility functions. The Kelly criterion offers another approach, rooted in information theory, that always implies logarithmic utility. The two approaches seem incompatible, too loos…

2009-02-17abs ↗pdf ↗

Study on Gaussian ensemble of matrix products with mixed moments computed.

problem Understanding the statistical properties of matrix products of Gaussian matrices.
method Analysis of a multi-Wishart ensemble and enumeration of non-crossing pairings.
result Mixed moments of the product matrix are computed and found to be weighted by Fuss-Catalan numbers at large NN.

This paper improves deep learning model consistency through ensemble methods.

problem Consistency and correct-consistency issues in deep learning models.
method Formal definition of consistency and correct-consistency, proving ensemble improvement, proposing dynamic snapshot ensemble method.
result Ensemble methods can improve correct-consistency of deep learning models.

TabSurv adapts tabular neural networks for survival analysis.

problem Survival analysis on tabular data using deep learning methods.
method Adapts modern tabular architectures to survival analysis using Weibull distribution or non-parametric prediction. Optimizes SurvHL histogram loss function.
result TabSurv consistently outperforms classical and deep learning baselines on 10 real-world survival datasets.

We study the price dynamics of stocks traded in a financial market by considering the statistical properties both of a single time series and of an ensemble of stocks traded simultaneously. We use the nn stocks traded in the New York Stock Exchange to form a statistical ensemble of daily stock returns. For each tradin…

2000-06-05abs ↗pdf ↗

This work studies a unified approach to ensemble aggregation using likelihood perspective.

problem Density aggregation in machine learning, focusing on improving ensemble predictions.
method Normalized generalized mean of order r in the log-likelihood framework.
result The optimal range for r is [0,1], providing a principled justification for linear and geometric pooling.

The paper addresses model averaging and ensembling, providing theoretical and practical insights.

problem Combining least squares estimators from multiple candidate models for improved predictive accuracy.
method Establishes oracle inequalities for Mallows' CpC_p criterion, proposes a novel Mallows-type MA procedure.
result Demonstrates the effectiveness of the proposed Mallows-type MA estimator through numerical experiments.

CNN improves medium-range temperature forecasts with limited resources.

problem Limited computational resources for high-resolution temperature forecasts.
method CNN post-processing with ensemble NWP models for bias correction and spatial downscaling.
result High-resolution (5-km) surface temperature forecasts with lead times up to 5.5 days.

We propose an algorithm to enhance certified robustness of a deep model ensemble by optimally weighting each base model. Unlike previous works on using ensembles to empirically improve robustness, our algorithm is based on optimizing a guaranteed robustness certificate of neural networks. Our proposed ensemble framewor…

2019-10-31abs ↗pdf ↗

New method creates diverse neural ensembles for better uncertainty estimation and robustness.

problem Creating more robust neural networks for uncertainty estimation and dataset shift.
method Automatically constructing ensembles with varying architectures.
result Ensembles with varying architectures outperform deep ensembles in accuracy, uncertainty calibration, and robustness.

Suppose some classifiers are selected from a set of hypothesis classifiers to form an equally-weighted ensemble that selects a member classifier at random for each input example. Then the ensemble has an error bound consisting of the average error bound for the member classifiers, a term for selectivity that varies fro…

2016-10-04abs ↗pdf ↗

CDST improves ensemble prediction by adjusting model weights based on covariates.

problem Improving ensemble prediction accuracy in complex scenarios.
method Covariate-dependent stacking (CDST) with flexible model weights estimated via cross-validation.
result CDST consistently outperforms conventional model averaging methods in complex datasets.

Paper proposes ECOC for deep neural network ensembles to improve performance.

problem Designing an ensemble of deep networks is time-consuming and often not beneficial.
method ECOC framework applied to deep networks, with design strategies to balance accuracy and complexity.
result Proposed combinatory technique achieves highest classification performance.

Ensembles of models have been empirically shown to improve predictive performance and to yield robust measures of uncertainty. However, they are expensive in computation and memory. Therefore, recent research has focused on distilling ensembles into a single compact model, reducing the computational and memory burden o…

2020-01-14abs ↗pdf ↗

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.

Extends spectral number variance convergence to random matrix ensembles for twisted Laplacians.

problem Spectral number variance convergence for twisted Laplacians and Dirac operators.
method Extends Rudnick's approach to Gaussian ensembles for twisted Laplacians and Dirac operators.
result Convergence to Gaussian ensembles for twisted Laplacians and Dirac operators.

We analyze the question whether sliding window time averages applied to stationary increment processes converge to a limit in probability. The question centers on averages, correlations, and densities constructed via time averages of the increment x(t,T)=x(t+T)-x(t)and the assumption is that the increment is distribute…

2008-04-06abs ↗pdf ↗