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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.

168,695 papers · 148 categories

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135269404538 · May 202619922001200920172026
48 results for ensemble framework

In this paper, we propose to provide a general ensemble learning framework based on deep learning models. Given a group of unit models, the proposed deep ensemble learning framework will effectively combine their learning results via a multilayered ensemble model. In the case when the unit model mathematical mappings a…

2018-05-19abs ↗pdf ↗

Flexible tree ensemble learning framework supports arbitrary loss functions and multi-task learning.

problem Limited modeling capabilities of existing tree ensemble learning toolkits.
method Differentiable tree ensembles with tensor-based formulation for efficient training.
result Our framework leads to 100x more compact and 23% more expressive tree ensembles.

Ensemble learning is a very prevalent method employed in machine learning. The relative success of ensemble methods is attributed to their ability to tackle a wide range of instances and complex problems that require different low-level approaches. However, ensemble methods are relatively less popular in reinforcement …

2020-01-15abs ↗pdf ↗

Unified framework for ensemble transport-based smoothing of non-Gaussian time series.

problem Bayesian time series re-analysis with non-Gaussian distributions.
method Measure transport approach to derive consistent prior-to-posterior transformations.
result General ensemble framework for transport-based smoothing of state-space models.

Tree ensembles such as random forests and boosted trees are accurate but difficult to understand, debug and deploy. In this work, we provide the inTrees (interpretable trees) framework that extracts, measures, prunes and selects rules from a tree ensemble, and calculates frequent variable interactions. An rule-based le…

2014-08-23abs ↗pdf ↗

This research tackles uncertainty in gradient boosting models using ensemble methods.

problem Quantifying uncertainty in gradient boosting models for high-risk applications.
method Probabilistic ensemble-based framework for gradient boosting classification and regression models.
result Ensembles of gradient boosting models detect anomalous inputs but have limited ability to improve total uncertainty.

Improved regret bound for linear ensemble sampling.

problem Closing the gap between theory and practice in linear ensemble sampling.
method General regret analysis framework for linear bandit algorithms, revealing a relationship with LinPHE.
result Achieves a frequentist regret bound of ildeO(d3/2T) ilde{O}(d^{3/2}\sqrt{T}) for linear ensemble sampling.

New framework learns interpretable rule ensembles without sacrificing accuracy.

problem Trade-off between accuracy and interpretability in rule ensembles.
method Introduces local interpretability and a regularizer to promote it, using coordinate descent with local search.
result Learns rule ensembles with fewer rules to explain individual predictions, maintaining comparable accuracy.

VGE provides a practical approach to uncertainty estimation in ensemble models.

problem Uncertainty estimation in ensemble models using additive decomposition breaks down.
method Variance-Gated Ensembles (VGE) introduces a differentiable framework with a signal-to-noise gate.
result VGE provides a Variance-Gated Margin Uncertainty (VGMU) score and Variance-Gated Normalization (VGN) layer.

A new framework combines multiple loss reserving models for better predictive performance.

problem Combining multiple loss reserving models to improve predictive performance.
method Systematic framework that considers full distributional properties and features of reserving data.
result Optimized ensemble outperforms traditional methods and captures relevant quantiles.

Paper proposes ensemble distillation for well-calibrated structured prediction.

problem Well-calibrated predictions are hard to achieve in structured prediction.
method Ensemble distillation framework for structured prediction.
result Ensemble distillation produces well-calibrated models with similar performance and calibration benefits to ensembles.

In unsupervised outlier ensembles, the absence of ground truth makes the combination of base outlier detectors a challenging task. Specifically, existing parallel outlier ensembles lack a reliable way of selecting competent base detectors, affecting accuracy and stability, during model combination. In this paper, we pr…

2018-12-04abs ↗pdf ↗

TREX explains tree ensembles by identifying key training examples.

problem Identifying which training examples most influence tree ensemble predictions.
method TREX builds a surrogate model using a kernel that captures tree ensemble structure, approximating the original model.
result TREX provides accurate and effective explanations for tree ensembles.

Existing information-theoretic frameworks based on maximum entropy network ensembles are not able to explain the emergence of heterogeneity in complex networks. Here, we fill this gap of knowledge by developing a classical framework for networks based on finding an optimal trade-off between the information content of a…

2019-08-10abs ↗pdf ↗

Develops an empirical likelihood framework for random forests and ensembles.

problem Quantifying the statistical uncertainty of random forests and ensembles.
method Empirical likelihood framework exploiting the incomplete UU-statistic structure of ensemble predictions.
result Modified empirical likelihood statistic achieves accurate coverage and practical reliability.

Ensemble learning use multiple algorithms to obtain better predictive performance than any single one of its constituent algorithms could. With growing popularity of deep learning, researchers have started to ensemble them for various purposes. Few if any, however, has used the deep learning approach as a means to ense…

2019-05-30abs ↗pdf ↗

Proposes a three-stage debiasing framework to improve out-of-distribution accuracy.

problem Inaccurate uncertainty estimations in bias-only models damage ensemble-based debiasing performance.
method Calibrates the bias-only model to improve its uncertainty estimations, creating a three-stage ensemble-based debiasing framework.
result The three-stage debiasing framework consistently outperforms traditional methods in out-of-distribution accuracy.

Study develops ensemble machine learning framework for predicting groundwater heavy metal pollution.

problem Statistical complexity and spatial heterogeneity of heavy metal contamination in groundwater.
method Nested cross-validated ensemble machine learning with response transformations (raw, log, Gaussian copula).
result Copula-based models with DBSCAN clustering diagnostics provide the most reliable and interpretable assessments of groundwater contamination.

Proposes an ensemble framework combining VAE, Transformer, and LSTM for stock price prediction.

problem Predicting stock prices with high accuracy and reliability.
method Combines VAE, Transformer, and LSTM models to capture both linear and non-linear relationships in stock price movements.
result The ensemble framework outperforms individual models and classical methods in stock price prediction accuracy.

Paper presents a Bayesian-decision-theory framework for long-tailed classification.

problem Heavy imbalance and asymmetric misprediction costs in long-tailed datasets.
method Bayesian-decision-theory perspective, unifying re-balancing and ensemble methods.
result Improves accuracy for all classes, especially tails, with provably optimal decisions.

Paper analyzes ensemble Kalman updates for effective dimension and localization.

problem Why small ensemble sizes work well in inverse problems and data assimilation.
method Non-asymptotic analysis of ensemble Kalman updates, focusing on effective dimension and localization.
result Rigorously explains why a small ensemble size is sufficient when prior covariance has moderate effective dimension.

Clustering ensemble, or consensus clustering, has emerged as a powerful tool for improving both the robustness and the stability of results from individual clustering methods. Weighted clustering ensemble arises naturally from clustering ensemble. One of the arguments for weighted clustering ensemble is that elements (…

2019-10-06abs ↗pdf ↗

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 ↗

ForestPrune optimizes tree ensemble pruning for compactness and speed.

problem Large tree ensembles in predictive models consume excessive memory and reduce interpretability.
method Developed a specialized optimization algorithm to efficiently prune tree ensembles by depth layers.
result ForestPrune produces compact, high-performing models that outperform existing post-processing methods.

A new method improves efficiency of conformal prediction for ensemble models.

problem Efficiently estimating uncertainty for ensemble models without distributional assumptions.
method Proposes a multivariate score function to merge prediction regions of individual models, reducing conservatism.
result Demonstrates more efficient prediction regions compared to existing methods.

A new machine learning framework called machine collaboration improves prediction accuracy.

problem Improving prediction accuracy in machine learning.
method Machine Collaboration (MaC) framework, which uses a circular and interactive learning approach.
result Machine Collaboration framework significantly outperforms other state-of-the-art methods in most cases.

Ensemble techniques are powerful approaches that combine several weak learners to build a stronger one. As a meta-learning framework, ensemble techniques can easily be applied to many machine learning methods. Inspired by ensemble techniques, in this paper we propose an ensemble loss functions applied to a simple regre…

2018-10-25abs ↗pdf ↗

Unified framework for portfolio optimization using multiple hypotheses.

problem Risk diversification in portfolio allocation.
method Structured ensemble learning approach with diversity control.
result Structured ensembles link predictor diversity to risk diversification.

Ensemble++ uses shared-factor ensembles to scale Thompson Sampling for linear and nonlinear bandits.

problem Computational challenges in Thompson Sampling for large-scale or non-conjugate settings.
method Ensemble++ with shared-factor architecture and random linear combinations.
result Ensemble++ achieves comparable regret to exact Thompson Sampling with significantly smaller ensemble sizes.

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.

Different types of training data have led to numerous schemes for supervised classification. Current learning techniques are tailored to one specific scheme and cannot handle general ensembles of training data. This paper presents a unifying framework for supervised classification with general ensembles of training dat…

2019-01-24abs ↗pdf ↗