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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.

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48 results for ensemble perspective

Deep ensembles effectively capture epistemic uncertainty through training stochasticity, providing a frequentist perspective.

problem Understanding and quantifying epistemic uncertainty in machine learning models.
method Bootstrap-based estimator and decomposition of deep ensembles into data variability and training stochasticity.
result Deep ensembles primarily capture training stochasticity, explaining their effectiveness in quantifying epistemic uncertainty.

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.

Since their emergence in the 1990's, the support vector machine and the AdaBoost algorithm have spawned a wave of research in statistical machine learning. Much of this new research falls into one of two broad categories: kernel methods and ensemble methods. In this expository article, I discuss the main ideas behind t…

2007-12-06abs ↗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.

Improved neural network ensembles using Stein Variational Newton updates.

problem Lack of efficient second-order information in current ensemble methods.
method Proposes a novel approximate Bayesian inference method integrating Stein Variational Newton updates with scalable Hessian approximations.
result Significantly faster convergence and more accurate posterior distribution approximations.

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 ↗

Residual networks' depth is mathematically equivalent to expanding an implicit ensemble size.

problem Understanding why deep residual networks are effective.
method Formal analysis of residual networks as ensembles of shallow models.
result Increasing network depth is equivalent to expanding the size of an implicit ensemble, revealing a hierarchical structure.

This paper connects RND, deep ensembles, and Bayesian inference, providing a unified theoretical perspective.

problem Uncertainty quantification in deep learning models.
method Analysis of Random Network Distillation (RND) within the neural tangent kernel framework.
result The uncertainty signal from RND is equivalent to the predictive variance of a deep ensemble and can be made to mirror the centered posterior predictive distribution of Bayesian inference.

The paper predicts travel times using tree-based ensembles.

problem Predicting travel times between urban points over short and long horizons.
method Tree-based ensemble methods trained on taxi trip records with additional features from weather and routing data.
result Adding routing data improves model performance and short-term predictions require less data.

Ens-CGP synthesizes ensemble-based inference with Gaussian processes.

problem Ensemble-based inference and Gaussian process modeling.
method Formulates Ens-CGP as a conditional Gaussian process for ensemble moments.
result Ens-CGP provides a unified probabilistic foundation for Kalman-type methods.

Bayesian deep learning improves neural network accuracy and generalization.

problem Improving accuracy and calibration of deep neural networks.
method Bayesian marginalization and deep ensembles to approximate marginalization, and tempering for calibrating predictive distributions.
result Bayesian approaches improve deep neural networks' accuracy and generalization.

Ensembles improve classifier performance by reducing bias, not variance.

problem Improving classifier performance through ensemble methods.
method Extended bias-variance decomposition for classification tasks, introducing dual reparameterization.
result Ensembling reduces bias in classifiers, contrary to the traditional view.

This paper examines how to calibrate ensemble members for better prediction accuracy.

problem Improper calibration of deep neural networks leads to unreliable probability estimates.
method Theoretical analysis and empirical evaluation on CIFAR-100 dataset.
result Well-calibrated ensemble members do not guarantee a well-calibrated ensemble prediction, but a well-calibrated ensemble prediction cannot exceed the average performance of its members.

ES reduces high-probability regret in stochastic linear bandits.

problem High-probability regret in stochastic linear bandits.
method Linear ensemble sampling with standard Gaussian perturbations, analyzing m=Θ(dlogn)m=Θ(d\log n) ensemble size.
result ES achieves ildeO(d3/2n) ilde O(d^{3/2}\sqrt n) high-probability regret, closing the gap to Thompson sampling.

Unified theory linking Bayesian and ensemble methods in deep learning.

problem Uncertainty quantification in deep learning.
method Reformulating optimisation as convex optimisation in probability measures, studying Wasserstein gradient flows.
result Unified theory explaining success of deep ensembles over variational inference.

This work improves adversarial robustness by boosting model ensembles with margin maximization.

problem Single models are insufficient for defending against adversarial attacks.
method Margin-boosting approach to learn ensembles with maximum margin.
result Our algorithm outperforms existing ensembling techniques and large models trained end-to-end.

MNIST-NET10 fusion improves MNIST classification to 0.1% error rate.

problem Improving MNIST classification accuracy.
method Complex heterogeneous fusion architecture using degree of certainty aggregation.
result MNIST-NET10 achieves 0.1% error rate with 10 misclassifications.

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.

Tree ensembles like RF and GBT can be seen as kernels, improving regression and classification performance.

problem Improving kernel methods for tree ensemble based models.
method Investigation of RF and GBT kernels in simulation and real data.
result RF and GBT kernels are competitive to their respective ensembles in higher dimensions, particularly with noisy features.

New methods improve tree ensemble models by compressing them while maintaining accuracy.

problem Theoretical understanding and practical compression of tree ensembles like random forests and gradient boosting machines.
method Spectral perspective on tree ensembles, deriving minimax rates and developing compression schemes.
result Leading eigenfunctions/singular vectors capture dominant predictive directions, leading to smaller, competitive models.

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.

Deep ensembles have been empirically shown to be a promising approach for improving accuracy, uncertainty and out-of-distribution robustness of deep learning models. While deep ensembles were theoretically motivated by the bootstrap, non-bootstrap ensembles trained with just random initialization also perform well in p…

2019-12-05abs ↗pdf ↗

Enhanced ensemble filters use machine learning to improve accuracy in filtering models.

problem Accuracy limitations of traditional ensemble Kalman filters.
method Introduces a measure neural mapping (MNM) to map joint predicted state and observation to updated state estimates.
result Superior root-mean-square-error performance compared to leading methods in filtering models.

Improved neural population modeling using shared features and ensemble detection.

problem Missing shared coding properties in neural latent variable models.
method Feature sharing across tuning curves and soft clustering of neurons.
result More interpretable and better-performing neural population models.

Proposes a method to generate counterfactuals for ensemble models using entropic risk measures.

problem Finding a single counterfactual explanation for an ensemble of models.
method Incorporates entropic risk measure into a constrained optimization to generate counterfactuals valid for an adjustable fraction of models.
result Entropic risk measure allows generation of counterfactuals valid for all models in the ensemble under a limiting case.

We propose a method to extract interpretable rules from tree ensembles.

problem Tree ensembles are accurate but hard to interpret.
method Propose an estimator to extract compact sets of decision rules from tree ensembles.
result Our estimator improves accuracy and reveals useful relationships in the data.

Partial fusion combines neural networks to balance accuracy and efficiency.

problem Balancing accuracy and computational cost in neural networks.
method Extending weight aggregation methods based on neuron-level similarity, using partial optimal transport to match similar neurons.
result Achieves a flexible tradeoff between computational cost and performance.

Protects proprietary policies from imitation learning by training adversarial policy ensembles.

problem Protecting policies from external observers cloning them.
method Introduces a reinforcement learning framework that trains an ensemble of near-optimal policies, making demonstrations useless for external observers.
result Demonstrates the existence of 'non-clonable' ensembles and provides a solution to the optimization problem.

Paper explains how tree ensembles improve predictions by smoothing and regulating smoothness.

problem Understanding why tree ensembles perform well despite their complexity.
method Interpreting tree ensembles as adaptive and self-regularizing smoothers.
result Ensemble trees make more smooth predictions than individual trees and adjust smoothness based on input dissimilarity.

This work analyzes tree-based methods from a ranking perspective, providing insights and new statistics.

problem Understanding the effectiveness of tree-based methods in finite-sample settings, especially symbolic feature selection.
method Local ranking perspective, finite-sample analysis, oracle bounds, posterior contraction results, concordant divergence statistics.
result New insights and statistics for evaluating symbolic feature mappings.

The superior performance of ensemble methods with infinite models are well known. Most of these methods are based on optimization problems in infinite-dimensional spaces with some regularization, for instance, boosting methods and convex neural networks use L1L^1-regularization with the non-negative constraint. However…

2017-12-14abs ↗pdf ↗

Bayesian symbolic regression automates model discovery from data.

problem Learning closed-form mathematical models from data using heuristic methods.
method Probabilistic approach to symbolic regression, connecting to information theory and statistical physics.
result Probabilistic approach provides model plausibility and performance guarantees.