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.
Multi-model forgetting occurs when training multiple deep networks sequentially, leading to performance degradation of previously trained models.
problem Performance degradation of previously trained models when sequentially training multiple deep networks with shared parameters.
method Introduce a weight plasticity loss that regularizes the learning of shared parameters based on their importance for previous models.
result Weight plasticity loss effectively preserves the performance of previously trained models during sequential training and neural architecture search.
PRETZEL optimizes machine learning prediction serving systems for better performance.
problem Low latency, high throughput, and graceful performance degradation under heavy load in prediction serving systems.
method Introducing a novel white box architecture enabling both end-to-end and multi-model optimizations.
result Average 5.5x reduction in 99th percentile latency, 25x reduction in memory footprint, and 4.7x increase in throughput compared to state-of-the-art approaches.
With the increasing penetration of solar power into power systems, forecasting becomes critical in power system operations. In this paper, an hourly-similarity (HS) based method is developed for 1-hour-ahead (1HA) global horizontal irradiance (GHI) forecasting. This developed method utilizes diurnal patterns, statistic…
Solar forecasting accuracy is affected by weather conditions, and weather awareness forecasting models are expected to improve the performance. However, it may not be available and reliable to classify different forecasting tasks by using only meteorological weather categorization. In this paper, an unsupervised cluste…
This paper proposes a novel approach to train deep neural networks by unlocking the layer-wise dependency of backpropagation training. The approach employs additional modules called local critic networks besides the main network model to be trained, which are used to obtain error gradients without complete feedforward …
Federated survival analysis outperforms local and centralized training, with RSF offering the best balance of discrimination, calibration, and robustness.
problem Survival analysis models require large, diverse cohorts but are limited by privacy regulations and lack of centralized data.
method Federated learning (FL) is used to train shared models without exchanging raw data.
result FL consistently outperforms local training and approaches, and occasionally exceeds centralized performance.
Traditional nearest points methods use all the samples in an image set to construct a single convex or affine hull model for classification. However, strong artificial features and noisy data may be generated from combinations of training samples when significant intra-class variations and/or noise occur in the image s…
Energy price forecasting is a relevant yet hard task in the field of multi-step time series forecasting. In this paper we compare a well-known and established method, ARMA with exogenous variables with a relatively new technique Gradient Boosting Regression. The method was tested on data from Global Energy Forecasting …
Despite being popularly used in many applications, neural network models have been found to be vulnerable to adversarial examples, i.e., carefully crafted examples aiming to mislead machine learning models. Adversarial examples can pose potential risks on safety and security critical applications. However, existing def…
Study examines remittances in Nepal, linking external demand and domestic monetary conditions.
problem Understanding the dynamics of remittances in Nepal's economy.
method Constructed composite indices via PCA for external demand and domestic monetary conditions. Used ARDL, cointegration, DOLS, ECM, and machine learning for analysis.
result Strong positive long-run effect of external demand on remittances, significant negative impact of tighter domestic monetary conditions.
Research capacity is critical in understanding systemic risk and informing new regulation. Banking regulation has not kept pace with all the complexities of financial innovation. The academic literature on systemic risk is rapidly expanding. The majority of papers analyse a single source or a consolidated source of ris…
When hyperparameter optimization of a machine learning algorithm is repeated for multiple datasets it is possible to transfer knowledge to an optimization run on a new dataset. We develop a new hyperparameter-free ensemble model for Bayesian optimization that is a generalization of two existing transfer learning extens…