Proposes DeGLIF to denoise graph data for label noise robustness.
arXiv research
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Understanding neural networks is becoming increasingly important. Over the last few years different types of visualisation and explanation methods have been proposed. However, none of them explicitly considered the behaviour in the presence of noise and distracting elements. In this work, we will show how noise and dis…
AdaBoost's success explained through noise influence measure.
This study presents the results of a series of simulation experiments that evaluate and compare four different manifold alignment methods under the influence of noise. The data was created by simulating the dynamics of two slightly different double pendulums in three-dimensional space. The method of semi-supervised fea…
The paper explores how symmetries and noise in SGD influence parameter dynamics.
The paper analyzes how noise geometry influences the performance of SGD in machine learning.
Denoising autoencoders (DAEs) have proven useful for unsupervised representation learning, but a thorough theoretical understanding is still lacking of how the input noise influences learning. Here we develop theory for how noise influences learning in DAEs. By focusing on linear DAEs, we are able to derive analytic ex…
Paper tackles noise-robust domain adaptation in noisy environments.
ANTIDOTE reduces noisy labels influence during learning.
This paper studies business cycle patterns in UK sectoral output. It analyzes the distinction between white noise processes and their non-white noise counterparts in the frequency domain and further examines the associated features and patterns for the process where white noise conditions are violated. The characterist…
A new measure of causal influence quantifies intrinsic contributions in DAGs.
The -Alternator adapts to varying noise levels in sequences, improving robustness and performance.
The log returns of financial time series are usually modeled by means of the stationary GARCH(1,1) stochastic process or its generalizations which can not properly describe the nonstationary deterministic components of the original series. We analyze the influence of deterministic trends on the GARCH(1,1) parameters us…
Alignment of neural network representations is influenced by SNR and sample size.
Study enhances classifier robustness against noisy labels.
Identification of causal direction between a causal-effect pair from observed data has recently attracted much attention. Various methods based on functional causal models have been proposed to solve this problem, by assuming the causal process satisfies some (structural) constraints and showing that the reverse direct…
Recent work has established the equivalence between deep neural networks and Gaussian processes (GPs), resulting in so-called neural network Gaussian processes (NNGPs). The behaviour of these models depends on the initialisation of the corresponding network. In this work, we consider the impact of noise regularisation …
Two models incorporate market microstructure noise into asset pricing and option valuation.
Study on noise models for noisy labels in NLP.
We study classification problems where features are corrupted by noise and where the magnitude of the noise in each feature is influenced by the resources allocated to its acquisition. This is the case, for example, when multiple sensors share a common resource (power, bandwidth, attention, etc.). We develop a method f…
Stochastic differential equation approximation for linear TD(0) under Markovian noise
Study shows HFT benefits large traders under certain conditions.
We consider the problem of training a model under the presence of label noise. Current approaches identify samples with potentially incorrect labels and reduce their influence on the learning process by either assigning lower weights to them or completely removing them from the training set. In the first case the model…
The paper explores how neural networks learn logical functions and their generalization error.
We propose a method to clean covariance matrices of nonstationary systems by using time-independent eigenvalues.
We present a novel methodology based on a Taylor expansion of the network output for obtaining analytical expressions for the expected value of the network weights and output under stochastic training. Using these analytical expressions the effects of the hyperparameters and the noise variance of the optimization algor…
Algorithm removes specific training data from models efficiently in high-dimensional settings.
A method to approximate instance-dependent label noise using instance-confidence embedding.
Empirical data of supermarket sales show stylised facts that are similar to stock markets, with a broad (truncated) Levy distribution of weekly sales differences in the baseline sales [R.D. Groot, Physica A 353 (2005) 501]. To investigate the cause of this, the influence of social interactions and advertisements are st…
The paper studies sparsity in EBF with hyperpriors and proposes a PALM algorithm.
New method handles complex systems with discontinuous, heavy-tailed noise.
New model shows neural networks can use noise to improve long-tailed data classification.
Stochastic regularisation is an important weapon in the arsenal of a deep learning practitioner. However, despite recent theoretical advances, our understanding of how noise influences signal propagation in deep neural networks remains limited. By extending recent work based on mean field theory, we develop a new frame…
Using data from 92 indices of stock exchanges worldwide, I analize the cluster formation and evolution from 2007 to 2010, which includes the Subprime Mortgage Crisis of 2008, using asset graphs based on distance thresholds. I also study the survivability of connections and of clusters through time and the influence of …
Customer Satisfaction is the most important factors in the industry irrespective of domain. Key Driver Analysis is a common practice in data science to help the business to evaluate the same. Understanding key features, which influence the outcome or dependent feature, is highly important in statistical model building.…
New method uses SLL to create masks for PX in noisy optimization problems.
New approach removes data influence in high dimensions with single step.
Paper improves differential privacy SGD by considering data heterogeneity.
Adam optimizer's bias is influenced by mini-batch size and momentum hyperparameters.
Explaining the output of a deep network remains a challenge. In the case of an image classifier, one type of explanation is to identify pixels that strongly influence the final decision. A starting point for this strategy is the gradient of the class score function with respect to the input image. This gradient can be …
Most real life systems have a random component: the multitude of endogenous and exogenous factors influencing them result in stochastic fluctuations of the parameters determining their dynamics. These empirical systems are in many cases subject to noise of multiplicative nature. The special properties of multiplicative…
Bayes-optimal limits in PCA with structured noise are determined.
We investigate how the final parameters found by stochastic gradient descent are influenced by over-parameterization. We generate families of models by increasing the number of channels in a base network, and then perform a large hyper-parameter search to study how the test error depends on learning rate, batch size, a…
The paper simplifies quickshift hyperparameter tuning for larger images.
Adversarial attacks on probabilistic state-space models affect latent state and policy decisions.
Study examines robustness of NPI effectiveness models against COVID-19.
A new macroscopic market making model connects market making and optimal execution.
Bayesian model learns multiscale interactions in complex systems.