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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.

169,051 papers · 148 categories

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306089119 · Jun 202019922001200920182026
48 results for parallel ensembles

A new framework selects best outlier detectors locally for improved ensemble performance.

problem Challenges in combining outlier detectors without ground truth.
method Locally Selective Combination in Parallel Outlier Ensembles (LSCP) framework.
result LSCP_AOM variant consistently outperforms other methods on real-world datasets.

Ensembled neural networks improve MRI image quality.

problem Accelerated parallel MR imaging with high SSIM scores.
method Ensembled ΣΣ-net combining parallel coil and sensitivity networks, trained with supervised and semi-supervised methods.
result Ensembling models achieves visually sharp and textured images with robust SSIM scores.

Paper improves financial trading models using GPU parallelism.

problem Challenges in policy instability and sampling bottlenecks in reinforcement learning for financial tasks.
method Revisits ensemble methods with massively parallel simulations on GPUs.
result Significantly improved computational efficiency and robustness of financial decision-making strategies.

ESS improves MCMC efficiency for correlated & multimodal distributions.

problem Slice Sampling's sensitivity to initial length scale and difficulty with correlated distributions.
method Adaptive tuning and parallel walkers for efficient sampling.
result ESS improves efficiency by more than an order of magnitude on correlated distributions.

TentacleNet improves binarized CNNs, reducing accuracy loss and memory usage.

problem Excessive accuracy loss in binarized CNNs.
method Parallelization inspired by ensemble learning theory, end-to-end trainable compact topology.
result Significant memory savings compared to state-of-the-art binary ensemble methods.

SBMC method improves uncertainty estimation in deep learning models.

problem Improving uncertainty quantification in deep learning models.
method A scalable Bayesian Monte Carlo method using a model and parallel SMC/MCMC algorithm.
result SBMC achieves comparable or better accuracy and improved uncertainty quantification compared to state-of-the-art methods.

LIFE framework improves model accuracy and interpretability.

problem Achieving high prediction accuracy and interpretability in neural networks.
method Three-step process: subset definition, feature creation, and linear model combination.
result LIFE consistently outperforms other models in prediction accuracy and interpretability.

EnsemFDet detects fraud by solving subproblems on small graphs, scaling up e-commerce fraud detection.

problem Detecting and preventing fraud in e-commerce, especially in large-scale bipartite graphs.
method EnsemFDet uses an ensemble approach to decompose the problem into smaller subproblems, solving them in parallel.
result EnsemFDet is up to 100x faster than state-of-the-art methods while maintaining high accuracy.

We describe parallel Markov chain Monte Carlo methods that propagate a collective ensemble of paths, with local covariance information calculated from neighboring replicas. The use of collective dynamics eliminates multiplicative noise and stabilizes the dynamics thus providing a practical approach to difficult anisotr…

2016-07-13abs ↗pdf ↗

Packed-Ensembles improve uncertainty estimation in constrained hardware.

problem Hardware limitations restrict the size of ensembles and network capacity, degrading performance.
method Packed-Ensembles (PE) design and train lightweight structured ensembles by modulating encoding space and parallelizing into a single backbone.
result PE accurately preserves diversity and maintains performance on key metrics like accuracy, calibration, and out-of-distribution detection.

We investigate in this paper the architecture of deep convolutional networks. Building on existing state of the art models, we propose a reconfiguration of the model parameters into several parallel branches at the global network level, with each branch being a standalone CNN. We show that this arrangement is an effici…

2017-09-18abs ↗pdf ↗

AgEBO-Tabular combines NAS and hyperparameter tuning for fast, high-performing tabular models.

problem Developing high-performing predictive models for large tabular data sets is challenging.
method Combines aging evolution NAS and asynchronous Bayesian optimization for hyperparameter tuning in data-parallel training.
result Automatically discovered neural network models outperform state-of-the-art AutoML ensembles in inference speed by two orders of magnitude.

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.

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 ↗

BatchEnsemble reduces ensemble costs by 3X in training and testing.

problem High costs for training and testing ensembles of neural networks.
method Defines each weight matrix as a Hadamard product of a shared matrix and a rank-one matrix per member.
result Achieves 3X speedup and 3X memory reduction in test time for ensembles of size 4.

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.

Efficiently quantifies uncertainty in DeepONets for function spaces.

problem Uncertainty quantification in deep operator networks.
method Randomized prior ensembles for frequentist inference.
result Improved robustness and accuracy, reliable uncertainty estimates, out-of-distribution detection, and model bias quantification.

Ensembling smaller models can outperform larger models in terms of accuracy and efficiency.

problem The inefficiency of training larger models for boosting performance.
method Training ensembles of smaller models and comparing their performance to single larger models.
result Ensembles of smaller models outperform single larger models in accuracy and efficiency, especially as models grow large.

Bayesian inference for factorial hidden Markov models is challenging due to the exponentially sized latent variable space. Standard Monte Carlo samplers can have difficulties effectively exploring the posterior landscape and are often restricted to exploration around localised regions that depend on initialisation. We …

2017-03-24abs ↗pdf ↗

ZAPs rewards users based on activity, making them less susceptible to bots and sybil attacks.

problem Incentive programs in DeFi are vulnerable to bots and sybil operations.
method ZAPs combines percentile normalization, two-layer weighting, and anomaly detection.
result ZAPs reduces adversarial reward capture by 30-90 percent.

Tree ensembles are flexible predictive models that can capture relevant variables and to some extent their interactions in a compact and interpretable manner. Most algorithms for obtaining tree ensembles are based on versions of boosting or Random Forest. Previous work showed that boosting algorithms exhibit a cyclic b…

2017-09-16abs ↗pdf ↗

This paper proposes an ensemble of Gaussian processes for Bayesian optimization.

problem Optimizing expensive black-box functions with limited evaluations.
method An ensemble of Gaussian processes (EGP) for adaptive surrogate modeling, combined with Thompson sampling (TS) for function sampling.
result The proposed EGP-TS method achieves better optimization results than single-GP approaches.

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.

A very simple way to improve the performance of almost any machine learning algorithm is to train many different models on the same data and then to average their predictions. Unfortunately, making predictions using a whole ensemble of models is cumbersome and may be too computationally expensive to allow deployment to…

2015-03-09abs ↗pdf ↗

A new ensemble model uses simple hyper-rectangles to improve gradient boosting machine performance.

problem Improving gradient boosting machine performance and avoiding overfitting.
method Proposes a new ensemble model with axis-parallel hyper-rectangles as base models, integrates into GBM, and uses SHAP for interpretation.
result GBM with HRBMs can be an effective and interpretable model for regression and classification problems.

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.

LSTM neural networks improve stock price prediction for Stockholm OMX30.

problem Forecasting stock price movement in financial markets.
method Ensemble of parallel long short-term memory (LSTM) neural networks trained on binary classification of stock returns.
result The LSTM ensemble outperforms traditional portfolios in terms of average daily returns, cumulative returns, and risk-adjusted performance.

A method interprets black-box models using an ensemble of gradient boosting machines.

problem Local and global interpretation of black-box models.
method An ensemble of gradient boosting machines (GBMs) to form a generalized additive model.
result Efficiency and properties demonstrated on synthetic and real datasets.

Paper tackles robust knowledge transfer in parallel RL tasks.

problem Transfer knowledge from low-tier to high-tier tasks in parallel RL without shared dynamics or reward functions.
method Identifies Optimal Value Dominance condition and proposes online learning algorithms for both tasks.
result Achieves constant regret on partial states and near-optimal regret when tasks are dissimilar.

Bayesian optimization (BO) has become an effective approach for black-box function optimization problems when function evaluations are expensive and the optimum can be achieved within a relatively small number of queries. However, many cases, such as the ones with high-dimensional inputs, may require a much larger numb…

2017-06-05abs ↗pdf ↗

Recent work in distance metric learning has focused on learning transformations of data that best align with specified pairwise similarity and dissimilarity constraints, often supplied by a human observer. The learned transformations lead to improved retrieval, classification, and clustering algorithms due to the bette…

2017-01-07abs ↗pdf ↗

Sales forecasting plays a prominent role in business planning and business strategy. The value and importance of advance information is a cornerstone of planning activity, and a well-set forecast goal can guide sale-force more efficiently. In this paper CPU sales forecasting of Intel Corporation, a multinational semico…

2017-04-28abs ↗pdf ↗