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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.

168,657 papers · 148 categories

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76152227303 · Jun 202019922001200920172026
48 results for weight aggregation

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.

We improve prediction set coverage by assigning weights to individual sets.

problem Aggregating multiple prediction sets weakens overall coverage guarantee.
method Propose a framework for weighted aggregation of prediction sets.
result Achieve tighter coverage bounds that interpolate between 12α1-2\alpha and 1α1-\alpha guarantees.

Paper analyzes sparse aggregation in GLMs with Kullback-Leibler risk bounds.

problem Sparse aggregation in GLMs for parameter approximation.
method Exponential weighted aggregation scheme with Kullback-Leibler risk bounds.
result Sharp oracle inequality for Kullback-Leibler risk with leading constant 1 and minimax-optimal rate of aggregation.

MANA-Net improves market predictions by dynamically weighting news sentiments.

problem Aggregated Sentiment Homogenization in financial news data.
method Dynamic market-news attention mechanism to aggregate sentiments.
result MANA-Net outperforms recent market prediction methods by 1.1% Profit & Loss and 0.252 daily Sharpe ratio.

New method preserves privacy by aggregating feature-vectors with weighted sums, ensuring label differential privacy.

problem Ensuring privacy in training data aggregation for sensitive labels.
method Learning from bag aggregates (LBA) with weighted Gaussian sums, preserving label differential privacy (label-DP).
result Weighted LBA using iid Gaussian weights with mm randomly sampled disjoint kk-sized bags provides (ε,δ)(\varepsilon, δ)-label-DP.

This paper solves aggregation of Pareto optimal models by using Bayesian priors and weighted averaging.

problem How to rationally aggregate Pareto optimal models while preserving Pareto efficiency.
method Four logical steps: 1) Bayesian models, 2) Prior as preference ranking, 3) Consistent aggregation, 4) Weighted average of priors.
result All rational/consistent aggregation rules follow a generalized hierarchical Bayesian model.

CAggNet improves medical image segmentation by fusing coarse and fine features.

problem Medical image segmentation accuracy and efficiency.
method Crossing Aggregation Network with nested skip connections and weighted aggregation.
result CAggNet achieves more accurate and efficient segmentation compared to existing methods.

We study the topological properties of the multinetwork of commodity-specific trade relations among world countries over the 1992-2003 period, comparing them with those of the aggregate-trade network, known in the literature as the international-trade network (ITN). We show that link-weight distributions of commodity-s…

2009-08-13abs ↗pdf ↗

A new method for faster prediction in distributed Gaussian processes.

problem Inefficient aggregation of distributed Gaussian processes with correlations.
method Proposes a novel approach for aggregated prediction in distributed GPs that incorporates correlations among experts.
result Results in more stable predictions in less time compared to state-of-the-art methods.

No fair and strategy-proof automated market maker exists for more than two assets.

problem Designing a fair and strategy-proof automated market maker for multiple assets.
method Analyzing the weighted-product family of aggregation rules and their properties.
result No aggregation rule is both fair and strategy-proof for more than two assets.

AEW estimator achieves optimal risk in expectation for large enough temperatures.

problem Understanding minimax-rate optimality of AEW estimator in model selection aggregation.
method Analyzing AEW estimator with exponential weights for squared loss under random design.
result AEW achieves excess risk Tlog(M)/(n+1)T \log (M) / (n+1) in expectation for large enough temperatures.

Current approaches for explaining machine learning models fall into two distinct classes: antecedent event influence and value attribution. The former leverages training instances to describe how much influence a training point exerts on a test point, while the latter attempts to attribute value to the features most pe…

2019-01-20abs ↗pdf ↗

Enhances graph neural networks by considering feature similarities in node aggregation.

problem Ignoring node feature similarities in traditional graph aggregation schemes.
method Interprets node aggregation as kernel weighting, proposing a framework that considers feature similarities.
result Proposed framework outperforms traditional GCNs in real-world applications.

Paper tackles unknown participation in FL, proposing FedAU for better performance.

problem Unknown participation statistics in federated learning impact performance.
method Adapting aggregation weights in FedAvg based on participation history.
result FedAU converges to optimal solution and has desirable properties.

In this article, we aim at improving the prediction of expert aggregation by using the underlying properties of the models that provide expert predictions. We restrict ourselves to the case where expert predictions come from Kalman recursions, fitting state-space models. By using exponential weights, we construct diffe…

2020-02-26abs ↗pdf ↗

Method aggregates models with different hyper-parameters to adapt to target domain.

problem Choosing hyper-parameters for unsupervised domain adaptation.
method Linear aggregation of models with different hyper-parameters using weighted least squares for vector-valued functions.
result The target error is asymptotically not worse than twice the error of the optimal aggregation.

We introduce a new recursive aggregation procedure called Bernstein Online Aggregation (BOA). The exponential weights include an accuracy term and a second order term that is a proxy of the quadratic variation as in Hazan and Kale (2010). This second term stabilizes the procedure that is optimal in different senses. We…

2014-04-04abs ↗pdf ↗

MELO predicts electricity loads by adapting to shifts without external indicators.

problem Adapting to non-stationary prediction challenges in online settings.
method MELO combines multiple forgetting factors and aggregation rules to adaptively predict.
result MELO reduces RMSE by 34.7% compared to base predictors and external covariates.

WildWood improves Random Forest predictions using bootstrap out-of-bag samples.

problem Improving Random Forest predictions for supervised learning.
method Uses bootstrap out-of-bag samples to compute improved predictions by aggregating all possible subtrees with exponential weights.
result WildWood produces faster and more competitive predictions compared to other ensemble methods.

Aggregates probability models using Wasserstein space and variational approach.

problem Model aggregation in the Wasserstein space of distributions.
method Data-driven calibration framework based on ΓΓ-convergence.
result Empirical minimizers converge to the minimizers of the actual problem.

New method improves LLM judge accuracy by accounting for dependencies in aggregated binary labels.

problem Classical label aggregation methods fail to account for dependencies among LLM judges, leading to miscalibrated predictions.
method Dependence-aware models based on Ising graphical models and latent factors.
result The proposed method outperforms classical methods on real-world datasets, reducing excess risk.

Given a finite family of functions, the goal of model selection aggregation is to construct a procedure that mimics the function from this family that is the closest to an unknown regression function. More precisely, we consider a general regression model with fixed design and measure the distance between functions by …

2012-03-12abs ↗pdf ↗

Recent advancements in deep neural networks for graph-structured data have led to state-of-the-art performance on recommender system benchmarks. In this work, we present a Graph Convolutional Network (GCN) algorithm SWAG (Sample Weight and AGgregate), which combines efficient random walks and graph convolutions on weig…

2019-11-22abs ↗pdf ↗

This work analyzes aggregation strategies for Bayesian deep learning models in federated learning.

problem Improper aggregation of Bayesian deep learning models in federated learning leads to sub-optimal performance.
method Six aggregation strategies for Bayesian deep learning models are analyzed using CIFAR-10 dataset and a fully variational ResNet-20 architecture.
result Aggregation strategy is a key hyperparameter affecting accuracy, calibration, uncertainty quantification, training stability, and client compute requirements.

We introduce a new class of context dependent, incomplete information games to serve as structured prediction models for settings with significant strategic interactions. Our games map the input context to outcomes by first condensing the input into private player types that specify the utilities, weighted interactions…

2019-05-29abs ↗pdf ↗

Let $\cF$ be a set of MM classification procedures with values in [1,1][-1,1]. Given a loss function, we want to construct a procedure which mimics at the best possible rate the best procedure in $\cF$. This fastest rate is called optimal rate of aggregation. Considering a continuous scale of loss functions with various …

2007-03-27abs ↗pdf ↗

In order to improve forecasts, a decisionmaker often combines probabilities given by various sources, such as human experts and machine learning classifiers. When few training data are available, aggregation can be improved by incorporating prior knowledge about the event being forecasted and about salient properties o…

2012-07-11abs ↗pdf ↗

PEARL combines multiple representation learning methods to enhance model performance.

problem Different representation learning methods extract distinct data aspects, potentially missing important insights.
method Combines multiple representation learning approaches using surrogate loss functions for efficient weight estimation.
result Asymptotically achieves optimal performance in downstream tasks, assigning nonzero weights to correctly specified models.

New method improves forecast accuracy using CRPS for probabilistic predictions.

problem Improving forecast accuracy for probabilistic predictions, especially in the tails of distributions.
method Introduces a new weighting method for pointwise CRPS learning, optimizing across quantiles.
result Proposed fully adaptive Bernstein online aggregation (BOA) method for pointwise CRPS online learning has optimal convergence properties.

BiTAT improves neural network quantization for edge devices by focusing on weight dependencies and disentangling them.

problem Performance degradation of compact neural networks under extreme quantization.
method Task-dependent Aggregated Transformation (BiTAT) method that orthonormalizes weights and progressively quantizes them.
result BiTAT effectively preserves model performance on ImageNet and CIFAR-100 with compact backbones.

The paper quantifies uncertainty in aggregated machine learning metrics.

problem Uncertainty in summarizing model performance across multiple tasks.
method Statistical methodologies including bootstrapping and Bayesian modeling.
result Insights into model performance dominance for specific tasks.

Learning algorithms that aggregate predictions from an ensemble of diverse base classifiers consistently outperform individual methods. Many of these strategies have been developed in a supervised setting, where the accuracy of each base classifier can be empirically measured and this information is incorporated in the…

2018-02-13abs ↗pdf ↗

The paper tackles uncertainty quantification in multi-source settings.

problem Uncertainty quantification under covariate shift is challenging in multi-source settings.
method The paper addresses this by proposing two extensions of weighted conformal prediction: merge-based aggregation and data-pooling.
result Theoretical guarantees are provided for the proposed approaches, and experiments validate their effectiveness.

Algorithm learns expert weights to minimize regret in adversarial setting.

problem Learning to aggregate expert forecasts with no-regret guarantee in adversarial conditions.
method Online mirror descent algorithm for logarithmic pooling of expert forecasts.
result Achieves O(TlogT)O(\sqrt{T} \log T) expected regret compared to best weights.