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High-frequency quantitative investment is a crucial aspect of stock investment. Notably, order flow data plays a critical role as it provides the most detailed level of information among high-frequency trading data, including comprehensive…

Statistical Finance · Quantitative Finance 2023-08-17 Xianfeng Jiao , Zizhong Li , Chang Xu , Yang Liu , Weiqing Liu , Jiang Bian

In this paper, we introduce a unique variant of the denoising Auto-Encoder and combine it with the perceptual loss to classify images in an unsupervised manner. The proposed method, called Pseudo Labelling, consists of first applying a…

Computer Vision and Pattern Recognition · Computer Science 2021-06-01 Aymene Mohammed Bouayed , Karim Atif , Rachid Deriche , Abdelhakim Saim

We present a practical and statistically consistent scheme for actively learning binary classifiers under general loss functions. Our algorithm uses importance weighting to correct sampling bias, and by controlling the variance, we are able…

Machine Learning · Computer Science 2009-05-20 Alina Beygelzimer , Sanjoy Dasgupta , John Langford

A common technique in high energy physics is to characterize the response of a detector by means of models tunned to data which build parametric maps from the physical parameters of the system to the expected signal of the detector. When…

Instrumentation and Detectors · Physics 2022-06-29 César Jesús-Valls , Thorsten Lux , Federico Sánchez

Semantic segmentation labels are expensive and time consuming to acquire. Hence, pretraining is commonly used to improve the label-efficiency of segmentation models. Typically, the encoder of a segmentation model is pretrained as a…

Computer Vision and Pattern Recognition · Computer Science 2022-05-24 Emmanuel Brempong Asiedu , Simon Kornblith , Ting Chen , Niki Parmar , Matthias Minderer , Mohammad Norouzi

It is common practice to reuse models initially trained on different data to increase downstream task performance. Especially in the computer vision domain, ImageNet-pretrained weights have been successfully used for various tasks. In this…

Computer Vision and Pattern Recognition · Computer Science 2022-08-01 Jonas Dippel , Matthias Lenga , Thomas Goerttler , Klaus Obermayer , Johannes Höhne

Current deep learning based autonomous driving approaches yield impressive results also leading to in-production deployment in certain controlled scenarios. One of the most popular and fascinating approaches relies on learning vehicle…

Computer Vision and Pattern Recognition · Computer Science 2020-06-08 Luca Cultrera , Lorenzo Seidenari , Federico Becattini , Pietro Pala , Alberto Del Bimbo

Autoencoders have emerged as a useful framework for unsupervised learning of internal representations, and a wide variety of apparently conceptually disparate regularization techniques have been proposed to generate useful features. Here we…

Neural and Evolutionary Computing · Computer Science 2014-06-10 Ben Poole , Jascha Sohl-Dickstein , Surya Ganguli

Instruction tuning improves the ability of large language models (LLMs) to follow diverse human instructions, but achieving strong performance on specific target tasks remains challenging. A critical bottleneck is selecting the most…

Machine Learning · Computer Science 2025-05-19 Da Ma , Gonghu Shang , Zhi Chen , Libo Qin , Yijie Luo , Lei Pan , Shuai Fan , Lu Chen , Kai Yu

The Importance Weighted Auto Encoder (IWAE) objective has been shown to improve the training of generative models over the standard Variational Auto Encoder (VAE) objective. Here, we derive importance weighted extensions to AVB and AAE.…

Machine Learning · Computer Science 2019-10-24 Daniel Jiwoong Im , Sridhama Prakhya , Jinyao Yan , Srinivas Turaga , Kristin Branson

Variable selection, also known as feature selection in machine learning, plays an important role in modeling high dimensional data and is key to data-driven scientific discoveries. We consider here the problem of detecting influential…

Methodology · Statistics 2014-09-24 Bo Jiang , Jun S. Liu

In this article, we will look at autoencoders. This article covers the mathematics and the fundamental concepts of autoencoders. We will discuss what they are, what the limitations are, the typical use cases, and we will look at some…

Machine Learning · Computer Science 2022-01-12 Umberto Michelucci

Generative processes in biology and other fields often produce data that can be regarded as resulting from a composition of basic features. Here we present an unsupervised method based on autoencoders for inferring these basic features of…

Quantitative Methods · Quantitative Biology 2019-10-04 Matteo Negri , Davide Bergamini , Carlo Baldassi , Riccardo Zecchina , Christoph Feinauer

Integrating multiple functionalities into a system poses a fascinating challenge to the field of deep learning. While the precise mechanisms by which the brain encodes and decodes information, and learns diverse skills, remain elusive,…

Neural and Evolutionary Computing · Computer Science 2024-12-16 Siwei Luo

When a large feedforward neural network is trained on a small training set, it typically performs poorly on held-out test data. This "overfitting" is greatly reduced by randomly omitting half of the feature detectors on each training case.…

Neural and Evolutionary Computing · Computer Science 2012-07-04 Geoffrey E. Hinton , Nitish Srivastava , Alex Krizhevsky , Ilya Sutskever , Ruslan R. Salakhutdinov

In the majority of executive domains, a notion of normality is involved in most strategic decisions. However, few data-driven tools that support strategic decision-making are available. We introduce and extend the use of autoencoders to…

Machine Learning · Computer Science 2020-05-05 Sam Verboven , Jeroen Berrevoets , Chris Wuytens , Bart Baesens , Wouter Verbeke

Variational Autoencoders are powerful models for unsupervised learning. However deep models with several layers of dependent stochastic variables are difficult to train which limits the improvements obtained using these highly expressive…

Machine Learning · Statistics 2016-05-30 Casper Kaae Sønderby , Tapani Raiko , Lars Maaløe , Søren Kaae Sønderby , Ole Winther

While deep neural networks have been shown to perform remarkably well in many machine learning tasks, labeling a large amount of ground truth data for supervised training is usually very costly to scale. Therefore, learning robust…

Computer Vision and Pattern Recognition · Computer Science 2020-03-31 Jianbo Jiao , Linchao Bao , Yunchao Wei , Shengfeng He , Honghui Shi , Rynson Lau , Thomas S. Huang

Regularized training of an autoencoder typically results in hidden unit biases that take on large negative values. We show that negative biases are a natural result of using a hidden layer whose responsibility is to both represent the input…

Machine Learning · Statistics 2015-04-09 Kishore Konda , Roland Memisevic , David Krueger

In this paper, we demonstrate how deep autoencoders can be generalized to the case of inpainting and denoising, even when no clean training data is available. In particular, we show how neural networks can be trained to perform all of these…

Image and Video Processing · Electrical Eng. & Systems 2021-01-27 Rasika Karkare , Randy Paffenroth , Gunjan Mahindre
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