Related papers: Regularization and False Alarms Quantification: Tw…
Consistency regularization is a commonly-used technique for semi-supervised and self-supervised learning. It is an auxiliary objective function that encourages the prediction of the network to be similar in the vicinity of the observed…
The objective of this study is to develop a good risk model for classifying business delinquency by simultaneously exploring several machine learning based methods including regularization, hyper-parameter optimization, and model ensembling…
Entropy regularization is known to improve exploration in sequential decision-making problems. We show that this same mechanism can also lead to nearly unbiased and lower-variance estimates of the mean reward in the optimize-and-estimate…
Data augmentation is used in machine learning to make the classifier invariant to label-preserving transformations. Usually this invariance is only encouraged implicitly by including a single augmented input during training. However,…
Neural networks are more expressive when they have multiple layers. In turn, conventional training methods are only successful if the depth does not lead to numerical issues such as exploding or vanishing gradients, which occur less…
Common practice in modern machine learning involves fitting a large number of parameters relative to the number of observations. These overparameterized models can exhibit surprising generalization behavior, e.g., ``double descent'' in the…
Meta-learning models have two objectives. First, they need to be able to make predictions over a range of task distributions while utilizing only a small amount of training data. Second, they also need to adapt to new novel unseen tasks at…
This paper proposes an algorithm for computing regularized solutions to linear rational expectations models. The algorithm allows for regularization cross-sectionally as well as across frequencies. A variety of numerical examples illustrate…
The goal of regression and classification methods in supervised learning is to minimize the empirical risk, that is, the expectation of some loss function quantifying the prediction error under the empirical distribution. When facing scarce…
We consider the problem of reconstructing a low rank matrix from noisy observations of a subset of its entries. This task has applications in statistical learning, computer vision, and signal processing. In these contexts, "noise"…
Regularization is used in many different areas of optimization when solutions are sought which not only minimize a given function, but also possess a certain degree of regularity. Popular applications are image denoising, sparse regression…
Inverse problems are characterized by their inherent non-uniqueness and sensitivity with respect to data perturbations. Their stable solution requires the application of regularization methods including variational and iterative…
Most modern supervised statistical/machine learning (ML) methods are explicitly designed to solve prediction problems very well. Achieving this goal does not imply that these methods automatically deliver good estimators of causal…
Regularizing neural networks is important for anticipating model behavior in regions of the data space that are not well represented. In this work, we propose a regularization technique for enforcing a level of smoothness in the mapping…
In many high-risk machine learning applications it is essential for a model to indicate when it is uncertain about a prediction. While large language models (LLMs) can reach and even surpass human-level accuracy on a variety of benchmarks,…
Adversarial robustness has become an important research topic given empirical demonstrations on the lack of robustness of deep neural networks. Unfortunately, recent theoretical results suggest that adversarial training induces a strict…
Regularization and Bayesian methods for system identification have been repopularized in the recent years, and proved to be competitive w.r.t. classical parametric approaches. In this paper we shall make an attempt to illustrate how the use…
Q-learning is widely used algorithm in reinforcement learning community. Under the lookup table setting, its convergence is well established. However, its behavior is known to be unstable with the linear function approximation case. This…
Quantization enables efficient deployment of large language models (LLMs) in resource-constrained environments by significantly reducing memory and computation costs. While quantized LLMs often maintain performance on perplexity and…
The aim of this paper is to numerically study the performance of a method of regularization. This technique was developed to solve the illposed problem of estimating a source-dimensional Poisson equation for two dimensions from measurements…