Related papers: On Ensembling vs Merging: Least Squares and Random…
To find efficient screening methods for high dimensional linear regression models, this paper studies the relationship between model fitting and screening performance. Under a sparsity assumption, we show that a subset that includes the…
Combining machine learning with econometric analysis is becoming increasingly prevalent in both research and practice. A common empirical strategy involves the application of predictive modeling techniques to 'mine' variables of interest…
Tree-based ensembles such as the Random Forest are modern classics among statistical learning methods. In particular, they are used for predicting univariate responses. In case of multiple outputs the question arises whether we separately…
Supervised learning by extreme learning machines resp. neural networks with random weights is studied under a non-stationary spatial-temporal sampling design which especially addresses settings where an autonomous object moving in a…
Ensembling multiple predictions is a widely used technique for improving the accuracy of various machine learning tasks. One obvious drawback of ensembling is its higher execution cost during inference. In this paper, we first describe our…
This paper deals with improvement of linear quantile regression, when there are a few distinct values of the covariates but many replicates. On can improve asymptotic efficiency of the estimated regression coefficients by using suitable…
Ensembles are a straightforward, remarkably effective method for improving the accuracy,calibration, and robustness of models on classification tasks; yet, the reasons that underlie their success remain an active area of research. We build…
Convolutional Neural Networks have achieved state-of-the-art performance on a wide range of tasks. Most benchmarks are led by ensembles of these powerful learners, but ensembling is typically treated as a post-hoc procedure implemented by…
Given the continuous increase in dataset sizes and the complexity of forecasting models, the trade-off between forecast accuracy and computational cost is emerging as an extremely relevant topic, especially in the context of ensemble…
In many medical and business applications, researchers are interested in estimating individualized treatment effects using data from a randomized experiment. For example in medical applications, doctors learn the treatment effects from…
Ensemble methods are among the state-of-the-art predictive modeling approaches. Applied to modern big data, these methods often require a large number of sub-learners, where the complexity of each learner typically grows with the size of…
Ensembles of neural networks are known to be much more robust and accurate than individual networks. However, training multiple deep networks for model averaging is computationally expensive. In this paper, we propose a method to obtain the…
Random forests are a statistical learning technique that use bootstrap aggregation to average high-variance and low-bias trees. Improvements to random forests, such as applying Lasso regression to the tree predictions, have been proposed in…
Several studies have shown that combining machine learning models in an appropriate way will introduce improvements in the individual predictions made by the base models. The key to make well-performing ensemble model is in the diversity of…
This paper investigates the linear merging of models in the context of continual learning (CL). Using controlled visual cues in computer vision experiments, we demonstrate that merging largely preserves or enhances shared knowledge, while…
Ensemble learning methods are designed to benefit from multiple learning algorithms for better predictive performance. The tradeoff of this improved performance is slower speed and larger size of ensemble learning systems compared to single…
In this paper, we investigate the impact of compression on stochastic gradient algorithms for machine learning, a technique widely used in distributed and federated learning. We underline differences in terms of convergence rates between…
Ensemble learning has had many successes in supervised learning, but it has been rare in unsupervised learning and dimensionality reduction. This study explores dimensionality reduction ensembles, using principal component analysis and…
Random forest regression is a powerful non-parametric method that adapts to local data characteristics through data-driven partitioning, making it effective across diverse application domains. However, the piecewise constant nature of…
We present convincing empirical evidence for an effective and general strategy for building accurate small models. Such models are attractive for interpretability and also find use in resource-constrained environments. The strategy is to…