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We present a deep transformation model for probabilistic regression. Deep learning is known for outstandingly accurate predictions on complex data but in regression tasks, it is predominantly used to just predict a single number. This…

Machine Learning · Statistics 2020-04-02 Beate Sick , Torsten Hothorn , Oliver Dürr

Traditional deep network training methods optimize a monolithic objective function jointly for all the components. This can lead to various inefficiencies in terms of potential parallelization. Local learning is an approach to…

Machine Learning · Computer Science 2023-01-19 Adeetya Patel , Michael Eickenberg , Eugene Belilovsky

We consider the supervised learning problem of learning the price of an option or the implied volatility given appropriate input data (model parameters) and corresponding output data (option prices or implied volatilities). The majority of…

Computational Finance · Quantitative Finance 2026-01-30 Serena Della Corte , Laurens Van Mieghem , Antonis Papapantoleon , Jonas Papazoglou-Hennig

Modern deep neural network (DNN) trainings utilize various training techniques, e.g., nonlinear activation functions, batch normalization, skip-connections, etc. Despite their effectiveness, it is still mysterious how they help accelerate…

Machine Learning · Computer Science 2024-03-05 Cheng Chen , Junjie Yang , Yi Zhou

This paper introduces a framework for capturing stochasticity of choice probabilities in neural networks, derived from and fully consistent with the Random Utility Maximization (RUM) theory, referred to as RUM-NN. Neural network models show…

Econometrics · Economics 2025-01-10 Niousha Bagheri , Milad Ghasri , Michael Barlow

Despite the tremendous successes of deep neural networks (DNNs) in various applications, many fundamental aspects of deep learning remain incompletely understood, including DNN trainability. In a trainability study, one aims to discern what…

Machine Learning · Computer Science 2023-05-19 Yueyao Yu , Yin Zhang

Learning deep representations to solve complex machine learning tasks has become the prominent trend in the past few years. Indeed, Deep Neural Networks are now the golden standard in domains as various as computer vision, natural language…

Machine Learning · Computer Science 2020-12-04 Vincent Gripon , Carlos Lassance , Ghouthi Boukli Hacene

Our goal is to provide a review of deep learning methods which provide insight into structured high-dimensional data. Rather than using shallow additive architectures common to most statistical models, deep learning uses layers of…

Machine Learning · Statistics 2023-10-11 Nick Polson , Vadim Sokolov

It is commonly believed that the hidden layers of deep neural networks (DNNs) attempt to extract informative features for learning tasks. In this paper, we formalize this intuition by showing that the features extracted by DNN coincide with…

Information Theory · Computer Science 2019-05-17 Shao-Lun Huang , Xiangxiang Xu , Lizhong Zheng , Gregory W. Wornell

One of the main arguments behind studying disentangled representations is the assumption that they can be easily reused in different tasks. At the same time finding a joint, adaptable representation of data is one of the key challenges in…

Machine Learning · Computer Science 2021-10-08 Łukasz Maziarka , Aleksandra Nowak , Maciej Wołczyk , Andrzej Bedychaj

Real-world engineering systems are typically compared and contrasted using multiple metrics. For practical machine learning systems, performance tuning is often more nuanced than minimizing a single expected loss objective, and it may be…

Optimization and Control · Mathematics 2016-12-19 Ian Dewancker , Michael McCourt , Samuel Ainsworth

Binary neural networks, i.e., neural networks whose parameters and activations are constrained to only two possible values, offer a compelling avenue for the deployment of deep learning models on energy- and memory-limited devices. However,…

Uncertainty quantification in neural networks gained a lot of attention in the past years. The most popular approaches, Bayesian neural networks (BNNs), Monte Carlo dropout, and deep ensembles have one thing in common: they are all based on…

Machine Learning · Computer Science 2020-10-06 Sina Däubener , Asja Fischer

Deep Neural Networks are well known for efficiently fitting training data, yet experiencing poor generalization capabilities whenever some kind of bias dominates over the actual task labels, resulting in models learning "shortcuts". In…

Machine Learning · Computer Science 2024-08-12 Pietro Morerio , Ruggero Ragonesi , Vittorio Murino

The ubiquity of neural networks (NNs) in real-world applications, from healthcare to natural language processing, underscores their immense utility in capturing complex relationships within high-dimensional data. However, NNs come with…

Machine Learning · Computer Science 2024-07-08 Chang Yue , Niraj K. Jha

It has been observed \citep{zhang2016understanding} that deep neural networks can memorize: they achieve 100\% accuracy on training data. Recent theoretical results explained such behavior in highly overparametrized regimes, where the…

Machine Learning · Computer Science 2019-09-27 Rong Ge , Runzhe Wang , Haoyu Zhao

Energy-based probabilistic models learned by maximizing the likelihood of the data are limited by the intractability of the partition function. A widely used workaround is to maximize the pseudo-likelihood, which replaces the global…

Statistical Mechanics · Physics 2026-03-31 Francesco D'Amico , Dario Bocchi , Luca Maria Del Bono , Saverio Rossi , Matteo Negri

Deep learning is a subset of a broader family of machine learning methods based on learning data representations. These models are inspired by human biological nervous systems, even if there are various differences pertaining to the…

Neural and Evolutionary Computing · Computer Science 2019-05-22 Adriano Baldeschi , Raffaella Margutti , Adam Miller

The online learning of deep neural networks is an interesting problem of machine learning because, for example, major IT companies want to manage the information of the massive data uploaded on the web daily, and this technology can…

Machine Learning · Computer Science 2015-06-16 Sang-Woo Lee , Min-Oh Heo , Jiwon Kim , Jeonghee Kim , Byoung-Tak Zhang

Despite the high performance achieved by deep neural networks on various tasks, extensive studies have demonstrated that small tweaks in the input could fail the model predictions. This issue of deep neural networks has led to a number of…

Machine Learning · Computer Science 2022-02-22 Ming-Chang Chiu , Xuezhe Ma