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A particular case of Recurrent Neural Network (RNN) was introduced at the beginning of the 2000s under the name of Echo State Networks (ESNs). The ESN model overcomes the limitations during the training of the RNNs while introducing no…

Machine Learning · Computer Science 2015-01-06 Sebastián Basterrech

Restricted maximum likelihood (REML) estimation is a widely accepted and frequently used method for fitting linear mixed models, with its principal advantage being that it produces less biased estimates of the variance components. However,…

Methodology · Statistics 2025-05-15 Luca Maestrini , Francis K. C. Hui , Alan H. Welsh

Evolutionary Reinforcement Learning (ERL), which integrates Evolutionary Algorithms (EAs) and Reinforcement Learning (RL) for optimization, has demonstrated remarkable performance advancements. By fusing both approaches, ERL has emerged as…

Neural and Evolutionary Computing · Computer Science 2026-05-26 Pengyi Li , Jianye Hao , Hongyao Tang , Xian Fu , Yan Zheng , Ke Tang

Utilizing machine learning techniques has always required choosing hyperparameters. This is true whether one uses a classical technique such as a KNN or very modern neural networks such as Deep Learning. Though in many applications,…

Machine Learning · Computer Science 2024-12-12 Edward Ratner , Elliot Farmer , Brandon Warner , Christopher Douglas , Amaury Lendasse

We present Gradient Boosting Reinforcement Learning (GBRL), a framework that adapts the strengths of gradient boosting trees (GBT) to reinforcement learning (RL) tasks. While neural networks (NNs) have become the de facto choice for RL,…

Machine Learning · Computer Science 2025-10-21 Benjamin Fuhrer , Chen Tessler , Gal Dalal

This paper presents a novel technique based on gradient boosting to train the final layers of a neural network (NN). Gradient boosting is an additive expansion algorithm in which a series of models are trained sequentially to approximate a…

Machine Learning · Computer Science 2023-05-05 Seyedsaman Emami , Gonzalo Martínez-Muñoz

Fully robust versions of the elastic net estimator are introduced for linear and logistic regression. The algorithms to compute the estimators are based on the idea of repeatedly applying the non-robust classical estimators to data subsets…

Methodology · Statistics 2017-03-16 Fatma Sevinc Kurnaz , Irene Hoffmann , Peter Filzmoser

We propose an optimistic model-based algorithm, dubbed SMRL, for finite-horizon episodic reinforcement learning (RL) when the transition model is specified by exponential family distributions with $d$ parameters and the reward is bounded…

Machine Learning · Computer Science 2023-01-10 Gene Li , Junbo Li , Anmol Kabra , Nathan Srebro , Zhaoran Wang , Zhuoran Yang

Statistical boosting algorithms have triggered a lot of research during the last decade. They combine a powerful machine-learning approach with classical statistical modelling, offering various practical advantages like automated variable…

This paper examines the use of a residual bootstrap for bias correction in machine learning regression methods. Accounting for bias is an important obstacle in recent efforts to develop statistical inference for machine learning methods. We…

Machine Learning · Statistics 2015-06-02 Giles Hooker , Lucas Mentch

Many single-target regression problems require estimates of uncertainty along with the point predictions. Probabilistic regression algorithms are well-suited for these tasks. However, the options are much more limited when the prediction…

Machine Learning · Statistics 2021-06-08 Michael O'Malley , Adam M. Sykulski , Rick Lumpkin , Alejandro Schuler

We present Re-weighted Gradient Descent (RGD), a novel optimization technique that improves the performance of deep neural networks through dynamic sample re-weighting. Leveraging insights from distributionally robust optimization (DRO)…

Machine Learning · Computer Science 2024-10-15 Ramnath Kumar , Kushal Majmundar , Dheeraj Nagaraj , Arun Sai Suggala

The inverse-free extreme learning machine (ELM) algorithm proposed in [4] was based on an inverse-free algorithm to compute the regularized pseudo-inverse, which was deduced from an inverse-free recursive algorithm to update the inverse of…

Machine Learning · Computer Science 2020-04-29 Hufei Zhu

Extreme Learning Machines (ELMs) have become a popular tool in the field of Artificial Intelligence due to their very high training speed and generalization capabilities. Another advantage is that they have a single hyper-parameter that…

Machine Learning · Computer Science 2019-12-05 Nicolás Nieto , Francisco Ibarrola , Victoria Peterson , Hugo Rufiner , Ruben Spies

Gradient boosting for decision tree algorithms are increasingly used in actuarial applications as they show superior predictive performance over traditional generalised linear models. Many enhancements to the first gradient boosting machine…

Machine Learning · Statistics 2025-08-05 Dominik Chevalier , Marie-Pier Côté

We introduce the \textit{Extract-Refine-Retrieve-Read} (ERRR) framework, a novel approach designed to bridge the pre-retrieval information gap in Retrieval-Augmented Generation (RAG) systems through query optimization tailored to meet the…

Computation and Language · Computer Science 2025-09-22 Youan Cong , Pritom Saha Akash , Cheng Wang , Kevin Chen-Chuan Chang

Ridge regression is an indispensable tool in big data analysis. Yet its inherent bias poses a significant and longstanding challenge, compromising both statistical efficiency and scalability across various applications. To tackle this…

Econometrics · Economics 2024-07-25 Zhaoxing Gao , Ruey S. Tsay

This paper presents a novel ensemble learning approach called Residual Likelihood Forests (RLF). Our weak learners produce conditional likelihoods that are sequentially optimized using global loss in the context of previous learners within…

Machine Learning · Statistics 2020-11-05 Yan Zuo , Tom Drummond

In this paper, we will show an unprecedented method to accelerate training and improve performance, which called random gradient (RG). This method can be easier to the training of any model without extra calculation cost, we use Image…

Machine Learning · Computer Science 2018-08-22 Jiakai Wei

A critical factor in adopting machine learning for time-sensitive financial tasks is computational speed, including model training and inference. This paper demonstrates that a broad class of such problems, especially those previously…

Computational Finance · Quantitative Finance 2025-05-27 Liexin Cheng , Xue Cheng , Shuaiqiang Liu