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We propose an ensemble method to improve the generalization performance of trading strategies trained by deep reinforcement learning algorithms in a highly stochastic environment of intraday cryptocurrency portfolio trading. We adopt a…

Trading and Market Microstructure · Quantitative Finance 2023-09-06 Shuyang Wang , Diego Klabjan

A growing body of research in continual learning focuses on the catastrophic forgetting problem. While many attempts have been made to alleviate this problem, the majority of the methods assume a single model in the continual learning…

Machine Learning · Computer Science 2023-07-06 Thang Doan , Seyed Iman Mirzadeh , Mehrdad Farajtabar

Deep learning classifiers are assisting humans in making decisions and hence the user's trust in these models is of paramount importance. Trust is often a function of constant behavior. From an AI model perspective it means given the same…

In the low-data regime, it is difficult to train good supervised models from scratch. Instead practitioners turn to pre-trained models, leveraging transfer learning. Ensembling is an empirically and theoretically appealing way to construct…

Machine Learning · Computer Science 2020-10-20 Basil Mustafa , Carlos Riquelme , Joan Puigcerver , André Susano Pinto , Daniel Keysers , Neil Houlsby

Ensemble methods that average over a collection of independent predictors that are each limited to a subsampling of both the examples and features of the training data command a significant presence in machine learning, such as the…

Machine Learning · Statistics 2020-03-26 Daniel LeJeune , Hamid Javadi , Richard G. Baraniuk

Introduction. We investigate the generalization ability of models built on datasets containing a small number of subjects, recorded in single study protocols. Next, we propose and evaluate methods combining these datasets into a single,…

Machine Learning · Computer Science 2023-12-05 Gideon Vos , Kelly Trinh , Zoltan Sarnyai , Mostafa Rahimi Azghadi

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…

Machine Learning · Computer Science 2025-07-10 Marco Zanotti

In this paper, we propose a novel ensembling technique for deep neural networks, which is able to drastically reduce the required memory compared to alternative approaches. In particular, we propose to extract multiple sub-networks from a…

Machine Learning · Computer Science 2022-10-07 Jary Pomponi , Simone Scardapane , Aurelio Uncini

Ensembles, where multiple neural networks are trained individually and their predictions are averaged, have been shown to be widely successful for improving both the accuracy and predictive uncertainty of single neural networks. However, an…

Machine Learning · Computer Science 2020-02-21 Yeming Wen , Dustin Tran , Jimmy Ba

Despite increasing popularity in empirical studies, the integration of machine learning generated variables into regression models for statistical inference suffers from the measurement error problem, which can bias estimation and threaten…

Econometrics · Economics 2024-12-23 Gordon Burtch , Edward McFowland , Mochen Yang , Gediminas Adomavicius

The main flaw of neural network ensembling is that it is exceptionally demanding computationally, especially, if the individual sub-models are large neural networks, which must be trained separately. Having in mind that modern DNNs can be…

Machine Learning · Computer Science 2020-03-31 Ludwik Bukowski , Witold Dzwinel

Ensembles of artificial neural networks show improved generalization capabilities that outperform those of single networks. However, for aggregation to be effective, the individual networks must be as accurate and diverse as possible. An…

Artificial Intelligence · Computer Science 2007-05-23 P. M. Granitto , P. F. Verdes , H. A. Ceccatto

Ensembling deep learning models is a shortcut to promote its implementation in new scenarios, which can avoid tuning neural networks, losses and training algorithms from scratch. However, it is difficult to collect sufficient accurate and…

Machine Learning · Computer Science 2020-12-04 Jun Yang , Fei Wang

It is well recognized that the project productivity is a key driver in estimating software project effort from Use Case Point size metric at early software development stages. Although, there are few proposed models for predicting…

Machine Learning · Computer Science 2018-12-18 Mohammad Azzeh , Ali Bou Nassif , Shadi Banitaan , Cuauhtemoc Lopez-Martin

Model ensembles have long been a cornerstone for improving generalization and robustness in deep learning. However, their effectiveness often comes at the cost of substantial computational overhead. To address this issue, state-of-the-art…

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…

Machine Learning · Computer Science 2019-03-11 Hiroshi Inoue

Recent work has focused on data-driven learning of the evolution of unknown systems via deep neural networks (DNNs), with the goal of conducting long time prediction of the evolution of the unknown system. Training a DNN with low…

Machine Learning · Computer Science 2022-12-28 Victor Churchill , Steve Manns , Zhen Chen , Dongbin Xiu

Ensemble learning is traditionally justified as a variance-reduction strategy, explaining its strong performance for unstable predictors such as decision trees. This explanation, however, does not account for ensembles constructed from…

Machine Learning · Statistics 2025-12-30 Ernest Fokoué

While ensembling deep neural networks has shown promise in improving generalization performance, scaling current ensemble methods for large models remains challenging. Given that recent progress in deep learning is largely driven by the…

Machine Learning · Computer Science 2024-11-25 Giung Nam , Juho Lee

It is well known that ensemble methods often provide enhanced performance in reinforcement learning. In this paper, we explore this concept further by using group-aided training within the distributional reinforcement learning paradigm.…

Machine Learning · Computer Science 2020-05-25 Björn Lindenberg , Jonas Nordqvist , Karl-Olof Lindahl