Related papers: Replica Analysis for Ensemble Techniques in Variab…
Ensuring software quality remains a critical challenge in complex and dynamic development environments, where software defects can result in significant operational and financial risks. This paper proposes an innovative framework for…
We address challenges in variable selection with highly correlated data that are frequently present in finance, economics, but also in complex natural systems as e.g. weather. We develop a robustified version of the knockoff framework,…
This paper demonstrates how to construct ensembles of spiking neural networks producing state-of-the-art results, achieving classification accuracies of 98.71%, 100.0%, and 99.09%, on the MNIST, NMNIST and DVS Gesture datasets respectively.…
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…
A model among many may only be best under certain states of the world. Switching from a model to another can also be costly. Finding a procedure to dynamically choose a model in these circumstances requires to solve a complex estimation…
Data imbalance is ubiquitous when applying machine learning to real-world problems, particularly regression problems. If training data are imbalanced, the learning is dominated by the densely covered regions of the target distribution and…
We investigate structured sparsity methods for variable selection in regression problems where the target depends nonlinearly on the inputs. We focus on general nonlinear functions not limiting a priori the function space to additive…
Ensemble learning is characterized by flexibility, high precision, and refined structure. As a critical component within computational finance, option pricing with machine learning requires both high predictive accuracy and reduced…
Offline reinforcement learning aims to utilize datasets of previously gathered environment-action interaction records to learn a policy without access to the real environment. Recent work has shown that offline reinforcement learning can be…
The aim of this paper is to describe a new an integrated methodology for project control under uncertainty. This proposal is based on Earned Value Methodology and risk analysis and presents several refinements to previous methodologies.…
Variable selection in cluster analysis is important yet challenging. It can be achieved by regularization methods, which realize a trade-off between the clustering accuracy and the number of selected variables by using a lasso-type penalty.…
Multiple classifier systems focus on the combination of classifiers to obtain better performance than a single robust one. These systems unfold three major phases: pool generation, selection and integration. One of the most promising MCS…
A common assumption in machine learning is that samples are independently and identically distributed (i.i.d). However, the contributions of different samples are not identical in training. Some samples are difficult to learn and some…
We introduce a very general method for sparse and large-scale variable selection. The large-scale regression settings is such that both the number of parameters and the number of samples are extremely large. The proposed method is based on…
Ensembling a neural network is a widely recognized approach to enhance model performance, estimate uncertainty, and improve robustness in deep supervised learning. However, deep ensembles often come with high computational costs and memory…
Random field Monte Carlo (MC) reliability analysis is a robust stochastic method to determine the probability of failure. This method, however, requires a large number of numerical simulations demanding high computational costs. This paper…
Image classification technology and performance based on Deep Learning have already achieved high standards. Nevertheless, many efforts have conducted to improve the stability of classification via ensembling. However, the existing ensemble…
Anomaly Detection in multivariate time series is a major problem in many fields. Due to their nature, anomalies sparsely occur in real data, thus making the task of anomaly detection a challenging problem for classification algorithms to…
Machine learning-based Deepfake detection models have achieved impressive results on benchmark datasets, yet their performance often deteriorates significantly when evaluated on out-of-distribution data. In this work, we investigate an…
It is impossible today to pretend that the practice of machine learning is always compatible with the idea that training and testing data follow the same distribution. Several authors have recently used ensemble techniques to show how…