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In this paper we attempt to address the problem of geometric multi-model fitting with resorting to a few weakly annotated (WA) data points, which has been sparsely studied so far. In weak annotating, most of the manual annotations are…
We introduce Leap+Verify, a framework that applies speculative execution -- predicting future model weights and validating predictions before acceptance -- to accelerate neural network training. Inspired by speculative decoding in language…
A method for performing variable-width (thawed) Gaussian wavepacket (GWP) variational dynamics on machine-learned potentials is presented. Instead of fitting the potential energy surface (PES), the anharmonic correction to the global…
Transfer learning is a widely used method to build high performing computer vision models. In this paper, we study the efficacy of transfer learning by examining how the choice of data impacts performance. We find that more pre-training…
As deep neural networks are growing in size and being increasingly deployed to more resource-limited devices, there has been a recent surge of interest in network pruning methods, which aim to remove less important weights or activations of…
Active learning (AL) for multiple target models aims to reduce labeled data querying while effectively training multiple models concurrently. Existing AL algorithms often rely on iterative model training, which can be computationally…
We consider asset price models whose dynamics are described by linear functions of the (time extended) signature of a primary underlying process, which can range from a (market-inferred) Brownian motion to a general multidimensional…
Averaging predictions of a deep ensemble of networks is apopular and effective method to improve predictive performance andcalibration in various benchmarks and Kaggle competitions. However, theruntime and training cost of deep ensembles…
Semi- and weakly-supervised learning have recently attracted considerable attention in the object detection literature since they can alleviate the cost of annotation needed to successfully train deep learning models. State-of-art…
We consider the consumption-based asset pricing model, derive a new modified basic pricing equation, and present its successive approximations using the Taylor series expansions of the investor's utility during the averaging time interval.…
Most machine learning and data analytics applications, including performance engineering in software systems, require a large number of annotations and labelled data, which might not be available in advance. Acquiring annotations often…
This paper presents a new approach to volume ratio prediction in financial markets, specifically targeting the execution of Volume-Weighted Average Price (VWAP) strategies. Recognizing the importance of accurate volume profile forecasting,…
Understanding visual inputs for a given task amidst varied changes is a key challenge posed by visual reinforcement learning agents. We propose \textit{Value Explicit Pretraining} (VEP), a method that learns generalizable representations…
Averaging checkpoints along the training trajectory is a simple yet powerful approach to improve the generalization performance of Machine Learning models and reduce training time. Motivated by these potential gains, and in an effort to…
Point defects play a central role in driving the properties of materials. First-principles methods are widely used to compute defect energetics and structures, including at scale for high-throughput defect databases. However, these methods…
Estimation of the value-at-risk (VaR) of a large portfolio of assets is an important task for financial institutions. As the joint log-returns of asset prices can often be projected to a latent space of a much smaller dimension, the use of…
Obtaining annotations for large training sets is expensive, especially in settings where domain knowledge is required, such as behavior analysis. Weak supervision has been studied to reduce annotation costs by using weak labels from…
Designing neural networks typically relies on manual trial and error or a neural architecture search (NAS) followed by weight training. The former is time-consuming and labor-intensive, while the latter often discretizes architecture search…
We propose a compression based continual task learning method that can dynamically grow a neural network. Inspired from the recent model compression techniques, we employ compression-aware training and perform low-rank weight approximations…
This paper develops and estimates a multivariate affine GARCH(1,1) model with Normal Inverse Gaussian innovations that captures time-varying volatility, heavy tails, and dynamic correlation across asset returns. We generalize the…