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Related papers: An Information Bottleneck Asset Pricing Model

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In this theory paper, we investigate training deep neural networks (DNNs) for classification via minimizing the information bottleneck (IB) functional. We show that the resulting optimization problem suffers from two severe issues: First,…

Machine Learning · Computer Science 2020-08-10 Rana Ali Amjad , Bernhard C. Geiger

In the realm of neural network models, the perpetual challenge remains in retaining task-relevant information while effectively discarding redundant data during propagation. In this paper, we introduce IB-AdCSCNet, a deep learning model…

Computer Vision and Pattern Recognition · Computer Science 2024-05-24 He Zou , Meng'en Qin , Yu Song , Xiaohui Yang

Deep learning models are nowadays broadly deployed to solve an incredibly large variety of tasks. Commonly, leveraging over the availability of "big data", deep neural networks are trained as black-boxes, minimizing an objective function at…

Machine Learning · Computer Science 2022-10-04 Enzo Tartaglione

We use deep neural networks to estimate an asset pricing model for individual stock returns that takes advantage of the vast amount of conditioning information, while keeping a fully flexible form and accounting for time-variation. The key…

Statistical Finance · Quantitative Finance 2021-08-12 Luyang Chen , Markus Pelger , Jason Zhu

Deep neural networks excel in supervised learning tasks but are constrained by the need for extensive labeled data. Self-supervised learning emerges as a promising alternative, allowing models to learn without explicit labels. Information…

Machine Learning · Computer Science 2023-11-22 Ravid Shwartz-Ziv , Yann LeCun

The information bottleneck (IB) principle has been adopted to explain deep learning in terms of information compression and prediction, which are balanced by a trade-off hyperparameter. How to optimize the IB principle for better robustness…

Machine Learning · Computer Science 2021-03-04 Penglong Zhai , Shihua Zhang

This paper presents a DNN bottleneck reinforcement scheme to alleviate the vulnerability of Deep Neural Networks (DNN) against adversarial attacks. Typical DNN classifiers encode the input image into a compressed latent representation more…

Computer Vision and Pattern Recognition · Computer Science 2020-08-13 Wenqing Liu , Miaojing Shi , Teddy Furon , Li Li

This paper integrates deep neural networks (DNNs) into structural economic models to increase flexibility and capture rich heterogeneity while preserving interpretability. Economic structure and machine learning are complements in empirical…

Econometrics · Economics 2025-04-28 Max H. Farrell , Tengyuan Liang , Sanjog Misra

An important task in the Internet of Things (IoT) is field monitoring, where multiple IoT nodes take measurements and communicate them to the base station or the cloud for processing, inference, and analysis. This communication becomes…

Machine Learning · Computer Science 2020-03-25 Rong Du , Sindri Magnússon , Carlo Fischione

Deep Neural Network (DNN) has gained unprecedented performance due to its automated feature extraction capability. This high order performance leads to significant incorporation of DNN models in different Internet of Things (IoT)…

Machine Learning · Computer Science 2020-10-09 Rahul Mishra , Hari Prabhat Gupta , Tanima Dutta

Model compression techniques allow to significantly reduce the computational cost associated with data processing by deep neural networks with only a minor decrease in average accuracy. Simultaneously, reducing the model size may have a…

Machine Learning · Computer Science 2021-09-28 Sebastian Cygert , Andrzej Czyżewski

In the evolving landscape of digital commerce, adaptive dynamic pricing strategies are essential for gaining a competitive edge. This paper introduces novel {\em doubly nonparametric random utility models} that eschew traditional parametric…

Methodology · Statistics 2024-06-11 Elynn Chen , Xi Chen , Lan Gao , Jiayu Li

The compression of deep neural networks (DNNs) to reduce inference cost becomes increasingly important to meet realistic deployment requirements of various applications. There have been a significant amount of work regarding network…

Machine Learning · Computer Science 2020-11-12 Tianyi Chen , Bo Ji , Yixin Shi , Tianyu Ding , Biyi Fang , Sheng Yi , Xiao Tu

Modern deep neural networks (DNNs) are extremely powerful; however, this comes at the price of increased depth and having more parameters per layer, making their training and inference more computationally challenging. In an attempt to…

Machine Learning · Statistics 2024-03-04 Lingyu Gu , Yongqi Du , Yuan Zhang , Di Xie , Shiliang Pu , Robert C. Qiu , Zhenyu Liao

Combining the Information Bottleneck model with deep learning by replacing mutual information terms with deep neural nets has proved successful in areas ranging from generative modelling to interpreting deep neural networks. In this paper,…

Machine Learning · Computer Science 2020-02-19 Aleksander Wieczorek , Volker Roth

Deep neural networks (DNNs) have become powerful tools for modeling complex data structures through sequentially integrating simple functions in each hidden layer. In survival analysis, recent advances of DNNs primarily focus on enhancing…

Machine Learning · Statistics 2025-03-26 Changhui Yuan , Shishun Zhao , Shuwei Li , Xinyuan Song , Zhao Chen

Deep neural networks (DNNs) have recently achieved great success in many visual recognition tasks. However, existing deep neural network models are computationally expensive and memory intensive, hindering their deployment in devices with…

Machine Learning · Computer Science 2020-06-16 Yu Cheng , Duo Wang , Pan Zhou , Tao Zhang

In the last few years, compression of deep neural networks has become an important strand of machine learning and computer vision research. Deep models require sizeable computational complexity and storage, when used for instance for Human…

Computer Vision and Pattern Recognition · Computer Science 2020-11-10 Ayush Srivastava , Oshin Dutta , Prathosh AP , Sumeet Agarwal , Jigyasa Gupta

Graph Neural Networks (GNNs) have achieved great success in modeling graph-structured data. However, recent works show that GNNs are vulnerable to adversarial attacks which can fool the GNN model to make desired predictions of the attacker.…

Machine Learning · Computer Science 2023-06-16 Enyan Dai , Limeng Cui , Zhengyang Wang , Xianfeng Tang , Yinghan Wang , Monica Cheng , Bing Yin , Suhang Wang

We propose Impatient Deep Neural Networks (DNNs) which deal with dynamic time budgets during application. They allow for individual budgets given a priori for each test example and for anytime prediction, i.e., a possible interruption at…

Computer Vision and Pattern Recognition · Computer Science 2016-10-11 Manuel Amthor , Erik Rodner , Joachim Denzler