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In federated learning, differences in the data or objectives between the participating nodes motivate approaches to train a personalized machine learning model for each node. One such approach is weighted averaging between a locally trained…

Machine Learning · Computer Science 2021-10-26 Felix Grimberg , Mary-Anne Hartley , Sai P. Karimireddy , Martin Jaggi

Locally adapted parameterizations of a model (such as locally weighted regression) are expressive but often suffer from high variance. We describe an approach for reducing the variance, based on the idea of estimating simultaneously a…

Machine Learning · Computer Science 2012-07-03 Doina Precup , Philip Bachman

Training machine learning interatomic potentials often requires optimizing a loss function composed of three variables: potential energies, forces, and stress. The contribution of each variable to the total loss is typically weighted using…

Computational Physics · Physics 2024-03-29 Daniel Ocampo , Daniela Posso , Reza Namakian , Wei Gao

Model selection strategies have been routinely employed to determine a model for data analysis in statistics, and further study and inference then often proceed as though the selected model were the true model that were known a priori. This…

Methodology · Statistics 2018-02-13 Priyam Mitra , Heng Lian , Ritwik Mitra , Hua Liang , Min-ge Xie

To address model uncertainty under flexible loss functions in prediction problems, we propose a model averaging method that accommodates various loss functions, including asymmetric linear and quadratic loss functions, as well as many other…

Methodology · Statistics 2025-01-23 Dieqi Gu , Qingfeng Liu , Xinyu Zhang

Weight averaging is a widely used technique for accelerating training and improving the generalization of deep neural networks (DNNs). While existing approaches like stochastic weight averaging (SWA) rely on pre-set weighting schemes, they…

Machine Learning · Computer Science 2025-02-11 Tao Li , Zhehao Huang , Yingwen Wu , Zhengbao He , Qinghua Tao , Xiaolin Huang , Chih-Jen Lin

Over-parameterized models like deep nets and random forests have become very popular in machine learning. However, the natural goals of continuity and differentiability, common in regression models, are now often ignored in modern…

Machine Learning · Computer Science 2023-10-16 Mingxuan Han , Varun Shankar , Jeff M Phillips , Chenglong Ye

In this paper, we propose a model averaging approach for addressing model uncertainty in the context of partial linear functional additive models. These models are designed to describe the relation between a response and mixed-types of…

Methodology · Statistics 2023-06-12 Shishi Liu , Jingxiao Zhang

Model merging, particularly through weight averaging, has shown surprising effectiveness in saving computations and improving model performance without any additional training. However, the interpretability of why and how this technique…

Machine Learning · Computer Science 2025-08-20 Hu Wang , Congbo Ma , Ibrahim Almakky , Ian Reid , Gustavo Carneiro , Mohammad Yaqub

Real-world machine learning applications often have complex test metrics, and may have training and test data that are not identically distributed. Motivated by known connections between complex test metrics and cost-weighted learning, we…

Machine Learning · Statistics 2019-06-18 Sen Zhao , Mahdi Milani Fard , Harikrishna Narasimhan , Maya Gupta

Model averaging, as an appealing ensemble technique, strategically integrates all valuable information from candidate models to construct fast and accurate prediction. Despite of having been widely practiced in many fields such as…

Methodology · Statistics 2026-03-17 Zhuang Yong , Lv Jing , Tingting Li

In many economic applications, multiple source datasets are available, but their effective combination is challenging due to heterogeneity across datasets. To address this problem, we study a parameter-transfer framework that shares only…

Methodology · Statistics 2026-05-12 Fen Jiang , Wenhui Li , Xinyu Zhang

This paper focuses on the problem of predicting the future position of a target road user given its current state, consisting of position and velocity. A weighted average approach is adopted, where the weights are determined from data…

Computational Engineering, Finance, and Science · Computer Science 2022-04-22 Angelos Toytziaridis , Paolo Falcone , Jonas Sjöberg

Model averaging has gained significant attention in recent years due to its ability of fusing information from different models. The critical challenge in frequentist model averaging is the choice of weight vector. The bootstrap method,…

Methodology · Statistics 2024-12-10 Minghui Song , Guohua Zou , Alan T. K. Wan

Support vector machine (SVM) is a well-known statistical technique for classification problems in machine learning and other fields. An important question for SVM is the selection of covariates (or features) for the model. Many studies have…

Methodology · Statistics 2022-02-22 Jiahui Zou , Chaoxia Yuan , Xinyu Zhang , Guohua Zou , Alan T. K. Wan

Deep learning based models are used regularly in every applications nowadays. Generally we train a single model on a single task. However, we can train multiple tasks on a single model under multi-task learning settings. This provides us…

Machine Learning · Computer Science 2023-03-14 Aminul Huq , Mst Tasnim Pervin

Model merging aims to build a multi-task learner by combining the parameters of individually fine-tuned models without additional training. While a straightforward approach is to average model parameters across tasks, this often results in…

Machine Learning · Computer Science 2025-04-04 Jiho Choi , Donggyun Kim , Chanhyuk Lee , Seunghoon Hong

Fragmentary data is becoming more and more popular in many areas which brings big challenges to researchers and data analysts. Most existing methods dealing with fragmentary data consider a continuous response while in many applications the…

Methodology · Statistics 2022-02-07 Chaoxia Yuan , Yang Wu , Fang Fang

Model averaging is an important alternative to model selection with attractive prediction accuracy. However, its application to high-dimensional data remains under-explored. We propose a high-dimensional model averaging method via…

Statistics Theory · Mathematics 2025-06-11 Zhengyan Wan , Fang Fang , Binyan Jiang

A local projection model is defined by a set of linear regressions that account for the associations between exogenous variables and an endogenous variable observed at different time points. While it is standard practice to separately…

Methodology · Statistics 2020-07-14 Masahiro Tanaka
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