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Utilizing a generative regime switching framework, we perform Monte-Carlo simulations of asset returns for Value at Risk threshold estimation. Using equity markets and long term bonds as test assets in the global, US, Euro area and UK…

风险管理 · 定量金融 2020-05-07 Alexander Arimond , Damian Borth , Andreas Hoepner , Michael Klawunn , Stefan Weisheit

Extrapolation -- the ability to make inferences that go beyond the scope of one's experiences -- is a hallmark of human intelligence. By contrast, the generalization exhibited by contemporary neural network algorithms is largely limited to…

计算机视觉与模式识别 · 计算机科学 2023-09-08 Taylor W. Webb , Zachary Dulberg , Steven M. Frankland , Alexander A. Petrov , Randall C. O'Reilly , Jonathan D. Cohen

In the era of deep learning, understanding over-fitting phenomenon becomes increasingly important. It is observed that carefully designed deep neural networks achieve small testing error even when the training error is close to zero. One…

机器学习 · 统计学 2018-12-04 Yue Xing , Qifan Song , Guang Cheng

A major challenge in designing neural network (NN) systems is to determine the best structure and parameters for the network given the data for the machine learning problem at hand. Examples of parameters are the number of layers and nodes,…

人工智能 · 计算机科学 2017-05-25 Gonzalo Diaz , Achille Fokoue , Giacomo Nannicini , Horst Samulowitz

We study the problem of choosing algorithm hyper-parameters in unsupervised domain adaptation, i.e., with labeled data in a source domain and unlabeled data in a target domain, drawn from a different input distribution. We follow the…

Pretraining convolutional neural networks via self-supervision, and applying them in transfer learning, is an incredibly fast-growing field that is rapidly and iteratively improving performance across practically all image domains.…

机器学习 · 计算机科学 2021-10-22 Bram Wallace , Devansh Arpit , Huan Wang , Caiming Xiong

In the context of neural network models, overparametrization refers to the phenomena whereby these models appear to generalize well on the unseen data, even though the number of parameters significantly exceeds the sample sizes, and the…

机器学习 · 统计学 2020-03-25 Matt Emschwiller , David Gamarnik , Eren C. Kızıldağ , Ilias Zadik

In this paper, we study the generalization properties of neural networks under input perturbations and show that minimal training data corruption by a few pixel modifications can cause drastic overfitting. We propose an evolutionary…

机器学习 · 计算机科学 2020-03-17 Subhajit Chaudhury , Toshihiko Yamasaki

With the increasing demand for video content at higher resolutions, it is evermore critical to find ways to limit the complexity of video encoding tasks in order to reduce costs, power consumption and environmental impact of video services.…

图像与视频处理 · 电气工程与系统科学 2020-06-25 Maria Santamaria , Saverio Blasi , Ebroul Izquierdo , Marta Mrak

Aggregating multiple learners through an ensemble of models aim to make better predictions by capturing the underlying distribution of the data more accurately. Different ensembling methods, such as bagging, boosting, and stacking/blending,…

机器学习 · 统计学 2020-11-03 Mohsen Shahhosseini , Guiping Hu , Hieu Pham

Neuro-encoded expression programming(NEEP) that aims to offer a novel continuous representation of combinatorial encoding for genetic programming methods is proposed in this paper. Genetic programming with linear representation uses…

神经与进化计算 · 计算机科学 2021-04-12 Aftab Anjum , Fengyang Sun , Lin Wang , Jeff Orchard

Citrus segmentation is a key step of automatic citrus picking. While most current image segmentation approaches achieve good segmentation results by pixel-wise segmentation, these supervised learning-based methods require a large amount of…

计算机视觉与模式识别 · 计算机科学 2021-05-05 Heqing Huang , Tongbin Huang , Zhen Li , Zhiwei Wei , Shilei Lv

Automated machine learning aims to automate the whole process of machine learning, including model configuration. In this paper, we focus on automated hyperparameter optimization (HPO) based on sequential model-based optimization (SMBO).…

机器学习 · 计算机科学 2019-09-11 Ying Wei , Peilin Zhao , Huaxiu Yao , Junzhou Huang

Unseen or out-of-domain data can seriously degrade the performance of a neural network model, indicating the model's failure to generalize to unseen data. Neural net pruning can not only help to reduce a model's size but can improve the…

机器学习 · 计算机科学 2020-01-08 Vikramjit Mitra , Horacio Franco

Training neural networks to satisfy universal constraints over continuous domains poses unique challenges. Common examples include Lyapunov Neural Networks (Lyapunov NNs) and Physics-Informed Neural Networks (PINNs), where analytical…

机器学习 · 计算机科学 2026-05-12 Siteng Kang , Xinhua Zhang

Many modern-day applications require the development of new materials with specific properties. In particular, the design of new glass compositions is of great industrial interest. Current machine learning methods for learning the…

计算物理 · 物理学 2024-02-07 Gregor Maier , Jan Hamaekers , Dominik-Sergio Martilotti , Benedikt Ziebarth

In massive multiple-input multiple-output (MIMO) systems, the large number of antennas would bring a great challenge for the acquisition of the accurate channel state information, especially in the frequency division duplex mode. To…

信号处理 · 电气工程与系统科学 2020-09-04 Yindi Yang , Shun Zhang , Feifei Gao , Chao Xu , Jianpeng Ma , Octavia A. Dobre

Hyperparameter optimization is very frequently employed in machine learning. However, an optimization of a large space of parameters could result in overfitting of models. In recent studies on solubility prediction the authors collected…

机器学习 · 计算机科学 2024-11-26 Igor V. Tetko , Ruud van Deursen , Guillaume Godin

Hyperparameter optimization is crucial for obtaining peak performance of machine learning models. The standard protocol evaluates various hyperparameter configurations using a resampling estimate of the generalization error to guide…

机器学习 · 统计学 2024-11-11 Thomas Nagler , Lennart Schneider , Bernd Bischl , Matthias Feurer

In neural machine translation (NMT), it is has become standard to translate using subword units to allow for an open vocabulary and improve accuracy on infrequent words. Byte-pair encoding (BPE) and its variants are the predominant approach…

计算与语言 · 计算机科学 2018-10-23 Elizabeth Salesky , Andrew Runge , Alex Coda , Jan Niehues , Graham Neubig