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We introduce an ensemble learning method based on Gaussian Process Regression (GPR) for predicting conditional expected stock returns given stock-level and macro-economic information. Our ensemble learning approach significantly reduces the…

风险管理 · 定量金融 2026-03-10 Damir Filipović , Puneet Pasricha

To date, over 40 Automated Program Repair (APR) tools have been designed with varying bug-fixing strategies, which have been demonstrated to have complementary performance in terms of being effective for different bug classes. Intuitively,…

软件工程 · 计算机科学 2023-09-18 Wenkang Zhong , Chuanyi Li , Kui Liu , Tongtong Xu , Tegawendé F. Bissyandé , Jidong Ge , Bin Luo , Vincent Ng

Extracting parameters from the global 21cm signal is crucial for understanding the early Universe. However, detecting the 21cm signal is challenging due to the brighter foreground and associated observational difficulties. In this study, we…

宇宙学与河外天体物理 · 物理学 2026-01-16 Anshuman Tripathi , Abhirup Datta , Gursharanjit Kaur

Enhancing the robustness and accuracy of time series forecasting models is an active area of research. Recently, Artificial Neural Networks (ANNs) have found extensive applications in many practical forecasting problems. However, the…

神经与进化计算 · 计算机科学 2013-02-27 Ratnadip Adhikari , R. K. Agrawal

Representation learning is a key technique in modern machine learning that enables models to identify meaningful patterns in complex data. However, different methods tend to extract distinct aspects of the data, and relying on a single…

机器学习 · 统计学 2025-09-30 Wenhui Li , Shijin Gong , Xinyu Zhang

In projection pursuit regression (PPR), an unknown response function is approximated by the sum of M "ridge functions," which are flexible functions of one-dimensional projections of a multivariate input space. Traditionally, optimization…

统计方法学 · 统计学 2022-10-18 Gavin Collins , Devin Francom , Kellin Rumsey

Series and polynomial regression are able to approximate the same function classes as neural networks. However, these methods are rarely used in practice, although they offer more interpretability than neural networks. In this paper, we…

机器学习 · 统计学 2024-09-19 Sylvia Klosin , Jaume Vives-i-Bastida

Machine learning techniques always aim to reduce the generalized prediction error. In order to reduce it, ensemble methods present a good approach combining several models that results in a greater forecasting capacity. The Random Machines…

机器学习 · 统计学 2020-03-31 Anderson Ara , Mateus Maia , Samuel Macêdo , Francisco Louzada

Today, artificial neural networks are the state of the art for solving a variety of complex tasks, especially in image classification. Such architectures consist of a sequence of stacked layers with the aim of extracting useful information…

机器学习 · 计算机科学 2023-01-31 Simone Sarti , Eugenio Lomurno , Matteo Matteucci

Multi-model ensemble analysis integrates information from multiple climate models into a unified projection. However, existing integration approaches based on model averaging can dilute fine-scale spatial information and incur bias from…

应用统计 · 统计学 2023-04-12 Trevor Harris , Bo Li , Ryan Sriver

Density ratio estimation (DRE) is a paramount task in machine learning, for its broad applications across multiple domains, such as covariate shift adaptation, causal inference, independence tests and beyond. Parametric methods for…

机器学习 · 统计学 2025-06-03 Meilin Wang , Wei Huang , Mingming Gong , Zheng Zhang

In many machine learning tasks, models are trained to predict structure data such as graphs. For example, in natural language processing, it is very common to parse texts into dependency trees or abstract meaning representation (AMR)…

Convex regression is a promising area for bridging statistical estimation and deterministic convex optimization. New piecewise linear convex regression methods are fast and scalable, but can have instability when used to approximate…

机器学习 · 计算机科学 2012-06-22 Lauren Hannah , David Dunson

We introduce a unified and computationally efficient framework for regression on network data, addressing limitations of existing models that require specialized estimation procedures or impose restrictive decay assumptions. Our Network…

统计方法学 · 统计学 2026-01-16 Yingying Ma , Chenlei Leng

In comparative studies of progressive diseases, such as randomized controlled trials (RCTs), the mean Change From Baseline (CFB) of a continuous outcome at a pre-specified follow-up time across subjects in the target population is a…

统计方法学 · 统计学 2024-11-15 Changyu Shen , Menglan Pang , Ling Zhu , Lu Tian

Tree-based ensemble methods such as random forests, gradient-boosted trees, and Bayesianadditive regression trees have been successfully used for regression problems in many applicationsand research studies. In this paper, we study ensemble…

机器学习 · 统计学 2024-06-21 Alexandre Seiller , Éric Gaussier , Emilie Devijver , Marianne Clausel , Sami Alkhoury

Distinguishing two candidate models is a fundamental and practically important statistical problem. Error rate control is crucial to the testing logic but, in complex nonparametric settings, can be difficult to achieve, especially when the…

统计方法学 · 统计学 2025-07-09 Vaidehi Dixit , Ryan Martin

Image search and retrieval tasks can perpetuate harmful stereotypes, erase cultural identities, and amplify social disparities. Current approaches to mitigate these representational harms balance the number of retrieved items across…

This paper presents a new ensemble learning method for classification problems called projection pursuit random forest (PPF). PPF uses the PPtree algorithm introduced in Lee et al. (2013). In PPF, trees are constructed by splitting on…

机器学习 · 统计学 2021-05-24 Natalia da Silva , Dianne Cook , Eun-Kyung Lee

In Machine Learning, Artificial Neural Networks (ANNs) are a very powerful tool, broadly used in many applications. Often, the selected (deep) architectures include many layers, and therefore a large amount of parameters, which makes…

机器学习 · 计算机科学 2022-06-29 Matteo Cacciola , Antonio Frangioni , Xinlin Li , Andrea Lodi
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