Stochastic Weight Matrix-based Regularization Methods for Deep Neural Networks
원문 초록
The aim of this paper is to introduce two widely applicable regularization methods based on the direct modification of weight matrices. The first method, Weight Reinitialization, utilizes a simplified Bayesian assumption with partially resetting a sparse subset of the parameters. The second one, Weight Shuffling, introduces an entropy- and weight distribution-invariant non-white noise to the parameters. The latter can also be interpreted as an ensemble approach. The proposed methods are evaluated on benchmark datasets, such as MNIST, CIFAR-10 or the JSB Chorales database, and also on time series modeling tasks. We report gains both regarding performance and entropy of the analyzed networks. We also made our code available as a GitHub repository (https://github.com/rpatrik96/lod-wmm-2019).
함께 살펴볼 논문
공통 태그를 근거로 연결했습니다. 실제 인용 관계나 논문의 우수성을 뜻하지 않습니다.
A Review of the Long Horizon Forecasting Problem in Time Series Analysis
The interplay of robustness and generalization in quantum machine learning
TimePoint: Accelerated Time Series Alignment via Self-Supervised Keypoint and Descriptor Learning
LASSO-ODE: A framework for mechanistic model identifiability and selection in disease transmission modeling
MONAQ: Multi-Objective Neural Architecture Querying for Time-Series Analysis on Resource-Constrained Devices
A Better Alternative to Piecewise Linear Time Series Segmentation
토론
이 논문과 연결된 포럼 글이 아직 없습니다.