Summary of Are Linear Regression Models White Box and Interpretable?, by Ahmed M Salih and Yuhe Wang
Are Linear Regression Models White Box and Interpretable?by Ahmed M Salih, Yuhe WangFirst submitted to…
Summary of Towards Understanding Epoch-wise Double Descent in Two-layer Linear Neural Networks, by Amanda Olmin et al.
Towards Understanding Epoch-wise Double descent in Two-layer Linear Neural Networksby Amanda Olmin, Fredrik LindstenFirst submitted…
Summary of Lffr: Logistic Function For (single-output) Regression, by John Chiang
LFFR: Logistic Function For (single-output) Regressionby John ChiangFirst submitted to arxiv on: 13 Jul 2024CategoriesMain:…
Summary of Understanding the Gains From Repeated Self-distillation, by Divyansh Pareek et al.
Understanding the Gains from Repeated Self-Distillationby Divyansh Pareek, Simon S. Du, Sewoong OhFirst submitted to…
Summary of A Benchmark For Maximum Cut: Towards Standardization Of the Evaluation Of Learned Heuristics For Combinatorial Optimization, by Ankur Nath et al.
A Benchmark for Maximum Cut: Towards Standardization of the Evaluation of Learned Heuristics for Combinatorial…
Summary of Stacking For Probabilistic Short-term Load Forecasting, by Grzegorz Dudek
Stacking for Probabilistic Short-term Load Forecastingby Grzegorz DudekFirst submitted to arxiv on: 15 Jun 2024CategoriesMain:…
Summary of Explainable Ai For Comparative Analysis Of Intrusion Detection Models, by Pap M. Corea et al.
Explainable AI for Comparative Analysis of Intrusion Detection Modelsby Pap M. Corea, Yongxin Liu, Jian…
Summary of Ridge Interpolators in Correlated Factor Regression Models — Exact Risk Analysis, by Mihailo Stojnic
Ridge interpolators in correlated factor regression models – exact risk analysisby Mihailo StojnicFirst submitted to…
Summary of Precise Analysis Of Ridge Interpolators Under Heavy Correlations — a Random Duality Theory View, by Mihailo Stojnic
Precise analysis of ridge interpolators under heavy correlations – a Random Duality Theory viewby Mihailo…
Summary of Decor: Deconfounding Time Series with Robust Regression, by Felix Schur et al.
DecoR: Deconfounding Time Series with Robust Regressionby Felix Schur, Jonas PetersFirst submitted to arxiv on:…