67 citations · 109 across the 19 of their papers we have counts for
8 papers · 1 filter
A Maximum Entropy approach to Massive Graph Spectra
Diego Granziol, Robin Ru, Stefan Zohren +3
Graph spectral techniques for measuring graph similarity, or for learning the cluster number, require kernel smoothing. The choice of kernel function and bandwidth are typically ch…
MEMe: An Accurate Maximum Entropy Method for Efficient Approximations in Large-Scale Machine Learning
Diego Granziol, Binxin Ru, Stefan Zohren +3
Efficient approximation lies at the heart of large-scale machine learning problems. In this paper, we propose a novel, robust maximum entropy algorithm, which is capable of dealing…
Population-based Global Optimisation Methods for Learning Long-term Dependencies with RNNs
Bryan Lim, Stefan Zohren, Stephen Roberts
Despite recent innovations in network architectures and loss functions, training RNNs to learn long-term dependencies remains difficult due to challenges with gradient-based optimi…
Enhancing Time Series Momentum Strategies Using Deep Neural Networks
Bryan Lim, Stefan Zohren, Stephen Roberts
While time series momentum is a well-studied phenomenon in finance, common strategies require the explicit definition of both a trend estimator and a position sizing rule. In this…
Recurrent Neural Filters: Learning Independent Bayesian Filtering Steps for Time Series Prediction
Bryan Lim, Stefan Zohren, Stephen Roberts
Despite the recent popularity of deep generative state space models, few comparisons have been made between network architectures and the inference steps of the Bayesian filtering…
Practical Bayesian Learning of Neural Networks via Adaptive Optimisation Methods
Samuel Kessler, Arnold Salas, Vincent W. C. Tan +2
We introduce a novel framework for the estimation of the posterior distribution over the weights of a neural network, based on a new probabilistic interpretation of adaptive optimi…