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Autori principali: Lopedoto, Enrico, Shekhunov, Maksim, Aksenov, Vitaly, Salako, Kizito, Weyde, Tillman
Natura: Preprint
Pubblicazione: 2024
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Accesso online:https://arxiv.org/abs/2405.00555
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author Lopedoto, Enrico
Shekhunov, Maksim
Aksenov, Vitaly
Salako, Kizito
Weyde, Tillman
author_facet Lopedoto, Enrico
Shekhunov, Maksim
Aksenov, Vitaly
Salako, Kizito
Weyde, Tillman
contents In this work, we introduce a novel approach to regularization in multivariable regression problems. Our regularizer, called DLoss, penalises differences between the model's derivatives and derivatives of the data generating function as estimated from the training data. We call these estimated derivatives data derivatives. The goal of our method is to align the model to the data, not only in terms of target values but also in terms of the derivatives involved. To estimate data derivatives, we select (from the training data) 2-tuples of input-value pairs, using either nearest neighbour or random, selection. On synthetic and real datasets, we evaluate the effectiveness of adding DLoss, with different weights, to the standard mean squared error loss. The experimental results show that with DLoss (using nearest neighbour selection) we obtain, on average, the best rank with respect to MSE on validation data sets, compared to no regularization, L2 regularization, and Dropout.
format Preprint
id arxiv_https___arxiv_org_abs_2405_00555
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Derivative-based regularization for regression
Lopedoto, Enrico
Shekhunov, Maksim
Aksenov, Vitaly
Salako, Kizito
Weyde, Tillman
Machine Learning
In this work, we introduce a novel approach to regularization in multivariable regression problems. Our regularizer, called DLoss, penalises differences between the model's derivatives and derivatives of the data generating function as estimated from the training data. We call these estimated derivatives data derivatives. The goal of our method is to align the model to the data, not only in terms of target values but also in terms of the derivatives involved. To estimate data derivatives, we select (from the training data) 2-tuples of input-value pairs, using either nearest neighbour or random, selection. On synthetic and real datasets, we evaluate the effectiveness of adding DLoss, with different weights, to the standard mean squared error loss. The experimental results show that with DLoss (using nearest neighbour selection) we obtain, on average, the best rank with respect to MSE on validation data sets, compared to no regularization, L2 regularization, and Dropout.
title Derivative-based regularization for regression
topic Machine Learning
url https://arxiv.org/abs/2405.00555