The Credibility Transformer
Fuente:
arXiv
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| Autori principali: | , , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| Soggetti: | |
| Accesso online: | |
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| _version_ | 1866916410809122816 |
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| author | Richman, Ronald Scognamiglio, Salvatore Wüthrich, Mario V. |
| author_facet | Richman, Ronald Scognamiglio, Salvatore Wüthrich, Mario V. |
| contents | Inspired by the large success of Transformers in Large Language Models, these architectures are increasingly applied to tabular data. This is achieved by embedding tabular data into low-dimensional Euclidean spaces resulting in similar structures as time-series data. We introduce a novel credibility mechanism to this Transformer architecture. This credibility mechanism is based on a special token that should be seen as an encoder that consists of a credibility weighted average of prior information and observation based information. We demonstrate that this novel credibility mechanism is very beneficial to stabilize training, and our Credibility Transformer leads to predictive models that are superior to state-of-the-art deep learning models. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2409_16653 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | The Credibility Transformer Richman, Ronald Scognamiglio, Salvatore Wüthrich, Mario V. Machine Learning General Finance Inspired by the large success of Transformers in Large Language Models, these architectures are increasingly applied to tabular data. This is achieved by embedding tabular data into low-dimensional Euclidean spaces resulting in similar structures as time-series data. We introduce a novel credibility mechanism to this Transformer architecture. This credibility mechanism is based on a special token that should be seen as an encoder that consists of a credibility weighted average of prior information and observation based information. We demonstrate that this novel credibility mechanism is very beneficial to stabilize training, and our Credibility Transformer leads to predictive models that are superior to state-of-the-art deep learning models. |
| title | The Credibility Transformer |
| topic | Machine Learning General Finance |
| url | https://arxiv.org/abs/2409.16653 |