Improving stochastic models by smart denoising and latent representation optimization

Jelenčič, Jakob (avtor), Massri, M. Besher (avtor), Todorovski, Ljupčo (avtor), Grobelnik, Marko (avtor), Mladenić, Dunja (avtor)

This paper introduces an innovative deep learning-based optimization method specifically designed for data derived from stochastic processes. Addressing the prevalent issue of rapid overfitting in real-world scenarios with limited historical data, our approach focuses on denoising optimization. The method effectively balances the simultaneous optimization of latent data representation and target variables, leading to enhanced model performance. We rigorously test our approach using five diverse real-world datasets. Our study is structured into three parts: an ablation study to validate the individual components of our method, a statistical analysis using the Wilcoxon rank-sum test to confirm the superiority of our method against five research hypotheses, and a detailed exploration of parameter visualization and fine-tuning. The comprehensive evaluation demonstrates that our method not only outperforms existing techniques but also significantly contributes to the advancement of deep learning models for stochastic processes. The findings underscore the potential of our method as a robust solution to the challenges in modeling stochastic processes with deep learning, offering new avenues for efficient and accurate predictions.

• Jezik: Angleški jezik
• Ključne besede: deep learning optimization, stochastic processes
• Vrsta gradiva: Članek v reviji
• Tipologija: 1.01 - Izvirni znanstveni članek
• Organizacija: FMF - Fakulteta za matematiko in fiziko
• Status publikacije: Objavljeno
• Različica publikacije: Objavljena publikacija
• Leto izida: 2025
• Št. strani: 15 str.
• Številčenje: Vol. 692, art. 121672
• PID: 20.500.12556/RUL-165331
• UDK: 004.8
• ISSN pri članku: 0020-0255
• DOI: 10.1016/j.ins.2024.121672
• COBISS.SI-ID: 216522499
• Datum objave v RUL: 02.12.2024

Gradivo je del revije

• Naslov: Information sciences
• Skrajšan naslov: Inf. sci.
• Založnik: Elsevier
• ISSN: 0020-0255
• COBISS.SI-ID: 25613056

Licence

• Licenca: CC BY 4.0, Creative Commons Priznanje avtorstva 4.0 Mednarodna
• Povezava: http://creativecommons.org/licenses/by/4.0/deed.sl
• Opis: To je standardna licenca Creative Commons, ki daje uporabnikom največ možnosti za nadaljnjo uporabo dela, pri čemer morajo navesti avtorja.

Sekundarni jezik

• Jezik: Slovenski jezik
• Ključne besede: umetna inteligenca, globoko učenje, stohastične metode

Projekti

• Financer: ARRS - Agencija za raziskovalno dejavnost Republike Slovenije