1,466 results for parameters · 0.108s

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arxiv.org/abs/2310.12808v2

Model Merging by Uncertainty-Based Gradient Matching

Models trained on different datasets can be merged by a weighted-averaging of their parameters, but why does it work and when can it fail? Here, we connect the inaccuracy of weighted-averaging to mismatches in the gradients and propose a new uncertai...

arxiv.org/abs/2303.07156v4

Some quaternary additive codes outperform linear counterparts

The additive codes may have better parameters than linear codes. However, it is still a challenging problem to efficiently construct additive codes that outperform linear codes, especially those with greater distances than linear codes of the same le...

arxiv.org/abs/2106.09420v1

Remote Health-Monitoring of First Responders over TETRA Links

In this paper, we present a system for remote health-monitoring of first responders over TETRA radio links. The system features a smart garment that periodically records and sends physiological parameters of first responders to a remote agent, which...

arxiv.org/abs/astro-ph/0601671v1

The Tully-Fisher Relation in Cluster Cl0024+1654 at z=0.4

Using moderate-resolution Keck spectra, we have examined the velocity profiles of 15 members of cluster Cl0024+1654 at z=0.4. WFPC2 images of the cluster members have been used to determine structural parameters, including disk sizes, orientations,...

en.wikipedia.org/wiki/Mass-assignment_protection

Mass-assignment protection - Wikipedia

parameters. "Ruby on Rails Security Guide — Ruby on Rails Guides". Guides.rubyonrails.org. Retrieved 2016-12-27. Meyer, David (2012-03-05). "GitHub suspends

github.com/avihaig/Deep-Learning--Stock-Market-Prediction

avihaig/Deep-Learning--Stock-Market-Prediction

Comparison of Mamba Model and LSTM for stock trading predictions. Mamba Model outperformed LSTM (RMSE: 0.0323 vs. 0.1939) with fewer parameters and more efficient computation, making it a better choice for accurate stock market predictions. (⭐ 7)

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What is the difference between TEST, TEST_F and TEST_P?

Oct 29, 2019 · The TEST_P macro is followed by a set of parameters that are passed to the test case. In summary, TEST is for standalone test cases, TEST_F is for test cases with fixtures, and TEST_P is …

arxiv.org/abs/2312.09344v2

Stein's method of moments for truncated multivariate distributions

We use Stein characterisations to derive new moment-type estimators for the parameters of several truncated multivariate distributions in the i.i.d. case; we also derive the asymptotic properties of these estimators. Our examples include the truncate...