张德祥 (2022-05-01 09:56):
#paper https://doi.org/10.48550/arXiv.2204.07953 Learning with Signatures mnist等识别100% ,这个结果一下子炸了锅了,reddit质疑诋毁一片, https://github.com/decurtoydiaz/learning_with_signatures/issues 的讨论也很激动,但是作者开放了代码,回应了质疑,https://www.kaggle.com/code/mlsnatcher/replicate-results-signature-model/notebook也有可以直接运行的代码,在issue5讨论中作者也承认了有一个不足,除了不认可,是否可以深入了解一下这个技术具体使用的方法?论文不用深度学习,使用了:The signature was first defined for smooth paths by Chen in the 60s (Chen, 1957; 1958; 1977) and was rediscovered in the 90s in the context of rough path theory;这个数学很难,想真正搞懂这个论文的底细很难,挑战很大,搞懂了也是本事,如果技术真的ok,那也是领先一步。
Learning with Signatures
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Abstract:
In this work we investigate the use of the Signature Transform in the context of Learning. Under this assumption, we advance a supervised framework that potentially provides state-of-the-art classification accuracy with the use of few labels without the need of credit assignment and with minimal or no overfitting. We leverage tools from harmonic analysis by the use of the signature and log-signature, and use as a score function RMSE and MAE Signature and log-signature. We develop a closed-form equation to compute probably good optimal scale factors, as well as the formulation to obtain them by optimization. Techniques of Signal Processing are addressed to further characterize the problem. Classification is performed at the CPU level orders of magnitude faster than other methods. We report results on AFHQ, MNIST and CIFAR10, achieving 100% accuracy on all tasks assuming we can determine at test time which probably good optimal scale factor to use for each category.
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