paper-with-me

홈 › Papers

EulerLoRA: Rank-Driven Jump Dynamics for Calibrated Parameter-Efficient Fine-Tuning

2026-08-02 · Srinivas Anumasa, Dianbo Liu arxiv

Low-Rank Adaptation (LoRA) enables parameter-efficient fine-tuning, but standard LoRA produces a single deterministic model and does not directly support predictive uncertainty estimation. We introduce EulerLoRA, a stochastic extension of LoRA that generates multiple predictive trajectories by sampling structured variations along the rank-one components of shared low-rank adapters, while preserving the deterministic LoRA transformation in expectation. We evaluate EulerLoRA with vision transformers on CIFAR-10, CIFAR-100, and HAM10000, together with out-of-distribution detection on SVHN. Across these benchmarks, EulerLoRA achieves comparable or improved performance relative to strong LoRA-Ensemble baselines. Using two rank-20 adapters, EulerLoRA requires approximately 3 million trainable adapter parameters, compared with about 10 million for a rank-8, 16-adapter LoRA-Ensemble, corresponding to roughly 69% fewer trainable parameters. These results show that useful predictive diversity can be obtained from a small number of shared adapters.

📄 PDF Abstract BibTeX arXiv:2608.01142

Code (0)

등록된 구현이 없습니다.

Tasks

parameter-efficient fine-tuningOut-of-Distribution Detection

Similar Papers 제목 키워드 기반

Deep ZakaiJ: Structured Filtering for Jump-Diffusion Time Series Forecasting

2026-05-23 · Yan Leng, Thibaut Mastrolia, Hao Wang arxiv

Time series driven by unobserved latent states frequently exhibit abrupt jump discontinuities whose timing and magnitude cannot be predicted from observed history alone. Classical jump-diffusion models offer a principled…

Time Series Forecasting

Utility maximization in pure-jump models driven by marked point processes and nonlinear wealth dynamics

2015-09-21

We explore martingale and convex duality techniques to study optimal investment strategies that maximize expected risk-averse utility from consumption and terminal wealth. We consider a market model with jumps driven by …

Point Processes

The Microstructure of Stochastic Volatility Models with Self-Exciting Jump Dynamics

2019-11-29

We provide a general probabilistic framework within which we establish scaling limits for a class of continuous-time stochastic volatility models with self-exciting jump dynamics. In the scaling limit, the joint dynamics…

A pure-jump mean-reverting short rate model

2020-06-26

A new multi-factor short rate model is presented which is bounded from below by a real-valued function of time. The mean-reverting short rate process is modeled by a sum of pure-jump Ornstein--Uhlenbeck processes such th…

model

Hedging in a market with jumps - an FBSDE approach

2017-08-30

We propose a model for hedging in a market with jumps for a large investor. The dynamics of the stock prices and the value process is governed by forward-backward SDEs driven by Teugels martingales. Unlike known FBSDE ma…