On Mean Absolute Error for Deep Neural Network Based Vector-to-Vector Regression
In this paper, we exploit the properties of mean absolute error (MAE) as a loss function for the deep neural network (DNN) based vector-to-vector regression. The goal of this work is two-fold: (i) presenting performance bounds of MAE, and (ii) demonstrating new properties of MAE that make it more appropriate than mean squared error (MSE) as a loss function for DNN based vector-to-vector regression. First, we show that a generalized upper-bound for DNN-based vector- to-vector regression can be ensured by leveraging the known Lipschitz continuity property of MAE. Next, we derive a new generalized upper bound in the presence of additive noise. Finally, in contrast to conventional MSE commonly adopted to approximate Gaussian errors for regression, we show that MAE can be interpreted as an error modeled by Laplacian distribution. Speech enhancement experiments are conducted to corroborate our proposed theorems and validate the performance advantages of MAE over MSE for DNN based regression.
Code (0)
등록된 구현이 없습니다.
Tasks
regressionSpeech EnhancementSimilar Papers 제목 키워드 기반
Analyzing Upper Bounds on Mean Absolute Errors for Deep Neural Network Based Vector-to-Vector Regression
In this paper, we show that, in vector-to-vector regression utilizing deep neural networks (DNNs), a generalized loss of mean absolute error (MAE) between the predicted and expected feature vectors is upper bounded by th…
Learning TheoryregressionSpeech EnhancementvalidSupport Vector Regression Parameters Optimization using Golden Sine Algorithm and its application in stock market
Support vector machine modeling is a new approach in machine learning for classification showing good performance on forecasting problems of small samples and high dimensions. Later, it promoted to Support Vector Regress…
regressionNowcasting Madagascar's real GDP using machine learning algorithms
We investigate the predictive power of different machine learning algorithms to nowcast Madagascar's gross domestic product (GDP). We trained popular regression models, including linear regularized regression (Ridge, Las…
Decision MakingDimensionality ReductionregressionIntegrating Physics-Informed Vectors for Improved Wind Speed Forecasting with Neural Networks
This paper introduces an approach to enhance wind speed prediction by integrating Physics-Informed Vectors with neural network architectures, specifically Long Short-Term Memory and Temporal Convolution Networks. It also…
Online Adaptive Machine Learning Based Algorithm for Implied Volatility Surface Modeling
In this work, we design a machine learning based method, online adaptive primal support vector regression (SVR), to model the implied volatility surface (IVS). The algorithm proposed is the first derivation and implement…
BIG-bench Machine LearningCPUregression