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by famouswaffles
962 days ago
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>Since it's incapable of actually summarising financial data. It's only capable of selecting combinations of pieces of its training set. Third completely off misconception from you today. This is not at all what it is doing. "Supercharged Interpolation" is false and makes no sense. It's not a lookup table either. It doesn't memorize enough of what it needs to to make your assertion possible. https://arxiv.org/abs/2110.09485 |
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all statistical learning is a variation on k-nn (see the relevant paper on this) but likewise this is obvious a priori
k-nn is the ideal learner, and a good starting point for analysis
the question for any given system is: what is the learning space, what is the distance function, and how many points are being considered
NNs set up a compressed X,y space, in that space choose points via an empirical expectation, and obtain a weighted average as their prediction
That's just what they do -- there isn't any other mechanism here. The whole formal structure of the NN can be written down on a page of paper
your paper above doesn't deal with this -- it's a reply to the 'forced interpolation' view, which i haven't espoused. but often NNs are forced interpolated
'extrapolation' is of course a part of the possible predictive output of a statical learning system -- in that it's latent space is taken to be embedded in R^n and so one can 'veer off' into R.
Whenever you attribute a higher fidelity space to a small latent space you are, in effect, extrapolating