A transformer pre-trained on synthetic Poisson data can beat the classical NPMLE estimator on several empirical Bayes tasks and run about 100x faster.
[ETST01] Bradley Efron, Robert Tibshirani, John D Storey, and Virginia Tusher
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Solving Empirical Bayes via Transformers
A transformer pre-trained on synthetic Poisson data can beat the classical NPMLE estimator on several empirical Bayes tasks and run about 100x faster.