CAWI replaces standard random initialization of input-to-hidden weights in randomized neural networks with samples drawn from a data-fitted copula that preserves observed feature dependencies, yielding consistent accuracy gains on 83 classification benchmarks.
Communications in Statistics-Theory and Methods , volume=
2 Pith papers cite this work. Polarity classification is still indexing.
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Tabular foundation models outperform standard methods in credit risk PD and LGD tasks, with larger gains on smaller datasets when used out-of-the-box.
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CAWI: Copula-Aligned Weight Initialization for Randomized Neural Networks
CAWI replaces standard random initialization of input-to-hidden weights in randomized neural networks with samples drawn from a data-fitted copula that preserves observed feature dependencies, yielding consistent accuracy gains on 83 classification benchmarks.
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Foundation Models for Credit Risk Prediction: A Game Changer?
Tabular foundation models outperform standard methods in credit risk PD and LGD tasks, with larger gains on smaller datasets when used out-of-the-box.