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pith:SZFWBOAT

pith:2026:SZFWBOATNRZ6UJ5YU544FLMNET
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Combining pre-trained models via localized model averaging

Baihua He, Yuhong Yang, Ziwen Gao

Modeling averaging weights as functions of covariates yields asymptotically optimal in-sample and out-of-sample risks when combining pre-trained models.

arxiv:2605.13421 v1 · 2026-05-13 · stat.ME

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3 Author claim open · sign in to claim
4 Citations open
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Claims

C1strongest claim

We establish the asymptotic optimality of the proposed method for both in-sample and out-of-sample risks, as well as the consistency of the estimated weights.

C2weakest assumption

The local weights can be flexibly learned as functions of covariates under a general loss that accommodates broad prediction tasks, with data conditions allowing consistent estimation.

C3one line summary

Localized model averaging with covariate-dependent weights achieves asymptotic optimality and weight consistency for combining pre-trained models under a general loss framework.

References

202 extracted · 202 resolved · 5 Pith anchors

[1] The Annals of Statistics , volume= 2000
[2] Combining forecasting procedures: 2004
[3] Journal of Econometrics , volume= 2013
[4] Journal of the American Statistical Association , volume= 2022
[5] Economics Letters , year=2017, volume= 2017
Receipt and verification
First computed 2026-05-18T02:44:47.333101Z
Builder pith-number-builder-2026-05-17-v1
Signature Pith Ed25519 (pith-v1-2026-05) · public key
Schema pith-number/v1.0

Canonical hash

964b60b8136c73ea27b8a779c2ad8d24fc81dcb047ab1d34823f91a2d8f06224

Aliases

arxiv: 2605.13421 · arxiv_version: 2605.13421v1 · doi: 10.48550/arxiv.2605.13421 · pith_short_12: SZFWBOATNRZ6 · pith_short_16: SZFWBOATNRZ6UJ5Y · pith_short_8: SZFWBOAT
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Verify this Pith Number yourself
curl -sH 'Accept: application/ld+json' https://pith.science/pith/SZFWBOATNRZ6UJ5YU544FLMNET \
  | jq -c '.canonical_record' \
  | python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
# expect: 964b60b8136c73ea27b8a779c2ad8d24fc81dcb047ab1d34823f91a2d8f06224
Canonical record JSON
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  "metadata": {
    "abstract_canon_sha256": "ff52b2eab230b2afdef90eef9cffde8b363aa0fd9c8151e3ad7af745130b60b3",
    "cross_cats_sorted": [],
    "license": "http://arxiv.org/licenses/nonexclusive-distrib/1.0/",
    "primary_cat": "stat.ME",
    "submitted_at": "2026-05-13T12:16:04Z",
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