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<rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom"><channel><title>Heavy-Tailed Universality Predicts Trends in Test Accuracies for Very Large Pre-Trained Deep Neural Networks · HackerPapers discussions</title><link>https://hackerpaper.kaipfister.de/p/1901.08278/</link><description>Collected HN comments and submissions linking this paper.</description><language>en</language><lastBuildDate>Mon, 02 Nov 2026 11:16:22 GMT</lastBuildDate><atom:link href="https://hackerpaper.kaipfister.de/p/1901.08278/feed.xml" rel="self" type="application/rss+xml" /><item><title>Heavy-Tailed Universality Predicts Trends in Test Accuracies for Very Large Pre-Trained Deep Neural Networks — mentioned by spekcular</title><link>https://news.ycombinator.com/item?id=24684004</link><guid isPermaLink="false">urn:hackerpapers:mention:1901.08278:24684004</guid><pubDate>Mon, 05 Oct 2020 02:28:58 GMT</pubDate><description>&lt;p&gt;Didier Sornette, Critical Phenomena in Natural Sciences: Chaos, Fractals, Selforganization and Disorder. Springer, 2nd edition. This covers the mathematics of heavy-tailed distributions and a lot of fun applications, and also touches on some other interesting, Taleb-esque topics (fractals, renormalization group). For financial stuff in this vein (heavy tails), Bouchaud has some books with various coauthors (e.g. Theory of Financial Risk and Derivative Pricing: From Statistical Physics to Risk Management). Admittedly I have only browsed them, but what little I&amp;#x27;ve read has been good. Also, on a…&lt;/p&gt;&lt;p&gt;&lt;a href="https://hackerpaper.kaipfister.de/p/1901.08278/"&gt;Paper and discussion history&lt;/a&gt;. A mention is not an endorsement.&lt;/p&gt;</description><category>cs.LG</category></item></channel></rss>
