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Leveraging Filter Correlation For Deep Model Compression

Publication: Leveraging Filter Correlations for Deep Model Compression. Published Nov 26, 2018.

Research & Papers
arxiv.orgPublished Nov 26, 2018
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Overview

Publication: Leveraging Filter Correlations for Deep Model Compression. Published Nov 26, 2018.

Publication information

Publication title
Leveraging Filter Correlations for Deep Model Compression
Authors
Pravendra Singh, Vinay Kumar Verma, Piyush Rai, Vinay P. Namboodiri
Published
Nov 26, 2018
Last publication revision
Jan 15, 2020
Subject areas
cs.CV, cs.LG, eess.IV, stat.ML
Publication source
arxiv.org · abs/1811.10559v2 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/1811.10559 ↗

Discovery references

References explain how this resource entered the collection. They do not represent an endorsement.

Explore related resources

Screenshot unavailableResource information and source links remain available. DeepIntoStreams/TSFM_Finance — reviewed source website screenshot
RepositoryChecked capture

DeepIntoStreams/TSFM_Finance

github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
31
Language
Jupyter Notebook
Code license
Apache-2.0
foundation-modeltime-seriesresearch-lab
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96 Authority 96 / 100 Cited by 2 resources in this directory 2 discovery sources Directory record updated: 2026-10-11 How scoring works →

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