Related papers: DeepAR: Probabilistic Forecasting with Autoregress…
The success of autonomous systems will depend upon their ability to safely navigate human-centric environments. This motivates the need for a real-time, probabilistic forecasting algorithm for pedestrians, cyclists, and other agents since…
Time series forecasting is a fundamental task emerging from diverse data-driven applications. Many advanced autoregressive methods such as ARIMA were used to develop forecasting models. Recently, deep learning based methods such as DeepAr,…
Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…
Recurrent and convolutional neural networks are the most common architectures used for time series forecasting in deep learning literature. These networks use parameter sharing by repeating a set of fixed architectures with fixed parameters…
The manpower scheduling problem is a kind of critical combinational optimization problem. Researching solutions to scheduling problems can improve the efficiency of companies, hospitals, and other work units. This paper proposes a new model…
The ability to predict multiple possible future positions of the ego-vehicle given the surrounding context while also estimating their probabilities is key to safe autonomous driving. Most of the current state-of-the-art Deep Learning…
We review several of the most widely used techniques for training recurrent neural networks to approximate dynamical systems, then describe a novel algorithm for this task. The algorithm is based on an earlier theoretical result that…
The energy market relies on forecasting capabilities of both demand and power generation that need to be kept in dynamic balance. Today, when it comes to renewable energy generation, such decisions are increasingly made in a liberalized…
Scientists often use observational time series data to study complex natural processes, but regression analyses often assume simplistic dynamics. Recent advances in deep learning have yielded startling improvements to the performance of…
In this paper we use deep feedforward artificial neural networks to approximate solutions to partial differential equations in complex geometries. We show how to modify the backpropagation algorithm to compute the partial derivatives of the…
Multi-step time-series prediction is an essential supportive step for decision-makers in several industrial areas. Artificial intelligence techniques, which use a neural network component in various forms, have recently frequently been used…
We present a novel deep learning approach to approximate the solution of large, sparse, symmetric, positive-definite linear systems of equations. These systems arise from many problems in applied science, e.g., in numerical methods for…
Popular approaches for quantifying predictive uncertainty in deep neural networks often involve distributions over weights or multiple models, for instance via Markov Chain sampling, ensembling, or Monte Carlo dropout. These techniques…
Understanding relations arising out of interactions among entities can be very difficult, and predicting them is even more challenging. This problem has many applications in various fields, such as financial networks and e-commerce. These…
Despite achieving excellent performance on benchmarks, deep neural networks often underperform in real-world deployment due to sensitivity to minor, often imperceptible shifts in input data, known as distributional shifts. These shifts are…
Machine learning plays an essential role in preventing financial losses in the banking industry. Perhaps the most pertinent prediction task that can result in billions of dollars in losses each year is the assessment of credit risk (i.e.,…
The training of deep neural nets is expensive. We present a predictor- corrector method for the training of deep neural nets. It alternates a predictor pass with a corrector pass using stochastic gradient descent with backpropagation such…
Autoregressive (AR) image generators offer a language-model-friendly approach to image generation by predicting discrete image tokens in a causal sequence. However, unlike diffusion models, AR models lack a mechanism to refine previous…
Current time-series forecasting models are primarily based on transformer-style neural networks. These models achieve long-term forecasting mainly by scaling up the model size rather than through genuinely autoregressive (AR) rollout. From…
Hierarchical forecasting is a key problem in many practical multivariate forecasting applications - the goal is to simultaneously predict a large number of correlated time series that are arranged in a pre-specified aggregation hierarchy.…