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Model selection is a problem that has occupied machine learning researchers for a long time. Recently, its importance has become evident through applications in deep learning. We propose an agreement-based learning framework that prevents…

Machine Learning · Computer Science 2018-06-05 Emmanouil Antonios Platanios

We present an econometric framework that adapts tools for scenario analysis, such as variants of conditional forecasts and generalized impulse responses, for use with dynamic nonparametric models. The proposed algorithms are based on…

Econometrics · Economics 2025-12-01 Michael Pfarrhofer , Anna Stelzer

Averaging predictions from multiple competing inferential models frequently outperforms predictions from any single model, providing that models are optimally weighted to maximize predictive performance. This is particularly the case in…

Methodology · Statistics 2024-05-02 Nathaniel Haines , Conor Goold

We propose a hierarchical framework for collaborative intelligent systems. This framework organizes research challenges based on the nature of the collaborative activity and the information that must be shared, with each level building on…

We introduce a framework for calibrating machine learning models so that their predictions satisfy explicit, finite-sample statistical guarantees. Our calibration algorithms work with any underlying model and (unknown) data-generating…

Machine Learning · Computer Science 2022-10-03 Anastasios N. Angelopoulos , Stephen Bates , Emmanuel J. Candès , Michael I. Jordan , Lihua Lei

At present, most surface-quality prediction methods can only perform single-task prediction which results in under-utilised datasets, repetitive work and increased experimental costs. To counter this, the authors propose a Bayesian…

This paper presents a machine learning driven framework for sectoral stress testing in the Indian financial market, focusing on financial services, information technology, energy, consumer goods, and pharmaceuticals. Initially, we address…

Risk Management · Quantitative Finance 2025-07-04 Vidya Sagar G , Shifat Ali , Siddhartha P. Chakrabarty

Classification is a fundamental task in machine learning. While conventional methods-such as binary, multiclass, and multi-label classification-are effective for simpler problems, they may not adequately address the complexities of some…

We introduce methodology to bridge scenario analysis and model-based risk forecasting, leveraging their respective strengths in policy settings. Our Bayesian framework addresses the fundamental challenge of reconciling judgmental narrative…

Econometrics · Economics 2025-05-09 Tobias Adrian , Domenico Giannone , Matteo Luciani , Mike West

Multi-fidelity machine learning methods address the accuracy-efficiency trade-off by integrating scarce, resource-intensive high-fidelity data with abundant but less accurate low-fidelity data. We propose a practical multi-fidelity strategy…

Machine Learning · Computer Science 2025-03-26 Jiaxiang Yi , Ji Cheng , Miguel A. Bessa

Post-hoc explanation methods are gaining popularity for interpreting, understanding, and debugging neural networks. Most analyses using such methods explain decisions in response to inputs drawn from the test set. However, the test set may…

Machine Learning · Computer Science 2020-12-17 Serena Booth , Yilun Zhou , Ankit Shah , Julie Shah

Network lasso is a method for solving a multi-task learning problem through the regularized maximum likelihood method. A characteristic of network lasso is setting a different model for each sample. The relationships among the models are…

Methodology · Statistics 2021-10-19 Kaito Shimamura , Shuichi Kawano

Mislabeled, duplicated, or biased data in real-world scenarios can lead to prolonged training and even hinder model convergence. Traditional solutions prioritizing easy or hard samples lack the flexibility to handle such a variety…

Machine Learning · Computer Science 2023-11-08 Zhijie Deng , Peng Cui , Jun Zhu

A challenge that machine learning practitioners in the industry face is the task of selecting the best model to deploy in production. As a model is often an intermediate component of a production system, online controlled experiments such…

Machine Learning · Statistics 2021-05-31 Zhenwen Dai , Praveen Chandar , Ghazal Fazelnia , Ben Carterette , Mounia Lalmas-Roelleke

We learn multiple hypotheses for related tasks under a latent hierarchical relationship between tasks. We exploit the intuition that for domain adaptation, we wish to share classifier structure, but for multitask learning, we wish to share…

Machine Learning · Computer Science 2014-08-12 Hal Daume

We learn multiple hypotheses for related tasks under a latent hierarchical relationship between tasks. We exploit the intuition that for domain adaptation, we wish to share classifier structure, but for multitask learning, we wish to share…

Machine Learning · Computer Science 2009-07-07 Hal Daumé

The power system of the future will be governed by complex interactions and non-linear phenomena at small time-scales, that should be studied more and more through computationally expensive software simulations. To solve the abovementioned…

Systems and Control · Electrical Eng. & Systems 2025-02-26 Marius Kuhn , Evelyn Heylen , Willem Leterme

Failure probabilities for grid components are often estimated using parametric models which can capitalize on operational grid data. This work formulates a Bayesian hierarchical framework designed to integrate data and domain expertise to…

Systems and Control · Electrical Eng. & Systems 2020-01-22 Laurel N. Dunn , Ioanna Kavvada , Mathilde Badoual , Scott J. Moura

As learning machines increase their influence on decisions concerning human lives, analyzing their fairness properties becomes a subject of central importance. Yet, our best tools for measuring the fairness of learning systems are rigid…

Machine Learning · Statistics 2022-07-21 David Lopez-Paz , Diane Bouchacourt , Levent Sagun , Nicolas Usunier

This study presents a Bayesian learning perspective towards model predictive control algorithms. High-level frameworks have been developed separately in the earlier studies on Bayesian learning and sampling-based model predictive control.…

Machine Learning · Computer Science 2022-03-14 Namhoon Cho , Seokwon Lee , Hyo-Sang Shin , Antonios Tsourdos