Related papers: On unified framework for continuous-time grey mode…
Many real-world problems encountered in several disciplines deal with the modeling of time-series containing different underlying dynamical regimes, for which probabilistic approaches are very often employed. In this paper we describe…
In this paper, we aim at introducing a new machine learning model, namely reconciled polynomial machine, which can provide a unified representation of existing shallow and deep machine learning models. Reconciled polynomial machine predicts…
Conformal prediction provides a powerful framework for constructing distribution-free prediction regions with finite-sample coverage guarantees. While extensively studied in univariate settings, its extension to multi-output problems…
Improvement of time series forecasting accuracy through combining multiple models is an important as well as a dynamic area of research. As a result, various forecasts combination methods have been developed in literature. However, most of…
In practice, optimization tasks have some structure that allows developing new algorithms for every problem with faster convergence rates. Using the structure of optimization tasks, we can propose algorithms with more optimistic convergence…
Correctly capturing the symmetry transformations of data can lead to efficient models with strong generalization capabilities, though methods incorporating symmetries often require prior knowledge. While recent advancements have been made…
We present a continuous formulation of machine learning, as a problem in the calculus of variations and differential-integral equations, in the spirit of classical numerical analysis. We demonstrate that conventional machine learning models…
Hierarchical time series are common in several applied fields. The forecasts for these time series are required to be coherent, that is, to satisfy the constraints given by the hierarchy. The most popular technique to enforce coherence is…
The standard regression tree method applied to observations within clusters poses both methodological and implementation challenges. Effectively leveraging these data requires methods that account for both individual-level and sample-level…
This paper focuses on forecasting hierarchical time-series data, where each higher-level observation equals the sum of its corresponding lower-level time series. In such contexts, the forecast values should be coherent, meaning that the…
We provide a comprehensive overview of current approaches and systems for combining graphs and time series data. We categorize existing systems into four architectural categories and analyze how these systems meet different requirements and…
Parameters of differential equations are essential to characterize intrinsic behaviors of dynamic systems. Numerous methods for estimating parameters in dynamic systems are computationally and/or statistically inadequate, especially for…
Existing models for the analysis of concurrent processes tend to focus on fail-stop failures, where processes are either working or permanently stopped, and their state (working/stopped) is known. In fact, systems are often affected by grey…
In this paper we propose a general algorithmic framework for first-order methods in optimization in a broad sense, including minimization problems, saddle-point problems and variational inequalities. This framework allows to obtain many…
In most computer vision and image analysis problems, it is necessary to define a similarity measure between two or more different objects or images. Template matching is a classic and fundamental method used to score similarities between…
Cross-temporal forecast reconciliation aims to ensure consistency across forecasts made at different temporal and cross-sectional levels. We explore the relationships between sequential, iterative, and optimal combination approaches, and…
We propose a new framework that unifies different fairness measures into a general, parameterized class of convex fairness measures suitable for optimization contexts. First, we propose a new class of order-based fairness measures, discuss…
While machine learning has witnessed significant advancements, the emphasis has largely been on data acquisition and model creation. However, achieving a comprehensive assessment of machine learning solutions in real-world settings…
Model merging combines fine-tuned checkpoints into a single multi-task model without retraining. Existing methods - such as task arithmetic, model soups, TIES, and DARE - are computationally efficient and empirically successful, but rely on…
Model merging aims to combine multiple fine-tuned models into a single set of weights that performs well across all source tasks. While prior work has shown that merging can approximate the performance of individual fine-tuned models for…