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This paper develops an asymptotic theory for two-step debiased machine learning (DML) estimators in generalised method of moments (GMM) models with general multiway clustered dependence, without relying on cross-fitting. While cross-fitting…

Econometrics · Economics 2026-04-07 Kaicheng Chen , Harold D. Chiang

Federated Learning (FL) typically aggregates client model parameters using a weighting approach determined by sample proportions. However, this naive weighting method may lead to unfairness and degradation in model performance due to…

Machine Learning · Computer Science 2023-11-13 Mingwei Xu , Xiaofeng Cao , Ivor W. Tsang , James T. Kwok

Federated Learning (FL) is a distributed learning scheme that enables deep learning to be applied to sensitive data streams and applications in a privacy-preserving manner. This paper focuses on the use of FL for analyzing smart energy…

Machine Learning · Computer Science 2024-04-05 Abhishek Duttagupta , Jin Zhao , Shanker Shreejith

Despite the rapid expansion of smart grids and large volumes of data at the individual consumer level, there are still various cases where adequate data collection to train accurate load forecasting models is challenging or even impossible.…

Deep learning methodologies have been employed in several different fields, with an outstanding success in image recognition applications, such as material quality control, medical imaging, autonomous driving, etc. Deep learning models rely…

Computer Vision and Pattern Recognition · Computer Science 2022-03-11 Saul Calderon-Ramirez , Shengxiang Yang , David Elizondo

In this paper, we propose a semi-parametric model for autonomous nonlinear dynamical systems and devise an estimation procedure for model fitting. This model incorporates subject-specific effects and can be viewed as a nonlinear…

Methodology · Statistics 2009-06-19 Debashis Paul , Jie Peng , Prabir Burman

Change point analysis has applications in a wide variety of fields. The general problem concerns the inference of a change in distribution for a set of time-ordered observations. Sequential detection is an online version in which new data…

Methodology · Statistics 2013-10-16 David S. Matteson , Nicholas A. James

Recent advances in causal inference have seen the development of methods which make use of the predictive power of machine learning algorithms. In this paper, we develop novel double machine learning (DML) procedures for panel data in which…

Econometrics · Economics 2025-01-03 Paul S. Clarke , Annalivia Polselli

In the smart grid, huge amounts of consumption data are used to train deep learning models for applications such as load monitoring and demand response. However, these applications raise concerns regarding security and have high accuracy…

Computational Engineering, Finance, and Science · Computer Science 2022-01-28 Afaf Taik , Soumaya Cherkaoui

Linear mixed models (LMMs) are used extensively to model dependecies of observations in linear regression and are used extensively in many application areas. Parameter estimation for LMMs can be computationally prohibitive on big data.…

Machine Learning · Statistics 2019-03-08 Zilong Tan , Kimberly Roche , Xiang Zhou , Sayan Mukherjee

Non-Intrusive Load Monitoring (NILM) comprises of a set of techniques that provide insights into the energy consumption of households and industrial facilities. Latest contributions show significant improvements in terms of accuracy and…

Signal Processing · Electrical Eng. & Systems 2020-01-23 Christoph Klemenjak , Stephen Makonin , Wilfried Elmenreich

This paper proposes a doubly robust two-stage semiparametric difference-in-difference estimator for estimating heterogeneous treatment effects with high-dimensional data. Our new estimator is robust to model miss-specifications and allows…

Econometrics · Economics 2020-09-08 Yang Ning , Sida Peng , Jing Tao

As demand-side flexibility becomes increasingly necessary to integrate variable renewable energy, understanding electricity demand composition across different grid levels is essential. However, at regional and national scales, visibility…

Non-intrusive load monitoring (NILM) is an important topic in smart-grid and smart-home. Many energy disaggregation algorithms have been proposed to detect various individual appliances from one aggregated signal observation. However, few…

Other Computer Science · Computer Science 2016-11-17 Zhilin Zhang , Jae Hyun Son , Ying Li , Mark Trayer , Zhouyue Pi , Dong Yoon Hwang , Joong Ki Moon

Automating complex industrial robots requires precise nonlinear control and efficient energy management. This paper introduces a data-driven nonlinear model predictive control (NMPC) framework to optimize control under multiple objectives.…

Robotics · Computer Science 2024-11-22 Dexian Ma , Bo Zhou

We explore a data-driven approach for learning to optimize neural networks. We construct a dataset of neural network checkpoints and train a generative model on the parameters. In particular, our model is a conditional diffusion transformer…

Machine Learning · Computer Science 2022-09-27 William Peebles , Ilija Radosavovic , Tim Brooks , Alexei A. Efros , Jitendra Malik

This paper explores the use of deep neural networks for semiparametric estimation of economic models of maximizing behavior in production or discrete choice. We argue that certain deep networks are particularly well suited as a…

Econometrics · Economics 2022-04-06 Konrad Menzel

In many cases, a machine learning model must learn to correctly predict a few data points with particular values of interest in a broader range of data where many target values are zero. Zero-inflated data can be found in diverse scenarios,…

Non-Intrusive Load Monitoring (NILM) is a practical method to provide appliance-level electricity consumption information. Event detection, as an important part of event-based NILM methods, has a direct impact on the accuracy of the…

Signal Processing · Electrical Eng. & Systems 2019-03-25 Mengqi Lu , Zuyi Li

ML 2.0: In this paper, we propose a paradigm shift from the current practice of creating machine learning models - which requires months-long discovery, exploration and "feasibility report" generation, followed by re-engineering for…

Artificial Intelligence · Computer Science 2018-07-03 James Max Kanter , Benjamin Schreck , Kalyan Veeramachaneni