Related papers: A study on Ensemble Learning for Time Series Forec…
A forecasting ensemble consisting of a diverse range of estimators for both local and global univariate forecasting, in particular MQ-CNN,DeepAR, Prophet, NPTS, ARIMA and ETS, can be used to make forecasts for a variety of problems. This…
Transfer learning and ensembling are two popular techniques for improving the performance and robustness of neural networks. Due to the high cost of pre-training, ensembles of models fine-tuned from a single pre-trained checkpoint are often…
Training reliable respiratory sound classification models remains challenging due to the limited size and subject diversity of datasets. Ensemble methods can improve robustness, but when base models are trained on identical data, models…
Ensemble learning is a mainstay in modern data science practice. Conventional ensemble algorithms assigns to base models a set of deterministic, constant model weights that (1) do not fully account for variations in base model accuracy…
Ensemble models are powerful model building tools that are developed with a focus to improve the accuracy of model predictions. They find applications in time series forecasting in varied scenarios including but not limited to process…
Regression algorithms are regularly used for improving the accuracy of satellite precipitation products. In this context, satellite precipitation and topography data are the predictor variables, and gauged-measured precipitation data are…
Ensemble models can be used to estimate prediction uncertainties in machine learning models. However, an ensemble of N models is approximately N times more computationally demanding compared to a single model when it is used for inference.…
Analysis of human affect plays a vital role in human-computer interaction (HCI) systems. Due to the difficulty in capturing large amounts of real-life data, most of the current methods have mainly focused on controlled environments, which…
While numerical weather prediction (NWP) models are essential for forecasting thunderstorms hours in advance, NWP uncertainty, which increases with lead time, limits the predictability of thunderstorm occurrence. This study investigates how…
Deep neural networks have become the method of choice for solving many classification tasks, largely because they can fit very complex functions defined over raw data. The downside of such powerful learners is the danger of overfit. In this…
Numerous deep learning architectures have been developed to accommodate the diversity of time series datasets across different domains. In this article, we survey common encoder and decoder designs used in both one-step-ahead and…
Ensemble forecast post-processing is a necessary step in producing accurate probabilistic forecasts. Conventional post-processing methods operate by estimating the parameters of a parametric distribution, frequently on a per-location or…
Ensemble learning is a technique where multiple component learners are combined through a protocol. We propose an Ensemble Neural Network (ENN) that uses the combined latent-feature space of multiple neural network classifiers to improve…
Although transfer learning is proven to be effective in computer vision and natural language processing applications, it is rarely investigated in forecasting financial time series. Majority of existing works on transfer learning are based…
There are several bias mitigators that can reduce algorithmic bias in machine learning models but, unfortunately, the effect of mitigators on fairness is often not stable when measured across different data splits. A popular approach to…
Heterogeneous ensembles built from the predictions of a wide variety and large number of diverse base predictors represent a potent approach to building predictive models for problems where the ideal base/individual predictor may not be…
Meta-learning is increasingly used to support the recommendation of machine learning algorithms and their configurations. Such recommendations are made based on meta-data, consisting of performance evaluations of algorithms on prior…
Ensemble learning is characterized by flexibility, high precision, and refined structure. As a critical component within computational finance, option pricing with machine learning requires both high predictive accuracy and reduced…
We develop a generalized inverse optimization framework for fitting the cost vector of a single linear optimization problem given multiple observed decisions. This setting is motivated by ensemble learning, where building consensus from…
Statistical postprocessing is used to translate ensembles of raw numerical weather forecasts into reliable probabilistic forecast distributions. In this study, we examine the use of permutation-invariant neural networks for this task. In…