Related papers: Predict then Interpolate: A Simple Algorithm to Le…
In this paper, we present a new deep learning architecture for addressing the problem of supervised learning with sparse and irregularly sampled multivariate time series. The architecture is based on the use of a semi-parametric…
We introduce Invariant Risk Minimization (IRM), a learning paradigm to estimate invariant correlations across multiple training distributions. To achieve this goal, IRM learns a data representation such that the optimal classifier, on top…
Image interpolation is a special case of image super-resolution, where the low-resolution image is directly down-sampled from its high-resolution counterpart without blurring and noise. Therefore, assumptions adopted in super-resolution…
Interpolation models are critical for a wide range of applications, from numerical optimization to artificial intelligence. The reliability of the provided interpolated value is of utmost importance, and it is crucial to avoid the…
Transfer learning with a small amount of target data is an effective and common approach to adapting a pre-trained model to distribution shifts. In some situations, target data labels may be expensive to obtain, so we may only have access…
Time series forecasting enables early warning and has driven asset performance management from traditional planned maintenance to predictive maintenance. However, the lack of interpretability in forecasting methods undermines users' trust…
A wide range of applications require learning image generation models whose latent space effectively captures the high-level factors of variation present in the data distribution. The extent to which a model represents such variations…
Current methods for multivariate time series forecasting can be classified into channel-dependent and channel-independent models. Channel-dependent models learn cross-channel features but often overfit the channel ordering, which hampers…
Common model selection criteria, such as $AIC$ and its variants, are based on in-sample prediction error estimators. However, in many applications involving predicting at interpolation and extrapolation points, in-sample error cannot be…
A simple method is proposed to estimate the instantaneous correlations between state variables in a hybrid system from the empirical correlations between observable market quantities such as spot rate, stock price and implied volatility.…
Distributionally robust policy learning aims to find a policy that performs well under the worst-case distributional shift, and yet most existing methods for robust policy learning consider the worst-case joint distribution of the covariate…
The modeling of dynamical systems is essential in many fields, but applying machine learning techniques is often challenging due to incomplete or noisy data. This study introduces a variant of stochastic interpolation (SI) for probabilistic…
In the era of deep learning, understanding over-fitting phenomenon becomes increasingly important. It is observed that carefully designed deep neural networks achieve small testing error even when the training error is close to zero. One…
In practice, deep neural networks are often able to easily interpolate their training data. To understand this phenomenon, many works have aimed to quantify the memorization capacity of a neural network architecture: the largest number of…
In this paper, we propose an online learning algorithm PRIL for learning ranking classifiers using interval labeled data and show its correctness. We show its convergence in finite number of steps if there exists an ideal classifier such…
Prediction-powered inference (PPI) is a method that improves statistical estimates based on limited human-labeled data. PPI achieves this by combining small amounts of human-labeled data with larger amounts of data labeled by a reasonably…
A reliable uncertainty estimation method is the foundation of many modern out-of-distribution (OOD) detectors, which are critical for safe deployments of deep learning models in the open world. In this work, we propose TULiP, a…
Meta-learning enables algorithms to quickly learn a newly encountered task with just a few labeled examples by transferring previously learned knowledge. However, the bottleneck of current meta-learning algorithms is the requirement of a…
Imitation Learning (IL) has proven highly effective for robotic and control tasks where manually designing reward functions or explicit controllers is infeasible. However, standard IL methods implicitly assume that the environment dynamics…
In optimal control problem, policy iteration (PI) is a powerful reinforcement learning (RL) tool used for designing optimal controller for the linear systems. However, the need for an initial stabilizing control policy significantly limits…